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S6XOOCT0IEG5ABCC6L87 2049-05-01 3.000000 25900000.00 25861733.27 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 91000000.00 91000000.00 0.1058 N Y Y N ABN Amro Securities LLC ABN Amro Securities LLC 2.580000% 549300FIFV1C 0001245022 ARP0KNWT3_2.58_0801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-05-01 3.460000 536295.00 565550.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 2845090.00 2919057.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-03-01 3.680000 6375000.00 6856278.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 7897240.00 7289654.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-03-01 3.740000 7076000.00 7635829.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-09-01 4.500000 59700000.00 8613599.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-02-01 3.740000 11900000.00 13036982.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-03-01 3.680000 12200000.00 13437555.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-01 3.855000 15500000.00 17049448.29 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-03-20 3.500000 800000.00 734877.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-05-20 3.500000 10000000.00 9146164.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-10-01 4.000000 17200000.00 16951996.77 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0258 102000000.00 102000000.00 0.1186 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 2.550000% RCNB6OTYUAMMP879YW96 0001197610 ARP0KNWZ9_2.55_0801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Note 254900HROIFW 2024-04-15 0.500000 50400000.00 51874856.92 U.S. Treasuries (including strips) Government National Mortgage Association 2049-02-20 4.500000 1403865.00 1454538.10 Agency Mortgage-Backed Securities U.S. Treasury Strip 2043-11-15 NA 6330126.62 3301730.74 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 55000000.00 55000000.00 0.0639 N Y Y N Natixis SA Natixis SA 2.540000% KX1WK48MPD4Y 0001503859 ARP0KNX21_2.54_0801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-03-01 5.500000 38100000.00 11545079.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-08-01 4.000000 28900000.00 11936385.80 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2037-10-26 3.430000 12700000.00 12613456.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-15 NA 18300000.00 14000000.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-11-01 3.500000 9144405.00 8661249.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-11-01 3.500000 10400000.00 9553481.24 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-02-20 5.000000 9864439.00 10339478.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 12300000.00 10528330.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-12-01 3.500000 12000000.00 10929909.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-10-01 4.000000 13300000.00 11836307.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-02-01 4.000000 26000000.00 12537744.75 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 122000000.00 122000000.00 0.1418 N Y Y N Natixis SA Natixis SA 2.530000% KX1WK48MPD4Y 0001503859 ARP0KNX62_2.53_0801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFW 2020-07-15 1.250000 4999800.00 5897949.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2028-01-15 0.500000 8254300.00 8701811.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2022-01-15 0.125000 10000000.00 11200614.85 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 25000000.00 25000000.00 0.0291 N Y Y N Morgan Stanley U.S. Government Money Market Trust 2019-08-07 Lonnie Bae Lonnie Bae Vice President