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B1V7KEBTPIMZEU4LTD58 2048-09-01 4.500000 1000.00 1006.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 33984.00 34337.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 41568.00 41910.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 43232.00 45320.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 19960.00 20815.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 49600.00 51994.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-04-01 5.000000 25900000.00 7447989.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 5.000000 38464.00 40083.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 5.000000 7328.00 8094.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-06-01 5.500000 1061.00 4.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-01-01 5.500000 2592.00 29.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 5.500000 1272.00 34.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-10-01 6.000000 1000.00 14.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-07-01 6.500000 2619.00 81.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 1061.00 958.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-04-01 4.000000 132352.00 134646.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-04-01 4.000000 18688.00 19118.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-09-01 4.000000 1272420.00 1169775.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-09-01 4.000000 25857.00 26268.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 122384.00 116162.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-02-01 4.500000 3926638.00 3814169.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-04-01 4.500000 815072.00 828687.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-09-01 4.703000 1013.00 56.82 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-09-16 2019-09-16 2019-09-16 N N N 0.0257 35000000.00 35000000.00 0.0399 N N N Y Natixis SA Natixis SA 2.170000% KX1WK48MPD4Y 0001503859 ARP0KXB49_2.17_0903 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 2035-11-01 6.000000 20000000.00 918008.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-07-01 3.750000 19900000.00 22960072.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-02-01 4.000000 25000000.00 23271555.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-06-01 3.500000 12400000.00 12534364.12 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-09-15 4.000000 59800000.00 21162750.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 22500000.00 21364176.98 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0217 100000000.00 100000000.00 0.1140 N Y Y N Natixis SA Natixis SA 2.150000% KX1WK48MPD4Y 0001503859 ARP0KXB56_2.15_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFW 2021-05-31 1.375000 1123400.00 1122724.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2020-01-15 1.375000 4999800.00 5907350.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2021-09-15 2.750000 11000000.00 11438298.70 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2032-04-15 3.375000 3579200.00 7392512.33 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 25000000.00 25000000.00 0.0285 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 2.160000% 1VUV7VQFKUOQ 0001330437 ARP0KXBC1_2.16_0903 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 2047-08-01 4.000000 31800000.00 28704661.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.000000 81200000.00 73427238.51 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0216 95000000.00 95000000.00 0.1083 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.170000% VYVVCKR63DVZZN70PB21 0000072971 ARP0KXBE7_2.17_0903 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 2049-08-01 3.500000 90780000.00 93565107.27 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0217 91000000.00 91000000.00 0.1037 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 2.170000% RCNB6OTYUAMMP879YW96 0001197610 ARP0KXBJ6_2.17_0903 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 2028-01-01 2.500000 11200000.00 4456414.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 4375755.00 4513464.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 5016322.00 4739949.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-09-01 4.000000 16900000.00 4948184.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-08-01 4.000000 5645344.00 3083485.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-11-01 3.500000 4089443.00 3852133.77 Agency Mortgage-Backed Securities U.S. Treasury Bill 254900HROIFW 2045-11-15 3.000000 3216200.00 3927696.85 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-10-01 4.000000 4509456.00 4281324.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-01-01 4.000000 7507705.00 4308769.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-06-01 3.500000 4665000.00 4706799.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-06-01 3.500000 5600000.00 4740414.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 5454577.00 4896563.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-02-01 3.000000 12400000.00 4917680.34 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0217 55000000.00 55000000.00 0.0627 N Y Y N ABN Amro Securities LLC ABN Amro Securities LLC 2.180000% 549300FIFV1C 0001245022 ARP0KXBN7_2.18_0903 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 2047-09-01 3.500000 342700.00 306825.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-03-01 3.710000 5188030.00 5767992.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-01 3.855000 15500000.00 17647745.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-04-01 3.500000 18400000.00 18149566.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-04-01 4.500000 300000000.00 26889794.52 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0218 67000000.00 67000000.00 0.0764 N Y Y N Morgan Stanley U.S. Government Money Market Trust 2019-09-09 Lonnie Bae Lonnie Bae Vice President