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NR Standard and Poor's Ratings Services A-1 2019-10-18 2019-10-18 2019-10-18 N N N 0.0211 20000000.00 20000000.00 0.0242 N N N Y Societe Generale Societe Generale 2.000000% O2RNE8IBXP4R 0000865845 ARP0L4C66_2.00_1023 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Bank 2549001DPIFG 2021-07-23 2.000000 10000.00 10035.87 Agency Mortgage-Backed Securities U.S. Treasury Bill 254900HROIFW 2020-02-06 NA 1300.00 1291.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-05-31 2.000000 2442400.00 2508190.11 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 2021-07-31 2.134217 539000.00 540511.83 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-10-23 2019-10-23 2019-10-23 N N N 0.0200 3000000.00 3000000.00 0.0036 N N N Y ING Financial Markets LLC ING Financial Markets LLC 2.350000% KBVRJ5K57JZ3 0000877559 ARP0L6OW1_2.35_1001 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-09-01 3.500000 34800000.00 35998097.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-01-01 4.212000 296864.00 82197.43 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 35000000.00 35000000.00 0.0423 N Y Y N Natixis SA Natixis SA 2.350000% KX1WK48MPD4Y 0001503859 ARP0L6PE0_2.35_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFW 2025-01-15 0.250000 15000000.00 16308497.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2028-08-15 2.875000 17100000.00 18861341.72 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 34000000.00 34000000.00 0.0411 N Y Y N Natixis SA Natixis SA 2.370000% KX1WK48MPD4Y 0001503859 ARP0L6PF7_2.37_1001 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Bank 2549001DPIFG 2033-07-11 3.930000 315000.00 337252.60 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 2023-05-31 1.625000 4999600.00 5036740.36 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 15900000.00 16047471.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-01-15 NA 21700000.00 17300000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-15 NA 22100000.00 17600000.00 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-10-01 2019-10-01 2019-10-01 N N N 0.0237 55000000.00 55000000.00 0.0665 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.400000% VYVVCKR63DVZ 0000072971 ARP0L6PJ9_2.40_1001 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 2034-09-01 3.500000 1520892.00 1595209.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 1533881.00 1620349.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 4.000000 1617308.00 1730783.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 5.000000 1624498.00 1745830.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.500000 4618548.00 4876990.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 4.000000 4796173.00 5017062.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 4.500000 6957628.00 7299645.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-04-01 4.500000 7737687.00 8156709.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-02-01 4.500000 8270958.00 8698030.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 4.500000 10600000.00 11138028.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-01 4.500000 12200000.00 12843881.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-09-01 3.500000 13200000.00 13837309.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 5.500000 14200000.00 15161535.11 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-10-01 2019-10-01 2019-10-01 N N N 0.0240 91000000.00 91000000.00 0.1100 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 2.370000% RCNB6OTYUAMMP879YW96 0001197610 ARP0L6PK6_2.37_1001 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Bill 254900HROIFW 2020-01-30 NA 100.00 99.39 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-07-01 2.391000 1865.00 205.50 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-12-20 4.000000 1013.00 744.06 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-01-20 4.000000 1000.00 877.83 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-02-20 4.000000 1000.00 1014.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-06-01 3.500000 1068.00 1090.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 4119.00 3582.50 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2549001DPIFG 2038-04-05 3.980000 8000.00 8270.06 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 2036-02-25 3.900000 10000.00 10161.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-10-01 7.500000 1498402.00 27785.36 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-06-20 3.500000 786069.00 809380.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 4.500000 2229213.00 2135691.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 2928091.00 2983240.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 57000000.00 50152123.78 Agency Mortgage-Backed Securities U.S. Treasury Strip 2025-08-15 NA 0.02 0.02 U.S. Treasuries (including strips) U.S. Treasury Strip 2035-08-15 NA 0.32 0.23 U.S. Treasuries (including strips) U.S. Treasury Strip 2031-08-15 NA 6.40 5.13 U.S. Treasuries (including strips) U.S. Treasury Strip 2025-11-15 NA 8.04 7.27 U.S. Treasuries (including strips) U.S. Treasury Strip 2024-08-15 NA 10.40 9.62 U.S. Treasuries (including strips) U.S. Treasury Strip 2030-08-15 NA 41.24 33.83 U.S. Treasuries (including strips) U.S. Treasury Strip 2045-05-15 NA 141.98 80.19 U.S. Treasuries (including strips) U.S. Treasury Strip 2026-05-15 NA 190.97 171.08 U.S. Treasuries (including strips) U.S. Treasury Strip 2023-02-15 NA 13100.00 12424.56 U.S. Treasuries (including strips) U.S. Treasury Strip 2049-05-15 NA 244100.00 128684.64 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-10-01 2019-10-01 2019-10-01 N N N 0.0237 55000000.00 55000000.00 0.0665 N Y Y N ABN Amro Securities LLC ABN Amro Securities LLC 2.420000% 549300FIFV1C 0001245022 ARP0L6PQ3_2.42_1001 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 2025-11-15 2.250000 1334800.00 1395909.15 U.S. Treasuries (including strips) Government National Mortgage Association 2034-06-15 5.500000 44500000.00 5113903.08 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 2029-02-15 2.625000 5040900.00 5472709.80 U.S. Treasuries (including strips) Government National Mortgage Association 2048-09-20 3.500000 12400000.00 10729196.42 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 2023-08-31 2.750000 15700000.00 16435534.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-11-30 2.125000 21700000.00 22453726.04 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-10-01 2019-10-01 2019-10-01 N N N 0.0242 59000000.00 59000000.00 0.0713 N Y Y N Morgan Stanley U.S. Government Money Market Trust 2019-10-07 Lonnie Bae Lonnie Bae Vice President