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S6XOOCT0IEG5ABCC6L87 2048-11-01 4.500000 150000.00 130027.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-10-01 5.000000 575648.00 590411.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-02-01 5.000000 1618910.00 39924.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-07-01 5.000000 1911000.00 52591.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-08-01 5.000000 2272571.00 72221.57 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2019-11-01 2019-11-01 2019-11-01 N N N 0.0175 77000000.00 77000000.00 0.0907 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 1.750000% 1VUV7VQFKUOQ 0001330437 ARP0LGT61_1.75_1101 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 2048-07-01 4.000000 106000000.00 86609470.42 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-11-01 2019-11-01 2019-11-01 N N N 0.0175 84000000.00 84000000.00 0.0990 N Y Y N Morgan Stanley U.S. Government Money Market Trust 2019-11-07 Lonnie Bae Lonnie Bae Vice President