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NR Standard and Poor's Ratings Services A-1 2020-02-14 2020-02-14 2020-02-14 N N N 0.0167 25000000.00 25000000.00 0.0298 N N N Y Royal Bank of Canada Royal Bank of Canada 1.640000% ES7IP3U3RHIG 0001317808 ARP0LSS41_1.64_0203 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 2042-08-01 3.500000 2836.00 1152.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-12-01 3.704000 5390.00 1148.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 1396830.00 1361414.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 4.000000 7575.00 5832.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 4.000000 9691955.00 8930451.43 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. 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NR Standard and Poor's Ratings Services A-1+ N N 0.0158 50000000.00 50000000.00 0.0595 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 1.590000% 1VUV7VQFKUOQ 0001330437 ARP0M7335_1.59_0203 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2048-11-20 4.000000 176470000.00 118250891.16 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 115000000.00 115000000.00 0.1369 N Y Y N ABN Amro Securities LLC ABN Amro Securities LLC 1.590000% 549300FIFV1C 0001245022 ARP0M7350_1.59_0203 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 2035-01-01 2.575000 2281684.00 2372334.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-12-01 3.500000 12700000.00 6791432.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-03-01 5.000000 350000000.00 32834866.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-02-01 4.500000 143000000.00 33381723.64 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-09-20 3.500000 50000000.00 37375331.34 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 110000000.00 110000000.00 0.1310 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.590000% VYVVCKR63DVZ 0000072971 ARP0M7368_1.59_0203 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 2049-11-01 5.000000 397271.00 413052.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-03-01 4.000000 1004477.00 1044044.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 3.500000 2130984.00 2208329.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 3.500000 3357845.00 3484399.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 4058700.00 4222505.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-10-01 3.500000 14797128.00 15307736.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 3.500000 18748448.00 19479234.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 3.500000 19094354.00 19866404.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 4.500000 20796461.00 21636545.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-02-01 3.000000 24518457.00 25489159.06 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 111000000.00 111000000.00 0.1322 N Y Y N Natixis SA Natixis SA 1.570000% KX1WK48MPD4Y 0001503859 ARP0M73D3_1.57_0203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFW 2024-11-15 2.250000 674400.00 704531.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2022-08-15 1.500000 4687100.00 4734034.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2025-01-15 0.250000 18200300.00 20150394.73 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 25000000.00 25000000.00 0.0298 N Y Y N Morgan Stanley U.S. Government Money Market Trust 2020-02-07 Lonnie Bae Lonnie Bae Vice President