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S6XOOCT0IEG5ABCC6L87 2042-08-01 4.500000 3977.00 607.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2057-02-01 4.500000 1090.00 612.22 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 2025-03-31 2.625000 700.00 759.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2021-10-15 2.875000 900.00 912.87 U.S. Treasuries (including strips) Federal Farm Credit Bank 2549001DPIFG 2040-08-13 1.950000 1000.00 951.83 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 2025-12-31 0.375000 1000.00 987.54 U.S. Treasuries (including strips) Federal Farm Credit Bank 2549001DPIFG 2043-02-02 3.710000 1000.00 1042.29 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 2030-11-15 0.875000 1600.00 1553.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2023-03-31 2.500000 1500.00 1571.46 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2021-12-02 N/A 2500.00 2499.62 U.S. Treasuries (including strips) Federal Farm Credit Bank 2549001DPIFG 2034-07-18 2.990000 5000.00 5120.46 Agency Mortgage-Backed Securities U.S. Treasury Bill 254900HROIFW 2021-12-30 N/A 5700.00 5699.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2022-12-15 1.625000 3174200.00 3246672.43 U.S. Treasuries (including strips) Federal Farm Credit Bank 2549001DPIFG 2041-01-28 2.100000 8250000.00 8047503.75 Agency Mortgage-Backed Securities U.S. Treasury Bill 254900HROIFW 2021-11-30 N/A 8404600.00 8403591.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2026-05-31 0.750000 9501100.00 9522717.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2022-08-15 1.500000 10826700.00 10980949.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2022-04-15 2.250000 11855300.00 12117783.53 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 3.000000 63903.00 34844.47 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 2022-07-31 2.000000 24800.00 25279.45 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2023-08-15 6.250000 100.00 112.07 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2048-02-15 3.000000 100.00 123.50 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2025-02-15 7.625000 100.00 124.82 U.S. Treasuries (including strips) Government National Mortgage Association 2045-10-20 2.500000 1117.00 129.15 Agency Mortgage-Backed Securities U.S. Treasury Bond 254900HROIFW 2047-02-15 0.875000 100.00 149.80 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2028-01-15 1.750000 100.00 158.79 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2046-02-15 2.500000 400.00 449.03 U.S. Treasuries (including strips) Government National Mortgage Association 2044-03-20 3.500000 4348.00 694.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-05-20 3.500000 1650.00 746.74 Agency Mortgage-Backed Securities U.S. Treasury Strip 2039-11-15 N/A 4674.81 3308.56 U.S. Treasuries (including strips) Government National Mortgage Association 2048-03-20 3.500000 34320.00 10373.97 Agency Mortgage-Backed Securities U.S. Treasury Strip 2048-11-15 N/A 1299900.00 767707.94 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2027-01-15 2.375000 4704000.00 7823511.59 U.S. Treasuries (including strips) U.S. Treasury Strip 2046-05-15 N/A 13366253.15 8121041.36 U.S. Treasuries (including strips) U.S. Treasury Strip 2035-08-15 N/A 11468827.48 9049203.07 U.S. Treasuries (including strips) U.S. Treasury Strip 2026-11-15 N/A 10208986.90 9734105.67 U.S. Treasuries (including strips) U.S. Treasury Strip 2034-11-15 N/A 12168835.85 9769141.42 U.S. Treasuries (including strips) U.S. Treasury Strip 2036-02-15 N/A 17828400.00 14464519.66 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 110000000.00 110000000.00 0.1588 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.050000% 1VUV7VQFKUOQ 0001330437 ARP0R3D46_0.05_0901 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 2051-01-20 2.000000 104716004.00 103106377.69 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 101000000.00 101000000.00 0.1458 N Y Y N ABN AMRO Securities LLC ABN AMRO Securities LLC 0.050000% 549300FIFV1C 0001245022 ARP0R3D61_0.05_0901 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 2051-03-20 3.000000 110028000.00 107413086.25 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 105000000.00 105000000.00 0.1516 N Y Y N Morgan Stanley U.S. Government Money Market Trust 2021-09-08 Lonnie Bae Lonnie Bae Vice President