N-MFP2 0000356409 XXXXXXXX 2021-12-31 0000356409 S000004054 2 N N 002-74980 Morgan Stanley Investment Management, Inc. 801-15757 Ernst & Young LLP Boston MA Morgan Stanley Investment Management, Inc. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Exempt Government Government/Agency N 17 42 578546308.59 562916119.58 582071879.28 548142545.89 561598639.61 613546130.81 607916019.58 622071857.06 578142545.89 591598639.61 0.8046 0.7781 0.7838 0.7846 0.7886 0.8532 0.8403 0.8377 0.8275 0.8308 610197.80 711367501.71 711384938.75 123561.38 10137629.83 701981068.10 702062104.9410 1.0000 0.0006 0.9999 0.9999 0.9999 0.9999 0.9999 C000011343 1000.00 582507587.83 582587432.9210 0.9999 0.9998 0.9999 0.9998 0.9998 22456241.66 37635350.94 27705581.72 21663323.85 37317919.22 17076742.24 35290439.16 69106065.45 30866633.47 27390828.23 143154523.93 167462698.64 0.0001 Y MSIM, Inc., waived 12B-1 Fees $50,142, waived Mgmt Fees $75,213, waived Admin Fees $25,071 C000171230 1000.00 119473480.27 119474672.0200 1.0000 1.0000 1.0000 1.0000 1.0000 1085.80 489299.06 0.00 1683940.74 0.00 1099834.73 4000.00 106757.17 0.00 15810.62 4000.00 2989500.10 0.0001 Y MSIM, Inc., waived 12B-1 Fees $10,226, waived Mgmt Fees $15,340, waived Admin Fees $5,113 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 3130AJ5K1 2549001DPIFG US3130AJ5K18 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-01-03 2022-02-10 2022-02-10 N N N 0.0007 2000195.90 2000195.90 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.170000% 3130AJC49 2549001DPIFG US3130AJC491 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-01-03 2022-02-28 2022-02-28 N N N 0.0004 10002021.90 10002021.90 0.0142 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.060000% 3130AN4E7 2549001DPIFG US3130AN4E76 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-01-03 2022-08-01 2022-08-01 N N N 0.0007 4999797.60 4999797.60 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.065000% 3130ANY61 2549001DPIFG US3130ANY612 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-01-03 2023-03-15 2023-03-15 N N N 0.0008 4999397.85 4999397.85 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.050000% 3130APN68 2549001DPIFG US3130APN685 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-03-25 2022-03-25 2022-03-25 N N N 0.0026 6996660.44 6996660.44 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000000% 313385UA2 2549001DPIFG US313385UA22 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2022-03-09 2022-03-09 2022-03-09 N N N 0.0004 19998555.80 19998555.80 0.0285 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000000% 313385UH7 2549001DPIFG US313385UH74 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2022-03-16 2022-03-16 2022-03-16 N N N 0.0004 5999520.12 5999520.12 0.0085 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000000% 313385UK0 2549001DPIFG US313385UK04 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2022-03-18 2022-03-18 2022-03-18 N N N 0.0004 9999178.00 9999178.00 0.0142 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.200000% 3133ELRQ9 2549001DPIFG US3133ELRQ95 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-01-03 2022-03-09 2022-03-09 N N N 0.0008 5001110.55 5001110.55 0.0071 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.090000% 3133EMLH3 2549001DPIFG US3133EMLH34 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-03-22 2022-03-22 2022-03-22 N N N 0.0014 3999565.16 3999565.16 0.0057 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.065000% 3133EMU83 2549001DPIFG US3133EMU832 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-01-03 2023-02-21 2023-02-21 N N N 0.0009 24992814.00 24992814.00 0.0356 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.200000% 3134GVFL7 S6XOOCT0IEG5ABCC6L87 US3134GVFL73 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-01-03 2022-03-04 2022-03-04 N N N 0.0005 4401073.29 4401073.29 0.0063 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.310000% 3134GVQW1 S6XOOCT0IEG5ABCC6L87 US3134GVQW10 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-01-03 2022-05-05 2022-05-05 N N N 0.0010 2001475.50 2001475.50 0.0029 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.270000% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-01-03 2022-05-09 2022-05-09 N N N 0.0007 5003608.05 5003608.05 0.0071 N N N N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796M89 254900HROIFW US912796M895 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2022-10-06 2022-10-06 2022-10-06 N N N 0.0026 14971106.25 14971106.25 0.0213 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796M97 254900HROIFW US912796M978 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2022-03-10 2022-03-10 2022-03-10 N N N 0.0004 4999656.25 4999656.25 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796Q28 254900HROIFW US912796Q284 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2022-05-12 2022-05-12 2022-05-12 N N N 0.0009 1999390.84 1999390.84 0.0028 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796S26 254900HROIFW US912796S264 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0003 9999525.00 9999525.00 0.0142 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.140000% 91282CAS0 254900HROIFW US91282CAS08 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2022-01-03 2022-10-31 2022-10-31 N N N 0.0009 7002849.21 7002849.21 0.0100 N Y Y N Royal Bank of Canada Royal Bank of Canada 0.070000% 549300HXQQQC 0001317808 ARP0PSPE8_0.07_0107 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 2036-02-01 2.000000 69494.00 62418.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-10-01 2.000000 57800.00 48080.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-10-01 2.000000 6429.00 5367.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-09-01 2.000000 15167.00 14144.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-08-01 2.000000 4470.00 4354.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-11-01 2.500000 21250745.00 19290986.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-06-01 2.500000 62428.00 61177.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-06-01 3.000000 59046.00 16076.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-05-01 3.000000 75188.00 19943.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-11-01 3.000000 75045.00 78532.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-02-01 3.000000 10346.00 9493.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 73866.00 40040.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-05-01 4.000000 18930.00 14840.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-01-01 4.500000 62227.00 28661.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-12-01 2.077000 143047.00 23780.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-01-01 3.285000 221607.00 76181.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-09-01 2.500000 39878.00 40592.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.500000 19078.00 10557.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 1163002.00 377221.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 500980.00 234173.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-07-01 5.000000 991214.00 143375.97 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2022-01-07 2022-01-07 2022-01-27 Y Royal Bank of Canada 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0007 20000000.00 20000000.00 0.0285 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.055000% ZBUT11V806EZ 0000036684 ARP0R1UW9_0.05_0106 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFW 2022-11-15 1.625000 10072800.00 10202083.56 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2022-01-06 2022-01-06 2022-01-06 Y JP MORGAN SECURITIES LLC 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0006 10000000.00 10000000.00 0.0142 N N Y N Norinchukin Bank Norinchukin Bank 0.080000% 549300KQZJBM 0001496637 ARP0RZE36_0.08_0318 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFW 2026-11-15 2.000000 294400.00 305493.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2025-06-30 2.750000 244500.00 258412.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2027-05-15 2.375000 8321600.00 8803856.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2026-08-15 1.500000 243600.00 247872.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2028-04-15 3.625000 172800.00 394510.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2026-08-15 6.750000 149300.00 189945.20 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2022-03-18 2022-03-18 2022-03-18 N N N 0.0008 10000000.00 10000000.00 0.0142 N N N Y Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.050000% 2IGI19DL77OX 0000800030 ARP0S2CH9_0.05_0103 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 2051-02-01 2.000000 12529449.00 11516675.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-01 2.000000 19919550.00 19644920.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-12-01 3.000000 7784178.00 7231000.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 3.000000 60040.00 57058.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-04-01 3.000000 21997192.00 19925163.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-02-01 3.500000 5579843.00 3414717.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 4.000000 2071740.00 708346.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 74591102.00 15092362.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 57829202.00 17749453.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 4.000000 90045340.00 17960302.89 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 110000000.00 110000000.00 0.1567 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.050000% ZBUT11V806EZ 0000036684 ARP0S2P28_0.05_0103 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 2043-02-20 2.500000 3399000.00 843344.43 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-12-20 2.500000 791679.00 820485.29 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-10-20 2.500000 527762.00 544278.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-12-20 2.500000 951363.00 975934.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-12-20 2.500000 2112868.00 2167435.63 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-12-20 3.000000 1665930.00 1727016.32 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-12-20 3.000000 1137226.00 1202920.14 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-12-20 3.000000 1135100.00 1209824.77 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-12-20 3.000000 2960864.00 3149838.18 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-12-20 3.000000 1423188.00 1508765.72 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-12-20 3.000000 1625898.00 1748586.63 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-12-20 3.000000 21493088.00 22281175.06 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-12-20 3.000000 1152356.00 1218924.15 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-01-20 3.500000 44711296.00 10838713.32 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-04-20 3.500000 11140000.00 4766667.26 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-10-20 3.500000 5813370.00 2163370.37 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-01-20 3.500000 7972000.00 1993943.09 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-03-20 3.500000 3465080.00 891970.49 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-09-20 3.500000 751009.00 506128.77 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-12-20 3.500000 1197224.00 1274223.06 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-08-20 4.000000 2882020.00 1682674.73 Agency Mortgage-Backed Securities Government National Mortgage Association 2044-01-20 4.000000 94258000.00 10666520.56 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-07-20 4.000000 11318976.00 2106098.01 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-12-20 4.000000 1135468.00 1251550.68 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-11-20 4.000000 1887398.00 2030501.31 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-12-20 4.000000 1159206.00 1275567.48 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-08-20 4.500000 11842592.00 2120181.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-04-20 4.500000 84000.00 12898.33 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-06-20 4.500000 6358992.00 1383960.99 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-03-20 4.500000 412371.00 60120.25 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-06-20 4.500000 75000.00 10052.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-11-20 4.500000 1000000.00 88406.75 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-11-20 5.000000 13733904.00 1956689.43 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-03-20 2.500000 2000000.00 800487.22 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-06-20 1.875000 5175552.00 303637.61 Agency Mortgage-Backed Securities Government National Mortgage Association 2030-05-15 9.500000 638368.00 8438.04 Agency Mortgage-Backed Securities Government National Mortgage Association 2027-04-15 8.000000 1421684.00 7972.52 Agency Mortgage-Backed Securities Government National Mortgage Association 2027-04-15 8.000000 2483692.00 21188.89 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-12-15 8.000000 1005000.00 16777.22 Agency Mortgage-Backed Securities Government National Mortgage Association 2027-02-15 8.000000 994952.00 11535.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2027-03-15 8.000000 1792600.00 5264.87 Agency Mortgage-Backed Securities Government National Mortgage Association 2027-04-15 8.000000 977240.00 16449.36 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-03-15 7.000000 2013480.00 21292.74 Agency Mortgage-Backed Securities Government National Mortgage Association 2027-11-15 7.000000 781631.00 8848.19 Agency Mortgage-Backed Securities Government National Mortgage Association 2027-11-15 7.000000 475000.00 8700.68 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-08-15 6.500000 2255788.00 17788.45 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-09-15 6.000000 1500000.00 15858.86 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-11-15 6.000000 314079.00 6085.78 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-02-15 5.500000 2000000.00 41487.67 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-03-15 5.000000 53723.00 7626.62 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-06-15 5.000000 900000.00 184373.98 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-02-15 5.000000 126657.00 14145.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-06-15 5.000000 666953.00 159496.22 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-01-15 4.500000 435000.00 56663.96 Agency Mortgage-Backed Securities Government National Mortgage Association 2033-09-15 4.500000 982461.00 37351.84 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-01-15 4.500000 2000000.00 229614.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-07-15 4.500000 2514344.00 170830.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-08-15 4.500000 917797.00 538631.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-06-15 4.500000 69246.00 19737.86 Agency Mortgage-Backed Securities Government National Mortgage Association 2025-02-15 4.000000 333401.00 14070.34 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-07-15 4.000000 48638.00 16378.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-04-15 3.500000 3775964.00 789095.02 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-02-15 3.500000 857026.00 298959.24 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-10-15 3.500000 2754396.00 180666.48 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-15 3.500000 619213.00 173652.83 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-03-15 3.000000 570000.00 106407.98 Agency Mortgage-Backed Securities Government National Mortgage Association 2027-02-15 3.000000 213000.00 19009.65 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2549001DPIFG 2036-08-12 2.220000 5399000.00 5368375.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-02-20 5.000000 1000000.00 65128.18 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-04-20 5.500000 5202200.00 1181256.42 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-04-20 5.500000 390000.00 36728.00 Agency Mortgage-Backed Securities Government National Mortgage Association 2031-07-20 6.500000 10525824.00 38259.48 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-03-20 6.500000 10047616.00 41816.61 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-11-20 7.000000 122513.00 14106.64 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-05-20 7.000000 9883376.00 35935.39 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-08-20 7.000000 11856016.00 33104.50 Agency Mortgage-Backed Securities Government National Mortgage Association 2031-01-20 7.000000 29716896.00 66958.46 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-11-20 8.000000 161037.00 20990.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-08-20 2.500000 200000.00 20640.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-03-20 3.000000 4061984.00 3402331.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2044-02-20 3.000000 1521780.00 1586112.06 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-10-20 3.500000 474147.00 28922.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-01-20 3.500000 571908.00 55933.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.500000 1123158.00 1181124.31 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-02-20 4.000000 1638324.00 1768869.48 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-07-20 4.000000 34561472.00 36414991.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-09-20 4.500000 1143236.00 86426.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-01-20 4.500000 112100.00 6498.71 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-03-20 5.000000 1724796.00 1886165.61 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 140000000.00 140000000.00 0.1994 N Y Y N BNP Paribas BNP Paribas 0.050000% R0MUWSFPU8MPRO8K5P83 0001272025 ARP0S2PF9_0.05_0103 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Strip 2037-08-15 N/A 128.89 94.97 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-05-01 3.000000 2299.00 615.33 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 2024-10-15 0.125000 600.00 690.61 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-12-01 2.052000 46506.00 747.67 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 2024-07-15 0.375000 800.00 791.34 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2050-02-15 0.250000 5900.00 7657.86 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-07-15 5.625000 17000.00 25728.52 Agency Mortgage-Backed Securities U.S. Treasury Bond 254900HROIFW 2048-11-15 3.375000 1101900.00 1442024.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2022-10-15 1.375000 14378900.00 14540298.17 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2044-02-15 1.375000 8790100.00 14879860.74 U.S. Treasuries (including strips) U.S. Treasury Strip 2036-05-15 N/A 21429033.65 16291744.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2025-07-15 0.375000 14518100.00 18406249.40 U.S. Treasuries (including strips) U.S. Treasury Strip 2035-08-15 N/A 23951644.44 18563722.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2022-08-31 1.625000 18814000.00 19087903.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-04-30 2.250000 18970700.00 19663537.21 U.S. Treasuries (including strips) U.S. Treasury Strip 2044-11-15 N/A 31543100.00 19888334.61 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 140000000.00 140000000.00 0.1994 N Y Y N ABN Amro Securities LLC ABN Amro Securities LLC 0.050000% 549300FIFV1C 0001245022 ARP0S2PH5_0.05_0103 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 167000000.00 135863516.25 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 132000000.00 132000000.00 0.1880 N Y Y N Morgan Stanley U.S. Government Money Market Trust 2022-01-07 Lonnie Bae Lonnie Bae Vice President