N-MFP2 0000356409 XXXXXXXX 2021-05-31 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 34 54 511238429.54 538460196.80 549986347.26 534481954.15 546238254.54 578460196.80 579986347.26 569481953.63 0.00 0.7276 0.7448 0.7591 0.7539 0.7774 0.8001 0.8005 0.8032 0.0000 548328.05 708260438.24 708184475.07 170454.15 185760.60 708717496.67 708802239.9100 1.0000 0.0005 1.0000 1.0000 1.0000 1.0000 0.0000 C000011343 1000.00 591018968.35 591101853.8200 1.0000 1.0000 1.0000 1.0000 0.0000 16162988.34 12825980.13 15538429.83 9416275.21 23857629.77 21920267.25 34850758.56 30267509.43 0.00 0.00 90409806.50 74430032.02 0.0001 Y MSIM, Inc., waived 12B-1 Fees $49,544, waived Admin Fees $24,772, Mgmt Fees $74,316 C000171230 1000.00 117698528.32 117700386.0900 1.0001 1.0001 1.0001 1.0001 0.0000 0.00 14158.24 0.00 797653.79 44200.00 355823.00 907.06 174513.06 0.00 0.00 45107.06 1342148.09 0.0001 Y MSIM, Inc., waived 12B-1 Fees $10,048, waived Admin Fees $5,024, Mgmt Fees $15,072 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 3130AGM85 2549001DPIFG US3130AGM850 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-01 2021-06-11 2021-06-11 N N N 0.0001 5000099.50 5000099.50 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.125000% 3130AJ5K1 2549001DPIFG US3130AJ5K18 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-01 2022-02-10 2022-02-10 N N N 0.0002 2001317.78 2001317.78 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.130000% 3130AJC49 2549001DPIFG US3130AJC491 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-01 2022-02-28 2022-02-28 N N N 0.0003 10007215.20 10007215.20 0.0141 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.130000% 3130AKA22 2549001DPIFG US3130AKA220 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-15 2021-06-15 2021-06-15 N N N 0.0006 2000050.78 2000050.78 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.070000% 3130AKY83 2549001DPIFG US3130AKY832 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-04 2021-06-04 2021-06-04 N N N 0.0006 5000002.60 5000002.60 0.0071 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.040000% 3130ALUV4 2549001DPIFG US3130ALUV41 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-29 2021-09-29 2021-09-29 N N N 0.0003 10000383.90 10000383.90 0.0141 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.000000% 313313JY5 2549001DPIFG US313313JY59 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-08-03 2021-08-03 2021-08-03 N N N 0.0001 7000000.00 7000000.00 0.0099 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.000000% 313313KM9 2549001DPIFG U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-08-16 2021-08-16 2021-08-16 N N N 0.0001 4880000.00 4880000.00 0.0069 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.000000% 313313QV3 2549001DPIFG US313313QV38 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-12-22 2021-12-22 2021-12-22 N N N 0.0002 4999433.35 4999433.35 0.0071 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.155000% 3133EJZQ5 2549001DPIFG US3133EJZQ57 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-02 2021-09-17 2021-09-17 N N N 0.0005 2000607.14 2000607.14 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.205100% 3133EK2M7 2549001DPIFG US3133EK2M70 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-09 2021-07-09 2021-07-09 N N N 0.0003 3000517.80 3000517.80 0.0042 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.207300% 3133EK5S1 2549001DPIFG US3133EK5S14 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-05 2021-08-05 2021-08-05 N N N 0.0003 8002180.56 8002180.56 0.0113 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.173800% 3133EK7C4 2549001DPIFG US3133EK7C44 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-13 2021-08-13 2021-08-13 N N N 0.0004 5001320.10 5001320.10 0.0071 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.200000% 3133EK7M2 2549001DPIFG US3133EK7M26 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-01 2021-11-18 2021-11-18 N N N 0.0004 2001271.60 2001271.60 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.198300% 3133EKH33 2549001DPIFG US3133EKH338 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-30 2021-08-30 2021-08-30 N N N 0.0004 2000660.52 2000660.52 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.090000% 3133EKQD1 2549001DPIFG US3133EKQD19 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-01 2021-06-10 2021-06-10 N N N 0.0003 1000014.00 1000014.00 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.195100% 3133ELCZ5 2549001DPIFG US3133ELCZ59 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-09 2021-09-09 2021-09-09 N N N 0.0004 5002009.55 5002009.55 0.0071 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+ 2021-06-01 2022-03-09 2022-03-09 N N N 0.0005 5005741.05 5005741.05 0.0071 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.500000% 3133ELTP9 2549001DPIFG US3133ELTP94 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-16 2021-06-16 2021-06-16 N N N 0.0003 4975971.72 4975971.72 0.0070 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.125000% 3133EMFK3 2549001DPIFG US3133EMFK37 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-11-02 2021-11-02 2021-11-02 N N N 0.0004 5001831.60 5001831.60 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 0.0007 4000634.52 4000634.52 0.0056 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.160000% 3134GVFL7 S6XOOCT0IEG5ABCC6L87 US3134GVFL73 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-01 2022-03-04 2022-03-04 N N N 0.0002 4405288.62 4405288.62 0.0062 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.270000% 3134GVQW1 S6XOOCT0IEG5ABCC6L87 US3134GVQW10 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-01 2022-05-05 2022-05-05 N N N 0.0006 2004055.40 2004055.40 0.0028 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.230000% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-06-01 2022-05-09 2022-05-09 N N N 0.0004 5009727.90 5009727.90 0.0071 N N N N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 9127963H0 254900HROIFW US9127963H06 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-06-17 2021-06-17 2021-06-17 N N N 0.0001 5000005.55 5000005.55 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 9127964B2 254900HROIFW US9127964B27 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-08-12 2021-08-12 2021-08-12 N N N 0.0001 4999912.50 4999912.50 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796A41 254900HROIFW US912796A411 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-06-03 2021-06-03 2021-06-03 N N N 0.0001 20000000.00 20000000.00 0.0282 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796B24 254900HROIFW US912796B245 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-06-10 2021-06-10 2021-06-10 N N N 0.0001 25000031.25 25000031.25 0.0353 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796B32 254900HROIFW US912796B328 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-06-24 2021-06-24 2021-06-24 N N N 0.0001 15000024.00 15000024.00 0.0212 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796B40 254900HROIFW US912796B401 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-07-01 2021-07-01 2021-07-01 N N N 0.0001 49999791.50 49999791.50 0.0705 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796C49 254900HROIFW US912796C490 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-07-22 2021-07-22 2021-07-22 N N N 0.0001 17000060.18 17000060.18 0.0240 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796C56 254900HROIFW US912796C565 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-07-29 2021-07-29 2021-07-29 N N N 0.0001 4999959.70 4999959.70 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796C64 254900HROIFW US912796C649 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-08-05 2021-08-05 2021-08-05 N N N 0.0001 4999932.30 4999932.30 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796D63 254900HROIFW US912796D639 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-09-02 2021-09-02 2021-09-02 N N N 0.0001 4999904.40 4999904.40 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796F46 254900HROIFW US912796F469 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-09-16 2021-09-16 2021-09-16 N N N 0.0001 4999925.70 4999925.70 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796F61 254900HROIFW US912796F618 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-09-30 2021-09-30 2021-09-30 N N N 0.0001 4999789.95 4999789.95 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796G37 254900HROIFW US912796G376 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 5000000.00 5000000.00 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796G52 254900HROIFW US912796G525 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-10-14 2021-10-14 2021-10-14 N N N 0.0001 4999765.60 4999765.60 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796G86 254900HROIFW US912796G863 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-06-08 2021-06-08 2021-06-08 N N N 0.0001 17000000.00 17000000.00 0.0240 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796G94 254900HROIFW US912796G947 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-06-15 2021-06-15 2021-06-15 N N N 0.0001 20000038.80 20000038.80 0.0282 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796H28 254900HROIFW US912796H283 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-06-22 2021-06-22 2021-06-22 N N N 0.0000 19900000.00 19900000.00 0.0281 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796H36 254900HROIFW US912796H366 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-06-29 2021-06-29 2021-06-29 N N N 0.0001 30000116.70 30000116.70 0.0423 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796H51 254900HROIFW US912796H515 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-11-12 2021-11-12 2021-11-12 N N N 0.0002 9999316.70 9999316.70 0.0141 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796H77 254900HROIFW US912796H770 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-11-26 2021-11-26 2021-11-26 N N N 0.0003 1999728.06 1999728.06 0.0028 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796H85 254900HROIFW US912796H853 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-07-06 2021-07-06 2021-07-06 N N N 0.0001 20000048.60 20000048.60 0.0282 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796H93 254900HROIFW US912796H937 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-07-13 2021-07-13 2021-07-13 N N N 0.0001 17000000.00 17000000.00 0.0240 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796J26 254900HROIFW US912796J263 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-07-20 2021-07-20 2021-07-20 N N N 0.0001 10000000.00 10000000.00 0.0141 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796J34 254900HROIFW US912796J347 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-07-27 2021-07-27 2021-07-27 N N N 0.0001 9999883.30 9999883.30 0.0141 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796K32 254900HROIFW US912796K329 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-08-24 2021-08-24 2021-08-24 N N N 0.0001 4999941.65 4999941.65 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.000000% 912796K40 254900HROIFW US912796K402 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-08-31 2021-08-31 2021-08-31 N N N 0.0001 14999810.40 14999810.40 0.0212 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.875000% 9128285F3 254900HROIFW US9128285F31 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2021-10-15 2021-10-15 2021-10-15 N N N 0.0003 5052828.60 5052828.60 0.0071 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.235000% 9128287G9 254900HROIFW US9128287G95 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2021-06-01 2021-07-31 2021-07-31 N N N 0.0001 5001864.05 5001864.05 0.0071 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.315000% 912828YN4 254900HROIFW US912828YN43 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2021-06-01 2021-10-31 2021-10-31 N N N 0.0001 2002587.68 2002587.68 0.0028 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.070000% 91282CAS0 254900HROIFW US91282CAS08 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2021-06-01 2022-10-31 2022-10-31 N N N 0.0002 7004835.88 7004835.88 0.0099 N Y Y N Royal Bank of Canada Royal Bank of Canada 0.070000% ES7IP3U3RHIG 0001317808 ARP0PSPE8_0.07_0604 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 2050-10-01 2.000000 21534329.00 20274142.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-09-01 2.000000 82265.00 79699.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 2.000000 2201.00 2226.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 2.000000 10013.00 10145.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-05-01 2.500000 56578.00 59388.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 255959.00 174397.40 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-06-04 2021-06-04 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 0.0282 N N Y N Norinchukin Bank Norinchukin Bank 0.050000% 549300KQZJBM 0001496637 ARP0Q0E83_0.05_0623 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFW 2027-05-15 2.375000 33120800.00 35700064.08 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-06-23 2021-06-23 2021-06-23 N N N 0.0005 35000000.00 35000000.00 0.0494 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 0.005000% ZBUT11V806EZ 0000036684 ARP0QADE9_0.00_0603 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill 254900HROIFW 2021-08-19 NA 4100.00 4099.83 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2021-09-07 NA 9678000.00 9677535.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2022-04-30 0.125000 512000.00 512324.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2022-04-30 1.875000 300.00 305.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2023-04-30 2.750000 4100.00 4312.83 U.S. Treasuries (including strips) U.S. Treasury Strip 2023-11-15 NA 1433.60 1424.78 U.S. Treasuries (including strips) U.S. Treasury Strip 2044-08-15 NA 8.00 4.58 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-06-03 2021-06-03 2021-06-03 N N N 0.0001 10000000.00 10000000.00 0.0141 N N Y N ABN Amro Securities LLC ABN Amro Securities LLC 0.020000% 549300FIFV1C 0001245022 ARP0QAYM8_0.02_0601 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 2051-01-01 2.500000 56800000.00 56718869.04 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-06-01 2021-06-01 2021-06-01 N N N 0.0002 55000000.00 55000000.00 0.0776 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.005000% R0MUWSFPU8MPRO8K5P83 0001272025 ARP0QAYS5_0.00_0601 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 2034-05-01 4.000000 631873.00 160579.68 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 2028-01-31 0.750000 2177900.00 2118190.76 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 4.000000 44719.00 26138.24 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-10-20 4.000000 9166270.00 419421.16 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-12-20 3.000000 2045710.00 2124705.24 Agency Mortgage-Backed Securities U.S. Treasury Strip 2035-05-15 NA 33738382.93 25139380.06 U.S. Treasuries (including strips) U.S. Treasury Strip 2047-05-15 NA 52925593.60 28104125.31 U.S. Treasuries (including strips) U.S. Treasury Strip 2039-11-15 NA 5038.26 3268.76 U.S. Treasuries (including strips) Government National Mortgage Association 2048-03-20 3.500000 34320.00 12280.29 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-08-20 3.000000 30459.00 31901.78 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 57000000.00 57000000.00 0.0804 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.010000% VYVVCKR63DVZ 0000072971 ARP0QAYT3_0.01_0601 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 2046-11-01 3.000000 93259212.00 50545241.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-08-01 3.000000 6270000.00 6149050.47 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 55000000.00 55000000.00 0.0776 N Y Y N Morgan Stanley U.S. Government Money Market Trust 2021-06-07 Lonnie Bae Lonnie Bae Vice President