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F1+ 2024-07-25 2024-07-25 2024-07-25 N N N 0.0531 1125757.18 1125757.18 0.0004 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797JV0 254900HROIFWPRGM1V77 US912797JV07 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-05-07 2024-05-07 2024-05-07 N N N 0.0540 8262369.29 8262369.29 0.0031 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797JW8 254900HROIFWPRGM1V77 US912797JW89 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-05-14 2024-05-14 2024-05-14 N N N 0.0541 85476309.58 85476309.58 0.0321 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797KA4 254900HROIFWPRGM1V77 US912797KA41 U.S. Treasury Debt Y Fitch, Inc. F1+ 2025-02-20 2025-02-20 2025-02-20 N N N 0.0500 33354703.20 33354703.20 0.0125 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797KC0 254900HROIFWPRGM1V77 US912797KC07 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-08-22 2024-08-22 2024-08-22 N N N 0.0532 2372339.00 2372339.00 0.0009 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797KG1 254900HROIFWPRGM1V77 US912797KG11 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-06-25 2024-06-25 2024-06-25 N N N 0.0539 12457669.65 12457669.65 0.0047 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797KH9 254900HROIFWPRGM1V77 US912797KH93 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2024-07-02 2024-07-02 2024-07-02 N N N 0.0539 2395932.31 2395932.31 0.0009 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797LL9 254900HROIFWPRGM1V77 US912797LL96 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-03-21 2024-03-21 2024-03-21 N N N 0.0538 492947.01 492947.01 0.0002 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.125000% 9128283J7 254900HROIFWPRGM1V77 US9128283J70 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-11-30 2024-11-30 2024-11-30 N N N 0.0521 1599772.77 1599772.77 0.0006 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.250000% 9128283P3 254900HROIFWPRGM1V77 US9128283P31 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-12-31 2024-12-31 2024-12-31 N N N 0.0515 458526.79 458526.79 0.0002 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.250000% 912828G38 254900HROIFWPRGM1V77 US912828G385 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-11-15 2024-11-15 2024-11-15 N N N 0.0520 4889912.28 4889912.28 0.0018 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.500000% 912828YV6 254900HROIFWPRGM1V77 US912828YV68 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-11-30 2024-11-30 2024-11-30 N N N 0.0522 731993.78 731993.78 0.0003 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.750000% 912828YY0 254900HROIFWPRGM1V77 US912828YY08 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-12-31 2024-12-31 2024-12-31 N N N 0.0513 5462073.24 5462073.24 0.0021 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.750000% 91282CDH1 254900HROIFWPRGM1V77 US91282CDH16 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-11-15 2024-11-15 2024-11-15 N N N 0.0518 1701636.05 1701636.05 0.0006 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.000000% 91282CDN8 254900HROIFWPRGM1V77 US91282CDN83 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-12-15 2024-12-15 2024-12-15 N N N 0.0517 1363313.63 1363313.63 0.0005 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.750000% 91282CED9 254900HROIFWPRGM1V77 US91282CED92 U.S. Treasury Debt Y Fitch, Inc. F1+ 2025-03-15 2025-03-15 2025-03-15 N N N 0.0507 3270780.19 3270780.19 0.0012 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 5.362744% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-03-01 2024-07-31 2024-07-31 N N N 0.0537 4639205.61 4639205.61 0.0017 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.250000% 91282CGD7 254900HROIFWPRGM1V77 US91282CGD74 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-12-31 2024-12-31 2024-12-31 N N N 0.0515 22202603.68 22202603.68 0.0083 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 5.525744% 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-03-01 2025-01-31 2025-01-31 N N N 0.0540 8106870.91 8106870.91 0.0030 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.875000% 91282CGU9 254900HROIFWPRGM1V77 US91282CGU99 U.S. Treasury Debt Y Fitch, Inc. F1+ 2025-03-31 2025-03-31 2025-03-31 N N N 0.0502 5314161.15 5314161.15 0.0020 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 5.494745% 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-03-01 2025-04-30 2025-04-30 N N N 0.0545 20497357.26 20497357.26 0.0077 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 5.450746% 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-03-01 2025-07-31 2025-07-31 N N N 0.0548 41822753.98 41822753.98 0.0157 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 5.495746% 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-03-01 2025-10-31 2025-10-31 N N N 0.0551 21131919.69 21131919.69 0.0079 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 5.570744% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y Fitch, Inc. F1+ 2024-03-01 2026-01-31 2026-01-31 N N N 0.0553 75997586.12 75997586.12 0.0286 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 5.500001% ES7IP3U3RHIGC71XBU11 0001000275 TPR04C3227791624RO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2051-12-01 2.000000 258611.00 179855.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2053-12-01 5.500000 3128044.00 3036779.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 10748.00 2924.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 59576.00 55269.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2048-09-01 4.500000 34143975.00 13097463.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2050-10-01 3.000000 105530.00 57565.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-03-01 2.000000 79847.00 50431.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-03-01 2.000000 81348.00 51240.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 24008.00 15080.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-05-01 3.000000 77089.00 56868.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 150867.00 112555.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-04-01 4.000000 70364.00 57281.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 331026.00 268898.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 41957.00 38865.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-09-01 6.000000 107069.00 107379.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-10-01 3.000000 120424.00 86876.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-05-01 2.500000 55961.00 43690.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-12-01 6.500000 21283.00 20984.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2024-03-07 2024-03-07 2024-03-07 Y Royal Bank of Canada 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0550 17000000.00 17000000.00 0.0064 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 5.500001% ES7IP3U3RHIGC71XBU11 0001000275 TPR04C323779162ROY U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Fannie Mae B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 69434.00 18888.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2059-08-01 4.000000 31791861.00 14012561.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 1000.00 332.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-05-01 5.000000 2685487.00 2486831.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 36512.00 33872.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2050-10-01 3.000000 84979.00 46355.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-03-01 2.000000 101509.00 64112.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-03-01 2.000000 86317.00 54369.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 7365.00 4626.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-05-01 3.000000 68414.00 50468.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 395813.00 321525.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-10-01 3.000000 269629.00 194514.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-05-01 2.500000 26449.00 20649.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-12-01 6.500000 31338.00 30898.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2024-03-07 2024-03-07 2024-03-07 Y Royal Bank of Canada 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0550 17000000.00 17000000.00 0.0064 N N Y N BANK OF AMERICA, NATIONAL ASSOCIATION BANK OF AMERICA, NATIONAL ASSOCIATION 5.690000% B4TYDEB6GKMZO031MB27 0000838440 TPR04D0BB7791624BA U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-07-01 3.500000 77548983.00 13312295.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 38915531.00 6257706.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2024-04-19 2024-04-19 2024-04-19 N N N 0.0566 8000000.00 8000000.00 0.0030 N N N Y BNP PARIBAS BNP PARIBAS 5.260000% R0MUWSFPU8MPRO8K5P83 0000310732 TPR04E599779162BNP U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 2042-01-24 2.820000 1000.00 706.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 2042-02-03 2.930000 1000.00 717.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2052-04-20 4.000000 11935344.00 9874629.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2054-02-20 5.500000 6269.00 6251.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2053-04-20 6.000000 110533.00 106514.00 Agency Mortgage-Backed Securities TREASURY BILL 254900HROIFWPRGM1V77 2024-03-28 0.00 1700.00 1693.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 2024-06-18 0.00 32600.00 32079.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 2043-02-15 0.00 200.00 84.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2043-05-15 3.875000 19400.00 17865.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2027-08-31 0.500000 117000.00 102361.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2027-10-31 0.500000 22100.00 19258.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2025-08-15 3.125000 35400.00 34597.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2026-12-15 4.375000 39200.00 39457.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2032-11-15 0.00 32533.00 22243.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2027-08-15 0.00 45608.00 39154.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-03-07 2024-03-07 2024-06-14 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0526 10000000.00 10000000.00 0.0038 N N Y N BNP PARIBAS BNP PARIBAS 5.249999% R0MUWSFPU8MPRO8K5P83 0000310732 TPR04E59A779162CBN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TREASURY BILL 254900HROIFWPRGM1V77 2024-06-18 0.00 6300.00 6199.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 2040-02-15 0.00 13000.00 6488.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2025-08-15 6.875000 9900.00 10231.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2025-08-15 2.000000 400.00 384.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2024-10-15 0.125000 4000.00 4747.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2027-07-31 0.375000 100.00 87.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2026-02-28 0.500000 4963800.00 4573695.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2031-07-15 0.125000 221500.00 223129.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2026-12-31 1.250000 1056700.00 969764.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2025-06-15 2.875000 100.00 98.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2033-07-15 1.375000 1392300.00 1345216.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-03-07 2024-03-07 2024-06-14 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2024-03-07 2024-03-07 2024-06-14 Y Royal Bank of Canada 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0527 10000000.00 10000000.00 0.0038 N N Y N WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC 5.430000% 0001224385 TPR04E786779162WEL U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-02-01 5.000000 5495080.00 5150000.00 Agency Mortgage-Backed Securities Y Standard and Poor's Ratings Services A-1 2024-03-22 2024-03-22 2024-03-22 N N N 0.0543 5000000.00 5000000.00 0.0019 N N N Y BANK OF AMERICA, NATIONAL ASSOCIATION BANK OF AMERICA, NATIONAL ASSOCIATION 5.340000% B4TYDEB6GKMZO031MB27 0000838440 TPR04ED8D7791622BA U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-07-01 3.500000 30000634.00 5150000.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-07-10 2024-07-10 2024-07-10 N N N 0.0534 4997923.95 4997923.95 0.0019 N N N Y BNP PARIBAS BNP PARIBAS 5.170000% R0MUWSFPU8MPRO8K5P83 0000310732 TPR04F0647791624BN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2052-09-01 5.500000 600000.00 512779.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2052-12-01 5.000000 274553.00 241652.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2052-10-20 5.500000 568629.00 504952.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-11-20 7.000000 325000.00 7335.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-09-15 6.000000 3083223.00 41447.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-10-15 6.000000 369369.00 6538.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-03-15 5.000000 997254.00 25589.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-09-15 5.000000 658393.00 61736.00 Agency Mortgage-Backed Securities STRIP PRINC 254900HROIFWPRGM1V77 2043-02-15 0.00 2000.00 841.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2044-11-15 3.000000 891500.00 710678.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2051-02-15 1.875000 16400.00 9744.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2024-08-31 1.875000 200.00 197.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2028-01-15 0.500000 11500000.00 13516484.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2025-01-31 2.500000 300.00 294.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2024-09-30 1.500000 39700.00 39097.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2025-09-30 0.250000 200.00 186.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2026-12-15 4.375000 4662000.00 4692609.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2034-11-15 0.00 132.00 82.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2027-08-15 0.00 48193.00 41373.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-03-07 2024-03-07 2024-07-17 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0517 20000000.00 20000000.00 0.0075 N N Y N BNP PARIBAS BNP PARIBAS 5.220000% R0MUWSFPU8MPRO8K5P83 0000310732 TPR04F16D7791628BN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-09-01 3.500000 70410.00 37440.00 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 2025-08-15 6.875000 100.00 103.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2028-05-15 2.875000 25000.00 23803.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2025-08-31 0.250000 13015500.00 12160720.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2024-11-30 4.500000 18200.00 18305.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-03-07 2024-03-07 2024-07-22 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0522 12000000.00 12000000.00 0.0045 N N Y N BNP PARIBAS BNP PARIBAS 5.209999% R0MUWSFPU8MPRO8K5P83 0000310732 TPR04F16E7791627BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY N/B 254900HROIFWPRGM1V77 2024-09-30 1.500000 5048500.00 4971851.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2032-07-15 0.625000 44200.00 42141.00 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 2024-07-31 5.362744 800.00 803.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2026-10-15 4.625000 83600.00 85293.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-03-07 2024-03-07 2024-07-22 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0521 5000000.00 5000000.00 0.0019 N N Y N BNP PARIBAS BNP PARIBAS 5.220000% R0MUWSFPU8MPRO8K5P83 0000310732 TPR04F1E57791629BN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2038-03-12 3.375000 8665000.00 7447882.00 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2053-08-01 6.500000 2589642.00 2546530.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-09-01 4.500000 1580.00 66.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 1000.00 286.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2050-12-01 3.000000 1000.00 596.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2045-08-01 4.000000 2789.00 945.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-02-01 6.500000 1000.00 960.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-04-01 6.000000 1257.00 45.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2031-01-01 4.000000 1125.00 50.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-12-01 5.500000 3026.00 2740.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-05-01 5.000000 1336.00 1125.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2053-02-20 5.500000 52696.00 49320.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-07-20 3.500000 13916.00 4340.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-04-15 6.000000 25002.00 385.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-02-15 5.500000 25018.00 202.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-08-15 6.000000 25000.00 592.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-12-15 6.000000 25000.00 1091.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-02-20 5.500000 25028.00 418.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-04-20 5.500000 25000.00 439.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-08-20 5.500000 25011.00 379.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-03-20 7.000000 50028.00 80.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-03-20 5.000000 308043.00 3487.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-11-20 5.500000 73343.00 1349.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2035-11-20 5.500000 1000.00 20.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-05-20 5.500000 2018.00 30.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-10-20 5.000000 1156.00 38.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-02-15 5.500000 187660.00 4477.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-09-15 4.000000 16676.00 1318.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-10-15 5.000000 1006.00 40.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2035-07-15 5.000000 5257.00 218.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-07-20 5.000000 1592.00 98.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-11-15 4.500000 4007.00 578.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-09-15 4.000000 1000.00 98.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-11-15 6.000000 250662.00 1275.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-09-15 6.000000 16263.00 50.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-05-20 6.000000 1513.00 20.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-03-15 6.000000 1156378.00 3145.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-01-20 4.000000 4936.00 1051.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-03-15 5.500000 26203.00 4396.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-09-15 5.500000 2569.00 882.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-01-15 5.500000 43748.00 925.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-07-15 6.000000 42053.00 1884.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-06-15 6.000000 1873.00 29.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-11-15 4.500000 26398.00 1847.00 Agency Mortgage-Backed Securities TREASURY BILL 254900HROIFWPRGM1V77 2024-04-11 0.00 400.00 398.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2025-10-15 0.125000 1895200.00 2173903.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2026-02-28 4.625000 5600.00 5597.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-03-07 2024-03-07 2024-07-23 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0522 12000000.00 12000000.00 0.0045 N N Y N BNP PARIBAS BNP PARIBAS 5.209999% R0MUWSFPU8MPRO8K5P83 0000310732 TPR04F1E67791626BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY N/B 254900HROIFWPRGM1V77 2025-09-30 3.000000 180100.00 177432.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2024-04-15 0.500000 6487200.00 7914984.00 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 2024-07-31 5.362744 700.00 703.00 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 2025-01-31 5.525744 400.00 402.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2037-05-15 0.00 120578.00 66488.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-03-07 2024-03-07 2024-07-23 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0521 8000000.00 8000000.00 0.0030 N N Y N BNP PARIBAS BNP PARIBAS 5.180000% R0MUWSFPU8MPRO8K5P83 0000310732 TPR04F3617791625BN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2052-10-01 4.500000 6578431.00 5623037.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2053-11-20 8.000000 49628.00 51159.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-02-15 5.500000 326132.00 2635.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-12-15 6.000000 75000.00 3272.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-01-20 7.000000 45820.00 80.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-08-15 5.000000 2289.00 97.00 Agency Mortgage-Backed Securities TREASURY BILL 254900HROIFWPRGM1V77 2024-08-08 0.00 100.00 98.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2025-01-15 2.375000 17600.00 28739.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2027-07-15 0.375000 4003200.00 4771869.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2028-02-15 2.750000 6698400.00 6315316.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2026-11-15 2.000000 3726200.00 3513058.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2025-10-15 0.125000 20800.00 23859.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2026-12-15 4.375000 121200.00 121996.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-03-07 2024-03-07 2024-07-26 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. 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F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-03-07 2024-03-07 2024-11-13 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. 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Securities Y 2024-03-01 2024-03-01 2024-03-01 N N N 0.0532 316433659.17 316433659.17 0.1189 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 5.090000% ES7IP3U3RHIGC71XBU11 0001000275 TPR04FF55 Other Instrument U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2024-03-07 2024-03-07 2025-02-21 Y Royal Bank of Canada 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0509 7500000.00 7500000.00 0.0028 N N Y N Forward Settling Repurchase Agreement to be collateralized upon settlement. The response for Item C.7 is Y. The response for Item C.8 is N FIXED INCOME CLEARING CORPORATION FIXED INCOME CLEARING CORPORATION 5.310000% 549300H47WTHXPU08X20 0001232861 TPR04FF567791622NT U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY N/B 254900HROIFWPRGM1V77 2025-09-30 5.000000 44802000.00 45900000.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0531 44999899.65 44999899.65 0.0169 N Y Y N Goldman Sachs VIT - Government Money Market Fund 2024-03-07 Peter W. Fortner Peter W. Fortner Assistant Treasurer