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P-1 Standard and Poor's Ratings Services A-1 2024-04-03 2024-04-03 2024-04-03 N N N 0.0533 45000000.00 45000000.00 0.0108 N N Y N RBS SECURITIES INC RBS SECURITIES INC 5.330000% B8ACGR4U8 0000808379 B8ACGR4U8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY NOTE 254900HROIFWPRGM1V77 2033-08-15 3.875000 21733300.00 21293638.68 U.S. Treasuries (including strips) US TREASURY NOTE 254900HROIFWPRGM1V77 2027-01-15 4.000000 29856700.00 29759247.08 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-2 2024-04-02 2024-04-02 2024-04-02 N N N 0.0533 50000000.00 50000000.00 0.0121 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 5.340000% B8ACH3LK3 0001330437 B8ACH3LK3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY NOTE 254900HROIFWPRGM1V77 2028-09-30 1.250000 110969300.00 98147523.23 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0534 96223000.00 96223000.00 0.0232 N Y Y N BANCO BILBAO VIZCAYA ARGENTARIA SA BANCO BILBAO VIZCAYA ARGENTARIA SA 5.340000% B8ACH3LM9 K8MS7FD7N5Z2WQ51AZ71 B8ACH3LM9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2028-08-15 2.875000 62272200.00 59062772.24 U.S. Treasuries (including strips) U.S. TREASURY NOTES 254900HROIFWPRGM1V77 2028-11-15 3.125000 100506200.00 96970303.53 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-2 Standard and Poor's Ratings Services A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0534 150000000.00 150000000.00 0.0362 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 5.330000% B8ACH3LQ0 7TK5RJIZDFROZCA6XF66 0001513005 B8ACH3LQ0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-02-01 6.000000 14420796.00 114954.69 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-03-01 7.000000 7450000.00 578903.55 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2044-01-01 4.500000 2825000.00 445025.11 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-10-01 6.500000 10590655.00 1204693.67 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2045-07-01 3.000000 1470000.00 357299.86 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2047-06-01 3.500000 102000.00 12310.38 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 9000.00 1305.82 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2048-05-01 3.500000 2720000.00 406209.91 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-11-01 3.500000 3000.00 356.62 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 152000.00 15365.59 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2049-02-01 3.500000 13000.00 1296.06 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 4644088.00 1652849.21 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-11-01 4.500000 4000.00 913.15 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-08-01 4.000000 300000.00 54565.33 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-04-01 5.500000 1307984.00 163569.89 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2047-04-01 2.500000 524970.00 166615.44 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-04-01 8.000000 430640.00 730.04 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2047-05-01 4.500000 4670.00 661.83 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 67000.00 7702.38 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2047-09-01 6.500000 143826.00 2664.61 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 56927585.00 21748059.23 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 7000.00 771.91 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-05-01 2.000000 381053.00 281284.25 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-06-01 3.500000 12579836.00 1212718.22 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2057-01-01 3.500000 2400000.00 759324.36 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2032-11-01 5.500000 4575389.00 14757.74 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2049-04-01 4.500000 2545834.00 1411256.75 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-01-01 2.000000 200000.00 139556.30 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 100000.00 72600.19 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-01-01 5.000000 14057.00 13433.76 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2029-11-01 5.750000 121185.00 2662.14 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-09-01 8.000000 16025.00 109.12 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-03-01 4.000000 8931381.00 784100.26 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-01-01 7.000000 4054061.00 855085.29 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-02-01 5.500000 1261047.00 1270706.90 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-10-01 5.000000 1883443.00 1636257.66 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-11-01 6.000000 1710438.00 1748895.44 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-12-01 7.000000 2768333.00 2895869.05 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-11-01 6.000000 2388216.00 2435682.09 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-12-01 7.000000 1019130.00 1082704.77 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-02-01 6.000000 1154259.00 1197537.22 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-01-01 6.000000 1108479.00 1150970.23 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-03-01 6.500000 3971146.00 4091837.07 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-01-01 7.000000 1108525.00 1156571.80 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-02-01 7.500000 1117692.00 1184472.74 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-02-01 6.500000 1153550.00 1185025.77 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-01-01 7.000000 2532706.00 2431361.58 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-03-01 5.500000 1215181.00 1228865.15 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-04-01 6.500000 3475017.00 3603867.16 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 1559193.00 191119.35 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2050-04-01 3.500000 2400000.00 371909.69 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-04-01 2.000000 29480454.00 19892354.70 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2050-01-01 4.500000 2731788.00 869575.09 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2050-08-01 3.000000 1099877.00 536178.27 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2050-08-01 3.000000 10942435.00 2794226.13 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-04-01 4.000000 3282484.00 2285505.63 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-07-01 4.000000 2894039.00 2543017.58 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-05-01 6.000000 2608939.00 2117576.63 Agency 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Mae B1V7KEBTPIMZEU4LTD58 2053-10-01 5.500000 19456688.00 19151976.12 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 9347398.00 7850559.73 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-02-01 6.000000 8223450.00 8422081.00 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-08-01 4.000000 5365770.00 5022246.05 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-01-01 4.000000 52408041.00 49156436.50 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-02-01 5.000000 1067120.00 1052035.09 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-02-01 6.000000 1879045.00 1916551.57 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-02-01 7.000000 1083275.00 1139673.55 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-02-01 5.000000 2106623.00 2077468.55 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-06-01 1.500000 7419.00 4703.18 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-12-01 6.500000 5120751.00 4965111.04 Agency Collateralized Mortgage Obligation Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 300000000.00 300000000.00 0.0723 N Y Y N NORTHERN TRUST COMPANY (THE) NORTHERN TRUST COMPANY (THE) 5.310000% B8ACH3LT4 6PTKHDJ8HDUF78PFWH30 B8ACH3LT4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY NOTE 254900HROIFWPRGM1V77 2029-05-31 2.750000 135252000.00 127500000.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 125000000.00 125000000.00 0.0301 N Y Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.330000% B8ACH3LW7 549300HN4UKV1E2R3U73 0001675365 B8ACH3LW7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE 2031-07-15 7.000000 8329247.00 13172.94 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-10-01 3.500000 93583.00 636.96 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 259000.00 69798.17 Agency Collateralized Mortgage Obligation GINNIE MAE 2047-04-15 5.000000 139086.00 22077.86 Agency Collateralized Mortgage Obligation GINNIE MAE 2073-04-20 5.951000 1538572.00 1574299.26 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-04-01 2.500000 135157.00 52971.32 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-03-01 4.500000 1354242.00 1279342.72 Agency Collateralized Mortgage Obligation GINNIE MAE 2054-02-20 5.500000 30465536.00 30635533.69 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-10-01 3.000000 4457616.00 1154853.50 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-02-01 3.500000 235000.00 83713.67 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 5.000000 1000000.00 418442.38 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2050-09-01 2.000000 127165.00 97305.37 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-04-01 3.000000 775671.00 651199.98 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-01-01 3.000000 300000.00 133727.80 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2048-12-01 4.280000 4262032.00 3686912.07 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2050-07-01 3.000000 65000.00 29456.38 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-02-01 1.500000 189781.00 129832.09 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-07-01 2.500000 27073.00 22344.08 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2049-09-01 4.000000 2125000.00 383637.33 Agency Collateralized Mortgage Obligation GINNIE MAE 2050-03-15 3.000000 12186880.00 2204230.53 Agency Collateralized Mortgage Obligation GINNIE MAE 2071-08-20 6.553000 1714986.00 5130.39 Agency Collateralized Mortgage Obligation GINNIE MAE 2073-05-20 5.939000 1031400.00 1066794.62 Agency Collateralized Mortgage Obligation GINNIE MAE 2073-06-20 5.813000 5606780.00 5522254.29 Agency Collateralized Mortgage Obligation GINNIE MAE 2053-10-20 6.000000 2746055.00 2796689.98 Agency Collateralized Mortgage Obligation GINNIE MAE 2074-02-20 6.816000 8151536.00 8738878.62 Agency Collateralized Mortgage Obligation GINNIE MAE 2041-08-15 4.000000 4696060.00 426764.01 Agency Collateralized Mortgage Obligation Y Standard and Poor's Ratings Services A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 60000000.00 60000000.00 0.0145 N Y Y N BANCO SANTANDER SA (NEW YORK BRANCH) BANCO SANTANDER SA (NEW YORK BRANCH) 5.320000% B8ACH3LY3 B8ACH3LY3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-01-01 3.000000 40574769.00 9502964.19 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-04-01 1.500000 64866970.00 41711167.29 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2053-11-01 6.000000 1122211.00 1113279.18 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2054-01-01 7.000000 1698889.00 1347466.45 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2054-01-01 6.500000 1589980.00 1636141.23 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2054-01-01 5.000000 2524727.00 2479913.47 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-12-01 2.000000 672272.00 443710.26 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-01-01 2.000000 643030.00 325312.26 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-08-01 2.000000 71531760.00 48092351.42 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2050-09-01 2.500000 419000.00 215439.48 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2051-05-01 2.000000 3383770.00 2342377.59 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2051-06-01 2.000000 1571808.00 1061959.94 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2052-05-01 4.500000 12406624.00 10608009.50 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2052-08-01 4.500000 2069208.00 1770084.54 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2052-09-01 4.000000 14055290.00 12306589.46 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2053-07-01 5.000000 12172520.00 11541628.59 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2053-07-01 3.000000 844005.00 699064.98 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2053-08-01 6.000000 6091672.00 5892980.74 Agency Collateralized Mortgage Obligation Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 150000000.00 150000000.00 0.0362 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 5.330000% B8ACH3M06 VYVVCKR63DVZZN70PB21 0000276523 B8ACH3M06 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2039-04-01 6.000000 108000.00 988.86 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 2011170.00 297446.86 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 16000.00 4360.89 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-08-01 4.000000 3716000.00 3184982.19 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-10-01 3.000000 160549.00 121048.29 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-10-01 6.500000 3651907.00 3540552.38 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-11-01 5.500000 516556.00 500415.25 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-03-01 6.500000 1076600.00 1117080.16 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2047-05-01 3.500000 5843136.00 784560.97 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-11-01 2.000000 336754.00 191597.29 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-01-01 7.000000 831476.00 792987.33 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2048-04-01 5.000000 4338408.00 319806.35 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-07-01 6.000000 3243895.00 2795728.43 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-07-01 4.000000 315000.00 265659.16 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2050-07-01 4.500000 267835.00 190361.10 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 37118351.00 33162529.21 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-03-01 6.000000 1153421.00 1184625.65 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-02-01 6.000000 1137203.00 1177624.04 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-11-01 5.000000 50270011.00 48389128.92 Agency Collateralized Mortgage Obligation Y Standard and Poor's Ratings Services A-1 2024-04-04 2024-04-04 2024-04-04 N N N 0.0533 96000000.00 96000000.00 0.0231 N N Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 5.330000% B8ACH3M30 KBVRJ5K57JZ3E2AVWX40 0000877559 B8ACH3M30 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-01-01 5.806000 190476.00 635.15 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2045-01-01 5.675000 1384.00 96.26 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2050-06-01 2.000000 5222.00 2478.95 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 423129.00 115512.36 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-06-01 4.500000 7005.00 5912.08 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-12-01 5.500000 1024.00 895.93 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-02-01 2.500000 39687000.00 23312383.62 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-03-01 5.500000 1311.00 1207.52 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-02-01 5.500000 1008.00 947.27 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-07-01 4.340000 1000.00 975.78 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2053-08-01 6.000000 12996.00 13205.85 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-11-01 6.000000 1000.00 979.81 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-05-01 5.000000 1856.00 1791.13 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-10-01 5.500000 1000.00 976.42 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2034-02-01 4.545000 1000.00 992.86 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-03-01 6.000000 1000.00 1009.02 Agency Collateralized Mortgage Obligation Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-04-04 2024-04-04 2024-04-04 N N N 0.0533 23000000.00 23000000.00 0.0055 N N Y N GOLDMAN SACHS & CO GOLDMAN SACHS & CO 5.330000% B8ACH3M48 0000769993 B8ACH3M48 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE 2039-10-20 5.000000 933268.00 5072.36 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2031-12-01 4.000000 1200000.00 89092.58 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-10-01 4.500000 2000000.00 394447.35 Agency Collateralized Mortgage Obligation GINNIE MAE 2040-05-15 5.000000 1616458.00 75362.68 Agency Collateralized Mortgage Obligation GINNIE MAE 2050-10-20 3.500000 302024.00 113507.41 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-11-01 2.000000 7548552.00 5240416.86 Agency Collateralized Mortgage Obligation GINNIE MAE 2052-07-20 3.500000 2098016.00 1742311.41 Agency Collateralized Mortgage Obligation GINNIE MAE 2057-08-15 3.700000 4078296.00 3614474.13 Agency Collateralized Mortgage Obligation GINNIE MAE 2035-02-15 5.000000 10034992.00 217787.21 Agency Collateralized Mortgage Obligation GINNIE MAE 2052-11-20 5.500000 575232.00 534137.08 Agency Collateralized Mortgage Obligation GINNIE MAE 2058-03-15 4.680000 3500000.00 3396853.66 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-07-01 4.640000 28210000.00 28174173.30 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-03-01 5.000000 2061630.00 14556.17 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-03-01 5.500000 500000.00 8067.71 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-07-01 4.000000 127714.00 16436.44 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-10-01 2.500000 13135000.00 2941056.16 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-02-01 6.000000 3110000.00 37892.14 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2052-05-01 3.000000 202832.00 165250.71 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2051-01-01 2.500000 1631466.00 964440.51 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 3.500000 1620324.00 377252.20 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-10-01 6.000000 1238482.00 1253856.72 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-02-01 4.500000 80000.00 27872.69 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 230000.00 169892.24 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-07-01 5.500000 1239948.00 1230988.42 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 5000000.00 4782368.09 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2052-07-01 5.500000 9564144.00 8872090.95 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-02-01 6.500000 855000.00 880033.43 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2051-11-01 2.000000 989027.00 694287.33 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2047-10-01 3.000000 9581360.00 7704126.23 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-08-01 3.500000 1194370.00 910601.15 Agency Collateralized Mortgage Obligation GINNIE MAE 2041-05-15 4.290000 30000.00 11084.46 Agency Collateralized Mortgage Obligation GINNIE MAE 2053-07-20 7.000000 248891.00 233163.15 Agency Collateralized Mortgage Obligation GINNIE MAE 2061-04-15 3.220000 149999.00 127738.31 Agency Collateralized Mortgage Obligation GINNIE MAE 2057-03-15 2.380000 243552.00 195136.16 Agency Collateralized Mortgage Obligation GINNIE MAE 2057-05-15 2.800000 6260160.00 5177065.74 Agency Collateralized Mortgage Obligation GINNIE MAE 2057-05-15 2.300000 461164.00 392844.58 Agency Collateralized Mortgage Obligation GINNIE MAE 2057-08-15 3.640000 13500000.00 11734159.68 Agency Collateralized Mortgage Obligation GINNIE MAE 2043-06-15 3.000000 502660.00 75717.85 Agency Collateralized Mortgage Obligation GINNIE MAE 2058-03-15 4.790000 26161.00 25648.90 Agency Collateralized Mortgage Obligation GINNIE MAE 2053-04-15 5.200000 743740.00 730036.46 Agency Collateralized Mortgage Obligation GINNIE MAE 2063-05-15 5.550000 687531.00 676970.87 Agency Collateralized Mortgage Obligation GINNIE MAE 2058-11-15 5.840000 762500.00 794082.25 Agency Collateralized Mortgage Obligation GINNIE MAE 2039-11-15 5.500000 3150000.00 37646.44 Agency Collateralized Mortgage Obligation Y Standard and Poor's Ratings Services A-1 2024-04-04 2024-04-04 2024-04-04 N N N 0.0533 93000000.00 93000000.00 0.0224 N N Y N RBS SECURITIES INC RBS SECURITIES INC 5.330000% B8ACH44E4 0000808379 B8ACH44E4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S.TREASURY NOTE 254900HROIFWPRGM1V77 2026-02-15 1.625000 10707500.00 10148825.48 U.S. Treasuries (including strips) US TREASURY NOTE 254900HROIFWPRGM1V77 2026-07-31 1.875000 45096000.00 42592681.64 U.S. Treasuries (including strips) US TREASURY NOTE 254900HROIFWPRGM1V77 2026-09-30 1.625000 9404000.00 8851710.63 U.S. Treasuries (including strips) US TREASURY NOTE 254900HROIFWPRGM1V77 2027-07-31 2.750000 45111600.00 43069682.91 U.S. Treasuries (including strips) US TREASURY NOTE 254900HROIFWPRGM1V77 2028-01-31 3.500000 43497300.00 42498461.46 U.S. Treasuries (including strips) US TREASURY NOTE 254900HROIFWPRGM1V77 2026-10-15 4.625000 40745300.00 41734205.13 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-2 2024-04-04 2024-04-04 2024-04-04 N N N 0.0533 185000000.00 185000000.00 0.0446 N N Y N Prudential Government Money Market Fund, Inc. - PGIM Core Government Money Market Fund 2024-04-04 Lana Lomuti Lana Lomuti Assistant Treasurer