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EDGAR Submission
|
| Header Data: |
| Submission Type: N-MFP2/A |
| Filer Info: |
| | Filer: |
| | | Filer Credentials: |
| CIK: 855630 |
| CCC: XXXXXXXX |
| | Notifications |
| | Notifications |
| | Notifications |
| Form Data: |
| General Info: |
| | Report Date: 10/31/23 |
| | CIK: 855630 |
| | Series ID: S000011834 |
| | Total Share Classes in Series: 1 |
| | Final Filing Flag? No |
| | Fund Acqrd or Mrgd Wth Anthr Flag? No |
| Series-Level Info: |
| | Securities Act File Number: 033-31205 |
| | Adviser: |
| | | Adviser Name: SSGA Funds Management, Inc. |
| | | Adviser File Number: 801-60103 |
| | Indp Pub Accountant: |
| | | Name: Ernst & Young LLP |
| | | City: Boston |
| | | State Country: MA |
| | Administrator: |
| | | Administrator Name: SSGA Funds Management, Inc. |
| | Transfer Agent: |
| | | Name: US Bancorp Fund Services LLC |
| | | CIK: 1094770 |
| | | File Number: 085-11357 |
| | Feeder Fund Flag? No |
| | Master Fund Flag? No |
| | Series Fund Insu Cmpny Sep Accnt Flag? No |
| | Money Market Fund Category: Exempt Government |
| | Money Market Fund Category: Government/Agency |
| | Fund Exempt Retail Flag? Yes |
| | Average Portfolio Maturity: 34 |
| | Average Life Maturity: 71 |
| | Total Value Daily Liquid Assets: |
| | | Friday Day 1: 121,911,190.50 |
| | | Friday Day 2: 116,626,097.67 |
| | | Friday Day 3: 115,308,863.57 |
| | | Friday Day 4: 117,498,098.20 |
| | Total Value Weekly Liquid Assets: |
| | | Friday Week 1: 123,708,062.93 |
| | | Friday Week 2: 118,424,756.32 |
| | | Friday Week 3: 115,608,394.90 |
| | | Friday Week 4: 119,597,932.31 |
| | | Friday Week 5: 0.00 |
| | Percentage Daily Liquid Assets: |
| | | Friday Day 1: 0.7897 |
| | | Friday Day 2: 0.7822 |
| | | Friday Day 3: 0.7881 |
| | | Friday Day 4: 0.7911 |
| | Percentage Weekly Liquid Assets: |
| | | Friday Week 1: 0.8014 |
| | | Friday Week 2: 0.7942 |
| | | Friday Week 3: 0.7902 |
| | | Friday Week 4: 0.8052 |
| | | Friday Week 5: 0.0000 |
| | Cash: 503.66 |
| | Total Value Portfolio Securities: 149,738,534.20 |
| | Amortized Cost Portfolio Securities: 149,744,324.52 |
| | Total Value Other Assets: 266,188.17 |
| | Total Value Liabilities: 4,162,040.68 |
| | Net Asset of Series: 145,848,975.67 |
| | Number of Shares Outstanding: 145,848,662.2500 |
| | Stable Price Per Share: 1.0000 |
| | Seven-Day Gross Yield: 0.0529 |
| | Net Asset Value: |
| | | Friday Week 1: 1.0000 |
| | | Friday Week 2: 1.0000 |
| | | Friday Week 3: 1.0000 |
| | | Friday Week 4: 1.0000 |
| | | Friday Week 5: 0.0000 |
| Class-Level Info: |
| | Classes ID: C000032336 |
| | Min. Initial Investment: 25.00 |
| | Net Assets of Class: 145,848,975.67 |
| | Number of Shares Outstanding: 145,848,662.2500 |
| | Net Asset Per Share: |
| | | Friday Week 1: 1.0000 |
| | | Friday Week 2: 1.0000 |
| | | Friday Week 3: 1.0000 |
| | | Friday Week 4: 1.0000 |
| | | Friday Week 5: 0.0000 |
| | Friday Week 1: |
| | | Weekly Gross Subscriptions: 2,682,224.91 |
| | | Weekly Gross Redemptions: 1,630,896.01 |
| | Friday Week 2: |
| | | Weekly Gross Subscriptions: 224,357.34 |
| | | Weekly Gross Redemptions: 7,553,871.50 |
| | Friday Week 3: |
| | | Weekly Gross Subscriptions: 584,144.77 |
| | | Weekly Gross Redemptions: 1,442,704.55 |
| | Friday Week 4: |
| | | Weekly Gross Subscriptions: 506,489.92 |
| | | Weekly Gross Redemptions: 430,106.27 |
| | Friday Week 5: |
| | | Weekly Gross Subscriptions: 0.00 |
| | | Weekly Gross Redemptions: 0.00 |
| | Total for The Month Reported: |
| | | Weekly Gross Subscriptions: 4,083,866.94 |
| | | Weekly Gross Redemptions: 11,139,901.76 |
| | Seven-Day Net Yield: 0.0529 |
| | Person Pay for Fund Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.385000% |
| | CUSIP Member: 3130AU-RG-1 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AURG10 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/3/23 |
| | Final Legal Investment Maturity Date: 11/3/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0533 |
| | Including Value of Any Sponsor Support: 600,001.92 |
| | Excluding Value of Any Sponsor Support: 600,001.92 |
| | Percentage of Money Market Fund Net Assets: 0.0041 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.333600% |
| | CUSIP Member: 3130AV-J7-8 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AVJ780 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 4/26/24 |
| | Investment Maturity Date WAL: 4/26/24 |
| | Final Legal Investment Maturity Date: 4/26/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0552 |
| | Including Value of Any Sponsor Support: 499,350.98 |
| | Excluding Value of Any Sponsor Support: 499,350.98 |
| | Percentage of Money Market Fund Net Assets: 0.0034 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.123800% |
| | CUSIP Member: 3130AV-MX-7 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AVMX70 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 5/10/24 |
| | Investment Maturity Date WAL: 5/10/24 |
| | Final Legal Investment Maturity Date: 5/10/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0557 |
| | Including Value of Any Sponsor Support: 698,122.38 |
| | Excluding Value of Any Sponsor Support: 698,122.38 |
| | Percentage of Money Market Fund Net Assets: 0.0048 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.335000% |
| | CUSIP Member: 3130AV-UC-4 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AVUC42 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/3/23 |
| | Final Legal Investment Maturity Date: 11/3/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0533 |
| | Including Value of Any Sponsor Support: 1,200,000.49 |
| | Excluding Value of Any Sponsor Support: 1,200,000.49 |
| | Percentage of Money Market Fund Net Assets: 0.0082 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.340000% |
| | CUSIP Member: 3130AV-X5-6 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AVX567 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/10/23 |
| | Final Legal Investment Maturity Date: 11/10/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0524 |
| | Including Value of Any Sponsor Support: 500,013.07 |
| | Excluding Value of Any Sponsor Support: 500,013.07 |
| | Percentage of Money Market Fund Net Assets: 0.0034 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.340000% |
| | CUSIP Member: 3130AV-XJ-6 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AVXJ67 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/9/23 |
| | Final Legal Investment Maturity Date: 11/9/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0533 |
| | Including Value of Any Sponsor Support: 400,001.51 |
| | Excluding Value of Any Sponsor Support: 400,001.51 |
| | Percentage of Money Market Fund Net Assets: 0.0027 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.414200% |
| | CUSIP Member: 3130AV-YY-2 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AVYY26 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 6/7/24 |
| | Investment Maturity Date WAL: 6/7/24 |
| | Final Legal Investment Maturity Date: 6/7/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0584 |
| | Including Value of Any Sponsor Support: 1,296,626.75 |
| | Excluding Value of Any Sponsor Support: 1,296,626.75 |
| | Percentage of Money Market Fund Net Assets: 0.0089 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.390000% |
| | CUSIP Member: 3130AW-A9-1 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AWA910 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 2/26/24 |
| | Final Legal Investment Maturity Date: 2/26/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0542 |
| | Including Value of Any Sponsor Support: 1,799,983.26 |
| | Excluding Value of Any Sponsor Support: 1,799,983.26 |
| | Percentage of Money Market Fund Net Assets: 0.0123 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.430000% |
| | CUSIP Member: 3130AW-AR-1 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AWAR14 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 5/28/24 |
| | Final Legal Investment Maturity Date: 5/28/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0545 |
| | Including Value of Any Sponsor Support: 2,100,170.46 |
| | Excluding Value of Any Sponsor Support: 2,100,170.46 |
| | Percentage of Money Market Fund Net Assets: 0.0144 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.400000% |
| | CUSIP Member: 3130AW-C7-3 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AWC734 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 12/1/23 |
| | Final Legal Investment Maturity Date: 12/1/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0532 |
| | Including Value of Any Sponsor Support: 500,037.11 |
| | Excluding Value of Any Sponsor Support: 500,037.11 |
| | Percentage of Money Market Fund Net Assets: 0.0034 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.440000% |
| | CUSIP Member: 3130AW-Q9-4 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AWQ940 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 1/27/25 |
| | Final Legal Investment Maturity Date: 1/27/25 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0547 |
| | Including Value of Any Sponsor Support: 800,024.71 |
| | Excluding Value of Any Sponsor Support: 800,024.71 |
| | Percentage of Money Market Fund Net Assets: 0.0055 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.425000% |
| | CUSIP Member: 3130AW-SN-1 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AWSN18 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/1/24 |
| | Final Legal Investment Maturity Date: 11/1/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0546 |
| | Including Value of Any Sponsor Support: 799,996.00 |
| | Excluding Value of Any Sponsor Support: 799,996.00 |
| | Percentage of Money Market Fund Net Assets: 0.0055 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.360000% |
| | CUSIP Member: 3130AW-T7-5 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AWT753 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 3/1/24 |
| | Final Legal Investment Maturity Date: 3/1/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0539 |
| | Including Value of Any Sponsor Support: 999,992.34 |
| | Excluding Value of Any Sponsor Support: 999,992.34 |
| | Percentage of Money Market Fund Net Assets: 0.0069 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.340000% |
| | CUSIP Member: 3130AW-UK-4 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AWUK41 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 12/11/23 |
| | Final Legal Investment Maturity Date: 12/11/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0533 |
| | Including Value of Any Sponsor Support: 100,003.25 |
| | Excluding Value of Any Sponsor Support: 100,003.25 |
| | Percentage of Money Market Fund Net Assets: 0.0007 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.330000% |
| | CUSIP Member: 3130AW-UN-8 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AWUN89 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/7/23 |
| | Final Legal Investment Maturity Date: 11/7/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0537 |
| | Including Value of Any Sponsor Support: 599,995.63 |
| | Excluding Value of Any Sponsor Support: 599,995.63 |
| | Percentage of Money Market Fund Net Assets: 0.0041 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.335000% |
| | CUSIP Member: 3130AW-VT-4 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AWVT41 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 12/14/23 |
| | Final Legal Investment Maturity Date: 12/14/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0523 |
| | Including Value of Any Sponsor Support: 500,069.63 |
| | Excluding Value of Any Sponsor Support: 500,069.63 |
| | Percentage of Money Market Fund Net Assets: 0.0034 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.420000% |
| | CUSIP Member: 3130AW-WC-0 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AWWC07 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/21/24 |
| | Final Legal Investment Maturity Date: 11/21/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0540 |
| | Including Value of Any Sponsor Support: 500,305.44 |
| | Excluding Value of Any Sponsor Support: 500,305.44 |
| | Percentage of Money Market Fund Net Assets: 0.0034 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.340000% |
| | CUSIP Member: 3130AW-WF-3 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AWWF38 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 1/17/24 |
| | Final Legal Investment Maturity Date: 1/17/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0534 |
| | Including Value of Any Sponsor Support: 600,043.48 |
| | Excluding Value of Any Sponsor Support: 600,043.48 |
| | Percentage of Money Market Fund Net Assets: 0.0041 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.645300% |
| | CUSIP Member: 3130AW-WG-1 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AWWG11 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 9/13/24 |
| | Investment Maturity Date WAL: 9/13/24 |
| | Final Legal Investment Maturity Date: 9/13/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0573 |
| | Including Value of Any Sponsor Support: 1,099,118.63 |
| | Excluding Value of Any Sponsor Support: 1,099,118.63 |
| | Percentage of Money Market Fund Net Assets: 0.0075 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.340000% |
| | CUSIP Member: 3130AW-WT-3 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AWWT32 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 1/22/24 |
| | Final Legal Investment Maturity Date: 1/22/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0517 |
| | Including Value of Any Sponsor Support: 400,184.51 |
| | Excluding Value of Any Sponsor Support: 400,184.51 |
| | Percentage of Money Market Fund Net Assets: 0.0027 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.390000% |
| | CUSIP Member: 3130AW-X8-8 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AWX888 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 8/16/24 |
| | Final Legal Investment Maturity Date: 8/16/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0543 |
| | Including Value of Any Sponsor Support: 799,993.53 |
| | Excluding Value of Any Sponsor Support: 799,993.53 |
| | Percentage of Money Market Fund Net Assets: 0.0055 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.355000% |
| | CUSIP Member: 3130AW-ZB-9 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AWZB96 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 3/25/24 |
| | Final Legal Investment Maturity Date: 3/25/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0536 |
| | Including Value of Any Sponsor Support: 200,019.11 |
| | Excluding Value of Any Sponsor Support: 200,019.11 |
| | Percentage of Money Market Fund Net Assets: 0.0014 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.420000% |
| | CUSIP Member: 3130AX-2W-7 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AX2W75 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 12/2/24 |
| | Final Legal Investment Maturity Date: 12/2/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0546 |
| | Including Value of Any Sponsor Support: 499,992.29 |
| | Excluding Value of Any Sponsor Support: 499,992.29 |
| | Percentage of Money Market Fund Net Assets: 0.0034 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.340000% |
| | CUSIP Member: 3130AX-6R-4 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AX6R45 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 12/8/23 |
| | Final Legal Investment Maturity Date: 12/8/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0537 |
| | Including Value of Any Sponsor Support: 499,989.99 |
| | Excluding Value of Any Sponsor Support: 499,989.99 |
| | Percentage of Money Market Fund Net Assets: 0.0034 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.360000% |
| | CUSIP Member: 3130AX-6S-2 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AX6S28 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 3/18/24 |
| | Final Legal Investment Maturity Date: 3/18/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0522 |
| | Including Value of Any Sponsor Support: 700,442.99 |
| | Excluding Value of Any Sponsor Support: 700,442.99 |
| | Percentage of Money Market Fund Net Assets: 0.0048 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.360000% |
| | CUSIP Member: 3130AX-7A-0 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AX7A01 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 3/25/24 |
| | Final Legal Investment Maturity Date: 3/25/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0523 |
| | Including Value of Any Sponsor Support: 500,320.69 |
| | Excluding Value of Any Sponsor Support: 500,320.69 |
| | Percentage of Money Market Fund Net Assets: 0.0034 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.350000% |
| | CUSIP Member: 3130AX-7M-4 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AX7M49 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 1/18/24 |
| | Final Legal Investment Maturity Date: 1/18/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0516 |
| | Including Value of Any Sponsor Support: 500,136.06 |
| | Excluding Value of Any Sponsor Support: 500,136.06 |
| | Percentage of Money Market Fund Net Assets: 0.0034 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.420000% |
| | CUSIP Member: 3130AX-AL-2 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AXAL27 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 12/19/24 |
| | Final Legal Investment Maturity Date: 12/19/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0546 |
| | Including Value of Any Sponsor Support: 799,985.74 |
| | Excluding Value of Any Sponsor Support: 799,985.74 |
| | Percentage of Money Market Fund Net Assets: 0.0055 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.360000% |
| | CUSIP Member: 3130AX-AN-8 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AXAN82 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 3/20/24 |
| | Final Legal Investment Maturity Date: 3/20/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0537 |
| | Including Value of Any Sponsor Support: 150,013.70 |
| | Excluding Value of Any Sponsor Support: 150,013.70 |
| | Percentage of Money Market Fund Net Assets: 0.0010 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.345000% |
| | CUSIP Member: 3130AX-D3-9 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AXD391 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 1/26/24 |
| | Final Legal Investment Maturity Date: 1/26/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0537 |
| | Including Value of Any Sponsor Support: 500,004.71 |
| | Excluding Value of Any Sponsor Support: 500,004.71 |
| | Percentage of Money Market Fund Net Assets: 0.0034 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.360000% |
| | CUSIP Member: 3130AX-D4-7 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AXD474 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 4/26/24 |
| | Final Legal Investment Maturity Date: 4/26/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0539 |
| | Including Value of Any Sponsor Support: 299,993.20 |
| | Excluding Value of Any Sponsor Support: 299,993.20 |
| | Percentage of Money Market Fund Net Assets: 0.0021 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.340000% |
| | CUSIP Member: 3130AX-DC-9 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AXDC90 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 12/26/23 |
| | Final Legal Investment Maturity Date: 12/26/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0537 |
| | Including Value of Any Sponsor Support: 499,989.98 |
| | Excluding Value of Any Sponsor Support: 499,989.98 |
| | Percentage of Money Market Fund Net Assets: 0.0034 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.380000% |
| | CUSIP Member: 3130AX-FP-8 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AXFP85 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 7/5/24 |
| | Final Legal Investment Maturity Date: 7/5/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0542 |
| | Including Value of Any Sponsor Support: 499,989.57 |
| | Excluding Value of Any Sponsor Support: 499,989.57 |
| | Percentage of Money Market Fund Net Assets: 0.0034 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.360000% |
| | CUSIP Member: 3130AX-GR-3 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US3130AXGR33 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 5/10/24 |
| | Final Legal Investment Maturity Date: 5/10/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0539 |
| | Including Value of Any Sponsor Support: 149,997.03 |
| | Excluding Value of Any Sponsor Support: 149,997.03 |
| | Percentage of Money Market Fund Net Assets: 0.0010 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.160000% |
| | CUSIP Member: 313384-A4-1 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US313384A411 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 8/1/24 |
| | Investment Maturity Date WAL: 8/1/24 |
| | Final Legal Investment Maturity Date: 8/1/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0514 |
| | Including Value of Any Sponsor Support: 674,174.10 |
| | Excluding Value of Any Sponsor Support: 674,174.10 |
| | Percentage of Money Market Fund Net Assets: 0.0046 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 5.195000% |
| | CUSIP Member: 313384-H3-6 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US313384H366 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 9/25/24 |
| | Investment Maturity Date WAL: 9/25/24 |
| | Final Legal Investment Maturity Date: 9/25/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0518 |
| | Including Value of Any Sponsor Support: 955,631.90 |
| | Excluding Value of Any Sponsor Support: 955,631.90 |
| | Percentage of Money Market Fund Net Assets: 0.0066 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 4.890000% |
| | CUSIP Member: 313384-NU-9 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US313384NU93 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/3/23 |
| | Investment Maturity Date WAL: 11/3/23 |
| | Final Legal Investment Maturity Date: 11/3/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0527 |
| | Including Value of Any Sponsor Support: 299,914.42 |
| | Excluding Value of Any Sponsor Support: 299,914.42 |
| | Percentage of Money Market Fund Net Assets: 0.0021 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 4.790000% |
| | CUSIP Member: 313384-RS-0 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US313384RS02 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 1/12/24 |
| | Investment Maturity Date WAL: 1/12/24 |
| | Final Legal Investment Maturity Date: 1/12/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0532 |
| | Including Value of Any Sponsor Support: 494,848.16 |
| | Excluding Value of Any Sponsor Support: 494,848.16 |
| | Percentage of Money Market Fund Net Assets: 0.0034 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL HOME LOAN BANKS |
| | Title of Issuer: FEDERAL HOME LOAN BANKS 4.780000% |
| | CUSIP Member: 313384-SV-2 |
| | LEIID: 2549001DPIFGXC1TOL40 |
| | ISIN ID: US313384SV22 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 2/8/24 |
| | Investment Maturity Date WAL: 2/8/24 |
| | Final Legal Investment Maturity Date: 2/8/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0526 |
| | Including Value of Any Sponsor Support: 493,000.75 |
| | Excluding Value of Any Sponsor Support: 493,000.75 |
| | Percentage of Money Market Fund Net Assets: 0.0034 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL FARM CREDIT BANKS |
| | Title of Issuer: FEDERAL FARM CREDIT BANKS 5.370000% |
| | CUSIP Member: 3133EM-ZD-7 |
| | ISIN ID: US3133EMZD73 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 5/13/24 |
| | Final Legal Investment Maturity Date: 5/13/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0536 |
| | Including Value of Any Sponsor Support: 80,017.37 |
| | Excluding Value of Any Sponsor Support: 80,017.37 |
| | Percentage of Money Market Fund Net Assets: 0.0005 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL FARM CREDIT BANKS |
| | Title of Issuer: FEDERAL FARM CREDIT BANKS 5.355000% |
| | CUSIP Member: 3133EN-QU-7 |
| | ISIN ID: US3133ENQU72 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 3/8/24 |
| | Final Legal Investment Maturity Date: 3/8/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0535 |
| | Including Value of Any Sponsor Support: 100,011.97 |
| | Excluding Value of Any Sponsor Support: 100,011.97 |
| | Percentage of Money Market Fund Net Assets: 0.0007 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL FARM CREDIT BANKS |
| | Title of Issuer: FEDERAL FARM CREDIT BANKS 5.360000% |
| | CUSIP Member: 3133EN-SJ-0 |
| | ISIN ID: US3133ENSJ00 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 2/23/24 |
| | Final Legal Investment Maturity Date: 2/23/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0540 |
| | Including Value of Any Sponsor Support: 149,997.11 |
| | Excluding Value of Any Sponsor Support: 149,997.11 |
| | Percentage of Money Market Fund Net Assets: 0.0010 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL FARM CREDIT BANKS |
| | Title of Issuer: FEDERAL FARM CREDIT BANKS 5.350000% |
| | CUSIP Member: 3133EN-VX-5 |
| | ISIN ID: US3133ENVX56 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 2/5/24 |
| | Final Legal Investment Maturity Date: 2/5/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0539 |
| | Including Value of Any Sponsor Support: 124,997.15 |
| | Excluding Value of Any Sponsor Support: 124,997.15 |
| | Percentage of Money Market Fund Net Assets: 0.0009 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL FARM CREDIT BANKS |
| | Title of Issuer: FEDERAL FARM CREDIT BANKS 5.360000% |
| | CUSIP Member: 3133EN-WG-1 |
| | ISIN ID: US3133ENWG15 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 5/9/24 |
| | Final Legal Investment Maturity Date: 5/9/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0536 |
| | Including Value of Any Sponsor Support: 200,036.55 |
| | Excluding Value of Any Sponsor Support: 200,036.55 |
| | Percentage of Money Market Fund Net Assets: 0.0014 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL FARM CREDIT BANKS |
| | Title of Issuer: FEDERAL FARM CREDIT BANKS 5.355000% |
| | CUSIP Member: 3133EN-XG-0 |
| | ISIN ID: US3133ENXG06 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 5/24/24 |
| | Final Legal Investment Maturity Date: 5/24/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0539 |
| | Including Value of Any Sponsor Support: 299,998.43 |
| | Excluding Value of Any Sponsor Support: 299,998.43 |
| | Percentage of Money Market Fund Net Assets: 0.0021 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL FARM CREDIT BANKS |
| | Title of Issuer: FEDERAL FARM CREDIT BANKS 5.355000% |
| | CUSIP Member: 3133EN-XZ-8 |
| | ISIN ID: US3133ENXZ86 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 6/3/24 |
| | Final Legal Investment Maturity Date: 6/3/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0539 |
| | Including Value of Any Sponsor Support: 200,000.30 |
| | Excluding Value of Any Sponsor Support: 200,000.30 |
| | Percentage of Money Market Fund Net Assets: 0.0014 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL FARM CREDIT BANKS |
| | Title of Issuer: FEDERAL FARM CREDIT BANKS 5.370000% |
| | CUSIP Member: 3133EP-CL-7 |
| | ISIN ID: US3133EPCL77 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 2/6/24 |
| | Final Legal Investment Maturity Date: 2/6/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0534 |
| | Including Value of Any Sponsor Support: 700,119.77 |
| | Excluding Value of Any Sponsor Support: 700,119.77 |
| | Percentage of Money Market Fund Net Assets: 0.0048 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL FARM CREDIT BANKS |
| | Title of Issuer: FEDERAL FARM CREDIT BANKS 5.395000% |
| | CUSIP Member: 3133EP-PG-4 |
| | ISIN ID: US3133EPPG46 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 7/3/24 |
| | Final Legal Investment Maturity Date: 7/3/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0539 |
| | Including Value of Any Sponsor Support: 200,057.12 |
| | Excluding Value of Any Sponsor Support: 200,057.12 |
| | Percentage of Money Market Fund Net Assets: 0.0014 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL FARM CREDIT BANKS |
| | Title of Issuer: FEDERAL FARM CREDIT BANKS 5.410000% |
| | CUSIP Member: 3133EP-PT-6 |
| | ISIN ID: US3133EPPT66 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 10/11/24 |
| | Final Legal Investment Maturity Date: 10/11/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0543 |
| | Including Value of Any Sponsor Support: 500,059.51 |
| | Excluding Value of Any Sponsor Support: 500,059.51 |
| | Percentage of Money Market Fund Net Assets: 0.0034 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL FARM CREDIT BANKS |
| | Title of Issuer: FEDERAL FARM CREDIT BANKS 5.425000% |
| | CUSIP Member: 3133EP-RX-5 |
| | ISIN ID: US3133EPRX50 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 12/3/24 |
| | Final Legal Investment Maturity Date: 12/3/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0552 |
| | Including Value of Any Sponsor Support: 199,878.64 |
| | Excluding Value of Any Sponsor Support: 199,878.64 |
| | Percentage of Money Market Fund Net Assets: 0.0014 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL FARM CREDIT BANKS |
| | Title of Issuer: FEDERAL FARM CREDIT BANKS 5.390000% |
| | CUSIP Member: 3133EP-SX-4 |
| | ISIN ID: US3133EPSX42 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 8/14/24 |
| | Final Legal Investment Maturity Date: 8/14/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0535 |
| | Including Value of Any Sponsor Support: 100,056.71 |
| | Excluding Value of Any Sponsor Support: 100,056.71 |
| | Percentage of Money Market Fund Net Assets: 0.0007 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL FARM CREDIT BANKS |
| | Title of Issuer: FEDERAL FARM CREDIT BANKS 5.400000% |
| | CUSIP Member: 3133EP-TF-2 |
| | ISIN ID: US3133EPTF27 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 9/16/24 |
| | Final Legal Investment Maturity Date: 9/16/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0541 |
| | Including Value of Any Sponsor Support: 60,014.06 |
| | Excluding Value of Any Sponsor Support: 60,014.06 |
| | Percentage of Money Market Fund Net Assets: 0.0004 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL FARM CREDIT BANKS |
| | Title of Issuer: FEDERAL FARM CREDIT BANKS 5.420000% |
| | CUSIP Member: 3133EP-TG-0 |
| | ISIN ID: US3133EPTG00 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/15/24 |
| | Final Legal Investment Maturity Date: 11/15/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0547 |
| | Including Value of Any Sponsor Support: 149,981.56 |
| | Excluding Value of Any Sponsor Support: 149,981.56 |
| | Percentage of Money Market Fund Net Assets: 0.0010 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL FARM CREDIT BANKS |
| | Title of Issuer: FEDERAL FARM CREDIT BANKS 5.415000% |
| | CUSIP Member: 3133EP-WQ-4 |
| | ISIN ID: US3133EPWQ45 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/22/24 |
| | Final Legal Investment Maturity Date: 11/22/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0545 |
| | Including Value of Any Sponsor Support: 100,000.22 |
| | Excluding Value of Any Sponsor Support: 100,000.22 |
| | Percentage of Money Market Fund Net Assets: 0.0007 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: FEDERAL FARM CREDIT BANKS |
| | Title of Issuer: FEDERAL FARM CREDIT BANKS 5.390000% |
| | CUSIP Member: 3133EP-WX-9 |
| | ISIN ID: US3133EPWX95 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 9/27/24 |
| | Final Legal Investment Maturity Date: 9/27/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0543 |
| | Including Value of Any Sponsor Support: 399,991.66 |
| | Excluding Value of Any Sponsor Support: 399,991.66 |
| | Percentage of Money Market Fund Net Assets: 0.0027 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: Federal National Mortgage Assoc. |
| | Title of Issuer: Federal National Mortgage Assoc. 5.260000% |
| | CUSIP Member: 3135G0-7A-5 |
| | LEIID: B1V7KEBTPIMZEU4LTD58 |
| | ISIN ID: US3135G07A56 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 5/10/24 |
| | Investment Maturity Date WAL: 5/10/24 |
| | Final Legal Investment Maturity Date: 5/10/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0572 |
| | Including Value of Any Sponsor Support: 698,104.83 |
| | Excluding Value of Any Sponsor Support: 698,104.83 |
| | Percentage of Money Market Fund Net Assets: 0.0048 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: Federal National Mortgage Assoc. |
| | Title of Issuer: Federal National Mortgage Assoc. 5.060100% |
| | CUSIP Member: 3135GA-FW-6 |
| | LEIID: B1V7KEBTPIMZEU4LTD58 |
| | ISIN ID: US3135GAFW66 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 3/28/24 |
| | Investment Maturity Date WAL: 3/28/24 |
| | Final Legal Investment Maturity Date: 3/28/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0559 |
| | Including Value of Any Sponsor Support: 399,054.25 |
| | Excluding Value of Any Sponsor Support: 399,054.25 |
| | Percentage of Money Market Fund Net Assets: 0.0027 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: Federal National Mortgage Assoc. |
| | Title of Issuer: Federal National Mortgage Assoc. 5.073700% |
| | CUSIP Member: 3135GA-FX-4 |
| | LEIID: B1V7KEBTPIMZEU4LTD58 |
| | ISIN ID: US3135GAFX40 |
| | Investment Category: U.S. Government Agency Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 4/26/24 |
| | Investment Maturity Date WAL: 4/26/24 |
| | Final Legal Investment Maturity Date: 4/26/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0567 |
| | Including Value of Any Sponsor Support: 398,685.06 |
| | Excluding Value of Any Sponsor Support: 398,685.06 |
| | Percentage of Money Market Fund Net Assets: 0.0027 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? No |
| | Weekly Liquid Asset Security Flag? No |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.270000% |
| | CUSIP Member: 912796-ZY-8 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912796ZY88 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 1/25/24 |
| | Investment Maturity Date WAL: 1/25/24 |
| | Final Legal Investment Maturity Date: 1/25/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0545 |
| | Including Value of Any Sponsor Support: 365,364.04 |
| | Excluding Value of Any Sponsor Support: 365,364.04 |
| | Percentage of Money Market Fund Net Assets: 0.0025 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: United States Treasury Bill |
| | Title of Issuer: UNITED STATES TREASURY BILL 4.896000% |
| | CUSIP Member: 912797-FJ-1 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797FJ15 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/9/23 |
| | Investment Maturity Date WAL: 11/9/23 |
| | Final Legal Investment Maturity Date: 11/9/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0538 |
| | Including Value of Any Sponsor Support: 1,398,352.41 |
| | Excluding Value of Any Sponsor Support: 1,398,352.41 |
| | Percentage of Money Market Fund Net Assets: 0.0096 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.162000% |
| | CUSIP Member: 912797-FS-1 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797FS14 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 6/13/24 |
| | Investment Maturity Date WAL: 6/13/24 |
| | Final Legal Investment Maturity Date: 6/13/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0540 |
| | Including Value of Any Sponsor Support: 483,820.31 |
| | Excluding Value of Any Sponsor Support: 483,820.31 |
| | Percentage of Money Market Fund Net Assets: 0.0033 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.315000% |
| | CUSIP Member: 912797-FT-9 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797FT96 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 12/7/23 |
| | Investment Maturity Date WAL: 12/7/23 |
| | Final Legal Investment Maturity Date: 12/7/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0538 |
| | Including Value of Any Sponsor Support: 3,680,464.00 |
| | Excluding Value of Any Sponsor Support: 3,680,464.00 |
| | Percentage of Money Market Fund Net Assets: 0.0252 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.297490% |
| | CUSIP Member: 912797-FU-6 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797FU69 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 12/14/23 |
| | Investment Maturity Date WAL: 12/14/23 |
| | Final Legal Investment Maturity Date: 12/14/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0540 |
| | Including Value of Any Sponsor Support: 993,678.40 |
| | Excluding Value of Any Sponsor Support: 993,678.40 |
| | Percentage of Money Market Fund Net Assets: 0.0068 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.257000% |
| | CUSIP Member: 912797-FW-2 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797FW26 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 1/4/24 |
| | Investment Maturity Date WAL: 1/4/24 |
| | Final Legal Investment Maturity Date: 1/4/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0542 |
| | Including Value of Any Sponsor Support: 1,386,808.88 |
| | Excluding Value of Any Sponsor Support: 1,386,808.88 |
| | Percentage of Money Market Fund Net Assets: 0.0095 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.130000% |
| | CUSIP Member: 912797-GB-7 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797GB79 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 7/11/24 |
| | Investment Maturity Date WAL: 7/11/24 |
| | Final Legal Investment Maturity Date: 7/11/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0539 |
| | Including Value of Any Sponsor Support: 770,959.81 |
| | Excluding Value of Any Sponsor Support: 770,959.81 |
| | Percentage of Money Market Fund Net Assets: 0.0053 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: United States Treasury Bill |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.270000% |
| | CUSIP Member: 912797-GC-5 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797GC52 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 1/11/24 |
| | Investment Maturity Date WAL: 1/11/24 |
| | Final Legal Investment Maturity Date: 1/11/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0543 |
| | Including Value of Any Sponsor Support: 791,641.73 |
| | Excluding Value of Any Sponsor Support: 791,641.73 |
| | Percentage of Money Market Fund Net Assets: 0.0054 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: United States Treasury Bill |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.270000% |
| | CUSIP Member: 912797-GE-1 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797GE19 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 2/1/24 |
| | Investment Maturity Date WAL: 2/1/24 |
| | Final Legal Investment Maturity Date: 2/1/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0547 |
| | Including Value of Any Sponsor Support: 1,775,527.99 |
| | Excluding Value of Any Sponsor Support: 1,775,527.99 |
| | Percentage of Money Market Fund Net Assets: 0.0122 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.075000% |
| | CUSIP Member: 912797-GK-7 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797GK78 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 8/8/24 |
| | Investment Maturity Date WAL: 8/8/24 |
| | Final Legal Investment Maturity Date: 8/8/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0544 |
| | Including Value of Any Sponsor Support: 1,420,005.46 |
| | Excluding Value of Any Sponsor Support: 1,420,005.46 |
| | Percentage of Money Market Fund Net Assets: 0.0097 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.116000% |
| | CUSIP Member: 912797-GL-5 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797GL51 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 9/5/24 |
| | Investment Maturity Date WAL: 9/5/24 |
| | Final Legal Investment Maturity Date: 9/5/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0544 |
| | Including Value of Any Sponsor Support: 764,377.45 |
| | Excluding Value of Any Sponsor Support: 764,377.45 |
| | Percentage of Money Market Fund Net Assets: 0.0052 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.265500% |
| | CUSIP Member: 912797-GM-3 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797GM35 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 2/8/24 |
| | Investment Maturity Date WAL: 2/8/24 |
| | Final Legal Investment Maturity Date: 2/8/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0546 |
| | Including Value of Any Sponsor Support: 591,250.86 |
| | Excluding Value of Any Sponsor Support: 591,250.86 |
| | Percentage of Money Market Fund Net Assets: 0.0041 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: United States Treasury Bill |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.351000% |
| | CUSIP Member: 912797-GP-6 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797GP65 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 2/29/24 |
| | Investment Maturity Date WAL: 2/29/24 |
| | Final Legal Investment Maturity Date: 2/29/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0548 |
| | Including Value of Any Sponsor Support: 712,167.50 |
| | Excluding Value of Any Sponsor Support: 712,167.50 |
| | Percentage of Money Market Fund Net Assets: 0.0049 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.300000% |
| | CUSIP Member: 912797-GQ-4 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797GQ49 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 3/7/24 |
| | Investment Maturity Date WAL: 3/7/24 |
| | Final Legal Investment Maturity Date: 3/7/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0549 |
| | Including Value of Any Sponsor Support: 686,881.08 |
| | Excluding Value of Any Sponsor Support: 686,881.08 |
| | Percentage of Money Market Fund Net Assets: 0.0047 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.180000% |
| | CUSIP Member: 912797-GW-1 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797GW17 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 10/3/24 |
| | Investment Maturity Date WAL: 10/3/24 |
| | Final Legal Investment Maturity Date: 10/3/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0545 |
| | Including Value of Any Sponsor Support: 1,617,566.06 |
| | Excluding Value of Any Sponsor Support: 1,617,566.06 |
| | Percentage of Money Market Fund Net Assets: 0.0111 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.306000% |
| | CUSIP Member: 912797-GY-7 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797GY72 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 3/28/24 |
| | Investment Maturity Date WAL: 3/28/24 |
| | Final Legal Investment Maturity Date: 3/28/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0552 |
| | Including Value of Any Sponsor Support: 1,564,984.31 |
| | Excluding Value of Any Sponsor Support: 1,564,984.31 |
| | Percentage of Money Market Fund Net Assets: 0.0107 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.337500% |
| | CUSIP Member: 912797-GZ-4 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797GZ48 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 4/4/24 |
| | Investment Maturity Date WAL: 4/4/24 |
| | Final Legal Investment Maturity Date: 4/4/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0552 |
| | Including Value of Any Sponsor Support: 781,688.48 |
| | Excluding Value of Any Sponsor Support: 781,688.48 |
| | Percentage of Money Market Fund Net Assets: 0.0054 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.122500% |
| | CUSIP Member: 912797-HE-0 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797HE00 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 10/31/24 |
| | Investment Maturity Date WAL: 10/31/24 |
| | Final Legal Investment Maturity Date: 10/31/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0540 |
| | Including Value of Any Sponsor Support: 474,014.45 |
| | Excluding Value of Any Sponsor Support: 474,014.45 |
| | Percentage of Money Market Fund Net Assets: 0.0033 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.317500% |
| | CUSIP Member: 912797-HH-3 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797HH31 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 5/2/24 |
| | Investment Maturity Date WAL: 5/2/24 |
| | Final Legal Investment Maturity Date: 5/2/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0556 |
| | Including Value of Any Sponsor Support: 973,048.83 |
| | Excluding Value of Any Sponsor Support: 973,048.83 |
| | Percentage of Money Market Fund Net Assets: 0.0067 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.246000% |
| | CUSIP Member: 912797-HJ-9 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797HJ96 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/7/23 |
| | Investment Maturity Date WAL: 11/7/23 |
| | Final Legal Investment Maturity Date: 11/7/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0536 |
| | Including Value of Any Sponsor Support: 899,208.00 |
| | Excluding Value of Any Sponsor Support: 899,208.00 |
| | Percentage of Money Market Fund Net Assets: 0.0062 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.335970% |
| | CUSIP Member: 912797-HK-6 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797HK69 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/14/23 |
| | Investment Maturity Date WAL: 11/14/23 |
| | Final Legal Investment Maturity Date: 11/14/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0537 |
| | Including Value of Any Sponsor Support: 998,090.18 |
| | Excluding Value of Any Sponsor Support: 998,090.18 |
| | Percentage of Money Market Fund Net Assets: 0.0068 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.302500% |
| | CUSIP Member: 912797-HM-2 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797HM26 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/28/23 |
| | Investment Maturity Date WAL: 11/28/23 |
| | Final Legal Investment Maturity Date: 11/28/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0538 |
| | Including Value of Any Sponsor Support: 1,992,065.00 |
| | Excluding Value of Any Sponsor Support: 1,992,065.00 |
| | Percentage of Money Market Fund Net Assets: 0.0137 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.356030% |
| | CUSIP Member: 912797-HU-4 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797HU42 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 12/12/23 |
| | Investment Maturity Date WAL: 12/12/23 |
| | Final Legal Investment Maturity Date: 12/12/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0540 |
| | Including Value of Any Sponsor Support: 1,093,372.81 |
| | Excluding Value of Any Sponsor Support: 1,093,372.81 |
| | Percentage of Money Market Fund Net Assets: 0.0075 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.326000% |
| | CUSIP Member: 912797-HX-8 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797HX80 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 1/2/24 |
| | Investment Maturity Date WAL: 1/2/24 |
| | Final Legal Investment Maturity Date: 1/2/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0543 |
| | Including Value of Any Sponsor Support: 1,486,295.42 |
| | Excluding Value of Any Sponsor Support: 1,486,295.42 |
| | Percentage of Money Market Fund Net Assets: 0.0102 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.332010% |
| | CUSIP Member: 912797-HY-6 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797HY63 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 1/9/24 |
| | Investment Maturity Date WAL: 1/9/24 |
| | Final Legal Investment Maturity Date: 1/9/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0541 |
| | Including Value of Any Sponsor Support: 722,608.90 |
| | Excluding Value of Any Sponsor Support: 722,608.90 |
| | Percentage of Money Market Fund Net Assets: 0.0050 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.330000% |
| | CUSIP Member: 912797-HZ-3 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797HZ39 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 1/16/24 |
| | Investment Maturity Date WAL: 1/16/24 |
| | Final Legal Investment Maturity Date: 1/16/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0544 |
| | Including Value of Any Sponsor Support: 474,626.80 |
| | Excluding Value of Any Sponsor Support: 474,626.80 |
| | Percentage of Money Market Fund Net Assets: 0.0033 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.325000% |
| | CUSIP Member: 912797-JA-6 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797JA69 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 1/23/24 |
| | Investment Maturity Date WAL: 1/23/24 |
| | Final Legal Investment Maturity Date: 1/23/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0546 |
| | Including Value of Any Sponsor Support: 395,097.24 |
| | Excluding Value of Any Sponsor Support: 395,097.24 |
| | Percentage of Money Market Fund Net Assets: 0.0027 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY BILL |
| | Title of Issuer: UNITED STATES TREASURY BILL 5.342500% |
| | CUSIP Member: 912797-JB-4 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US912797JB43 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 1/30/24 |
| | Investment Maturity Date WAL: 1/30/24 |
| | Final Legal Investment Maturity Date: 1/30/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0547 |
| | Including Value of Any Sponsor Support: 1,578,704.99 |
| | Excluding Value of Any Sponsor Support: 1,578,704.99 |
| | Percentage of Money Market Fund Net Assets: 0.0108 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY NOTE |
| | Title of Issuer: UNITED STATES TREASURY NOTE 5.383000% |
| | CUSIP Member: 91282C-DU-2 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US91282CDU27 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 1/31/24 |
| | Final Legal Investment Maturity Date: 1/31/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0535 |
| | Including Value of Any Sponsor Support: 160,012.67 |
| | Excluding Value of Any Sponsor Support: 160,012.67 |
| | Percentage of Money Market Fund Net Assets: 0.0011 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: United States Treasury Floating Rate Note |
| | Title of Issuer: United States Treasury Floating Rate Note 5.323000% |
| | CUSIP Member: 91282C-EL-1 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US91282CEL19 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 4/30/24 |
| | Final Legal Investment Maturity Date: 4/30/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0536 |
| | Including Value of Any Sponsor Support: 3,049,416.63 |
| | Excluding Value of Any Sponsor Support: 3,049,416.63 |
| | Percentage of Money Market Fund Net Assets: 0.0209 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY NOTE |
| | Title of Issuer: UNITED STATES TREASURY NOTE 5.435000% |
| | CUSIP Member: 91282C-FD-8 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US91282CFD83 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 7/31/24 |
| | Final Legal Investment Maturity Date: 7/31/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0540 |
| | Including Value of Any Sponsor Support: 3,300,876.45 |
| | Excluding Value of Any Sponsor Support: 3,300,876.45 |
| | Percentage of Money Market Fund Net Assets: 0.0226 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: UNITED STATES TREASURY NOTE |
| | Title of Issuer: UNITED STATES TREASURY NOTE 5.538000% |
| | CUSIP Member: 91282C-FS-5 |
| | LEIID: 254900HROIFWPRGM1V77 |
| | ISIN ID: US91282CFS52 |
| | Investment Category: U.S. Treasury Debt |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 10/31/24 |
| | Final Legal Investment Maturity Date: 10/31/24 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0543 |
| | Including Value of Any Sponsor Support: 15,015.32 |
| | Excluding Value of Any Sponsor Support: 15,015.32 |
| | Percentage of Money Market Fund Net Assets: 0.0001 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: BNP Paribas SA |
| | Title of Issuer: BNP Paribas SA 5.289900% |
| | Other Unique ID: 927NEC009_5.29_1101 |
| | Investment Category: U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash |
| | Fund Acqstn Undrlyng Security Flag? No |
| | Repurchase Agreement: |
| | | Repurchase Agreement Open Flag? No |
| | | Collateral Issuers: |
| Name of Collateral Issuer: US TREASURY N/B |
| Maturity Date: |
| Date: 2/28/25 |
| Coupon or Yield: 1.125000 |
| Principal Amount to The Nearest Cent: 400.00 |
| Value of Collateral to The Nearest Cent: 379.41 |
| Ctgry Investments Rprsnts Collateral: U.S. Treasuries (including strips) |
| | | Collateral Issuers: |
| Name of Collateral Issuer: TSY INFL IX N/B |
| Maturity Date: |
| Date: 7/15/30 |
| Coupon or Yield: 0.125000 |
| Principal Amount to The Nearest Cent: 6,702,700.00 |
| Value of Collateral to The Nearest Cent: 6,901,864.19 |
| Ctgry Investments Rprsnts Collateral: U.S. Treasuries (including strips) |
| | | Collateral Issuers: |
| Name of Collateral Issuer: TREASURY BILL |
| Maturity Date: |
| Date: 12/7/23 |
| Coupon or Yield: N/A |
| Principal Amount to The Nearest Cent: 100.00 |
| Value of Collateral to The Nearest Cent: 99.47 |
| Ctgry Investments Rprsnts Collateral: U.S. Treasuries (including strips) |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/1/23 |
| | Final Legal Investment Maturity Date: 11/1/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0529 |
| | Including Value of Any Sponsor Support: 6,767,000.00 |
| | Excluding Value of Any Sponsor Support: 6,767,000.00 |
| | Percentage of Money Market Fund Net Assets: 0.0464 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: Bnp Paribas SA Tri D R Tri D Repo |
| | Title of Issuer: Bnp Paribas SA Tri D R Tri D Repo 5.300000% |
| | Other Unique ID: 927NEF002_5.30_1101 |
| | Investment Category: U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash |
| | Fund Acqstn Undrlyng Security Flag? No |
| | Repurchase Agreement: |
| | | Repurchase Agreement Open Flag? No |
| | | Collateral Issuers: |
| Name of Collateral Issuer: US TREASURY N/B |
| Maturity Date: |
| Date: 10/31/27 |
| Coupon or Yield: 4.125000 |
| Principal Amount to The Nearest Cent: 3,073,900.00 |
| Value of Collateral to The Nearest Cent: 2,992,813.59 |
| Ctgry Investments Rprsnts Collateral: U.S. Treasuries (including strips) |
| | | Collateral Issuers: |
| Name of Collateral Issuer: US TREASURY N/B |
| Maturity Date: |
| Date: 4/30/26 |
| Coupon or Yield: 0.750000 |
| Principal Amount to The Nearest Cent: 300.00 |
| Value of Collateral to The Nearest Cent: 270.69 |
| Ctgry Investments Rprsnts Collateral: U.S. Treasuries (including strips) |
| | | Collateral Issuers: |
| Name of Collateral Issuer: US TREASURY N/B |
| Maturity Date: |
| Date: 11/15/50 |
| Coupon or Yield: 1.625000 |
| Principal Amount to The Nearest Cent: 100.00 |
| Value of Collateral to The Nearest Cent: 50.26 |
| Ctgry Investments Rprsnts Collateral: U.S. Treasuries (including strips) |
| | | Collateral Issuers: |
| Name of Collateral Issuer: STRIPS |
| Maturity Date: |
| Date: 8/15/24 |
| Coupon or Yield: N/A |
| Principal Amount to The Nearest Cent: 416,220.80 |
| Value of Collateral to The Nearest Cent: 399,223.59 |
| Ctgry Investments Rprsnts Collateral: U.S. Treasuries (including strips) |
| | | Collateral Issuers: |
| Name of Collateral Issuer: TSY INFL IX N/B |
| Maturity Date: |
| Date: 7/15/30 |
| Coupon or Yield: 0.125000 |
| Principal Amount to The Nearest Cent: 1,658,400.00 |
| Value of Collateral to The Nearest Cent: 1,707,677.74 |
| Ctgry Investments Rprsnts Collateral: U.S. Treasuries (including strips) |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/1/23 |
| | Final Legal Investment Maturity Date: 11/1/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0530 |
| | Including Value of Any Sponsor Support: 5,000,000.00 |
| | Excluding Value of Any Sponsor Support: 5,000,000.00 |
| | Percentage of Money Market Fund Net Assets: 0.0343 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: Standard Chartered Bank |
| | Title of Issuer: Standard Chartered Bank 5.300000% |
| | Other Unique ID: 935MKJ009_5.30_1101 |
| | Investment Category: U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash |
| | Fund Acqstn Undrlyng Security Flag? No |
| | Repurchase Agreement: |
| | | Repurchase Agreement Open Flag? No |
| | | Collateral Issuers: |
| Name of Collateral Issuer: US TREASURY N/B |
| Maturity Date: |
| Date: 3/31/30 |
| Coupon or Yield: 3.625000 |
| Principal Amount to The Nearest Cent: 16,389,400.00 |
| Value of Collateral to The Nearest Cent: 15,300,002.40 |
| Ctgry Investments Rprsnts Collateral: U.S. Treasuries (including strips) |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/1/23 |
| | Final Legal Investment Maturity Date: 11/1/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0530 |
| | Including Value of Any Sponsor Support: 15,000,000.00 |
| | Excluding Value of Any Sponsor Support: 15,000,000.00 |
| | Percentage of Money Market Fund Net Assets: 0.1028 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: MUFG Securities (Canada) Ltd. |
| | Title of Issuer: MUFG Securities (Canada) Ltd. 5.309900% |
| | LEIID: 549300Y1PMK3RWXMWR72 |
| | Other Unique ID: 937KGC001_5.31_1101 |
| | Investment Category: U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash |
| | Fund Acqstn Undrlyng Security Flag? No |
| | Repurchase Agreement: |
| | | Repurchase Agreement Open Flag? No |
| | | Collateral Issuers: |
| Name of Collateral Issuer: US TREASURY N/B |
| Maturity Date: |
| Date: 8/15/28 |
| Coupon or Yield: 2.875000 |
| Principal Amount to The Nearest Cent: 100.00 |
| Value of Collateral to The Nearest Cent: 92.22 |
| Ctgry Investments Rprsnts Collateral: U.S. Treasuries (including strips) |
| | | Collateral Issuers: |
| Name of Collateral Issuer: FANNIE MAE |
| Maturity Date: |
| Date: 12/1/40 |
| Coupon or Yield: 2.000000 |
| Principal Amount to The Nearest Cent: 1,100.00 |
| Value of Collateral to The Nearest Cent: 607.01 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: FANNIE MAE |
| Maturity Date: |
| Date: 3/1/52 |
| Coupon or Yield: 2.500000 |
| Principal Amount to The Nearest Cent: 88,779.00 |
| Value of Collateral to The Nearest Cent: 65,061.05 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: FANNIE MAE |
| Maturity Date: |
| Date: 8/1/52 |
| Coupon or Yield: 5.000000 |
| Principal Amount to The Nearest Cent: 8,271,939.00 |
| Value of Collateral to The Nearest Cent: 7,182,401.68 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: FANNIE MAE |
| Maturity Date: |
| Date: 5/1/53 |
| Coupon or Yield: 5.000000 |
| Principal Amount to The Nearest Cent: 5,212.00 |
| Value of Collateral to The Nearest Cent: 4,664.88 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: FANNIE MAE |
| Maturity Date: |
| Date: 4/1/53 |
| Coupon or Yield: 5.500000 |
| Principal Amount to The Nearest Cent: 1,664,375.00 |
| Value of Collateral to The Nearest Cent: 1,583,591.57 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: FEDERAL HOME LOAN MORTGAGE CORP |
| LEIID: S6XOOCT0IEG5ABCC6L87 |
| Maturity Date: |
| Date: 6/1/53 |
| Coupon or Yield: 5.000000 |
| Principal Amount to The Nearest Cent: 17,100.00 |
| Value of Collateral to The Nearest Cent: 15,576.03 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: FEDERAL HOME LOAN MORTGAGE CORP |
| LEIID: S6XOOCT0IEG5ABCC6L87 |
| Maturity Date: |
| Date: 7/1/52 |
| Coupon or Yield: 4.000000 |
| Principal Amount to The Nearest Cent: 112,756.00 |
| Value of Collateral to The Nearest Cent: 92,991.89 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: FEDERAL HOME LOAN MORTGAGE CORP |
| LEIID: S6XOOCT0IEG5ABCC6L87 |
| Maturity Date: |
| Date: 7/1/52 |
| Coupon or Yield: 3.000000 |
| Principal Amount to The Nearest Cent: 1,149.00 |
| Value of Collateral to The Nearest Cent: 867.06 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: GOVERNMENT NATIONAL MORTGAGE A |
| Maturity Date: |
| Date: 11/20/51 |
| Coupon or Yield: 2.500000 |
| Principal Amount to The Nearest Cent: 73,480.00 |
| Value of Collateral to The Nearest Cent: 49,771.41 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: GOVERNMENT NATIONAL MORTGAGE A |
| Maturity Date: |
| Date: 9/20/51 |
| Coupon or Yield: 2.500000 |
| Principal Amount to The Nearest Cent: 11,977.00 |
| Value of Collateral to The Nearest Cent: 7,870.33 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: GOVERNMENT NATIONAL MORTGAGE A |
| Maturity Date: |
| Date: 2/20/50 |
| Coupon or Yield: 2.500000 |
| Principal Amount to The Nearest Cent: 3,045,573.00 |
| Value of Collateral to The Nearest Cent: 696,115.51 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: FANNIE MAE |
| Maturity Date: |
| Date: 11/1/40 |
| Coupon or Yield: 4.000000 |
| Principal Amount to The Nearest Cent: 8,800,000.00 |
| Value of Collateral to The Nearest Cent: 377,961.88 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: FANNIE MAE |
| Maturity Date: |
| Date: 9/1/40 |
| Coupon or Yield: 5.000000 |
| Principal Amount to The Nearest Cent: 2,518,000.00 |
| Value of Collateral to The Nearest Cent: 92,021.78 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: FANNIE MAE |
| Maturity Date: |
| Date: 7/1/53 |
| Coupon or Yield: 5.500000 |
| Principal Amount to The Nearest Cent: 1,000.00 |
| Value of Collateral to The Nearest Cent: 923.84 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: FANNIE MAE |
| Maturity Date: |
| Date: 7/1/48 |
| Coupon or Yield: 4.500000 |
| Principal Amount to The Nearest Cent: 18,107.00 |
| Value of Collateral to The Nearest Cent: 1,604.72 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: FANNIE MAE |
| Maturity Date: |
| Date: 10/1/51 |
| Coupon or Yield: 2.000000 |
| Principal Amount to The Nearest Cent: 42,811.00 |
| Value of Collateral to The Nearest Cent: 27,877.35 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/1/23 |
| | Final Legal Investment Maturity Date: 11/1/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0531 |
| | Including Value of Any Sponsor Support: 10,000,000.00 |
| | Excluding Value of Any Sponsor Support: 10,000,000.00 |
| | Percentage of Money Market Fund Net Assets: 0.0686 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: Citigroup Global Markets, Inc. |
| | Title of Issuer: Citigroup Global Markets, Inc. 5.300000% |
| | CIK: 36684 |
| | Other Unique ID: 985TJG001_5.30_1101 |
| | Investment Category: U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash |
| | Fund Acqstn Undrlyng Security Flag? No |
| | Repurchase Agreement: |
| | | Repurchase Agreement Open Flag? No |
| | | Collateral Issuers: |
| Name of Collateral Issuer: GOVERNMENT NATIONAL MORTGAGE A |
| Maturity Date: |
| Date: 9/20/53 |
| Coupon or Yield: 5.500000 |
| Principal Amount to The Nearest Cent: 51,664.00 |
| Value of Collateral to The Nearest Cent: 49,956.52 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: GOVERNMENT NATIONAL MORTGAGE A |
| Maturity Date: |
| Date: 9/20/53 |
| Coupon or Yield: 5.000000 |
| Principal Amount to The Nearest Cent: 8,670,727.00 |
| Value of Collateral to The Nearest Cent: 8,157,278.34 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: GOVERNMENT NATIONAL MORTGAGE A |
| Maturity Date: |
| Date: 9/20/53 |
| Coupon or Yield: 7.000000 |
| Principal Amount to The Nearest Cent: 15,549.00 |
| Value of Collateral to The Nearest Cent: 16,070.24 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: GOVERNMENT NATIONAL MORTGAGE A |
| Maturity Date: |
| Date: 9/20/53 |
| Coupon or Yield: 6.500000 |
| Principal Amount to The Nearest Cent: 1,000.00 |
| Value of Collateral to The Nearest Cent: 1,017.77 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: GOVERNMENT NATIONAL MORTGAGE A |
| Maturity Date: |
| Date: 9/20/53 |
| Coupon or Yield: 6.500000 |
| Principal Amount to The Nearest Cent: 1,153,437.00 |
| Value of Collateral to The Nearest Cent: 1,156,782.74 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: GOVERNMENT NATIONAL MORTGAGE A |
| Maturity Date: |
| Date: 9/20/53 |
| Coupon or Yield: 6.500000 |
| Principal Amount to The Nearest Cent: 809,719.00 |
| Value of Collateral to The Nearest Cent: 819,590.01 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/1/23 |
| | Final Legal Investment Maturity Date: 11/1/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0530 |
| | Including Value of Any Sponsor Support: 10,000,000.00 |
| | Excluding Value of Any Sponsor Support: 10,000,000.00 |
| | Percentage of Money Market Fund Net Assets: 0.0686 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: Goldman Sachs & Co. LLC |
| | Title of Issuer: Goldman Sachs & Co. LLC 5.309900% |
| | LEIID: FOR8UP27PHTHYVLBNG30 |
| | CIK: 769993 |
| | Other Unique ID: 99VDKE008_5.31_1101 |
| | Investment Category: U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash |
| | Fund Acqstn Undrlyng Security Flag? No |
| | Repurchase Agreement: |
| | | Repurchase Agreement Open Flag? No |
| | | Collateral Issuers: |
| Name of Collateral Issuer: US TREASURY N/B |
| Maturity Date: |
| Date: 5/15/52 |
| Coupon or Yield: 2.875000 |
| Principal Amount to The Nearest Cent: 148,800.00 |
| Value of Collateral to The Nearest Cent: 102,238.86 |
| Ctgry Investments Rprsnts Collateral: U.S. Treasuries (including strips) |
| | | Collateral Issuers: |
| Name of Collateral Issuer: US TREASURY N/B |
| Maturity Date: |
| Date: 5/15/53 |
| Coupon or Yield: 3.625000 |
| Principal Amount to The Nearest Cent: 3,316,800.00 |
| Value of Collateral to The Nearest Cent: 2,665,162.96 |
| Ctgry Investments Rprsnts Collateral: U.S. Treasuries (including strips) |
| | | Collateral Issuers: |
| Name of Collateral Issuer: US TREASURY N/B |
| Maturity Date: |
| Date: 5/15/45 |
| Coupon or Yield: 3.000000 |
| Principal Amount to The Nearest Cent: 10,242,000.00 |
| Value of Collateral to The Nearest Cent: 7,432,600.70 |
| Ctgry Investments Rprsnts Collateral: U.S. Treasuries (including strips) |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/1/23 |
| | Final Legal Investment Maturity Date: 11/1/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0531 |
| | Including Value of Any Sponsor Support: 10,000,000.00 |
| | Excluding Value of Any Sponsor Support: 10,000,000.00 |
| | Percentage of Money Market Fund Net Assets: 0.0686 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: HSBC HOLDINGS PLC |
| | Title of Issuer: HSBC HOLDINGS PLC 5.309900% |
| | LEIID: 549300LBOHZ4QSIWU288 |
| | CIK: 83246 |
| | Other Unique ID: 99VDKY004_5.31_1101 |
| | Investment Category: U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash |
| | Fund Acqstn Undrlyng Security Flag? No |
| | Repurchase Agreement: |
| | | Repurchase Agreement Open Flag? No |
| | | Collateral Issuers: |
| Name of Collateral Issuer: FEDERAL HOME LOAN MORTGAGE CORP |
| LEIID: S6XOOCT0IEG5ABCC6L87 |
| Maturity Date: |
| Date: 5/1/53 |
| Coupon or Yield: 6.000000 |
| Principal Amount to The Nearest Cent: 1,976,634.00 |
| Value of Collateral to The Nearest Cent: 1,939,481.43 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: FEDERAL HOME LOAN MORTGAGE CORP |
| LEIID: S6XOOCT0IEG5ABCC6L87 |
| Maturity Date: |
| Date: 3/1/42 |
| Coupon or Yield: 2.000000 |
| Principal Amount to The Nearest Cent: 6,903,700.00 |
| Value of Collateral to The Nearest Cent: 4,819,437.75 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | | Collateral Issuers: |
| Name of Collateral Issuer: FEDERAL HOME LOAN MORTGAGE CORP |
| LEIID: S6XOOCT0IEG5ABCC6L87 |
| Maturity Date: |
| Date: 5/1/52 |
| Coupon or Yield: 4.000000 |
| Principal Amount to The Nearest Cent: 4,599,508.00 |
| Value of Collateral to The Nearest Cent: 3,441,081.12 |
| Ctgry Investments Rprsnts Collateral: Agency Mortgage-Backed Securities |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/1/23 |
| | Final Legal Investment Maturity Date: 11/1/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0531 |
| | Including Value of Any Sponsor Support: 10,000,000.00 |
| | Excluding Value of Any Sponsor Support: 10,000,000.00 |
| | Percentage of Money Market Fund Net Assets: 0.0686 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Schedule of Portfolio Securities Info: |
| | Name of Issuer: Merrill Lynch Tri Party D Repo |
| | Title of Issuer: Merrill Lynch Tri Party D Repo 5.309900% |
| | CIK: 65100 |
| | Other Unique ID: 99VDNE005_5.31_1101 |
| | Investment Category: U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash |
| | Fund Acqstn Undrlyng Security Flag? No |
| | Repurchase Agreement: |
| | | Repurchase Agreement Open Flag? No |
| | | Collateral Issuers: |
| Name of Collateral Issuer: US TREASURY N/B |
| Maturity Date: |
| Date: 9/15/26 |
| Coupon or Yield: 4.625000 |
| Principal Amount to The Nearest Cent: 15,323,100.00 |
| Value of Collateral to The Nearest Cent: 15,300,066.01 |
| Ctgry Investments Rprsnts Collateral: U.S. Treasuries (including strips) |
| | Security Eligibility Flag? Yes |
| | Investment Maturity Date WAM: 11/1/23 |
| | Investment Maturity Date WAL: 11/1/23 |
| | Final Legal Investment Maturity Date: 11/1/23 |
| | Security Demand Feature Flag? No |
| | Security Guarantee Flag? No |
| | Security Enhancements Flag? No |
| | Yield of The Security As Of Reporting Date: 0.0531 |
| | Including Value of Any Sponsor Support: 15,000,000.00 |
| | Excluding Value of Any Sponsor Support: 15,000,000.00 |
| | Percentage of Money Market Fund Net Assets: 0.1028 |
| | Security Categorized at Level 3 Flag? No |
| | Daily Liquid Asset Security Flag? Yes |
| | Weekly Liquid Asset Security Flag? Yes |
| | Illiquid Security Flag? No |
| Signature: |
| | Registrant: Elfun Government Money Market Fund |
| | Signature Date: 11/7/23 |
| | Signature: /s/ Arthur A. Jensen |
| | Name of Signing Officer: Arthur A. Jensen |
| | Title of Signing Officer: Deputy Treasurer |
