0001752724-24-201609.txt : 20240909 0001752724-24-201609.hdr.sgml : 20240909 20240909104154 ACCESSION NUMBER: 0001752724-24-201609 CONFORMED SUBMISSION TYPE: N-MFP3 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240831 FILED AS OF DATE: 20240909 DATE AS OF CHANGE: 20240909 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP3 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 241286261 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CASH RESERVES DATE OF NAME CHANGE: 19930122 0000278001 S000007149 Fidelity Government Cash Reserves C000019553 Fidelity Government Cash Reserves FDRXX N-MFP3 1 primary_doc.xml N-MFP3 0000278001 XXXXXXXX 2024-08-31 Fidelity Phillips Street Trust 0000278001 5493001CX98PM13I8392 Fidelity Government Cash Reserves 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 Fidelity Management & Research Company LLC 801-07884 Fidelity Management & Research (Hong Kong) Limited 801-69507 FMR Investment Management (UK) Limited 801-28773 Fidelity Management & Research (Japan) Limited 801-69571 PricewaterhouseCoopers LLP Boston MA Fidelity Service Company Fidelity Investments Institutional Operations Company LLC 0000862124 084-01839 N N N Government N N 26 83 131902886142.28 164833052651.37 0.5700 0.7100 2024-08-01 128535229141.21 163762248749.37 0.5500 0.7100 2024-08-02 129165100331.30 163697179575.82 0.5500 0.7000 2024-08-05 128684101086.11 161856179535.42 0.5500 0.7000 2024-08-06 126256558852.54 160726936632.18 0.5500 0.7000 2024-08-07 128637486395.71 163034445613.27 0.5500 0.7000 2024-08-08 126382948470.82 162088805310.27 0.5500 0.7000 2024-08-09 124996870279.49 160911699369.82 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1.0003 2024-08-15 1.0003 2024-08-16 1.0003 2024-08-19 1.0003 2024-08-20 1.0004 2024-08-21 1.0003 2024-08-22 1.0004 2024-08-23 1.0003 2024-08-26 1.0003 2024-08-27 1.0003 2024-08-28 1.0003 2024-08-29 1.0003 2024-08-30 6224307049.30 4663618502.80 2024-08-01 3897315753.61 4658926026.23 2024-08-02 4777957871.03 4496960844.30 2024-08-05 6774070160.97 4899576044.02 2024-08-06 3465396122.03 4303330252.72 2024-08-07 4736272160.32 3845004212.12 2024-08-08 2934150620.40 3974670162.81 2024-08-09 3013666441.10 5063258664.51 2024-08-12 3388758652.44 3455676439.36 2024-08-13 3275308038.83 3542250705.76 2024-08-14 5109092057.32 3829212106.84 2024-08-15 3671164252.90 4229161066.42 2024-08-16 3064184102.44 3377559832.96 2024-08-19 4344571328.23 3782286682.86 2024-08-20 3489773003.91 3609745796.63 2024-08-21 4266493785.34 3550626315.97 2024-08-22 3445092557.32 3821212169.14 2024-08-23 3469917988.86 3568565436.60 2024-08-26 3990030278.00 3749576278.55 2024-08-27 3225997436.29 3691990276.89 2024-08-28 4013721469.79 3673655457.11 2024-08-29 3614770926.66 4238816197.19 2024-08-30 88192012057.09 88025679471.79 0.0501 2024-08-01 0.0501 2024-08-02 0.0500 2024-08-05 0.0500 2024-08-06 0.0500 2024-08-07 0.0499 2024-08-08 0.0499 2024-08-09 0.0499 2024-08-12 0.0500 2024-08-13 0.0500 2024-08-14 0.0500 2024-08-15 0.0500 2024-08-16 0.0500 2024-08-19 0.0500 2024-08-20 0.0500 2024-08-21 0.0500 2024-08-22 0.0500 2024-08-23 0.0500 2024-08-26 0.0500 2024-08-27 0.0500 2024-08-28 0.0500 2024-08-29 0.0500 2024-08-30 N N Canadian Imperial Bank of Commerce CIBCGR *G RP 5.35% 9/19/24 5.35 N/A 2IGI19DL77OX0HC3ZE78 KMP908000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KMP908000 2046-12-20 2052-12-20 2.500 - 7.000 N/A 222833345.00 41920078.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KMP908000 2044-01-01 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2549001DPIFGXC1TOL40 KNR594000 2039-07-11 2039-07-11 2.800 N/A 235000.00 190642.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNR594000 2037-08-01 2054-08-01 2.500 - 7.099 N/A 385361932.00 375863899.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNR594000 2031-10-20 2053-11-20 4.250 - 6.500 N/A 45186.00 8126.73 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KNR594000 2041-08-09 2041-08-09 2.450 N/A 570000.00 420659.53 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNR594000 2033-01-01 2054-05-01 2.500 - 7.330 N/A 491468837.00 181030503.21 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 544000000.00 544000000.00 0.0025 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/06/2025 5.37 3133ERGG0 254900C5LP6DN9OP9V83 US3133ERGG03 4003205 KKH698000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-06 2025-06-06 N N N 0.0535 26001063.40 26001063.40 0.0001 N N N N Fixed Income Clearing Corp - BNYM BNY FIT T RP 5.32% 9/3/24 5.32 N/A 549300H47WTHXPU08X20 KPG297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG297000 2026-03-31 2042-11-15 0.375 - 4.625 N/A 6345738200.00 6858480094.64 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 6724000000.00 6724000000.00 0.0304 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/26/2025 5.36 3130B2JR7 2549001DPIFGXC1TOL40 US3130B2JR78 0001026214 KPD659000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-26 2025-03-26 N N N 0.0535 109000000.00 109000000.00 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/22/2025 5.37 3130B2GA7 2549001DPIFGXC1TOL40 US3130B2GA70 0001026214 KOU681000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-22 2025-05-22 N N N 0.0535 229005429.59 229005429.59 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/03/2025 5.35 3130B2AZ8 2549001DPIFGXC1TOL40 US3130B2AZ85 0001026214 KNW496000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-03 2025-03-03 N N N 0.0535 70001150.80 70001150.80 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 04/29/2025 5.47 3133EPXC4 254900C5LP6DN9OP9V83 US3133EPXC40 4003205 JYJ779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-29 2025-04-29 N N N 0.0532 156130387.92 156130387.92 0.0007 N N N N NatWest Market Securities Inc NATSECGR T RP 5.32% 9/3/24 5.32 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KPG301000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPG301000 2029-07-31 2031-07-31 4.000 - 4.125 N/A 94063000.00 95936705.95 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 94000000.00 94000000.00 0.0004 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/21/2025 5.34 3130B1YG6 2549001DPIFGXC1TOL40 US3130B1YG65 0001026214 KMD599000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-21 2025-01-21 N N N 0.0529 141007931.25 141007931.25 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/08/2024 5.35 3130AYME3 2549001DPIFGXC1TOL40 US3130AYME39 0001026214 KDP296000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-08 2024-10-08 N N N 0.0522 156002636.40 156002636.40 0.0007 N N N N US Treasury Notes UST NOTES 3.875% 04/30/2025 3.88 91282CGX3 254900HROIFWPRGM1V77 US91282CGX39 JSX629000 U.S. Treasury Debt Y N/A N/A 2025-04-30 2025-04-30 2025-04-30 N N N 0.0466 686452965.30 686452965.30 0.0031 N Y Y N Bmo Capital Markets Corp BMOCAP *G RP 5.215% 10/16/24 5.22 N/A RUC0QBLBRPRCU4W1NE59 0000772028 KPE714000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPE714000 2039-10-20 2073-11-20 1.340 - 7.000 N/A 189255428.00 185189493.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A KPE714000 2030-10-25 2042-01-25 4.000 - 6.300 N/A 88272.00 179.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPE714000 2028-04-25 2054-09-25 1.132 - 5.500 N/A 14436609.00 14485077.24 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 KPE714000 2025-01-09 2048-11-15 0.000 - 4.625 N/A 1722600.00 1798129.62 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-10-16 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0512 105721000.00 105721000.00 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/12/2024 5.34 3130B0UJ6 2549001DPIFGXC1TOL40 US3130B0UJ67 0001026214 KPE120000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-12 2024-11-12 N N N 0.0549 129939732.00 129939732.00 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/17/2026 5.41 3133ERET4 254900C5LP6DN9OP9V83 US3133ERET42 4003205 KJO854000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-17 2026-02-17 N N N 0.0541 31998100.80 31998100.80 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/12/2026 5.46 3133ERNW7 254900C5LP6DN9OP9V83 US3133ERNW79 4003205 KNW360000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-08-12 2026-08-12 N N N 0.0543 95046801.75 95046801.75 0.0004 N N N N ING Financial Markets LLC INGFIN G RP 5.39% 9/19/24 5.39 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KNN939000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNN939000 2032-10-01 2051-01-01 2.000 - 6.744 N/A 1168479176.00 467765510.87 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KNN939000 2024-10-01 2031-06-30 0.000 - 4.375 N/A 38603200.00 38253487.83 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNN939000 2054-01-20 2054-01-20 6.000 N/A 1000.00 1000.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNN939000 2032-11-01 2040-09-01 4.590 - 7.360 N/A 277524522.00 11625132.83 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0526 505000000.00 505000000.00 0.0023 N N N Y ING Financial Markets LLC INGFIN G RP 5.34% 9/6/24 5.34 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KPG264000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPG264000 2041-05-15 2052-05-15 2.250 - 2.875 N/A 126983200.00 98574508.46 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 N N N 0.0521 96000000.00 96000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 07/08/2025 5.45 3130AYEN2 2549001DPIFGXC1TOL40 US3130AYEN20 0001026214 KDD806000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-08 2025-07-08 N N N 0.0535 153114033.96 153114033.96 0.0007 N N N N Barclays Bank PLC BPLCGR M RP 5.34% 9/3/24 5.34 N/A G5GSEF7VJP5I7OUK5573 KPG267000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG267000 2046-10-20 2054-04-20 3.000 - 4.000 N/A 1314293995.00 433757210.70 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 425000000.00 425000000.00 0.0019 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/25/2025 5.06 3130B0B65 2549001DPIFGXC1TOL40 US3130B0B656 0001026214 KFC449000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0468 290520315.10 290520315.10 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 11/07/2024 5.45 3130AWTB6 2549001DPIFGXC1TOL40 US3130AWTB60 0001026214 JWP901000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-07 2024-11-07 N N N 0.0523 311573267.92 311573267.92 0.0014 N N N N Mitsubishi Ufj Securities (USA FICASH MU 5.328% 09/03/24 5.33 N/A N/A KPG827000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG827000 2044-02-01 2047-10-01 3.500 N/A 48997.00 7519.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG827000 2026-11-01 2060-07-01 2.000 - 6.500 N/A 336134346.00 108172878.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG827000 2035-05-20 2047-09-20 3.000 - 6.500 N/A 428414.00 72014.03 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 106067000.00 106067000.00 0.0005 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/03/2024 5.34 3130B1ML8 2549001DPIFGXC1TOL40 US3130B1ML88 0001026214 KKH555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-03 2024-10-03 N N N 0.0522 352002136.64 352002136.64 0.0016 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP 5.37% 10/7/24 5.37 N/A MBNUM2BPBDO7JBLYG310 0000315030 KNY252000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNY252000 2028-01-31 2028-01-31 0.750 N/A 7480800.00 6771024.79 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNY252000 2054-04-01 2054-04-01 5.000 - 6.500 N/A 80078459.00 79490661.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNY252000 2054-04-01 2054-04-01 4.000 - 7.500 N/A 506068275.00 501663737.30 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-07 2024-10-07 2024-10-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0526 574000000.00 574000000.00 0.0026 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/29/2024 5.36 3130B16U6 2549001DPIFGXC1TOL40 US3130B16U69 0001026214 KIK661000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-29 2024-11-29 N N N 0.0523 72004056.48 72004056.48 0.0003 N N N N Natixis SA NATIXGR *G RP 5.34% 9/18/24 5.34 N/A KX1WK48MPD4Y2NCUIZ63 KNI185000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNI185000 2024-11-30 2054-05-15 0.000 - 6.125 N/A 412675800.00 401262572.47 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 391000000.00 391000000.00 0.0018 N N Y N MUFG Securities (Canada), Ltd. MFGCAGR G RP 5.38% 10/23/24 5.38 N/A 549300Y1PMK3RWXMWR72 KNO446000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO446000 2024-09-15 2054-05-15 0.375 - 4.625 N/A 204024600.00 193837075.05 U.S. Treasuries (including strips) Y N/A N/A 2024-10-23 2024-10-23 2024-10-23 N N N 0.0528 189000000.00 189000000.00 0.0009 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/06/2024 5.43 3130AVBG6 2549001DPIFGXC1TOL40 US3130AVBG66 0001026214 JXJ659000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-06 2024-09-06 N N N 0.0525 155001209.00 155001209.00 0.0007 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/09/2024 5.34 3130B1LS4 2549001DPIFGXC1TOL40 US3130B1LS41 0001026214 KKG650000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-09 2024-12-09 N N N 0.0525 28002438.52 28002438.52 0.0001 N N N N US Treasury Bill UST BILLS 0% 10/22/2024 912797LU9 254900HROIFWPRGM1V77 US912797LU95 KLE509000 U.S. Treasury Debt Y N/A N/A 2024-10-22 2024-10-22 2024-10-22 N N N 0.0484 3839492263.69 3839492263.69 0.0173 N Y Y N TD Securities (U.S.A.) TDGR M RP 5.34% 9/3/24 5.34 N/A SUVUFHICNZMP2WKHG940 KPG230000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG230000 2051-05-01 2053-10-01 2.000 - 6.000 N/A 312498845.00 232133549.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG230000 2051-09-01 2051-10-01 2.500 N/A 280073343.00 199582450.38 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 423000000.00 423000000.00 0.0019 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 03/07/2025 5.51 3133EPLN3 254900C5LP6DN9OP9V83 US3133EPLN33 4003205 KBQ590000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-07 2025-03-07 N N N 0.0534 172145262.60 172145262.60 0.0008 N N N N Citibank NA CITIBK G RP 5.36% 9/4/24 5.36 N/A E57ODZWZ7FF32TWEFA76 0000036684 KPE632000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Resolution Funding Corp N/A KPE632000 2025-01-15 2025-01-15 0.000 N/A 150000.00 147208.35 Agency Debentures and Agency Strips Federal National Mortgage Association N/A KPE632000 2026-11-01 2058-01-01 1.500 - 7.724 N/A 339749623.00 184330914.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPE632000 2031-03-01 2054-09-01 1.500 - 9.000 N/A 72013589.00 59344116.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPE632000 2032-11-15 2074-06-20 2.000 - 7.200 N/A 107652967.00 81848653.56 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0522 319000000.00 319000000.00 0.0014 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.97% 11/15/2024 4.97 3130AYA63 2549001DPIFGXC1TOL40 US3130AYA635 0001026214 KCP988000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-15 2024-11-15 2024-11-15 N N N 0.0528 75939937.20 75939937.20 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/24/2025 5.48 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-24 2025-07-24 N N N 0.0535 107112785.49 107112785.49 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 01/27/2025 5.46 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-27 2025-01-27 N N N 0.0529 313175899.74 313175899.74 0.0014 N N N N Wells Fargo Securities LLC FICASH MU 5.328% 09/03/24 5.33 N/A N/A KPG827000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association N/A KPG827000 2036-03-25 2036-03-25 5.417 N/A 172407.00 994.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG827000 2024-11-15 2064-08-20 1.500 - 8.500 N/A 1958046418.00 681261618.40 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG827000 2029-04-30 2052-05-15 2.000 - 4.500 N/A 40029361.00 32665381.11 U.S. Treasuries (including strips) MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT N/A KPG827000 2049-10-25 2049-10-25 8.713 N/A 303739.00 277419.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp N/A KPG827000 2029-02-25 2029-02-25 7.816 N/A 1356700.00 460476.96 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 700041000.00 700041000.00 0.0032 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 09/26/2025 5.49 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-26 2025-09-26 N N N 0.0536 107134120.22 107134120.22 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/19/2025 5.39 3130B2GB5 2549001DPIFGXC1TOL40 US3130B2GB53 0001026214 KOU675000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-19 2025-08-19 N N N 0.0537 411057893.46 411057893.46 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2024 5.34 3130AYP91 2549001DPIFGXC1TOL40 US3130AYP914 0001026214 KDU919000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-05 2024-09-05 N N N 0.0520 256000332.80 256000332.80 0.0012 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 07/16/2025 5.42 3130AYWR3 2549001DPIFGXC1TOL40 US3130AYWR32 0001026214 KGS341000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-16 2025-07-16 N N N 0.0536 84035326.20 84035326.20 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 05/19/2025 5.46 3130AXTF5 2549001DPIFGXC1TOL40 US3130AXTF57 0001026214 KBI506000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-19 2025-05-19 N N N 0.0533 155120312.55 155120312.55 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/20/2025 5.46 3130AXAS7 2549001DPIFGXC1TOL40 US3130AXAS79 0001026214 JYC512000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-20 2025-03-20 N N N 0.0532 235671976.23 235671976.23 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 09/19/2025 5.41 3130B0HG7 2549001DPIFGXC1TOL40 US3130B0HG75 0001026214 KGS340000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-19 2025-09-19 N N N 0.0538 22003797.86 22003797.86 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/28/2025 5.49 3130AWNS5 2549001DPIFGXC1TOL40 US3130AWNS59 0001026214 JWV095000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-28 2025-07-28 N N N 0.0537 3203309.22 3203309.22 0.0000 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/09/2024 313384J91 2549001DPIFGXC1TOL40 US313384J917 EJG654000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-09 2024-10-09 2024-10-09 N N N 0.0517 101426533.56 101426533.56 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/06/2025 5.35 3130B2AR6 2549001DPIFGXC1TOL40 US3130B2AR69 0001026214 KNW366000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-06 2025-02-06 N N N 0.0533 167996332.56 167996332.56 0.0008 N N N N US Treasury Notes USTN 3MB+14 10/31/24 5.18 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2024-09-03 2024-10-31 2024-10-31 N N N 0.0521 371427327.17 371427327.17 0.0017 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 11/26/2025 5.41 3133ERCY5 254900C5LP6DN9OP9V83 US3133ERCY54 4003205 KLD589000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-26 2025-11-26 N N N 0.0539 41005461.61 41005461.61 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 01/22/2025 5.38 3133EPX26 254900C5LP6DN9OP9V83 US3133EPX268 4003205 KDN620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-22 2025-01-22 N N N 0.0535 87999780.88 87999780.88 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 04/03/2025 5.34 3130B25J0 2549001DPIFGXC1TOL40 US3130B25J06 0001026214 KND199000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-03 2025-04-03 N N N 0.0533 202998987.03 202998987.03 0.0009 N N N N Mitsubishi UFJ Securities (U.S.A.), Inc. MUFJGR G RP 5.39% 10/23/24 5.39 N/A K5HU16E3LMSVCCJJJ255 KNO444000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNO444000 2043-07-01 2049-05-01 3.500 - 4.500 N/A 16001513.00 1606157.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNO444000 2024-09-25 2054-08-01 2.000 - 7.000 N/A 1697943911.00 891190880.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNO444000 2038-07-20 2054-05-20 2.500 - 6.500 N/A 117231852.00 53314559.23 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-23 2024-10-23 2024-10-23 N N N 0.0529 923000000.00 923000000.00 0.0042 N N N Y BofA Securities, Inc. BASGR G RP 5.29% 11/1/24 5.29 N/A 549300HN4UKV1E2R3U73 KNO791000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNO791000 2053-08-20 2054-04-20 6.000 - 6.500 N/A 4902659.00 5017173.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNO791000 2028-05-01 2054-05-01 1.500 - 7.000 N/A 106056238.00 74402547.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNO791000 2036-06-01 2054-05-01 2.000 - 6.500 N/A 158391267.00 142993594.30 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0520 217000000.00 217000000.00 0.0010 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/05/2024 5.34 3130B0PH6 2549001DPIFGXC1TOL40 US3130B0PH66 0001026214 KGO533000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-05 2024-11-05 N N N 0.0523 288012493.44 288012493.44 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 05/27/2025 5.48 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 4003205 JWD539000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-27 2025-05-27 N N N 0.0535 56047376.56 56047376.56 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/14/2025 5.49 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-14 2025-10-14 N N N 0.0537 424534278.16 424534278.16 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/04/2025 5.34 3130B26Q3 2549001DPIFGXC1TOL40 US3130B26Q30 0001026214 KNJ057000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-04 2025-02-04 N N N 0.0529 98009819.60 98009819.60 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 09/20/2024 5.38 3133EPQ65 254900C5LP6DN9OP9V83 US3133EPQ650 4003205 KCP971000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-20 2024-09-20 N N N 0.0521 35000852.60 35000852.60 0.0002 N N N N BMO Chicago Branch BMOCHIGR *G RP 5.35% 9/13/24 5.35 N/A 3Y4U8VZURTYWI1W2K376 KOG931000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KOG931000 2048-07-20 2072-06-20 3.500 - 6.500 N/A 230240599.00 221107894.77 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-09-06 2024-09-06 2024-09-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 214000000.00 214000000.00 0.0010 N N Y N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 5.34% 9/4/24 5.34 N/A N/A KPG689000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0520 3073000000.00 3073000000.00 0.0139 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/03/2024 5.46 3133EPNQ4 254900C5LP6DN9OP9V83 US3133EPNQ46 4003205 JVB493000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-03 2024-10-03 N N N 0.0522 69007897.74 69007897.74 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/24/2025 5.36 3130B2JG1 2549001DPIFGXC1TOL40 US3130B2JG14 0001026214 KPC271000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-24 2025-03-24 N N N 0.0533 89013067.87 89013067.87 0.0004 N N N N Royal Bank of Canada FICASH MU 5.328% 09/03/24 5.33 N/A N/A KPG827000_07750 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KPG827000 2024-11-15 2053-08-15 0.250 - 4.625 N/A 151622482.00 140462024.38 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 137440000.00 137440000.00 0.0006 N Y Y N US Treasury Bill UST BILLS 0% 12/03/2024 912797ME4 254900HROIFWPRGM1V77 US912797ME45 KNI933000 U.S. Treasury Debt Y N/A N/A 2024-12-03 2024-12-03 2024-12-03 N N N 0.0486 1600819668.49 1600819668.49 0.0072 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/26/2026 5.47 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 4003205 KOV336000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-08-26 2026-08-26 N N N 0.0547 93999073.16 93999073.16 0.0004 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 5.39% 9/19/24 5.39 N/A VYVVCKR63DVZZN70PB21 0000276523 KKV481000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp N/A KKV481000 2026-03-01 2054-09-01 1.500 - 6.500 N/A 341717709.00 299520178.04 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0526 290000000.00 290000000.00 0.0013 N N N Y Bny Mellon Capital Markets LLC BNYMGR G RP 5.39% 9/19/24 5.39 N/A VJW2DOOHGDT6PR0ZRO63 KNO463000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNO463000 2052-02-01 2054-09-01 2.500 - 6.500 N/A 93732922.00 95347759.77 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KNO463000 2024-09-10 2054-08-15 0.000 - 5.000 N/A 139486800.00 138783582.50 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 KNO463000 2025-08-21 2034-03-10 1.520 - 4.750 N/A 1740000.00 1792897.98 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNO463000 2053-10-20 2054-08-20 5.500 - 7.000 N/A 111215.00 107780.64 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KNO463000 2026-10-20 2026-11-24 0.740 - 1.430 N/A 632000.00 596525.72 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNO463000 2032-12-01 2054-08-01 2.500 - 6.500 N/A 161083772.00 163137373.44 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0526 390000000.00 390000000.00 0.0018 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 11/06/2024 5.35 3133EP2A2 254900C5LP6DN9OP9V83 US3133EP2A24 4003205 KEB681000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-06 2024-11-06 N N N 0.0523 45002767.95 45002767.95 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/03/2024 5.34 3130B1LV7 2549001DPIFGXC1TOL40 US3130B1LV79 0001026214 KKG840000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-03 2024-10-03 N N N 0.0521 423006108.12 423006108.12 0.0019 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/01/2024 313384M89 2549001DPIFGXC1TOL40 US313384M895 313384M89 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0510 69393625.00 69393625.00 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 5.48 3130AXZ50 2549001DPIFGXC1TOL40 US3130AXZ501 0001026214 KCK257000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-08 2025-12-08 N N N 0.0537 306363861.54 306363861.54 0.0014 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 01/23/2026 5.42 3133ERBX8 254900C5LP6DN9OP9V83 US3133ERBX80 4003205 KHH468000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-23 2026-01-23 N N N 0.0541 37002575.94 37002575.94 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 02/12/2025 5.38 3133EP2N4 254900C5LP6DN9OP9V83 US3133EP2N45 4003205 KEK028000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-12 2025-02-12 N N N 0.0533 54007886.70 54007886.70 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 04/10/2025 5.49 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 4003205 JSK883000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-10 2025-04-10 N N N 0.0524 32004774.72 32004774.72 0.0001 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 5.39% 9/19/24 5.39 N/A VYVVCKR63DVZZN70PB21 0000276523 KKX081000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp N/A KKX081000 2026-05-01 2054-09-01 1.500 - 7.500 N/A 375011643.00 300508565.87 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0526 291000000.00 291000000.00 0.0013 N N N Y US Treasury Bill UST BILLS 0% 11/29/2024 912797HP5 254900HROIFWPRGM1V77 US912797HP56 KBQ503000 U.S. Treasury Debt Y N/A N/A 2024-11-29 2024-11-29 2024-11-29 N N N 0.0491 394904099.63 394904099.63 0.0018 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/04/2024 5.34 3130B1LX3 2549001DPIFGXC1TOL40 US3130B1LX36 0001026214 KKG653000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-04 2024-10-04 N N N 0.0521 141001961.31 141001961.31 0.0006 N N N N US Treasury Bill UST BILLS 0% 10/17/2024 912797KU0 254900HROIFWPRGM1V77 US912797KU05 KHC653000 U.S. Treasury Debt Y N/A N/A 2024-10-17 2024-10-17 2024-10-17 N N N 0.0478 672784172.06 672784172.06 0.0030 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/12/2025 5.41 3133ERAZ4 254900C5LP6DN9OP9V83 US3133ERAZ48 4003205 KKO755000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-12 2025-12-12 N N N 0.0541 28995652.32 28995652.32 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 01/08/2025 5.34 3130B2BG9 2549001DPIFGXC1TOL40 US3130B2BG95 0001026214 KOA717000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-08 2025-01-08 N N N 0.0530 139999260.80 139999260.80 0.0006 N N N N MUFG Securities EMEA PLC MUFSECGR *G RP 5.34% 9/19/24 5.34 N/A U7M81AY481YLIOR75625 KNI871000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KNI871000 2025-09-30 2028-11-30 1.125 - 4.375 N/A 609792900.00 603270316.70 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 589000000.00 589000000.00 0.0027 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/20/2024 5.35 3130B02B4 2549001DPIFGXC1TOL40 US3130B02B43 0001026214 KEQ893000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-20 2024-09-20 N N N 0.0520 108001156.68 108001156.68 0.0005 N N N N Goldman Sachs & Co LLC GOLDMAN G RP 5.34% 9/5/24 5.34 N/A FOR8UP27PHTHYVLBNG30 0000769993 KPF484000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPF484000 2028-04-01 2054-08-01 2.000 - 6.500 N/A 94254301.00 65221560.01 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPF484000 2025-06-12 2025-06-12 0.000 N/A 6995200.00 6757936.81 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp N/A KPF484000 2032-03-01 2054-08-01 2.000 - 6.000 N/A 47512126.00 27940687.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPF484000 2036-08-20 2054-05-20 3.000 - 6.000 N/A 1404094591.00 1413861706.09 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-05 2024-09-05 2024-09-05 N N N 0.0521 1483000000.00 1483000000.00 0.0067 N N Y N BofA Securities, Inc. BASGR G RP SOFR+0.06% 10/28/24 5.39 N/A 549300HN4UKV1E2R3U73 KNC882000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A KNC882000 2036-07-20 2054-02-20 3.500 - 7.500 N/A 3265388.00 1221590.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNC882000 2034-12-01 2054-08-01 2.000 - 7.000 N/A 55788485.00 50795313.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNC882000 2033-05-01 2052-07-01 2.500 - 6.276 N/A 143782588.00 95721814.56 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-28 2024-10-28 2024-10-28 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 144000000.00 144000000.00 0.0007 N N N Y US Treasury Bill UST BILLS 0% 10/03/2024 912797GW1 254900HROIFWPRGM1V77 US912797GW17 JYP841000 U.S. Treasury Debt Y N/A N/A 2024-10-03 2024-10-03 2024-10-03 N N N 0.0464 3609856097.50 3609856097.50 0.0163 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/20/2026 5.46 3130AYZW9 2549001DPIFGXC1TOL40 US3130AYZW99 0001026214 KML462000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-20 2026-02-20 N N N 0.0543 66029797.68 66029797.68 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 06/27/2025 5.48 3130AXD54 2549001DPIFGXC1TOL40 US3130AXD540 0001026214 JYN695000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-27 2025-06-27 N N N 0.0535 381336506.82 381336506.82 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 05/22/2025 5.47 3130AWXT2 2549001DPIFGXC1TOL40 US3130AWXT23 0001026214 JXD699000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-22 2025-05-22 N N N 0.0533 158141825.54 158141825.54 0.0007 N N N N US Treasury Bill UST BILLS 0% 09/03/2024 912797LA3 254900HROIFWPRGM1V77 US912797LA32 KIY093000 U.S. Treasury Debt Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0000 2428800000.00 2428800000.00 0.0110 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 11/05/2024 5.34 3130B0P60 2549001DPIFGXC1TOL40 US3130B0P607 0001026214 KGN687000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-05 2024-11-05 N N N 0.0523 234010150.92 234010150.92 0.0011 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/04/2024 313384J42 2549001DPIFGXC1TOL40 US313384J420 313384J42 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-04 2024-10-04 2024-10-04 N N N 0.0517 142296520.08 142296520.08 0.0006 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/09/2024 5.34 3130AYSP2 2549001DPIFGXC1TOL40 US3130AYSP22 0001026214 KEC893000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-09 2024-09-09 N N N 0.0525 74999070.00 74999070.00 0.0003 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/27/2024 5.35 3130B1JY4 2549001DPIFGXC1TOL40 US3130B1JY47 0001026214 KJY039000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-27 2024-12-27 N N N 0.0526 282031719.36 282031719.36 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 5.125% 04/17/2025 5.13 3133ERBS9 254900C5LP6DN9OP9V83 US3133ERBS95 4003205 KHH435000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-04-17 2025-04-17 2025-04-17 N N N 0.0479 13025644.71 13025644.71 0.0001 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIG M RP 5.35% 9/3/24 5.35 N/A N/A KPG243000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG243000 2042-08-01 2054-08-01 2.500 - 6.000 N/A 453097312.00 187215767.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG243000 2027-12-01 2054-07-01 1.500 - 6.500 N/A 1085580416.00 464440467.81 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0535 637000000.00 637000000.00 0.0029 N Y Y N BMO Chicago Branch BMOCHIGR *G RP 5.34% 9/12/24 5.34 N/A 3Y4U8VZURTYWI1W2K376 KNW119000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNW119000 2041-09-15 2066-12-15 1.970 - 8.000 N/A 209515927.00 166975195.89 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 163000000.00 163000000.00 0.0007 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 03/10/2025 5.46 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 4003205 JRN658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-10 2025-03-10 N N N 0.0526 98001969.80 98001969.80 0.0004 N N N N Ficc Mizuho Secs Gc Repo(Gov) MIZ FIG M RP 5.33% 9/3/24 5.33 N/A 9845006C81UCE4114A10 KPG274000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG274000 2024-10-31 2048-11-15 2.250 - 4.625 N/A 9176000.00 9192975.88 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG274000 2034-07-01 2054-08-01 2.000 - 6.500 N/A 363077342.00 324601571.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG274000 2032-03-20 2065-12-15 1.500 - 8.000 N/A 1688823463.00 750086052.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG274000 2032-06-01 2052-08-01 4.500 - 6.500 N/A 8249.00 919.72 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 1062000000.00 1062000000.00 0.0048 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 12/02/2024 5.35 3130B1AA5 2549001DPIFGXC1TOL40 US3130B1AA51 0001026214 KIY123000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-02 2024-12-02 N N N 0.0524 115012938.65 115012938.65 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+17 10/23/2025 5.50 3133EPZE8 254900C5LP6DN9OP9V83 US3133EPZE87 4003205 KDO296000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-23 2025-10-23 N N N 0.0536 36028098.72 36028098.72 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 12/26/2024 5.46 3130AWQB9 2549001DPIFGXC1TOL40 US3130AWQB97 0001026214 JWH811000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-26 2024-12-26 N N N 0.0526 313143128.64 313143128.64 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/03/2024 5.34 3130B1JA6 2549001DPIFGXC1TOL40 US3130B1JA60 0001026214 KJX167000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-03 2024-12-03 N N N 0.0524 282024615.78 282024615.78 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/12/2026 5.48 3133EPU52 254900C5LP6DN9OP9V83 US3133EPU520 4003205 KDD676000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-12 2026-01-12 N N N 0.0542 260177580.00 260177580.00 0.0012 N N N N US Treasury Bill UST BILLS 0% 09/24/2024 912797LJ4 254900HROIFWPRGM1V77 US912797LJ41 KJW104000 U.S. Treasury Debt Y N/A N/A 2024-09-24 2024-09-24 2024-09-24 N N N 0.0447 1847990932.26 1847990932.26 0.0083 N Y Y N Goldman Sachs & Co LLC GOLDMAN G RP 5.34% 9/6/24 5.34 N/A FOR8UP27PHTHYVLBNG30 0000769993 KPG331000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG331000 2041-01-15 2061-03-15 2.800 - 6.000 N/A 1273917711.00 1284635968.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG331000 2030-10-01 2054-08-01 1.500 - 7.500 N/A 753295535.00 556005595.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG331000 2031-03-31 2039-02-15 3.500 - 4.125 N/A 42323000.00 42078185.14 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG331000 2028-05-01 2054-08-01 1.500 - 6.500 N/A 650071092.00 492228552.78 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 N N N 0.0521 2327000000.00 2327000000.00 0.0105 N N Y N US Treasury Notes UST NOTES 0.375% 04/30/2025 0.38 912828ZL7 254900HROIFWPRGM1V77 US912828ZL77 FJG557000 U.S. Treasury Debt Y N/A N/A 2025-04-30 2025-04-30 2025-04-30 N N N 0.0460 345245821.20 345245821.20 0.0016 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/18/2025 5.47 3130AXTD0 2549001DPIFGXC1TOL40 US3130AXTD00 0001026214 KBI505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-18 2025-08-18 N N N 0.0537 231209724.90 231209724.90 0.0010 N N N N US Treasury Bill UST BILLS 0% 11/05/2024 912797MA2 254900HROIFWPRGM1V77 US912797MA23 KLU805000 U.S. Treasury Debt Y N/A N/A 2024-11-05 2024-11-05 2024-11-05 N N N 0.0487 1161891966.25 1161891966.25 0.0052 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 08/28/2025 5.49 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 4003205 JXI262000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-28 2025-08-28 N N N 0.0536 66078020.58 66078020.58 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/14/2025 5.49 3133EPD44 254900C5LP6DN9OP9V83 US3133EPD443 4003205 KCL813000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-14 2025-11-14 N N N 0.0537 134158799.38 134158799.38 0.0006 N N N N US Treasury Bill UST BILLS 0% 10/15/2024 912797LT2 254900HROIFWPRGM1V77 US912797LT23 KKW221000 U.S. Treasury Debt Y N/A N/A 2024-10-15 2024-10-15 2024-10-15 N N N 0.0477 3938379863.46 3938379863.46 0.0178 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 09/02/2025 5.49 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 0001026214 JXO969000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-02 2025-09-02 N N N 0.0536 437541984.88 437541984.88 0.0020 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 9/4/24 5.39 N/A 549300HN4UKV1E2R3U73 KKN895000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KKN895000 2049-06-01 2053-11-01 2.000 - 7.000 N/A 49502163.00 29851023.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KKN895000 2032-10-01 2053-11-01 1.500 - 5.500 N/A 48381246.00 44590373.27 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0525 72000000.00 72000000.00 0.0003 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/22/2026 5.43 3130B1SR9 2549001DPIFGXC1TOL40 US3130B1SR94 0001026214 KLE611000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-22 2026-06-22 N N N 0.0543 70994809.90 70994809.90 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/06/2024 5.34 3130AYQY5 2549001DPIFGXC1TOL40 US3130AYQY56 0001026214 KEA753000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-06 2024-09-06 N N N 0.0520 346000252.58 346000252.58 0.0016 N N Y N US Treasury Bill UST BILLS 0% 11/12/2024 912797MB0 254900HROIFWPRGM1V77 US912797MB06 KMB725000 U.S. Treasury Debt Y N/A N/A 2024-11-12 2024-11-12 2024-11-12 N N N 0.0487 1425037699.58 1425037699.58 0.0064 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/21/2025 5.41 3133ERPW5 254900C5LP6DN9OP9V83 US3133ERPW51 4003205 KOU614000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-21 2025-11-21 N N N 0.0541 29995925.70 29995925.70 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/18/2026 5.46 3130B1T49 2549001DPIFGXC1TOL40 US3130B1T490 0001026214 KLG648000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-18 2026-06-18 N N N 0.0541 213058898.76 213058898.76 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 09/23/2024 5.42 3133EPUA1 254900C5LP6DN9OP9V83 US3133EPUA11 4003205 JXD667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-23 2024-09-23 N N N 0.0521 32001655.36 32001655.36 0.0001 N N N N RBC Financial Group RBCNYGR *G RP 5.35% 9/19/24 5.35 N/A ES7IP3U3RHIGC71XBU11 KNK275000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A KNK275000 2050-09-20 2054-08-20 2.500 - 8.000 N/A 229596279.00 205751142.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNK275000 2025-05-01 2054-08-01 1.086 - 7.000 N/A 2051984624.00 1601099958.45 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KNK275000 2024-09-05 2053-05-15 0.000 - 6.375 N/A 319108682.00 330384658.14 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNK275000 2043-11-01 2054-09-01 2.000 - 7.000 N/A 214394594.00 188654498.94 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0523 2172000000.00 2172000000.00 0.0098 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 10/21/2025 5.41 3133EP6C4 254900C5LP6DN9OP9V83 US3133EP6C44 4003205 KGG110000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-21 2025-10-21 N N N 0.0537 65525116.63 65525116.63 0.0003 N N N N US Treasury Notes UST NOTES 2.75% 05/15/2025 2.75 91282CEQ0 254900HROIFWPRGM1V77 US91282CEQ06 JBA755000 U.S. Treasury Debt Y N/A N/A 2025-05-15 2025-05-15 2025-05-15 N N N 0.0460 592312500.00 592312500.00 0.0027 N Y Y N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.02% 9/20/24 5.35 N/A FOR8UP27PHTHYVLBNG30 0000769993 KOU622000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOU622000 2028-07-31 2028-07-31 4.125 N/A 189871800.00 193180842.44 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-20 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 189000000.00 189000000.00 0.0009 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 01/08/2026 5.44 3133EP4W2 254900C5LP6DN9OP9V83 US3133EP4W26 4003205 KOE077000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-08 2026-01-08 N N N 0.0540 92036593.00 92036593.00 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2024 5.34 3130AYQX7 2549001DPIFGXC1TOL40 US3130AYQX73 0001026214 KEA749000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-05 2024-09-05 N N N 0.0520 256000332.80 256000332.80 0.0012 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 04/09/2025 5.47 3130AWUC2 2549001DPIFGXC1TOL40 US3130AWUC25 0001026214 JWR430000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-09 2025-04-09 N N N 0.0531 48041086.56 48041086.56 0.0002 N N N N ING Financial Markets LLC FICASH MU 5.328% 09/03/24 5.33 N/A N/A KPG827000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG827000 2050-12-01 2054-08-01 2.000 - 6.000 N/A 103763577.00 91495751.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A KPG827000 2036-09-01 2054-08-01 2.000 - 6.500 N/A 45699614.00 38694399.67 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 127562000.00 127562000.00 0.0006 N Y Y N Sumitomo Mitsui Banking Corp. SUMITRGT *G RP 5.41% 9/11/24 5.41 N/A 5493006GGLR4BTEL8O61 KOX101000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOX101000 2029-08-15 2029-08-15 1.625 N/A 49508000.00 44936548.32 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-11 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0528 44000000.00 44000000.00 0.0002 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/25/2025 5.48 3133EPZQ1 254900C5LP6DN9OP9V83 US3133EPZQ18 4003205 KAK230000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-25 2025-07-25 N N N 0.0535 258272055.84 258272055.84 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 06/27/2025 5.48 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 4003205 JYI393000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-27 2025-06-27 N N N 0.0537 186140366.76 186140366.76 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/13/2025 5.34 3130B1XF9 2549001DPIFGXC1TOL40 US3130B1XF91 0001026214 KMB800000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-13 2025-01-13 N N N 0.0530 141996768.08 141996768.08 0.0006 N N N N US Treasury Bill UST BILLS 0% 10/31/2024 912797HE0 254900HROIFWPRGM1V77 US912797HE00 KAQ272000 U.S. Treasury Debt Y N/A N/A 2024-10-31 2024-10-31 2024-10-31 N N N 0.0488 486993302.52 486993302.52 0.0022 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 11/12/2024 5.45 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-12 2024-11-12 N N N 0.0523 318835256.06 318835256.06 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 09/02/2025 5.48 3130AXQ43 2549001DPIFGXC1TOL40 US3130AXQ435 0001026214 KCQ714000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-02 2025-09-02 N N N 0.0536 48505354.13 48505354.13 0.0002 N N N N Barclays Bank PLC BPLCGR *G RP 5.34% 9/19/24 5.34 N/A G5GSEF7VJP5I7OUK5573 KNR706000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNR706000 2029-03-31 2044-02-15 2.375 - 4.500 N/A 201077100.00 201804431.83 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 197000000.00 197000000.00 0.0009 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 07/08/2026 5.45 3133ERKG5 254900C5LP6DN9OP9V83 US3133ERKG56 4003205 KLT188000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-07-08 2026-07-08 N N N 0.0543 142019144.44 142019144.44 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 10/10/2025 5.48 3130AXYD4 2549001DPIFGXC1TOL40 US3130AXYD45 0001026214 KBW968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-10 2025-10-10 N N N 0.0537 153166102.92 153166102.92 0.0007 N N N N MUFG Securities (Canada), Ltd. 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MIZBKGR G RP 5.33% 9/3/24 5.33 N/A RB0PEZSDGCO3JS6CEU02 KPG332000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KPG332000 2031-08-15 2031-08-15 1.250 N/A 578314000.00 489783241.29 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 480000000.00 480000000.00 0.0022 N Y Y N BMO Chicago Branch BMOCHIGR *G RP 5.33% 9/19/24 5.33 N/A 3Y4U8VZURTYWI1W2K376 KOS751000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOS751000 2024-09-17 2025-05-15 0.000 N/A 98150700.00 97115234.81 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 95000000.00 95000000.00 0.0004 N N Y N Goldman Sachs & Co LLC GOLDMAN T RP 5.32% 9/3/24 5.32 N/A FOR8UP27PHTHYVLBNG30 0000769993 KPG248000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPG248000 2027-03-31 2027-03-31 2.500 N/A 344023700.00 336799035.10 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 330000000.00 330000000.00 0.0015 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.07% 02/25/2025 5.07 3130B0BD0 2549001DPIFGXC1TOL40 US3130B0BD09 0001026214 KFC503000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0468 290533852.30 290533852.30 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/10/2024 5.43 3133EPB61 254900C5LP6DN9OP9V83 US3133EPB611 4003205 KAX017000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-10 2024-12-10 N N N 0.0525 251080603.63 251080603.63 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+20 12/05/2024 5.53 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 4003205 JMX819000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-05 2024-12-05 N N N 0.0524 64037198.08 64037198.08 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 11/18/2024 5.45 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-18 2024-11-18 N N N 0.0522 317100368.54 317100368.54 0.0014 N N N N BNP Paribas, SA BNP (GR) *G RP 5.33% 9/19/24 5.33 N/A R0MUWSFPU8MPRO8K5P83 KNR593000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNR593000 2025-06-30 2054-05-15 0.375 - 5.226 N/A 1352419000.00 1410169571.03 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 1376000000.00 1376000000.00 0.0062 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 01/06/2025 3130B2KP9 2549001DPIFGXC1TOL40 US3130B2KP93 0001026214 KPE985000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-03 2025-01-06 2025-01-06 N N N 0.0000 205118469.50 205118469.50 0.0009 N N N N BNP Paribas, SA BNP (GR) *G RP SOFR+0.03% 9/16/24 5.36 N/A R0MUWSFPU8MPRO8K5P83 KKY918000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KKY918000 2024-10-01 2054-08-15 0.000 - 5.289 N/A 3696286400.00 3429529690.86 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 3319000000.00 3319000000.00 0.0150 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/10/2026 5.45 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 4003205 KMA892000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-07-10 2026-07-10 N N N 0.0545 68999674.32 68999674.32 0.0003 N N N N Barclays Bank PLC BPLCGR T RP 5.32% 9/3/24 5.32 N/A G5GSEF7VJP5I7OUK5573 KPG269000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPG269000 2026-10-31 2042-11-15 1.125 - 4.250 N/A 783636200.00 785864274.28 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 770000000.00 770000000.00 0.0035 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 06/20/2025 5.38 3133ERBW0 254900C5LP6DN9OP9V83 US3133ERBW08 4003205 KJP647000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-20 2025-06-20 N N N 0.0535 73008141.69 73008141.69 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/01/2025 5.43 3130AYCB0 2549001DPIFGXC1TOL40 US3130AYCB00 0001026214 KCX050000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-01 2025-04-01 N N N 0.0532 16009056.64 16009056.64 0.0001 N N N N JP Morgan Securities LLC FICASH MR 5.32% 09/03/24 5.32 N/A N/A KPG935000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG935000 2026-07-01 2061-07-01 1.500 - 8.000 N/A 5313071.00 3827232.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG935000 2031-06-01 2054-09-01 1.500 - 7.505 N/A 850299.00 755282.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG935000 2024-09-05 2042-02-15 0.000 - 5.226 N/A 1193047.00 1193082.38 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 5659000.00 5659000.00 0.0000 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 03/03/2025 5.34 3130B25G6 2549001DPIFGXC1TOL40 US3130B25G66 0001026214 KND201000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-03 2025-03-03 N N N 0.0533 280004482.80 280004482.80 0.0013 N N N N BofA Securities, Inc. BASGR G RP 5.14% 11/27/24 5.14 N/A 549300HN4UKV1E2R3U73 KPD400000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPD400000 2038-01-01 2054-04-01 2.500 - 6.500 N/A 52403976.00 20803698.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPD400000 2029-07-15 2054-08-20 4.500 - 7.500 N/A 12689133.00 6355035.15 Agency Mortgage-Backed Securities Resolution Funding Corp N/A KPD400000 2030-01-15 2030-01-15 0.000 N/A 11154000.00 9004824.97 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPD400000 2032-09-01 2053-06-01 2.500 - 6.909 N/A 163962025.00 106779163.18 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-27 2024-11-27 2024-11-27 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0507 140000000.00 140000000.00 0.0006 N N N Y BofA Securities, Inc. BASGR G RP SOFR+0.06% 10/25/24 5.39 N/A 549300HN4UKV1E2R3U73 KNA817000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNA817000 2028-12-01 2054-08-01 1.500 - 6.500 N/A 130474741.00 118179651.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNA817000 2028-10-01 2054-06-01 2.000 - 6.500 N/A 79567591.00 29581098.82 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-25 2024-10-25 2024-10-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 144000000.00 144000000.00 0.0007 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 04/04/2025 5.35 3130B26U4 2549001DPIFGXC1TOL40 US3130B26U42 0001026214 KNJ058000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-04 2025-04-04 N N N 0.0532 238023564.38 238023564.38 0.0011 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.04% 10/25/24 5.37 N/A 549300HN4UKV1E2R3U73 KNA816000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNA816000 2025-10-31 2026-01-31 0.250 - 2.625 N/A 261976900.00 252419121.38 U.S. Treasuries (including strips) Y N/A N/A 2024-10-25 2024-10-25 2024-10-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0527 246000000.00 246000000.00 0.0011 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/08/2026 5.45 3133ERPE5 254900C5LP6DN9OP9V83 US3133ERPE53 4003205 KNY434000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-05-08 2026-05-08 N N N 0.0545 44999114.85 44999114.85 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 05/02/2025 5.47 3130AWSY7 2549001DPIFGXC1TOL40 US3130AWSY72 0001026214 JYP807000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-02 2025-05-02 N N N 0.0535 2121463.94 2121463.94 0.0000 N N N N Nomura Securities International FICASH MR 5.32% 09/03/24 5.32 N/A N/A KPG935000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG935000 2031-12-20 2064-05-15 2.000 - 7.500 N/A 1530596.00 773538.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG935000 2025-03-01 2054-09-01 1.500 - 7.500 N/A 15308487.00 3863011.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A KPG935000 2031-05-01 2054-08-01 1.500 - 8.500 N/A 2379654.00 2008476.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG935000 2024-09-12 2041-11-15 0.000 - 6.125 N/A 5543584.00 5509342.46 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 11909000.00 11909000.00 0.0001 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 12/05/2024 5.35 3130B1AB3 2549001DPIFGXC1TOL40 US3130B1AB35 0001026214 KIY137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-05 2024-12-05 N N N 0.0524 458053292.88 458053292.88 0.0021 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/17/2025 5.48 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 4003205 KAD692000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-17 2025-07-17 N N N 0.0536 92086701.72 92086701.72 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/14/2025 5.47 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-14 2025-08-14 N N N 0.0537 308275894.08 308275894.08 0.0014 N N N N MUFG Securities EMEA PLC MUFSECGR T RP 5.32% 9/3/24 5.32 N/A U7M81AY481YLIOR75625 KPG242000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KPG242000 2024-10-17 2031-02-15 0.000 - 5.000 N/A 205398300.00 195805202.28 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 192000000.00 192000000.00 0.0009 N Y Y N US Treasury Bill UST BILLS 0% 12/17/2024 912797MP9 254900HROIFWPRGM1V77 US912797MP91 KOH442000 U.S. Treasury Debt Y N/A N/A 2024-12-17 2024-12-17 2024-12-17 N N N 0.0489 502677782.10 502677782.10 0.0023 N Y Y N US Treasury Bill UST BILLS 0% 09/19/2024 912797KL0 254900HROIFWPRGM1V77 US912797KL06 KFX063000 U.S. Treasury Debt Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0429 6596630802.72 6596630802.72 0.0298 N Y Y N HSBC Securities (USA), Inc. FICASH MR 5.32% 09/03/24 5.32 N/A N/A KPG935000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG935000 2029-01-01 2054-09-01 2.500 - 7.000 N/A 5700.00 4966.84 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG935000 2025-02-28 2039-05-15 0.750 - 4.625 N/A 393125.00 400528.32 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG935000 2040-12-01 2054-07-01 2.000 - 7.500 N/A 338272.00 130321.54 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 525000.00 525000.00 0.0000 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 03/18/2026 5.44 3133EP5N1 254900C5LP6DN9OP9V83 US3133EP5N18 4003205 KML440000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-03-18 2026-03-18 N N N 0.0543 141006154.65 141006154.65 0.0006 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 5.33% 9/19/24 5.33 N/A 2IGI19DL77OX0HC3ZE78 KOS753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOS753000 2024-10-31 2052-11-15 1.125 - 4.625 N/A 96560000.00 89129446.19 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 87000000.00 87000000.00 0.0004 N N Y N BMO Chicago Branch BMOCHIGR *G RP 5.34% 9/19/24 5.34 N/A 3Y4U8VZURTYWI1W2K376 KOS752000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KOS752000 2052-12-20 2054-07-20 6.353 - 6.500 N/A 132355699.00 110455217.94 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 107000000.00 107000000.00 0.0005 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 5% 04/04/2025 5.00 3133ERAF8 254900C5LP6DN9OP9V83 US3133ERAF83 4003205 KGU482000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-04-04 2025-04-04 2025-04-04 N N N 0.0453 89239582.66 89239582.66 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 10/16/2025 5.46 3130AYJD9 2549001DPIFGXC1TOL40 US3130AYJD92 0001026214 KDK258000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-16 2025-10-16 N N N 0.0537 300262395.00 300262395.00 0.0014 N N N N Goldman Sachs & Co LLC GOLDMAN G RP 5.35% 9/4/24 5.35 N/A FOR8UP27PHTHYVLBNG30 0000769993 KPE598000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPE598000 2027-01-31 2030-11-30 1.500 - 4.375 N/A 20004100.00 20887852.43 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPE598000 2045-11-01 2045-11-01 4.500 N/A 850000.00 110936.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPE598000 2027-10-15 2063-05-15 2.500 - 6.500 N/A 1724591978.00 1604082560.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPE598000 2033-11-01 2046-08-01 3.000 - 6.500 N/A 2051262.00 206576.01 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0521 1592000000.00 1592000000.00 0.0072 N N Y N Lloyds Bank PLC LLOYDGR G RP 5.39% 9/20/24 5.39 N/A H7FNTJ4851HG0EXQ1Z70 KLE469000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KLE469000 2025-01-31 2033-11-15 2.250 - 4.500 N/A 171292300.00 170074131.36 U.S. Treasuries (including strips) Y N/A N/A 2024-09-20 2024-09-20 2024-09-20 N N N 0.0526 165000000.00 165000000.00 0.0007 N N N Y Bank of Nova Scotia FICASH MR 5.32% 09/03/24 5.32 N/A N/A KPG935000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KPG935000 2024-09-24 2043-08-15 0.000 - 5.000 N/A 173249.00 169420.09 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 166000.00 166000.00 0.0000 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 5.49 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-25 2025-07-25 N N N 0.0535 481571783.94 481571783.94 0.0022 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 5.39% 9/19/24 5.39 N/A VYVVCKR63DVZZN70PB21 0000276523 KKX932000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KKX932000 2027-01-01 2054-09-01 1.500 - 7.000 N/A 432030462.00 300464125.43 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0526 291000000.00 291000000.00 0.0013 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 04/17/2026 5.43 3133ERBY6 254900C5LP6DN9OP9V83 US3133ERBY63 4003205 KHI145000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-04-17 2026-04-17 N N N 0.0541 77012606.44 77012606.44 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/10/2025 5.35 3130B2B53 2549001DPIFGXC1TOL40 US3130B2B538 0001026214 KNY722000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-10 2025-02-10 N N N 0.0533 69998690.30 69998690.30 0.0003 N N N N SMBC Nikko Securities America, Inc. NIKKOGR M RP 5.33% 9/3/24 5.33 N/A 6PJDTY319315T5LR2241 KPG320000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG320000 2052-11-01 2054-01-01 5.500 - 6.500 N/A 429476.00 409934.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG320000 2032-01-01 2054-05-01 1.500 - 7.000 N/A 362852163.00 259844103.00 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 255000000.00 255000000.00 0.0012 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/28/2025 5.48 3130AWQK9 2549001DPIFGXC1TOL40 US3130AWQK96 0001026214 JYP816000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-28 2025-05-28 N N N 0.0533 2112101.77 2112101.77 0.0000 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 10/06/2025 5.49 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 4003205 JYU452000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-06 2025-10-06 N N N 0.0537 35041377.70 35041377.70 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/27/2025 5.49 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 4003205 KAO066000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-27 2025-10-27 N N N 0.0538 67079543.07 67079543.07 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/14/2025 5.49 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-14 2025-07-14 N N N 0.0535 61064871.67 61064871.67 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 12/26/2024 5.44 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 4003205 JSQ675000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-26 2024-12-26 N N N 0.0526 32013156.80 32013156.80 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.81% 01/10/2025 4.81 3130AYKN5 2549001DPIFGXC1TOL40 US3130AYKN55 0001026214 KEE405000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-10 2025-01-10 2025-01-10 N N N 0.0508 36959852.04 36959852.04 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 04/04/2025 5.36 3130B2JL0 2549001DPIFGXC1TOL40 US3130B2JL09 0001026214 KPD629000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-04 2025-04-04 N N N 0.0535 477998589.90 477998589.90 0.0022 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 07/17/2025 5.49 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 4003205 JVX030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-17 2025-07-17 N N N 0.0536 112115281.60 112115281.60 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.08% 02/26/2025 5.08 3130B0BC2 2549001DPIFGXC1TOL40 US3130B0BC26 0001026214 KFC504000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0468 101192308.04 101192308.04 0.0005 N N N N Fixed Income Clearing Corp - Nomura NOM FIG G RP 5.33% 9/3/24 5.33 N/A XPSKD1VTEQPKCHBEKQ95 KPG417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG417000 2024-10-24 2031-02-15 0.000 - 4.875 N/A 1670006500.00 1666646514.02 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 1633000000.00 1633000000.00 0.0074 N Y Y N Credit Agricole CIB New York Branch FICASH MR 5.32% 09/03/24 5.32 N/A N/A KPG935000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association N/A KPG935000 2035-04-20 2054-08-20 2.000 - 7.500 N/A 570914.00 192770.21 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG935000 2042-02-15 2054-02-15 1.375 - 4.750 N/A 1002234.00 768273.65 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 937000.00 937000.00 0.0000 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/22/2025 5.47 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 4003205 KBL768000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-22 2025-08-22 N N N 0.0536 174176326.38 174176326.38 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/04/2024 5.34 3130AYNM4 2549001DPIFGXC1TOL40 US3130AYNM46 0001026214 KDU085000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0521 603999540.96 603999540.96 0.0027 N N Y N US Treasury Bill UST BILLS 0% 10/08/2024 912797LS4 254900HROIFWPRGM1V77 US912797LS40 KKO841000 U.S. Treasury Debt Y N/A N/A 2024-10-08 2024-10-08 2024-10-08 N N N 0.0471 4612673848.12 4612673848.12 0.0208 N Y Y N US Treasury Notes UST NOTES 0.5% 03/31/2025 0.50 912828ZF0 254900HROIFWPRGM1V77 US912828ZF00 FIB982000 U.S. Treasury Debt Y N/A N/A 2025-03-31 2025-03-31 2025-03-31 N N N 0.0464 30268109.22 30268109.22 0.0001 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/09/2024 5.39 3133EM4L3 254900C5LP6DN9OP9V83 US3133EM4L34 4003205 KDO332000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-09 2024-09-09 N N N 0.0522 15000155.85 15000155.85 0.0001 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/03/2024 5.36 3130AYSJ6 2549001DPIFGXC1TOL40 US3130AYSJ61 0001026214 KEC894000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 525000000.00 525000000.00 0.0024 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/13/2024 5.42 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 4003205 JRO196000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-13 2024-09-13 N N N 0.0522 117003070.08 117003070.08 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 01/29/2025 5.33 3130B24N2 2549001DPIFGXC1TOL40 US3130B24N27 0001026214 KNB199000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-29 2025-01-29 N N N 0.0531 615986244.72 615986244.72 0.0028 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/11/2025 5.35 3130B2BM6 2549001DPIFGXC1TOL40 US3130B2BM63 0001026214 KOA817000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-11 2025-03-11 N N N 0.0532 70008637.30 70008637.30 0.0003 N N N N Bmo Capital Markets Corp BMOCAP *G RP 5.34% 9/11/24 5.34 N/A RUC0QBLBRPRCU4W1NE59 0000772028 KPE711000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPE711000 2025-05-31 2048-11-15 0.250 - 5.169 N/A 98828900.00 98080241.06 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-11 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 96000000.00 96000000.00 0.0004 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 09/17/2024 5.43 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 4003205 JTP908000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-17 2024-09-17 N N N 0.0522 125005152.50 125005152.50 0.0006 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/16/2024 313384K81 2549001DPIFGXC1TOL40 US313384K816 EJG658000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-16 2024-10-16 2024-10-16 N N N 0.0518 55630057.84 55630057.84 0.0003 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/13/2025 5.34 3130B1XE2 2549001DPIFGXC1TOL40 US3130B1XE27 0001026214 KMB746000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-13 2025-01-13 N N N 0.0530 433989623.06 433989623.06 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/26/2025 5.48 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-26 2025-09-26 N N N 0.0539 93078203.70 93078203.70 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 05/01/2025 5.45 3130AVWL2 2549001DPIFGXC1TOL40 US3130AVWL23 0001026214 KDU576000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-01 2025-05-01 N N N 0.0535 31016998.54 31016998.54 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 01/02/2026 5.48 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-02 2026-01-02 N N N 0.0539 139146001.43 139146001.43 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 03/07/2025 5.35 3130B2AN5 2549001DPIFGXC1TOL40 US3130B2AN55 0001026214 KNW498000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-07 2025-03-07 N N N 0.0532 153021992.22 153021992.22 0.0007 N N N N Sumitomo Mitsui Banking Corp. FICASH MU 5.328% 09/03/24 5.33 N/A N/A KPG827000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG827000 2048-12-01 2053-05-01 2.000 - 5.500 N/A 3928267456.00 1276865838.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG827000 2042-10-20 2054-06-20 3.000 - 6.500 N/A 3356405274.00 2017284236.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG827000 2053-02-01 2053-04-01 5.500 N/A 578063749.00 518752516.44 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 3712336000.00 3712336000.00 0.0168 N Y Y N Nomura Securities International FICASH MU 5.328% 09/03/24 5.33 N/A N/A KPG827000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KPG827000 2024-09-12 2041-11-15 0.000 - 6.125 N/A 173475645.00 172404160.18 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG827000 2031-05-01 2054-08-01 1.500 - 8.500 N/A 74465736.00 62851377.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG827000 2025-03-01 2054-09-01 1.500 - 7.500 N/A 479048630.00 120885424.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG827000 2031-12-20 2064-05-15 2.000 - 7.500 N/A 47896830.00 24206379.77 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 372669000.00 372669000.00 0.0017 N Y Y N US Treasury Bill UST BILLS 0% 09/17/2024 912797LH8 254900HROIFWPRGM1V77 US912797LH84 KJO941000 U.S. Treasury Debt Y N/A N/A 2024-09-17 2024-09-17 2024-09-17 N N N 0.0417 251486723.88 251486723.88 0.0011 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 11/29/2024 5.35 3130B1J32 2549001DPIFGXC1TOL40 US3130B1J327 0001026214 KJX151000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-29 2024-11-29 N N N 0.0523 49002008.51 49002008.51 0.0002 N N N N Ficc Mizuho Secs Gc Repo(Gov) MIZ FIG T RP 5.32% 9/3/24 5.32 N/A 9845006C81UCE4114A10 KPG276000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG276000 2026-06-15 2031-07-31 1.250 - 4.375 N/A 594965800.00 589908566.48 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 578000000.00 578000000.00 0.0026 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/25/2026 5.43 3130B1S81 2549001DPIFGXC1TOL40 US3130B1S815 0001026214 KLD463000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-25 2026-06-25 N N N 0.0542 85008791.55 85008791.55 0.0004 N N N N Canadian Imperial Bank of Commerce CIBCGR G RP 5.41% 9/19/24 5.41 N/A 2IGI19DL77OX0HC3ZE78 KMP909000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KMP909000 2026-01-15 2044-05-15 0.875 - 4.625 N/A 68200.00 68690.56 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KMP909000 2047-05-01 2047-05-01 3.000 N/A 10337.00 3246.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KMP909000 2052-02-20 2070-11-20 2.500 - 7.026 N/A 21517144.00 13742061.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KMP909000 2033-07-01 2054-06-01 3.000 - 7.000 N/A 7872319.00 7497840.20 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0528 14000000.00 14000000.00 0.0001 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/30/2024 5.35 3130B1K30 2549001DPIFGXC1TOL40 US3130B1K309 0001026214 KJY034000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-30 2024-12-30 N N N 0.0526 70007854.70 70007854.70 0.0003 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 5.33% 9/10/24 5.33 N/A 2IGI19DL77OX0HC3ZE78 KOU515000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOU515000 2024-10-31 2052-11-15 0.250 - 5.000 N/A 125574600.00 127764284.87 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 125000000.00 125000000.00 0.0006 N N Y N RBC Dominion Securities, Inc. FICASH MR 5.32% 09/03/24 5.32 N/A N/A KPG935000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KPG935000 2024-09-05 2054-05-15 0.000 - 6.000 N/A 2535403.00 2330956.56 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG935000 2041-01-20 2054-05-20 2.000 - 7.000 N/A 1425134.00 729968.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG935000 2026-11-01 2054-03-01 2.000 - 7.000 N/A 994327.00 304891.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG935000 2036-05-01 2054-02-01 1.500 - 7.000 N/A 771653.00 294027.53 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 3584000.00 3584000.00 0.0000 N Y Y N Ficc Natixis Dvp Repo NAT FID T RP 5.32% 9/3/24 5.32 N/A KX1WK48MPD4Y2NCUIZ63 KPG304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KPG304000 2030-12-31 2052-08-15 3.000 - 3.750 N/A 858298500.00 783058213.32 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 768000000.00 768000000.00 0.0035 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/06/2024 313384E88 2549001DPIFGXC1TOL40 US313384E884 313384E88 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 N N N 0.0523 150849964.89 150849964.89 0.0007 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/12/2025 5.47 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-12 2025-11-12 N N N 0.0536 305324404.10 305324404.10 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/07/2025 5.35 3130B2AP0 2549001DPIFGXC1TOL40 US3130B2AP04 0001026214 KNW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-07 2025-02-07 N N N 0.0533 280995099.36 280995099.36 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/20/2025 5.49 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-20 2025-10-20 N N N 0.0537 157200567.50 157200567.50 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 5.48 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-08 2025-12-08 N N N 0.0537 88104639.92 88104639.92 0.0004 N N N N ABN AMRO Bank NV ABNGR M RP 5.35% 9/3/24 5.35 N/A N/A KPG235000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG235000 2026-12-01 2053-05-01 2.000 - 5.500 N/A 444805645.00 146892237.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG235000 2042-07-01 2053-05-01 3.000 - 6.000 N/A 223480541.00 176639970.36 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0535 317000000.00 317000000.00 0.0014 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/04/2024 5.34 3130B1KW6 2549001DPIFGXC1TOL40 US3130B1KW61 0001026214 KKG119000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-04 2024-10-04 N N N 0.0521 169002350.79 169002350.79 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/12/2026 5.46 3130AYX76 2549001DPIFGXC1TOL40 US3130AYX769 0001026214 KMJ640000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-12 2026-02-12 N N N 0.0543 70030897.30 70030897.30 0.0003 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 10/2/24 5.39 N/A 549300HN4UKV1E2R3U73 KLU755000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KLU755000 2026-04-15 2072-01-20 2.000 - 7.500 N/A 126210421.00 104079719.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLU755000 2025-02-01 2054-07-01 1.500 - 7.500 N/A 822575395.00 489605002.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLU755000 2028-07-01 2054-08-01 1.500 - 8.500 N/A 482227686.00 234142528.80 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-02 2024-10-02 2024-10-02 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0527 804000000.00 804000000.00 0.0036 N N N Y Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/11/2024 313384F53 2549001DPIFGXC1TOL40 US313384F535 EIE699000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-11 2024-09-11 2024-09-11 N N N 0.0523 119795600.40 119795600.40 0.0005 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/02/2024 313384J26 2549001DPIFGXC1TOL40 US313384J263 313384J26 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-02 2024-10-02 2024-10-02 N N N 0.0517 58726338.53 58726338.53 0.0003 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/05/2025 5.46 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 4003205 JXN769000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-05 2025-03-05 N N N 0.0532 262173289.42 262173289.42 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/29/2026 5.46 3133ERMQ1 254900C5LP6DN9OP9V83 US3133ERMQ11 4003205 KMR276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-07-29 2026-07-29 N N N 0.0543 76026480.68 76026480.68 0.0003 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 10/18/24 5.39 N/A 549300HN4UKV1E2R3U73 KML209000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KML209000 2029-02-01 2054-07-01 2.000 - 6.572 N/A 201956040.00 105464609.41 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KML209000 2034-07-15 2054-06-20 3.000 - 6.000 N/A 7610167.00 4275603.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KML209000 2033-05-01 2054-08-01 2.000 - 7.500 N/A 491004155.00 336049059.22 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 KML209000 2028-02-09 2028-02-09 5.300 N/A 10000.00 10024.68 Agency Debentures and Agency Strips Y N/A N/A 2024-10-18 2024-10-18 2024-10-18 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 434000000.00 434000000.00 0.0020 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 08/19/2026 5.47 3133ERPU9 254900C5LP6DN9OP9V83 US3133ERPU95 4003205 KOF637000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-08-19 2026-08-19 N N N 0.0544 171070002.27 171070002.27 0.0008 N N N N Fannie Mae FANNIE MAE VFAC SOFR+ 06/18/2026 5.43 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 0000310522 KLE478000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-18 2026-06-18 N N N 0.0543 364974690.90 364974690.90 0.0016 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/10/2025 5.35 3130B2AW5 2549001DPIFGXC1TOL40 US3130B2AW54 0001026214 KNW365000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-10 2025-02-10 N N N 0.0533 69998681.90 69998681.90 0.0003 N N N N US Treasury Bill UST BILLS 0% 09/12/2024 912797KK2 254900HROIFWPRGM1V77 US912797KK23 KFN109000 U.S. Treasury Debt Y N/A N/A 2024-09-12 2024-09-12 2024-09-12 N N N 0.0370 5528775520.00 5528775520.00 0.0250 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 03/11/2025 5.44 3133EPC29 254900C5LP6DN9OP9V83 US3133EPC296 4003205 KAX601000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-11 2025-03-11 N N N 0.0532 32019152.96 32019152.96 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/18/2024 313384L23 2549001DPIFGXC1TOL40 US313384L236 313384L23 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-18 2024-10-18 2024-10-18 N N N 0.0518 252359888.53 252359888.53 0.0011 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 04/15/2025 5.45 3133EPD77 254900C5LP6DN9OP9V83 US3133EPD773 4003205 KBE353000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-15 2025-04-15 N N N 0.0531 81061051.32 81061051.32 0.0004 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 5.35% 9/3/24 5.35 N/A N/A KPF739000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KPF739000 2028-12-31 2034-05-15 1.875 - 4.625 N/A 3061273000.00 3175109164.26 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0535 3076000000.00 3076000000.00 0.0139 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 03/05/2025 5.34 3130B26R1 2549001DPIFGXC1TOL40 US3130B26R13 0001026214 KNI898000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-05 2025-03-05 N N N 0.0532 280020465.20 280020465.20 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 10/11/2024 5.36 3130AYHQ2 2549001DPIFGXC1TOL40 US3130AYHQ24 0001026214 KDJ425000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-11 2024-10-11 N N N 0.0522 266008355.06 266008355.06 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/12/2026 5.42 3130B1WK9 2549001DPIFGXC1TOL40 US3130B1WK95 0001026214 KLV562000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-12 2026-01-12 N N N 0.0542 141996177.36 141996177.36 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/02/2025 5.48 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-02 2025-07-02 N N N 0.0534 78076725.48 78076725.48 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 5.49 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-25 2025-07-25 N N N 0.0535 160190198.40 160190198.40 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/05/2026 5.46 3133EP4L6 254900C5LP6DN9OP9V83 US3133EP4L60 4003205 KOU730000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-03-05 2026-03-05 N N N 0.0543 36011012.04 36011012.04 0.0002 N N N N ING Financial Markets LLC INGFIN G RP 5.39% 9/20/24 5.39 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KNR510000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNR510000 2053-05-01 2053-05-01 5.500 N/A 106609839.00 100654448.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNR510000 2053-02-01 2054-05-01 5.500 - 6.500 N/A 127116726.00 121746015.91 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-20 2024-09-20 2024-09-20 N N N 0.0526 217000000.00 217000000.00 0.0010 N N N Y RBC Dominion Securities, Inc. FICASH MU 5.328% 09/03/24 5.33 N/A N/A KPG827000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG827000 2026-11-01 2054-03-01 2.000 - 7.000 N/A 424513952.00 130168842.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG827000 2036-05-01 2054-02-01 1.500 - 7.000 N/A 329445519.00 125530805.62 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG827000 2024-09-05 2054-05-15 0.000 - 6.000 N/A 1082456650.00 995168211.81 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG827000 2041-01-20 2054-05-20 2.000 - 7.000 N/A 608439826.00 311649420.37 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 1530137000.00 1530137000.00 0.0069 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 12/03/2024 5.35 3130B16Z5 2549001DPIFGXC1TOL40 US3130B16Z56 0001026214 KIL311000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-03 2024-12-03 N N N 0.0524 144016521.12 144016521.12 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 09/03/2024 5.44 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 4003205 JRI378000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0544 168000000.00 168000000.00 0.0008 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 10/24/2024 5.44 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 JMF131000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-24 2024-10-24 N N N 0.0523 74012531.90 74012531.90 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/17/2025 5.49 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 4003205 KAD688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-17 2025-10-17 N N N 0.0537 43054534.32 43054534.32 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 02/24/2025 5.46 3130AWXC9 2549001DPIFGXC1TOL40 US3130AWXC97 0001026214 JXC927000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-24 2025-02-24 N N N 0.0531 339224702.76 339224702.76 0.0015 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 07/23/2025 5.38 3133ERLQ2 254900C5LP6DN9OP9V83 US3133ERLQ20 4003205 KMJ685000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-23 2025-07-23 N N N 0.0535 51008306.88 51008306.88 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 01/23/2026 5.49 3133EPX42 254900C5LP6DN9OP9V83 US3133EPX425 4003205 KDO318000 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436000000.00 436000000.00 0.0020 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 01/06/2025 5.37 3130B2K79 2549001DPIFGXC1TOL40 US3130B2K794 0001026214 KPE907000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-04 2025-01-06 2025-01-06 N N N 0.0516 245140448.70 245140448.70 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 5.49 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-22 2025-08-22 N N N 0.0536 210243673.50 210243673.50 0.0009 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/23/2024 313384L72 2549001DPIFGXC1TOL40 US313384L723 EJG662000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-23 2024-10-23 2024-10-23 N N N 0.0518 529946940.00 529946940.00 0.0024 N N Y N Federal Farm Credit Banks Funding Corp 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3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 4003205 JQF546000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-10 2025-02-10 N N N 0.0534 112064562.40 112064562.40 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/29/2024 5.34 3130B1K22 2549001DPIFGXC1TOL40 US3130B1K226 0001026214 KJY036000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-29 2024-11-29 N N N 0.0524 141011375.88 141011375.88 0.0006 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/25/2024 313384L98 2549001DPIFGXC1TOL40 US313384L988 313384L98 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-25 2024-10-25 2024-10-25 N N N 0.0484 202500151.20 202500151.20 0.0009 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/12/2025 5.43 3133EP5E1 254900C5LP6DN9OP9V83 US3133EP5E19 4003205 KJA241000 U.S. 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cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPD307000 2026-11-01 2054-03-01 2.500 - 6.500 N/A 268747643.00 74909839.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPD307000 2047-03-20 2053-06-20 2.000 - 6.500 N/A 286324462.00 113022236.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPD307000 2047-08-01 2054-02-01 2.500 - 6.500 N/A 38178012.00 27964628.59 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPD307000 2026-02-28 2054-05-15 0.000 - 4.625 N/A 545590.00 568947.92 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 212000000.00 212000000.00 0.0010 N Y Y N US Treasury Bill UST BILLS 0% 12/24/2024 912797MQ7 254900HROIFWPRGM1V77 US912797MQ74 KOU663000 U.S. Treasury Debt Y N/A N/A 2024-12-24 2024-12-24 2024-12-24 N N N 0.0489 1608074067.63 1608074067.63 0.0073 N Y Y N Federal Home Loan Bank 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0.0012 N N N N Societe Generale SOCGENFR G RP 5.34% 9/5/24 5.34 N/A O2RNE8IBXP4R0TD8PU41 KPF445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPF445000 2040-02-15 2040-02-15 4.625 N/A 89852600.00 95951182.59 U.S. Treasuries (including strips) Y N/A N/A 2024-09-05 2024-09-05 2024-09-05 N N N 0.0521 94000000.00 94000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 01/30/2025 5.33 3130B25H4 2549001DPIFGXC1TOL40 US3130B25H40 0001026214 KND144000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-30 2025-01-30 N N N 0.0531 69998327.00 69998327.00 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 05/09/2025 5.46 3130AXR59 2549001DPIFGXC1TOL40 US3130AXR599 0001026214 KBC040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-09 2025-05-09 N N N 0.0533 308239744.12 308239744.12 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/10/2024 5.35 3130AYY26 2549001DPIFGXC1TOL40 US3130AYY262 0001026214 KEP607000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-10 2024-09-10 N N N 0.0520 745003427.00 745003427.00 0.0034 N N N N US Treasury Bill UST BILLS 0% 01/16/2025 912797LY1 254900HROIFWPRGM1V77 US912797LY18 KMD453000 U.S. Treasury Debt Y N/A N/A 2025-01-16 2025-01-16 2025-01-16 N N N 0.0481 104108896.40 104108896.40 0.0005 N Y Y N US Treasury Bill UST BILLS 0% 09/26/2024 912797KM8 254900HROIFWPRGM1V77 US912797KM88 KGG311000 U.S. Treasury Debt Y N/A N/A 2024-09-26 2024-09-26 2024-09-26 N N N 0.0453 2404009912.32 2404009912.32 0.0109 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 01/15/2026 5.43 3133ERPN5 254900C5LP6DN9OP9V83 US3133ERPN52 4003205 KOD965000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-15 2026-01-15 N N N 0.0540 24006831.60 24006831.60 0.0001 N N N N HSBC Securities, Inc. 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CITIGRP G RP 5.36% 9/4/24 5.36 N/A MBNUM2BPBDO7JBLYG310 0000315030 KPE630000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPE630000 2029-05-31 2029-05-31 4.500 N/A 466766400.00 487995647.69 U.S. Treasuries (including strips) Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0522 478000000.00 478000000.00 0.0022 N N Y N BNP Paribas, SA BNP (GR) G RP SOFR+0.05% 9/3/24 5.38 N/A R0MUWSFPU8MPRO8K5P83 KJC909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KJC909000 2024-10-31 2054-05-15 0.500 - 6.125 N/A 175859500.00 154464848.08 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0538 148000000.00 148000000.00 0.0007 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 06/06/2025 5.48 3130AWTW0 2549001DPIFGXC1TOL40 US3130AWTW08 0001026214 JYP826000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-06 2025-06-06 N N N 0.0534 2372251.36 2372251.36 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/23/2024 5.34 3130AYMB9 2549001DPIFGXC1TOL40 US3130AYMB99 0001026214 KDP279000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-23 2024-09-23 N N N 0.0521 440003731.20 440003731.20 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/24/2024 5.35 3130B0ZM4 2549001DPIFGXC1TOL40 US3130B0ZM42 0001026214 KHI050000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-24 2024-12-24 N N N 0.0526 578062354.64 578062354.64 0.0026 N N N N MUFG Securities EMEA PLC MUFSECGR *G RP 5.34% 9/9/24 5.34 N/A U7M81AY481YLIOR75625 KNK324000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KNK324000 2025-04-30 2031-11-15 0.375 - 5.000 N/A 616862700.00 602159774.38 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 588000000.00 588000000.00 0.0027 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 05/27/2025 5.47 3133EPZU2 254900C5LP6DN9OP9V83 US3133EPZU20 4003205 KAK867000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-27 2025-05-27 N N N 0.0533 170155981.80 170155981.80 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 04/24/2026 5.44 3133ERME8 254900C5LP6DN9OP9V83 US3133ERME80 4003205 KML467000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-04-24 2026-04-24 N N N 0.0542 35004016.60 35004016.60 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/11/2024 313384K32 2549001DPIFGXC1TOL40 US313384K329 313384K32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-11 2024-10-11 2024-10-11 N N N 0.0517 170984627.24 170984627.24 0.0008 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/19/2024 5.35 3130B0ZL6 2549001DPIFGXC1TOL40 US3130B0ZL68 0001026214 KHI056000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-19 2024-12-19 N N N 0.0525 434046173.26 434046173.26 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 01/30/2025 5.33 3130B24L6 2549001DPIFGXC1TOL40 US3130B24L60 0001026214 KNB192000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-30 2025-01-30 N N N 0.0528 814079820.84 814079820.84 0.0037 N N N N Citigroup Global Capital Markets, Inc. 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MIZUHO G RP 5.36% 9/3/24 5.36 N/A 7TK5RJIZDFROZCA6XF66 0000812291 KPD478000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPD478000 2025-08-31 2032-02-15 1.875 - 4.625 N/A 145143500.00 144990958.56 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 142000000.00 142000000.00 0.0006 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/10/2025 5.35 3130B2B46 2549001DPIFGXC1TOL40 US3130B2B462 0001026214 KNY709000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-10 2025-03-10 N N N 0.0534 116001423.32 116001423.32 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 04/14/2025 5.46 3130AXHU5 2549001DPIFGXC1TOL40 US3130AXHU52 0001026214 KAD087000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-14 2025-04-14 N N N 0.0531 107086693.54 107086693.54 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 08/04/2025 5.48 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-04 2025-08-04 N N N 0.0537 77070126.98 77070126.98 0.0003 N N N N Lloyds Bank PLC LLOYDGR G RP 5.38% 9/25/24 5.38 N/A H7FNTJ4851HG0EXQ1Z70 KMT977000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KMT977000 2031-05-15 2032-02-15 1.625 - 1.875 N/A 73656200.00 64584037.73 U.S. Treasuries (including strips) Y N/A N/A 2024-09-25 2024-09-25 2024-09-25 N N N 0.0526 63000000.00 63000000.00 0.0003 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 03/28/2025 5.46 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-28 2025-03-28 N N N 0.0532 63047526.57 63047526.57 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 06/24/2026 5.44 3133ERJD4 254900C5LP6DN9OP9V83 US3133ERJD45 4003205 KLG652000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-24 2026-06-24 N N N 0.0542 47009282.50 47009282.50 0.0002 N N N N Jpmorgan Secs LLC MORGNSEC *G RP SOFR+0.02% 9/13/24 5.35 N/A ZBUT11V806EZRVTWT807 0001287279 KOK730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOK730000 2025-03-31 2029-03-31 0.250 - 4.125 N/A 5563163100.00 5550971450.93 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-13 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 5426000000.00 5426000000.00 0.0245 N N Y N BofA Securities, Inc. 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The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 01/03/2025 5.48 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 4003205 JSF356000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-03 2025-01-03 N N N 0.0527 50028501.50 50028501.50 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/18/2024 5.35 3130B0YW3 2549001DPIFGXC1TOL40 US3130B0YW33 0001026214 KHH553000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-18 2024-12-18 N N N 0.0525 297031666.14 297031666.14 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 10/25/2024 5.44 3130AWPY0 2549001DPIFGXC1TOL40 US3130AWPY00 0001026214 JWE348000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-25 2024-10-25 N N N 0.0523 234040732.38 234040732.38 0.0011 N N N N Credit AG CREDITAG *G RP 5.35% 9/19/24 5.35 N/A 1VUV7VQFKUOQSJ21A208 KOL132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOL132000 2027-09-30 2027-09-30 0.375 N/A 195740700.00 176958279.19 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 173000000.00 173000000.00 0.0008 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/19/2025 5.48 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-19 2025-05-19 N N N 0.0533 326311757.06 326311757.06 0.0015 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 12/18/2024 5.44 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 4003205 JSQ681000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-18 2024-12-18 N N N 0.0525 81031261.14 81031261.14 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/21/2025 5.46 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 4003205 KDJ233000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-21 2025-10-21 N N N 0.0537 30026640.00 30026640.00 0.0001 N N N N BNP Paribas, SA BNP (GR) *G RP 5.35% 9/19/24 5.35 N/A R0MUWSFPU8MPRO8K5P83 KNC876000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNC876000 2024-10-31 2053-11-15 0.000 - 5.226 N/A 631963600.00 603947638.93 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 588000000.00 588000000.00 0.0027 N N Y N BofA Securities, Inc. FICASH MR 5.32% 09/03/24 5.32 N/A N/A KPG935000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KPG935000 2024-10-31 2051-11-15 1.625 - 6.500 N/A 58008.00 60481.15 U.S. Treasuries (including strips) Government National Mortgage Association N/A KPG935000 2026-01-15 2064-03-20 1.500 - 8.500 N/A 191144.00 137234.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG935000 2026-02-01 2054-09-01 1.500 - 8.000 N/A 1539011.00 1037615.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG935000 2025-07-01 2054-09-01 1.500 - 7.500 N/A 1378868.00 1030409.40 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0532 2220000.00 2220000.00 0.0000 N Y Y N Barclays Capital Inc. BCAP T RP 5.32% 9/3/24 5.32 N/A AC28XWWI3WIBK2824319 0000851376 KPG271000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPG271000 2031-03-31 2031-04-30 4.125 - 4.625 N/A 185492800.00 192893965.45 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 189000000.00 189000000.00 0.0009 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 05/02/2025 5.35 3133ERND9 254900C5LP6DN9OP9V83 US3133ERND98 4003205 KNJ056000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-02 2025-05-02 N N N 0.0534 24000439.20 24000439.20 0.0001 N N N N ING Financial Markets LLC INGFIN G RP 5.36% 9/3/24 5.36 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KPD273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPD273000 2045-08-15 2052-08-15 2.875 - 3.000 N/A 99190400.00 79392719.15 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 77000000.00 77000000.00 0.0003 N Y Y N Wells Fargo Securities, LLC WELLSFAR G RP 5.39% 9/16/24 5.39 N/A VYVVCKR63DVZZN70PB21 0000276523 KMJ540000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KMJ540000 2026-01-01 2054-09-01 2.000 - 7.000 N/A 325761691.00 296942620.72 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-16 2024-09-16 2024-09-16 N N N 0.0526 289000000.00 289000000.00 0.0013 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 08/06/2025 5.37 3130B2AF2 2549001DPIFGXC1TOL40 US3130B2AF22 0001026214 KNR846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-06 2025-08-06 N N N 0.0537 242993708.73 242993708.73 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.05% 02/10/2025 5.05 3130B04N6 2549001DPIFGXC1TOL40 US3130B04N62 0001026214 KES382000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-10 2025-02-10 2025-02-10 N N N 0.0514 297870551.78 297870551.78 0.0013 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP 5.38% 10/17/24 5.38 N/A MBNUM2BPBDO7JBLYG310 0000315030 KOM056000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOM056000 2024-10-15 2031-02-28 0.625 - 4.250 N/A 11180600.00 11490814.81 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KOM056000 2054-05-01 2054-05-01 4.500 - 6.500 N/A 81266163.00 81004758.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KOM056000 2054-05-01 2054-05-01 4.500 - 7.000 N/A 485188508.00 484332014.67 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-17 2024-10-17 2024-10-17 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0528 564000000.00 564000000.00 0.0025 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/06/2024 5.34 3130B1LR6 2549001DPIFGXC1TOL40 US3130B1LR67 0001026214 KKG658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-06 2024-12-06 N N N 0.0524 282024562.20 282024562.20 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/24/2026 5.46 3130B1T56 2549001DPIFGXC1TOL40 US3130B1T565 0001026214 KLG653000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-24 2026-06-24 N N N 0.0541 214059171.00 214059171.00 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 5.49 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-22 2025-08-22 N N N 0.0536 299346944.65 299346944.65 0.0014 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIT T RP 5.32% 9/3/24 5.32 N/A 549300H47WTHXPU08X20 KPG255000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KPG255000 2027-08-15 2027-11-30 0.380 - 6.130 N/A 5479128900.00 5292356810.01 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 5187000000.00 5187000000.00 0.0234 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/09/2024 5.34 3130B1LN5 2549001DPIFGXC1TOL40 US3130B1LN53 0001026214 KKG655000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-09 2024-12-09 N N N 0.0524 254022804.12 254022804.12 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 07/07/2025 5.49 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 4003205 JVW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-07 2025-07-07 N N N 0.0534 31785678.75 31785678.75 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/24/2026 5.43 3130B1T72 2549001DPIFGXC1TOL40 US3130B1T722 0001026214 KLG655000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-24 2026-06-24 N N N 0.0543 88993854.55 88993854.55 0.0004 N N N N BNP Paribas, SA BNP (GR) *G RP 5.31% 10/1/24 5.31 N/A R0MUWSFPU8MPRO8K5P83 KNO417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO417000 2024-10-31 2054-05-15 1.250 - 5.375 N/A 685595400.00 709470208.13 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-10-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 691000000.00 691000000.00 0.0031 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 06/24/2025 5.47 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 4003205 JXE271000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-24 2025-06-24 N N N 0.0536 138106542.90 138106542.90 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 11/08/2024 5.44 3130AVX64 2549001DPIFGXC1TOL40 US3130AVX641 0001026214 JYO793000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-08 2024-11-08 N N N 0.0523 43009542.99 43009542.99 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 4.25% 09/26/2024 4.25 3133ENP79 254900C5LP6DN9OP9V83 US3133ENP798 4003205 JLR036000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-26 2024-09-26 2024-09-26 N N N 0.0510 21885083.69 21885083.69 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 11/06/2024 5.45 3130AWSP6 2549001DPIFGXC1TOL40 US3130AWSP65 0001026214 KAE658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-06 2024-11-06 N N N 0.0523 140527478.23 140527478.23 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/04/2025 5.43 3130AYD60 2549001DPIFGXC1TOL40 US3130AYD605 0001026214 KDC555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-04 2025-04-04 N N N 0.0532 153087598.62 153087598.62 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/28/2026 5.41 3133ERFS5 254900C5LP6DN9OP9V83 US3133ERFS59 4003205 KJW044000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-28 2026-01-28 N N N 0.0541 84994350.05 84994350.05 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/23/2026 5.45 3133ERMC2 254900C5LP6DN9OP9V83 US3133ERMC25 4003205 KML474000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-07-23 2026-07-23 N N N 0.0545 76997944.87 76997944.87 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/08/2024 5.41 3133ENDJ6 254900C5LP6DN9OP9V83 US3133ENDJ64 4003205 KML530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-08 2024-11-08 N N N 0.0527 29002586.80 29002586.80 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 08/19/2025 5.39 3133ERQE4 254900C5LP6DN9OP9V83 US3133ERQE45 4003205 KOM444000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-19 2025-08-19 N N N 0.0537 67006388.45 67006388.45 0.0003 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 5.34% 9/19/24 5.34 N/A 2IGI19DL77OX0HC3ZE78 KNO276000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO276000 2025-01-31 2051-02-15 0.750 - 4.875 N/A 170362300.00 171173825.74 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 167000000.00 167000000.00 0.0008 N N Y N Lloyds Bank Corp Mrkts LBCMGR G RP 5.35% 9/3/24 5.35 N/A 213800MBWEIJDM5CU638 KOX104000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KOX104000 2026-09-15 2028-10-31 1.375 - 4.625 N/A 419510500.00 408056024.27 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0535 400000000.00 400000000.00 0.0018 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.98% 11/15/2024 4.98 3130AY7E0 2549001DPIFGXC1TOL40 US3130AY7E05 0001026214 KCM669000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-15 2024-11-15 2024-11-15 N N N 0.0530 313742457.20 313742457.20 0.0014 N N N N US Treasury Notes UST NOTES 3.875% 03/31/2025 3.88 91282CGU9 254900HROIFWPRGM1V77 US91282CGU99 JSB202000 U.S. Treasury Debt Y N/A N/A 2025-03-31 2025-03-31 2025-03-31 N N N 0.0469 152280421.11 152280421.11 0.0007 N Y Y N BNP Paribas, S.A. FICASH MU 5.328% 09/03/24 5.33 N/A N/A KPG827000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KPG827000 2025-09-30 2027-04-15 0.250 - 4.500 N/A 937187.00 968964.51 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG827000 2039-10-15 2054-04-20 3.000 - 7.000 N/A 41309314.00 27235446.95 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 KPG827000 2043-06-12 2043-06-12 3.740 N/A 115613.00 102903.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG827000 2025-07-01 2054-07-01 2.000 - 7.501 N/A 128878399.00 61152131.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG827000 2027-09-01 2054-09-01 2.000 - 7.939 N/A 209506386.00 126885587.30 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KPG827000 2033-11-21 2042-02-03 2.780 - 4.070 N/A 198346.00 159789.38 Agency Debentures and Agency Strips Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 212134000.00 212134000.00 0.0010 N Y Y N US Treasury Bill UST BILLS 0% 02/27/2025 912797ML8 254900HROIFWPRGM1V77 US912797ML87 KOW157000 U.S. Treasury Debt Y N/A N/A 2025-02-27 2025-02-27 2025-02-27 N N N 0.0480 2666782776.86 2666782776.86 0.0120 N Y Y N US Treasury Bill UST BILLS 0% 09/10/2024 912797LG0 254900HROIFWPRGM1V77 US912797LG02 KJH498000 U.S. Treasury Debt Y N/A N/A 2024-09-10 2024-09-10 2024-09-10 N N N 0.0340 1109572095.26 1109572095.26 0.0050 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/20/2026 5.43 3133EREY3 254900C5LP6DN9OP9V83 US3133EREY37 4003205 KJO863000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-05-20 2026-05-20 N N N 0.0542 29001983.89 29001983.89 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/28/2025 5.38 3130B2KE4 2549001DPIFGXC1TOL40 US3130B2KE47 0001026214 KPE854000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-28 2025-03-28 N N N 0.0537 67999987.08 67999987.08 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 05/15/2025 5.49 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 4003205 JTO600000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-15 2025-05-15 N N N 0.0525 132042463.08 132042463.08 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/26/2024 5.47 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-26 2024-09-26 N N N 0.0522 337782633.41 337782633.41 0.0015 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.1% 11/29/24 5.43 N/A 549300HN4UKV1E2R3U73 KOO018000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KOO018000 2039-08-01 2054-08-01 1.500 - 7.500 N/A 115608713.00 82617857.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KOO018000 2040-06-15 2054-08-20 2.500 - 6.500 N/A 48278493.00 48294624.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KOO018000 2028-01-01 2054-07-01 2.000 - 7.000 N/A 221727041.00 214783542.97 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-29 2024-11-29 2024-11-29 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0536 338000000.00 338000000.00 0.0015 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+19 11/25/2024 5.52 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 4003205 JMS524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-25 2024-11-25 N N N 0.0528 121045890.46 121045890.46 0.0005 N N N N Fixed Income Clearing Corp - Citi CITG FIG T RP 5.32% 9/3/24 5.32 N/A 6SHGI4ZSSLCXXQSBB395 KPG273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG273000 2024-09-30 2054-08-15 0.000 - 6.125 N/A 1503879900.00 1452317000.69 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 1422999000.00 1422999000.00 0.0064 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/15/2025 5.49 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 4003205 JYB484000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-15 2025-09-15 N N N 0.0536 137162424.46 137162424.46 0.0006 N N N N Fixed Income Clearing Corp - BNP BNP FIG T RP 5.32% 9/3/24 5.32 N/A N/A KPG285000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG285000 2025-01-31 2054-05-15 0.375 - 6.625 N/A 1982409700.00 1862600371.87 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 1825000000.00 1825000000.00 0.0082 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/10/2025 5.48 3133EPYA7 254900C5LP6DN9OP9V83 US3133EPYA74 4003205 JYV262000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-10 2025-07-10 N N N 0.0535 139128219.16 139128219.16 0.0006 N N N N Barclays Bank PLC BPLCGR *G RP 5.34% 9/19/24 5.34 N/A G5GSEF7VJP5I7OUK5573 KNN899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNN899000 2029-04-30 2053-05-15 0.625 - 4.000 N/A 1180240300.00 1014510331.29 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 987000000.00 987000000.00 0.0045 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/06/2025 5.38 3133ERGJ4 254900C5LP6DN9OP9V83 US3133ERGJ42 4003205 KKN689000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-06 2025-08-06 N N N 0.0538 155996486.88 155996486.88 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 11/26/2024 5.34 3130B1HE0 2549001DPIFGXC1TOL40 US3130B1HE01 0001026214 KJY017000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-26 2024-11-26 N N N 0.0524 113008391.38 113008391.38 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/30/2025 5.48 3133EPA21 254900C5LP6DN9OP9V83 US3133EPA217 4003205 KAP519000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-30 2025-07-30 N N N 0.0537 41036980.36 41036980.36 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/27/2024 313384H51 2549001DPIFGXC1TOL40 US313384H515 313384H51 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-27 2024-09-27 2024-09-27 N N N 0.0524 291835489.08 291835489.08 0.0013 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 11/22/2024 5.52 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 JMS523000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-22 2024-11-22 N N N 0.0522 204800517.94 204800517.94 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 06/20/2025 5.45 3133EPQ40 254900C5LP6DN9OP9V83 US3133EPQ403 4003205 KCP970000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-20 2025-06-20 N N N 0.0535 38025422.38 38025422.38 0.0002 N N N N Lloyds Bank PLC LLOYDGR G RP 5.16% 11/29/24 5.16 N/A H7FNTJ4851HG0EXQ1Z70 KPE729000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KPE729000 2027-02-15 2033-02-15 2.250 - 3.500 N/A 180789300.00 175434976.12 U.S. Treasuries (including strips) Y N/A N/A 2024-11-29 2024-11-29 2024-11-29 N N N 0.0509 172000000.00 172000000.00 0.0008 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 12/23/2024 5.45 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 4003205 JUC731000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-23 2024-12-23 N N N 0.0526 117048784.32 117048784.32 0.0005 N N N N Bank of America, N.A. FICASH MU 5.328% 09/03/24 5.33 N/A N/A KPG827000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association N/A KPG827000 2040-09-20 2052-05-20 2.000 - 4.500 N/A 5064096097.00 779323059.28 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 763590000.00 763590000.00 0.0034 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/16/2025 313385AR7 2549001DPIFGXC1TOL40 US313385AR76 KCI696000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-16 2025-01-16 2025-01-16 N N N 0.0490 585161245.32 585161245.32 0.0026 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/06/2024 5.34 3130B1LH8 2549001DPIFGXC1TOL40 US3130B1LH85 0001026214 KKG144000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-06 2024-12-06 N N N 0.0524 267023973.93 267023973.93 0.0012 N N N N Bank of America NA BACNA GT G RP 5.39% 9/3/24 5.39 N/A B4TYDEB6GKMZO031MB27 0001102113 KJG572000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KJG572000 2042-04-01 2050-08-01 2.000 - 3.500 N/A 950584380.00 154710574.02 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0539 149000000.00 149000000.00 0.0007 N Y Y N BMO Chicago Branch BMOCHIGR *G RP 5.34% 9/16/24 5.34 N/A 3Y4U8VZURTYWI1W2K376 KOW894000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A KOW894000 2048-07-20 2053-06-20 3.500 - 6.453 N/A 279709519.00 219747972.07 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-09-06 2024-09-06 2024-09-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 213000000.00 213000000.00 0.0010 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 01/03/2025 5.51 3133EN5H9 254900C5LP6DN9OP9V83 US3133EN5H94 4003205 KGG968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-03 2025-01-03 N N N 0.0526 20013421.00 20013421.00 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 01/28/2025 5.46 3133EPRM9 254900C5LP6DN9OP9V83 US3133EPRM95 4003205 JWH808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-28 2025-01-28 N N N 0.0529 68038579.80 68038579.80 0.0003 N N N N US Treasury Bill UST BILLS 0% 10/10/2024 912797KT3 254900HROIFWPRGM1V77 US912797KT32 KGV202000 U.S. Treasury Debt Y N/A N/A 2024-10-10 2024-10-10 2024-10-10 N N N 0.0474 4861009228.85 4861009228.85 0.0220 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/10/2025 5.37 3133ERGQ8 254900C5LP6DN9OP9V83 US3133ERGQ84 4003205 KKP619000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-10 2025-06-10 N N N 0.0535 46001740.64 46001740.64 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/03/2026 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 4003205 KPD773000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-03 2026-09-03 2026-09-03 N N N 0.0000 103062031.75 103062031.75 0.0005 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 5.21% 11/19/24 5.21 N/A VYVVCKR63DVZZN70PB21 0000276523 KOT579000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KOT579000 2028-03-01 2054-07-01 2.500 - 6.500 N/A 653274416.00 576528837.05 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-19 2024-11-19 2024-11-19 N N N 0.0514 564000000.00 564000000.00 0.0025 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 11/22/2024 5.44 3133EPWQ4 254900C5LP6DN9OP9V83 4003205 JYH775000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-22 2024-11-22 N N N 0.0522 65019620.90 65019620.90 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 07/29/2025 5.37 3133ERMP3 254900C5LP6DN9OP9V83 US3133ERMP38 4003205 KMR130000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-29 2025-07-29 N N N 0.0536 74002457.54 74002457.54 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+ 01/30/2026 5.47 3133EPZ57 254900C5LP6DN9OP9V83 US3133EPZ578 4003205 KDU758000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-30 2026-01-30 N N N 0.0541 43032825.77 43032825.77 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 02/20/2025 5.46 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-20 2025-02-20 N N N 0.0532 79047299.67 79047299.67 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/04/2026 5.41 3133ERGB1 254900C5LP6DN9OP9V83 US3133ERGB16 4003205 KKH401000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-04 2026-03-04 2026-03-04 N N N 0.0541 101994552.18 101994552.18 0.0005 N N N N Citigroup Global Capital Markets, Inc. CITIGRP *G RP 5.34% 9/6/24 5.34 N/A MBNUM2BPBDO7JBLYG310 0000315030 KOA299000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOA299000 2028-04-30 2028-04-30 1.250 N/A 1452200.00 1334907.29 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KOA299000 2039-07-01 2043-06-01 1.500 - 7.540 N/A 237221986.00 65348830.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KOA299000 2039-08-01 2043-07-01 1.500 - 7.630 N/A 769011352.00 268192098.91 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0521 327000000.00 327000000.00 0.0015 N N Y N MUFG Securities (Canada), Ltd. MFGCAGR G RP 5.39% 10/23/24 5.39 N/A 549300Y1PMK3RWXMWR72 KNO445000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNO445000 2036-08-20 2054-08-01 2.500 - 7.000 N/A 90301000.00 69305188.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNO445000 2032-08-15 2054-04-20 2.500 - 6.500 N/A 283987537.00 60353452.08 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 KNO445000 2026-04-17 2026-04-17 5.500 N/A 10000.00 10199.91 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNO445000 2031-07-01 2054-08-01 1.500 - 6.500 N/A 115854376.00 65321549.66 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KNO445000 2024-11-29 2051-11-15 0.000 - 4.000 N/A 11548800.00 12098174.61 U.S. Treasuries (including strips) Y N/A N/A 2024-10-23 2024-10-23 2024-10-23 N N N 0.0529 202000000.00 202000000.00 0.0009 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.92% 01/14/2025 4.92 3130AYUG9 2549001DPIFGXC1TOL40 US3130AYUG94 0001026214 KEI818000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-14 2025-01-14 2025-01-14 N N N 0.0508 299788920.00 299788920.00 0.0014 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 11/17/2025 5.40 3133ERES6 254900C5LP6DN9OP9V83 US3133ERES68 4003205 KJO180000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-17 2025-11-17 N N N 0.0538 42507726.50 42507726.50 0.0002 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 10/30/24 5.39 N/A 549300HN4UKV1E2R3U73 KNI768000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNI768000 2026-01-01 2054-07-01 1.500 - 7.400 N/A 357201198.00 232091633.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNI768000 2026-04-20 2054-07-20 2.500 - 7.500 N/A 208436054.00 151311133.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNI768000 2025-04-01 2054-08-01 1.500 - 7.000 N/A 315861894.00 205148239.53 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-30 2024-10-30 2024-10-30 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 574000000.00 574000000.00 0.0026 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 02/26/2025 5.44 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 4003205 JTO296000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-26 2025-02-26 N N N 0.0531 207119254.77 207119254.77 0.0009 N N N N RBC Dominion Securities RBCDOMGR *G RP 5.34% 9/19/24 5.34 N/A 549300QJJX6CVVUXLE15 KNO193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO193000 2024-10-03 2054-05-15 0.000 - 5.000 N/A 946514400.00 809825301.43 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 788000000.00 788000000.00 0.0036 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 01/16/2026 5.47 3130AYJ80 2549001DPIFGXC1TOL40 US3130AYJ800 0001026214 KMJ618000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-16 2026-01-16 N N N 0.0542 70040135.20 70040135.20 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/21/2025 5.39 3130B2G90 2549001DPIFGXC1TOL40 US3130B2G909 0001026214 KOU677000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-21 2025-08-21 N N N 0.0539 410997159.99 410997159.99 0.0019 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/02/2026 5.42 3133ERDN8 254900C5LP6DN9OP9V83 US3133ERDN80 4003205 KIT368000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-02 2026-02-02 N N N 0.0543 50987758.47 50987758.47 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/16/2026 5.42 3130B0YQ6 2549001DPIFGXC1TOL40 US3130B0YQ64 0001026214 KHH555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-16 2026-01-16 N N N 0.0539 72024086.88 72024086.88 0.0003 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID T RP 5.32% 9/3/24 5.32 N/A N/A KPG291000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KPG291000 2026-07-31 2029-05-31 0.625 - 4.625 N/A 483772000.00 470077278.21 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 461000000.00 461000000.00 0.0021 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. MUFJGR G RP 5.38% 10/23/24 5.38 N/A K5HU16E3LMSVCCJJJ255 KNO439000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO439000 2024-09-26 2027-09-30 0.000 - 3.750 N/A 200151300.00 193730728.14 U.S. Treasuries (including strips) Y N/A N/A 2024-10-23 2024-10-23 2024-10-23 N N N 0.0528 189000000.00 189000000.00 0.0009 N N N Y NatWest Market Securities Inc NATSECGR G RP 5.36% 9/3/24 5.36 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KPD155000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPD155000 2024-09-15 2051-08-15 0.250 - 5.000 N/A 428336800.00 385798579.35 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 377000000.00 377000000.00 0.0017 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/21/2025 5.49 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-21 2025-07-21 N N N 0.0535 259303731.89 259303731.89 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/17/2025 5.49 3130AXS90 2549001DPIFGXC1TOL40 US3130AXS902 0001026214 KCK819000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-17 2025-11-17 N N N 0.0536 468614975.40 468614975.40 0.0021 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/10/2026 5.41 3133ERGM7 254900C5LP6DN9OP9V83 US3133ERGM70 4003205 KKO797000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-10 2026-02-10 N N N 0.0541 64995914.10 64995914.10 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2024 5.34 3130AYP83 2549001DPIFGXC1TOL40 US3130AYP831 0001026214 KDU918000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-05 2024-09-05 N N N 0.0520 202000262.60 202000262.60 0.0009 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/13/2026 5.43 3133EREH0 254900C5LP6DN9OP9V83 US3133EREH04 4003205 KJH573000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-05-13 2026-05-13 N N N 0.0542 288018023.04 288018023.04 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/24/2025 5.37 3130B2JS5 2549001DPIFGXC1TOL40 US3130B2JS51 0001026214 KPD674000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-24 2025-03-24 N N N 0.0536 58000000.00 58000000.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 07/18/2025 5.38 3133EP5P6 254900C5LP6DN9OP9V83 US3133EP5P65 4003205 KGS333000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-18 2025-07-18 N N N 0.0536 70008218.00 70008218.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/22/2025 5.42 3133EP3G8 254900C5LP6DN9OP9V83 US3133EP3G84 4003205 KJP831000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-22 2025-09-22 N N N 0.0537 99045963.72 99045963.72 0.0004 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 5.33% 9/27/24 5.33 N/A 2IGI19DL77OX0HC3ZE78 KNK270000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNK270000 2025-01-31 2053-11-15 0.750 - 5.000 N/A 202893200.00 200926387.22 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-27 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 196000000.00 196000000.00 0.0009 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 04/28/2025 5.51 3133ENVF4 254900C5LP6DN9OP9V83 US3133ENVF41 4003205 KAE416000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-28 2025-04-28 N N N 0.0532 13014640.08 13014640.08 0.0001 N N N N Goldman Sachs & Co LLC GOLDMAN *RP SOFR+0.02% 9/20/24 5.35 N/A FOR8UP27PHTHYVLBNG30 0000769993 KON117000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KON117000 2026-07-15 2042-08-15 0.625 - 4.500 N/A 223136700.00 194318461.86 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-20 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 190000000.00 190000000.00 0.0009 N N Y N US Treasury Bill UST BILLS 0% 09/05/2024 912797GL5 254900HROIFWPRGM1V77 US912797GL51 JXO887000 U.S. Treasury Debt Y N/A N/A 2024-09-05 2024-09-05 2024-09-05 N N N 0.0178 2803186840.00 2803186840.00 0.0127 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/18/2024 5.35 3130AYLU8 2549001DPIFGXC1TOL40 US3130AYLU89 0001026214 KDP177000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-18 2024-10-18 N N N 0.0522 607021251.07 607021251.07 0.0027 N N N N Mitsubishi UFJ Securities Holdings Ltd FICASH MU 5.328% 09/03/24 5.33 N/A N/A KPG827000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KPG827000 2025-10-20 2026-06-15 0.900 - 5.650 N/A 17075277.00 16852301.93 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 KPG827000 2024-11-29 2028-09-18 0.000 - 5.800 N/A 35096457.00 34786629.08 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG827000 2029-05-15 2058-01-01 1.500 - 7.500 N/A 703634541.00 375603653.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG827000 2035-04-20 2054-04-20 0.500 - 7.500 N/A 284905528.00 201507026.69 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG827000 2024-11-29 2054-02-15 0.000 - 4.625 N/A 17467362.00 16557882.93 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG827000 2028-06-01 2054-08-01 1.500 - 7.000 N/A 372016975.00 177410797.67 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 806108000.00 806108000.00 0.0036 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 05/05/2026 5.43 3133ERKD2 254900C5LP6DN9OP9V83 US3133ERKD26 4003205 KLP328000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-05-05 2026-05-05 N N N 0.0541 82014168.78 82014168.78 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/04/2024 5.34 3130B0PW3 2549001DPIFGXC1TOL40 US3130B0PW34 0001026214 KGS514000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-04 2024-11-04 N N N 0.0523 289011984.83 289011984.83 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+ 05/20/2025 5.46 3133EPE76 254900C5LP6DN9OP9V83 US3133EPE763 4003205 KBJ658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-20 2025-05-20 N N N 0.0533 45035154.00 45035154.00 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 04/09/2025 5.36 3130B2BL8 2549001DPIFGXC1TOL40 US3130B2BL80 0001026214 KOA832000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-09 2025-04-09 N N N 0.0532 84010807.44 84010807.44 0.0004 N N N N US Treasury Bill UST BILLS 0% 01/02/2025 912797LR6 254900HROIFWPRGM1V77 US912797LR66 KLO543000 U.S. Treasury Debt Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0481 353232266.51 353232266.51 0.0016 N Y Y N BNP Paribas, SA BNP (GR) *G RP SOFR+0.02% 9/26/24 5.35 N/A R0MUWSFPU8MPRO8K5P83 KNC978000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNC978000 2025-10-31 2053-11-15 0.500 - 5.375 N/A 200662900.00 201561439.79 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 196000000.00 196000000.00 0.0009 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 11/21/2024 5.44 3130AWWC0 2549001DPIFGXC1TOL40 US3130AWWC07 0001026214 JXB534000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-21 2024-11-21 N N N 0.0527 127026816.05 127026816.05 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 08/08/2025 5.38 3130B2BK0 2549001DPIFGXC1TOL40 US3130B2BK08 0001026214 KNY760000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-08 2025-08-08 N N N 0.0538 335992517.28 335992517.28 0.0015 N N N N BofA Securities, Inc. FICASH MU 5.328% 09/03/24 5.33 N/A N/A KPG827000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KPG827000 2024-10-31 2051-11-15 1.625 - 6.500 N/A 14480048.00 15097403.72 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG827000 2026-02-01 2054-09-01 1.500 - 8.000 N/A 384172460.00 259011322.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG827000 2025-07-01 2054-09-01 1.500 - 7.500 N/A 344196411.00 257212464.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG827000 2026-01-15 2064-03-20 1.500 - 8.500 N/A 47713649.00 34256748.22 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0533 554160000.00 554160000.00 0.0025 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/16/2025 5.48 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-16 2025-05-16 N N N 0.0533 113106713.81 113106713.81 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+ 12/15/2025 5.48 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 4003205 KCE402000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-15 2025-12-15 N N N 0.0538 128138240.00 128138240.00 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5% 02/20/2025 5.00 3130B06H7 2549001DPIFGXC1TOL40 US3130B06H76 0001026214 KEY322000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-20 2025-02-20 2025-02-20 N N N 0.0510 145930739.06 145930739.06 0.0007 N N N N US Treasury Bill UST BILLS 0% 10/01/2024 912797LK1 254900HROIFWPRGM1V77 US912797LK14 KKG054000 U.S. Treasury Debt Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0462 3895154833.93 3895154833.93 0.0176 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/25/2025 5.06 3130B0AT6 2549001DPIFGXC1TOL40 US3130B0AT69 0001026214 KFC397000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0468 290520315.10 290520315.10 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/17/2025 5.44 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-17 2025-07-17 N N N 0.0536 75748114.16 75748114.16 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/24/2025 5.49 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-24 2025-07-24 N N N 0.0535 273323581.44 273323581.44 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/26/2025 5.06 3130B0A58 2549001DPIFGXC1TOL40 US3130B0A583 0001026214 KEY125000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0468 510923166.30 510923166.30 0.0023 N N N N Norinchukin Bank NORGR G RP 5.36% 9/3/24 5.36 N/A 5493007VSMFZCPV1NB83 KPD205000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES OF A 254900HROIFWPRGM1V77 KPD205000 2031-08-15 2032-05-15 0.000 - 1.250 N/A 222946500.00 188784300.35 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 185000000.00 185000000.00 0.0008 N Y Y N BofA Securities, Inc. BASGR G RP SOFR+0.04% 10/1/24 5.37 N/A 549300HN4UKV1E2R3U73 KLT185000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLT185000 2024-11-15 2044-08-15 0.000 - 7.500 N/A 83226000.00 78261180.34 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0525 76000000.00 76000000.00 0.0003 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/20/2025 5.37 3130B2GE9 2549001DPIFGXC1TOL40 US3130B2GE92 0001026214 KOU683000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-20 2025-05-20 N N N 0.0536 318996162.43 318996162.43 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 10/21/2024 5.44 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-21 2024-10-21 N N N 0.0522 276944328.92 276944328.92 0.0013 N N N N Norinchukin Bank NORGR T RP 5.35% 9/3/24 5.35 N/A 5493007VSMFZCPV1NB83 KPG257000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES OF A 254900HROIFWPRGM1V77 KPG257000 2028-04-30 2032-02-15 0.000 - 1.875 N/A 63707400.00 62229330.65 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0535 61000000.00 61000000.00 0.0003 N Y Y N Credit Agricole CIB New York Branch FICASH MU 5.328% 09/03/24 5.33 N/A N/A KPG827000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association N/A KPG827000 2035-04-20 2054-08-20 2.000 - 7.500 N/A 385461425.00 130153012.75 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG827000 2042-02-15 2054-02-15 1.375 - 4.750 N/A 676680266.00 518716724.41 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 632636000.00 632636000.00 0.0029 N Y Y N US Treasury Notes UST NOTES 2.125% 05/15/2025 2.13 912828XB1 254900HROIFWPRGM1V77 US912828XB14 912828XB1 U.S. Treasury Debt Y N/A N/A 2025-05-15 2025-05-15 2025-05-15 N N N 0.0459 164153171.04 164153171.04 0.0007 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/25/2025 5.48 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-25 2025-07-25 N N N 0.0535 78082456.92 78082456.92 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/27/2025 5.46 3130AXD21 2549001DPIFGXC1TOL40 US3130AXD219 0001026214 JYN688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-27 2025-03-27 N N N 0.0532 390293178.60 390293178.60 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/28/2025 5.40 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-28 2025-11-28 N N N 0.0538 141027906.72 141027906.72 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 02/20/2026 5.44 3130B2FF7 2549001DPIFGXC1TOL40 US3130B2FF76 0001026214 KOT957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-20 2026-02-20 N N N 0.0543 135998484.96 135998484.96 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/20/2026 5.46 3133EP3F0 254900C5LP6DN9OP9V83 US3133EP3F02 4003205 KEQ873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-20 2026-02-20 N N N 0.0541 73048236.94 73048236.94 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/10/2024 5.34 3130B1MM6 2549001DPIFGXC1TOL40 US3130B1MM61 0001026214 KKH682000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-10 2024-12-10 N N N 0.0525 493043832.63 493043832.63 0.0022 N N N N Citigroup Global Markets, Inc. FICASH MU 5.328% 09/03/24 5.33 N/A N/A KPG827000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KPG827000 2028-01-31 2053-11-15 0.750 - 4.750 N/A 335901212.00 252287620.33 U.S. Treasuries (including strips) Government National Mortgage Association N/A KPG827000 2024-09-15 2064-08-20 2.000 - 9.500 N/A 869751801.00 290944518.62 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0533 530268000.00 530268000.00 0.0024 N Y Y N US Treasury Bill UST BILLS 0% 11/07/2024 912797LC9 254900HROIFWPRGM1V77 US912797LC97 KJC188000 U.S. Treasury Debt Y N/A N/A 2024-11-07 2024-11-07 2024-11-07 N N N 0.0488 656986152.42 656986152.42 0.0030 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/07/2024 5.34 3130B0PS2 2549001DPIFGXC1TOL40 US3130B0PS22 0001026214 KGS487000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-07 2024-11-07 N N N 0.0523 868040283.88 868040283.88 0.0039 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/18/2026 5.43 3133ERHP9 254900C5LP6DN9OP9V83 US3133ERHP92 4003205 KKY986000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-18 2026-06-18 N N N 0.0543 70745014.96 70745014.96 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/28/2025 5.49 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 4003205 KBP973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-28 2025-11-28 N N N 0.0538 206229051.40 206229051.40 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 03/20/2025 5.46 3133EPYZ2 254900C5LP6DN9OP9V83 US3133EPYZ26 4003205 KAH848000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-20 2025-03-20 N N N 0.0532 136099330.32 136099330.32 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 12/01/2025 5.49 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 4003205 KBU266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-01 2025-12-01 N N N 0.0538 157174871.31 157174871.31 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.05% 02/18/2025 5.05 3130B04M8 2549001DPIFGXC1TOL40 US3130B04M89 0001026214 KES383000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-18 2025-02-18 2025-02-18 N N N 0.0513 446318220.92 446318220.92 0.0020 N N N N ING Financial Markets LLC INGFIN G RP 5.39% 9/19/24 5.39 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KNW124000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNW124000 2053-10-01 2053-12-01 6.000 - 6.500 N/A 147857666.00 147517745.34 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0526 144000000.00 144000000.00 0.0007 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/25/2025 5.47 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-25 2025-08-25 N N N 0.0537 149138602.78 149138602.78 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/06/2025 5.46 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-06 2025-03-06 N N N 0.0532 231159138.21 231159138.21 0.0010 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/04/2024 313384E62 2549001DPIFGXC1TOL40 US313384E629 EIE696000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0523 185867992.08 185867992.08 0.0008 N N Y N Fidelity Government Cash Reserves 2024-09-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer