0001752724-25-098337.txt : 20250507 0001752724-25-098337.hdr.sgml : 20250507 20250507141805 ACCESSION NUMBER: 0001752724-25-098337 CONFORMED SUBMISSION TYPE: N-MFP3 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20250430 FILED AS OF DATE: 20250507 DATE AS OF CHANGE: 20250507 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 ORGANIZATION NAME: EIN: 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: 25920703 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 2025-04-30 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 25 88 141705513771.46 175445409421.57 0.5500 0.6800 2025-04-01 141954336690.56 175885541927.65 0.5500 0.6800 2025-04-02 138489414854.99 170333171535.83 0.5400 0.6700 2025-04-03 136318867403.34 168084073035.41 0.5400 0.6700 2025-04-04 140433140225.57 174624553254.01 0.5400 0.6800 2025-04-07 142047706452.80 176033100906.35 0.5500 0.6800 2025-04-08 142848199174.42 177131457574.39 0.5500 0.6800 2025-04-09 131852778599.93 165650939082.55 0.5300 0.6600 2025-04-10 129155117923.95 162662628148.70 0.5200 0.6600 2025-04-11 129133149469.90 162726118344.63 0.5200 0.6600 2025-04-14 127862374818.34 163219301274.75 0.5100 0.6600 2025-04-15 128514945760.30 163835623621.89 0.5100 0.6600 2025-04-16 124285217406.32 160101419922.19 0.5000 0.6500 2025-04-17 124199032428.91 160025641422.70 0.5000 0.6500 2025-04-18 123354174090.60 160227151865.10 0.5000 0.6500 2025-04-21 122302633624.27 161623524590.28 0.4900 0.6500 2025-04-22 121462770718.22 160678942390.09 0.4900 0.6500 2025-04-23 119163526387.27 158756016327.53 0.4800 0.6400 2025-04-24 122738803317.77 158094461840.11 0.5000 0.6400 2025-04-25 119352407379.69 157360341413.51 0.4900 0.6500 2025-04-28 116700799651.08 154858234081.71 0.4800 0.6400 2025-04-29 116724577700.23 155166745127.63 0.4800 0.6400 2025-04-30 1075000360.35 238286500145.43 238273284589.59 3126640703.57 8700475109.68 233774450543.83 233735514713.0900 Y 1.0000 0.0442 2025-04-01 0.0442 2025-04-02 0.0442 2025-04-03 0.0442 2025-04-04 0.0441 2025-04-07 0.0441 2025-04-08 0.0442 2025-04-09 0.0442 2025-04-10 0.0442 2025-04-11 0.0441 2025-04-14 0.0441 2025-04-15 0.0441 2025-04-16 0.0440 2025-04-17 0.0439 2025-04-21 0.0439 2025-04-22 0.0439 2025-04-23 0.0438 2025-04-24 0.0438 2025-04-25 0.0439 2025-04-28 0.0439 2025-04-29 0.0440 2025-04-30 0.0440 2025-04-18 1.0002 2025-04-01 1.0002 2025-04-02 1.0002 2025-04-03 1.0002 2025-04-04 1.0002 2025-04-07 1.0002 2025-04-08 1.0002 2025-04-09 1.0002 2025-04-10 1.0002 2025-04-11 1.0002 2025-04-14 1.0002 2025-04-15 1.0002 2025-04-16 1.0003 2025-04-17 1.0002 2025-04-18 1.0002 2025-04-21 1.0002 2025-04-22 1.0002 2025-04-23 1.0002 2025-04-24 1.0002 2025-04-25 1.0002 2025-04-28 1.0002 2025-04-29 1.0002 2025-04-30 N N Fidelity Government Cash Reserves C000019553 1.00 233774450543.83 233735514713.0900 1.0002 2025-04-01 1.0002 2025-04-02 1.0002 2025-04-03 1.0002 2025-04-04 1.0002 2025-04-07 1.0002 2025-04-08 1.0002 2025-04-09 1.0002 2025-04-10 1.0002 2025-04-11 1.0002 2025-04-14 1.0002 2025-04-15 1.0002 2025-04-16 1.0003 2025-04-17 1.0002 2025-04-18 1.0002 2025-04-21 1.0002 2025-04-22 1.0002 2025-04-23 1.0002 2025-04-24 1.0002 2025-04-25 1.0002 2025-04-28 1.0002 2025-04-29 1.0002 2025-04-30 6682583184.07 4702921644.56 2025-04-01 4568180580.59 4391505982.16 2025-04-02 4702631508.31 6911662446.67 2025-04-03 5693141672.22 5700961574.37 2025-04-04 8004704841.85 5229714385.87 2025-04-07 8218294561.42 5706110573.79 2025-04-08 5584111878.56 5884625202.65 2025-04-09 6204371514.33 9500596535.33 2025-04-10 5104532452.33 5621613906.53 2025-04-11 5569935322.83 5318311582.57 2025-04-14 5204237195.18 7851762526.16 2025-04-15 4142319551.56 4591548352.85 2025-04-16 4446695318.75 4358708434.26 2025-04-17 1471062948.06 1625385863.53 2025-04-18 1994831813.67 2289730966.27 2025-04-21 4843360741.37 5096366093.55 2025-04-22 3527385750.77 3731155274.87 2025-04-23 4511195283.90 4009656099.55 2025-04-24 3449819258.75 4235904832.30 2025-04-25 3319474894.77 3853199819.30 2025-04-28 3989518195.79 6253520034.49 2025-04-29 4134979870.68 3632517664.63 2025-04-30 105367368339.76 110497479796.26 0.0406 2025-04-01 0.0406 2025-04-02 0.0406 2025-04-03 0.0406 2025-04-04 0.0404 2025-04-07 0.0404 2025-04-08 0.0405 2025-04-09 0.0405 2025-04-10 0.0405 2025-04-11 0.0404 2025-04-14 0.0404 2025-04-15 0.0403 2025-04-16 0.0403 2025-04-17 0.0401 2025-04-21 0.0401 2025-04-22 0.0401 2025-04-23 0.0400 2025-04-24 0.0400 2025-04-25 0.0400 2025-04-28 0.0401 2025-04-29 0.0402 2025-04-30 0.0402 2025-04-18 N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/17/2025 4.37 3130B4L90 2549001DPIFGXC1TOL40 US3130B4L905 0001026214 KXN152000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-17 2025-07-17 N N N 0.0431 115999426.96 115999426.96 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 06/12/2026 4.47 3133ERHC8 254900C5LP6DN9OP9V83 US3133ERHC89 4003205 KKV414000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-12 2026-06-12 N N N 0.0438 119054953.01 119054953.01 0.0005 N N N N BNP Paribas, SA BNP (GR) *G RP 4.3% 5/7/25 4.30 N/A R0MUWSFPU8MPRO8K5P83 LDP601000 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 LDP601000 2032-10-01 2055-04-01 1.860 - 7.090 N/A 1123919766.00 597518633.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LDP601000 2028-02-28 2055-05-01 2.000 - 7.015 N/A 953419920.00 786331997.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LDP601000 2039-02-20 2065-04-20 3.000 - 7.000 N/A 674645212.00 226260430.33 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LDP601000 2041-12-09 2042-06-09 2.820 - 4.980 N/A 1907000.00 1849713.95 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 LDP601000 2026-10-31 2053-11-15 0.000 - 4.750 N/A 709013718.31 292221114.74 U.S. Treasuries (including strips) Y N/A N/A 2025-05-07 2025-05-07 2025-05-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0421 1859000000.00 1859000000.00 0.0080 N N Y N Barclays Bank PLC BPLCGR *G RP 4.33% 5/8/25 4.33 N/A G5GSEF7VJP5I7OUK5573 LEI063000 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 LEI063000 2054-08-01 2054-08-01 6.000 N/A 88081664.00 81082432.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LEI063000 2042-08-20 2055-02-20 2.500 - 6.500 N/A 1502042997.00 339899627.13 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-07 2025-05-07 2025-05-08 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 412000000.00 412000000.00 0.0018 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/11/2025 4.37 3130B43X7 2549001DPIFGXC1TOL40 US3130B43X71 0001026214 KVU999000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-11 2025-06-11 N N N 0.0431 68998626.90 68998626.90 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/24/2025 4.39 3130B5YX0 2549001DPIFGXC1TOL40 US3130B5YX03 0001026214 LEH528000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-24 2025-11-24 N N N 0.0438 225000049.50 225000049.50 0.0010 N N N N Ficc ING Fin Mkts Gc (Gov) ING FIG T RP 4.38% 5/1/25 4.38 N/A N/A LES513000 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 LES513000 2027-06-30 2034-11-15 3.250 - 4.625 N/A 1696223800.00 1739311679.38 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 1705000000.00 1705000000.00 0.0073 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+0.5 05/27/2025 4.37 3133ERP62 254900C5LP6DN9OP9V83 US3133ERP625 4003205 KWM992000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-27 2025-05-27 N N N 0.0430 24999725.25 24999725.25 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 10/16/2025 4.46 3130B02D0 2549001DPIFGXC1TOL40 US3130B02D09 0001026214 KJP808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-16 2025-10-16 N N N 0.0436 79033255.05 79033255.05 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/30/2025 4.42 3133ERVF5 254900C5LP6DN9OP9V83 US3133ERVF54 4003205 KQI852000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-30 2025-09-30 N N N 0.0433 20005841.80 20005841.80 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/06/2025 4.40 3133ERGG0 254900C5LP6DN9OP9V83 US3133ERGG03 4003205 KKH698000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-06 2025-06-06 N N N 0.0432 25999979.20 25999979.20 0.0001 N N N N BofA Securities, Inc. BASGR *G RP SOFR+0.0% 6/3/25 4.36 N/A 549300HN4UKV1E2R3U73 LDK520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LDK520000 2025-08-15 2030-05-31 0.625 - 6.875 N/A 92414000.00 94156901.23 U.S. Treasuries (including strips) Y N/A N/A 2025-05-07 2025-05-07 2025-06-03 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0428 92000000.00 92000000.00 0.0004 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. MUFJGR G RP 4.35% 6/9/25 4.35 N/A K5HU16E3LMSVCCJJJ255 LCA100000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LCA100000 2028-04-15 2042-08-15 2.000 - 5.000 N/A 193178700.00 186582148.28 U.S. Treasuries (including strips) Y N/A N/A 2025-06-09 2025-06-09 2025-06-09 N N N 0.0428 182000000.00 182000000.00 0.0008 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/02/2025 4.37 3130B5DE5 2549001DPIFGXC1TOL40 US3130B5DE50 0001026214 LAV111000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-02 2025-10-02 N N N 0.0435 201998905.16 201998905.16 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/21/2025 4.37 3130B5YK8 2549001DPIFGXC1TOL40 US3130B5YK81 0001026214 LED055000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-21 2025-08-21 N N N 0.0433 132000025.08 132000025.08 0.0006 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.34% 5/13/25 4.34 N/A 2IGI19DL77OX0HC3ZE78 LDX676000 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 LDX676000 2028-11-01 2055-04-01 1.500 - 7.000 N/A 161211370.00 126020541.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LDX676000 2050-09-20 2074-10-20 2.000 - 7.000 N/A 71141231.00 39279394.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LDX676000 2025-06-05 2053-02-15 0.000 - 4.625 N/A 56521100.00 67756053.55 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LDX676000 2027-10-01 2055-05-01 1.270 - 7.000 N/A 237499588.00 188666235.58 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-07 2025-05-07 2025-05-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 412000000.00 412000000.00 0.0018 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 06/11/2025 313385GT7 2549001DPIFGXC1TOL40 US313385GT78 GAB526000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-11 2025-06-11 2025-06-11 N N N 0.0425 100507456.33 100507456.33 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 05/23/2025 4.38 3130B3RJ4 2549001DPIFGXC1TOL40 US3130B3RJ44 0001026214 KSP024000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-23 2025-05-23 N N N 0.0431 138998690.62 138998690.62 0.0006 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIG M RP 4.39% 5/1/25 4.39 N/A N/A LES506000 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 LES506000 2031-09-01 2055-04-01 1.500 - 7.500 N/A 1955888465.00 1071751561.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LES506000 2047-07-01 2055-04-01 2.500 - 6.500 N/A 105606230.00 74867623.71 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0439 1119000000.00 1119000000.00 0.0048 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/13/2025 4.37 3130B3ZW6 2549001DPIFGXC1TOL40 US3130B3ZW62 0001026214 KUK489000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-13 2025-06-13 N N N 0.0431 69998933.90 69998933.90 0.0003 N N N N Barclays Bank PLC BPLCGR *G RP 4.33% 5/27/25 4.33 N/A G5GSEF7VJP5I7OUK5573 LEL647000 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 LEL647000 2050-09-20 2054-01-20 2.000 - 5.550 N/A 223950799.00 105135869.88 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-07 2025-05-07 2025-05-27 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 103000000.00 103000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/22/2025 4.40 3130B2GA7 2549001DPIFGXC1TOL40 US3130B2GA70 0001026214 KOU681000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-22 2025-05-22 N N N 0.0433 228997684.81 228997684.81 0.0010 N N N N Fixed Income Clearing Corp - ING ING FID G RP 4.39% 5/1/25 4.39 N/A N/A LER812000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LER812000 2027-06-15 2027-12-15 3.375 - 4.625 N/A 925239000.00 954028196.74 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0439 935000000.00 935000000.00 0.0040 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 01/08/2027 4.50 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 4003205 KXT417000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-01-08 2027-01-08 N N N 0.0439 119203073.50 119203073.50 0.0005 N N N N MUFG Securities EMEA PLC MUFSECGR *G RP 4.32% 5/8/25 4.32 N/A U7M81AY481YLIOR75625 LDP686000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LDP686000 2025-09-30 2043-08-15 0.375 - 5.000 N/A 595651800.00 575628992.90 U.S. Treasuries (including strips) Y N/A N/A 2025-05-07 2025-05-07 2025-05-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 563000000.00 563000000.00 0.0024 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 09/12/2025 4.36 3130B5JP4 2549001DPIFGXC1TOL40 US3130B5JP44 0001026214 LBO823000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-12 2025-09-12 N N N 0.0433 93998793.98 93998793.98 0.0004 N N N N Fixed Income Clearing Corp - BNYM BNY FIT T RP 4.38% 5/1/25 4.38 N/A 549300H47WTHXPU08X20 LES504000 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 LES504000 2025-07-15 2033-02-15 0.375 - 4.625 N/A 10914476200.00 11905440018.99 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 11672000000.00 11672000000.00 0.0499 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 4.75% 03/09/2026 4.75 3133EPCR4 254900C5LP6DN9OP9V83 US3133EPCR48 4003205 JRK631000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-03-09 2026-03-09 2026-03-09 N N N 0.0397 18116078.94 18116078.94 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 05/21/2026 4.45 3133ERFG1 254900C5LP6DN9OP9V83 US3133ERFG12 4003205 KUB715000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-05-21 2026-05-21 N N N 0.0442 49011698.75 49011698.75 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/29/2025 4.38 3130B4RA1 2549001DPIFGXC1TOL40 US3130B4RA18 0001026214 KYE423000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-29 2025-08-29 N N N 0.0434 36999797.24 36999797.24 0.0002 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.33% 5/8/25 4.33 N/A 2IGI19DL77OX0HC3ZE78 LDT498000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LDT498000 2025-06-05 2054-11-15 0.000 - 4.625 N/A 319058700.00 288045468.49 U.S. Treasuries (including strips) Y N/A N/A 2025-05-07 2025-05-07 2025-05-08 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 281000000.00 281000000.00 0.0012 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 02/11/2026 4.40 3133ER3H2 254900C5LP6DN9OP9V83 US3133ER3H22 4003205 LDT939000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-02-11 2026-02-11 N N N 0.0444 56981389.50 56981389.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 06/26/2026 4.49 3133ERVC2 254900C5LP6DN9OP9V83 US3133ERVC24 4003205 KQF120000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-26 2026-06-26 N N N 0.0447 50007913.00 50007913.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 08/27/2026 4.49 3133ERE72 254900C5LP6DN9OP9V83 US3133ERE728 4003205 KTO514000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-08-27 2026-08-27 N N N 0.0448 70998352.09 70998352.09 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/17/2026 4.44 3133ERET4 254900C5LP6DN9OP9V83 US3133ERET42 4003205 KJO854000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-02-17 2026-02-17 N N N 0.0441 71010640.06 71010640.06 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 06/13/2025 313385GV2 2549001DPIFGXC1TOL40 US313385GV25 313385GV2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-13 2025-06-13 2025-06-13 N N N 0.0425 872519503.47 872519503.47 0.0037 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/12/2026 4.49 3133ERNW7 254900C5LP6DN9OP9V83 US3133ERNW79 4003205 KNW360000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-08-12 2026-08-12 N N N 0.0441 95088398.45 95088398.45 0.0004 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 4.36% 5/23/25 4.36 N/A VYVVCKR63DVZZN70PB21 0000276523 LCC241000 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 LCC241000 2025-09-01 2059-01-01 2.000 - 7.000 N/A 400948266.00 280901621.64 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-23 2025-05-23 2025-05-23 N N N 0.0428 274000000.00 274000000.00 0.0012 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 07/08/2025 4.48 3130AYEN2 2549001DPIFGXC1TOL40 US3130AYEN20 0001026214 KDD806000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-08 2025-07-08 N N N 0.0434 153021000.78 153021000.78 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 05/28/2025 4.36 3130B43B5 2549001DPIFGXC1TOL40 US3130B43B51 0001026214 KVR267000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-28 2025-05-28 N N N 0.0430 139998293.40 139998293.40 0.0006 N N N N Freddie Mac Discount Notes FED HOME LN MRTG CORP 0% 05/16/2025 313397FR7 S6XOOCT0IEG5ABCC6L87 US313397FR77 313397FR7 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-16 2025-05-16 2025-05-16 N N N 0.0426 25951120.00 25951120.00 0.0001 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 01/13/2026 4.38 3133ER6Y2 254900C5LP6DN9OP9V83 US3133ER6Y28 4003205 LBI233000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-13 2026-01-13 N N N 0.0437 13000053.82 13000053.82 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2.5 09/10/2025 4.39 3133ERH61 254900C5LP6DN9OP9V83 US3133ERH614 4003205 KUH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-10 2025-09-10 N N N 0.0437 45998822.40 45998822.40 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 05/19/2025 4.36 3130B47G0 2549001DPIFGXC1TOL40 US3130B47G03 0001026214 KWD177000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-19 2025-05-19 N N N 0.0429 417996622.56 417996622.56 0.0018 N N N N US Treasury Notes UST NOTES 4.625% 06/30/2025 4.63 91282CHL8 254900HROIFWPRGM1V77 US91282CHL81 JVB353000 U.S. Treasury Debt Y N/A N/A 2025-06-30 2025-06-30 2025-06-30 N N N 0.0425 233120596.14 233120596.14 0.0010 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/06/2026 4.49 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 4003205 KXA648000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-10-06 2026-10-06 N N N 0.0445 30012303.90 30012303.90 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 03/12/2026 4.48 3133EP5D3 254900C5LP6DN9OP9V83 US3133EP5D36 4003205 KQC170000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-03-12 2026-03-12 N N N 0.0439 20154703.41 20154703.41 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/21/2025 4.36 3130B54C9 2549001DPIFGXC1TOL40 US3130B54C98 0001026214 LAF718000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-21 2025-08-21 N N N 0.0433 273997660.04 273997660.04 0.0012 N N N N MUFG Securities (Canada) Ltd. FICASH MU 4.378% 05/01/25 4.38 N/A N/A LET087000_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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 LET087000 2027-12-01 2058-01-01 1.460 - 7.500 N/A 853474529.38 440231731.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LET087000 2041-03-20 2066-03-15 2.000 - 5.500 N/A 128114390.30 54877285.57 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LET087000 2025-05-15 2054-11-15 0.125 - 4.500 N/A 47569352.82 45410305.43 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LET087000 2025-10-20 2025-10-20 4.660 N/A 4865226.93 4873555.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LET087000 2028-06-01 2055-03-01 1.500 - 7.121 N/A 384190678.32 232380862.76 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 762288000.00 762288000.00 0.0033 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/03/2025 4.37 3130B3WV1 2549001DPIFGXC1TOL40 US3130B3WV17 0001026214 KTV996000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-03 2025-06-03 N N N 0.0431 208996352.95 208996352.95 0.0009 N N N N US Treasury Bill UST BILLS 0% 05/27/2025 912797PK7 254900HROIFWPRGM1V77 US912797PK77 KYD116000 U.S. Treasury Debt Y N/A N/A 2025-05-27 2025-05-27 2025-05-27 N N N 0.0411 617110384.89 617110384.89 0.0026 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 07/25/2025 4.38 3130B3VD2 2549001DPIFGXC1TOL40 US3130B3VD28 0001026214 KTO620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-25 2025-07-25 N N N 0.0432 69002350.14 69002350.14 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/20/2025 4.52 3130AXTA6 2549001DPIFGXC1TOL40 US3130AXTA60 0001026214 KQC186000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-20 2025-11-20 N N N 0.0437 20015292.80 20015292.80 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/26/2026 4.48 3133ERF63 254900C5LP6DN9OP9V83 US3133ERF634 4003205 KTP535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-05-26 2026-05-26 N N N 0.0441 57021021.60 57021021.60 0.0002 N N N N HSBC Securities, Inc. (U.S.A.) HSBCSECS G RP 4.36% 5/6/25 4.36 N/A CYYGQCGNHMHPSMRL3R97 0000853784 LER430000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LER430000 2026-12-31 2042-11-15 1.125 - 4.250 N/A 413109300.00 374430680.00 U.S. Treasuries (including strips) Y N/A N/A 2025-05-06 2025-05-06 2025-05-06 N N N 0.0427 367000000.00 367000000.00 0.0016 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/24/2025 4.51 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-24 2025-07-24 N N N 0.0439 107015313.84 107015313.84 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/07/2025 4.37 3130B4SK8 2549001DPIFGXC1TOL40 US3130B4SK80 0001026214 KYH023000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-07 2025-08-07 N N N 0.0432 414999161.70 414999161.70 0.0018 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.34% 5/13/25 4.34 N/A 2IGI19DL77OX0HC3ZE78 LEA692000 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 LEA692000 2047-05-01 2055-04-01 1.500 - 7.000 N/A 49702991.00 27143004.99 Agency Mortgage-Backed Securities Government National Mortgage Association N/A LEA692000 2053-07-20 2064-08-20 6.000 - 7.500 N/A 69626483.00 69482719.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LEA692000 2028-04-01 2055-05-01 1.340 - 7.000 N/A 9289611.00 8624258.83 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-07 2025-05-07 2025-05-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 103000000.00 103000000.00 0.0004 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 05/28/2026 4.43 3133ERZ87 254900C5LP6DN9OP9V83 US3133ERZ871 4003205 KYF995000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-05-28 2026-05-28 N N N 0.0443 43000088.15 43000088.15 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/25/2025 4.52 3133EPWW1 254900C5LP6DN9OP9V83 US3133EPWW13 4003205 KSG275000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-25 2025-09-25 N N N 0.0436 17009246.64 17009246.64 0.0001 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 4.37% 5/8/25 4.37 N/A VYVVCKR63DVZZN70PB21 0000276523 KYW942000 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 KYW942000 2025-06-01 2055-05-01 1.500 - 7.000 N/A 756527889.00 583206739.63 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-08 2025-05-08 2025-05-08 N N N 0.0428 566000000.00 566000000.00 0.0024 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/14/2025 313385FP6 2549001DPIFGXC1TOL40 US313385FP65 FIH923000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-14 2025-05-14 2025-05-14 N N N 0.0426 58902945.00 58902945.00 0.0003 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 09/26/2025 4.52 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-26 2025-09-26 N N N 0.0442 107030475.74 107030475.74 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/19/2025 4.42 3130B2GB5 2549001DPIFGXC1TOL40 US3130B2GB53 0001026214 KOU675000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-19 2025-08-19 N N N 0.0430 411101077.23 411101077.23 0.0018 N N N N US Treasury Notes UST NOTES 0.25% 10/31/2025 0.25 91282CAT8 254900HROIFWPRGM1V77 US91282CAT80 GHF075000 U.S. Treasury Debt Y N/A N/A 2025-10-31 2025-10-31 2025-10-31 N N N 0.0220 36288617.28 36288617.28 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 07/16/2025 4.45 3130AYWR3 2549001DPIFGXC1TOL40 US3130AYWR32 0001026214 KGS341000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-16 2025-07-16 N N N 0.0433 84009831.36 84009831.36 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 05/19/2025 4.49 3130AXTF5 2549001DPIFGXC1TOL40 US3130AXTF57 0001026214 KBI506000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-19 2025-05-19 N N N 0.0432 155005993.85 155005993.85 0.0007 N N N N Royal Bank of Canada FICASH MU 4.378% 05/01/25 4.38 N/A N/A LET087000_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 LET087000 2026-01-31 2053-08-15 0.375 - 4.625 N/A 201523752.97 191639287.95 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 187694000.00 187694000.00 0.0008 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/21/2025 4.36 3130B5C97 2549001DPIFGXC1TOL40 US3130B5C976 0001026214 LAT939000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-21 2025-08-21 N N N 0.0433 67999522.64 67999522.64 0.0003 N N N N US Treasury Bill UST BILLS 0% 07/08/2025 912797PZ4 254900HROIFWPRGM1V77 US912797PZ47 LBF474000 U.S. Treasury Debt Y N/A N/A 2025-07-08 2025-07-08 2025-07-08 N N N 0.0418 188497960.70 188497960.70 0.0008 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 06/04/2025 313385GL4 2549001DPIFGXC1TOL40 US313385GL43 GAB531000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-04 2025-06-04 2025-06-04 N N N 0.0424 414309421.76 414309421.76 0.0018 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 05/27/2025 4.36 3130B4A68 2549001DPIFGXC1TOL40 US3130B4A684 0001026214 KWD214000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-27 2025-05-27 N N N 0.0430 55999343.68 55999343.68 0.0002 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP 4.33% 5/1/25 4.33 N/A MBNUM2BPBDO7JBLYG310 0000315030 LEK402000 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 LEK402000 2047-06-20 2055-04-20 3.000 - 7.500 N/A 470218929.00 470615899.72 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0433 461000000.00 461000000.00 0.0020 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 01/26/2026 4.37 3130B5PS1 2549001DPIFGXC1TOL40 US3130B5PS19 0001026214 LCT491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-26 2026-01-26 N N N 0.0436 25000079.25 25000079.25 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 09/19/2025 4.44 3130B0HG7 2549001DPIFGXC1TOL40 US3130B0HG75 0001026214 KGS340000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-19 2025-09-19 N N N 0.0434 22006105.44 22006105.44 0.0001 N N N N Fixed Income Clearing Corp - Natixis NAT FID T RP 4.38% 5/1/25 4.38 N/A KX1WK48MPD4Y2NCUIZ63 LES523000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 LES523000 2025-06-15 2029-02-28 1.875 - 4.125 N/A 1337881000.00 1323054201.41 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 1297000000.00 1297000000.00 0.0055 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/28/2025 4.52 3130AWNS5 2549001DPIFGXC1TOL40 US3130AWNS59 0001026214 JWV095000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-28 2025-07-28 N N N 0.0433 3201097.76 3201097.76 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/24/2026 4.47 3130B3FE8 2549001DPIFGXC1TOL40 US3130B3FE84 0001026214 KRR896000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-04-24 2026-04-24 N N N 0.0448 67994258.76 67994258.76 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 11/26/2025 4.44 3133ERCY5 254900C5LP6DN9OP9V83 US3133ERCY54 4003205 KLD589000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-26 2025-11-26 N N N 0.0437 41014634.54 41014634.54 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/11/2025 4.37 3130B3Y98 2549001DPIFGXC1TOL40 US3130B3Y983 0001026214 KUH492000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-11 2025-06-11 N N N 0.0431 139997204.20 139997204.20 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/11/2025 4.37 3130B3YX5 2549001DPIFGXC1TOL40 US3130B3YX54 0001026214 KUI684000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-11 2025-06-11 N N N 0.0432 278994366.99 278994366.99 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 05/27/2025 4.51 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 4003205 JWD539000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-27 2025-05-27 N N N 0.0431 56004938.64 56004938.64 0.0002 N N N N US Treasury Bill UST BILLS 0% 07/15/2025 912797QA8 254900HROIFWPRGM1V77 US912797QA86 LBO735000 U.S. Treasury Debt Y N/A N/A 2025-07-15 2025-07-15 2025-07-15 N N N 0.0419 106066202.44 106066202.44 0.0005 N Y Y N PNC Bank NA PNC GR T RP 4.37% 5/1/25 4.37 N/A AD6GFRVSDT01YPT1CS68 LES539000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LES539000 2026-02-28 2026-02-28 0.500 - 2.500 N/A 96539100.00 93851444.23 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 92000000.00 92000000.00 0.0004 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 12/02/2025 4.42 3133ERG21 254900C5LP6DN9OP9V83 US3133ERG210 4003205 KTW131000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-02 2025-12-02 N N N 0.0437 45010551.60 45010551.60 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/14/2025 4.52 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-14 2025-10-14 N N N 0.0442 424176740.16 424176740.16 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/08/2025 4.38 3130B4H46 2549001DPIFGXC1TOL40 US3130B4H465 0001026214 KXD284000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-08 2025-10-08 N N N 0.0437 52999513.46 52999513.46 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 05/13/2025 4.36 3130B43W9 2549001DPIFGXC1TOL40 US3130B43W98 0001026214 KVV094000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-13 2025-05-13 N N N 0.0429 138999273.03 138999273.03 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.33% 04/14/2026 4.33 3130B5L89 2549001DPIFGXC1TOL40 US3130B5L894 0001026214 LBR664000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-04-14 2026-04-14 2026-04-14 N N N 0.0441 214841736.35 214841736.35 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/04/2025 4.38 3130B4T50 2549001DPIFGXC1TOL40 US3130B4T502 0001026214 KYL520000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-04 2025-11-04 N N N 0.0438 68999917.20 68999917.20 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/15/2025 4.38 3130B4LN9 2549001DPIFGXC1TOL40 US3130B4LN92 0001026214 KXO002000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-15 2025-10-15 N N N 0.0437 278006602.50 278006602.50 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 09/15/2025 4.36 3130B5JQ2 2549001DPIFGXC1TOL40 US3130B5JQ27 0001026214 LBO848000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-15 2025-09-15 N N N 0.0434 200997171.93 200997171.93 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/26/2026 4.50 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 4003205 KOV336000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-08-26 2026-08-26 N N N 0.0441 94102521.10 94102521.10 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/22/2025 313385FX9 2549001DPIFGXC1TOL40 US313385FX99 313385FX9 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-22 2025-05-22 2025-05-22 N N N 0.0426 150609665.00 150609665.00 0.0006 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 07/28/2025 4.37 3130B4DR9 2549001DPIFGXC1TOL40 US3130B4DR98 0001026214 KWN012000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-28 2025-07-28 N N N 0.0432 241999673.30 241999673.30 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 4.51 3130AXZ50 2549001DPIFGXC1TOL40 US3130AXZ501 0001026214 KCK257000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-08 2025-12-08 N N N 0.0443 306125181.54 306125181.54 0.0013 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/18/2025 313385JG2 2549001DPIFGXC1TOL40 US313385JG21 313385JG2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-18 2025-07-18 2025-07-18 N N N 0.0420 324029205.00 324029205.00 0.0014 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 01/23/2026 4.45 3133ERBX8 254900C5LP6DN9OP9V83 US3133ERBX80 4003205 KHH468000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-23 2026-01-23 N N N 0.0437 37018875.18 37018875.18 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 06/23/2025 4.38 3130B3V75 2549001DPIFGXC1TOL40 US3130B3V757 0001026214 KTO668000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-23 2025-06-23 N N N 0.0432 207996788.48 207996788.48 0.0009 N N N N US Treasury Bill UST BILLS 0% 07/10/2025 912797LW5 254900HROIFWPRGM1V77 US912797LW51 KLV714000 U.S. Treasury Debt Y N/A N/A 2025-07-10 2025-07-10 2025-07-10 N N N 0.0419 558209054.68 558209054.68 0.0024 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 3.75% 09/22/2025 3.75 3133ENN22 254900C5LP6DN9OP9V83 US3133ENN223 4003205 LAH464000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-09-22 2025-09-22 2025-09-22 N N N 0.0438 15959711.68 15959711.68 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 10/22/2025 4.36 3130B5M70 2549001DPIFGXC1TOL40 US3130B5M702 0001026214 LBW601000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-22 2025-10-22 N N N 0.0435 266001867.32 266001867.32 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/25/2025 4.37 3130B5XV5 2549001DPIFGXC1TOL40 US3130B5XV55 0001026214 LEA718000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-25 2025-08-25 N N N 0.0434 68000015.64 68000015.64 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 09/17/2026 4.42 3133ER7M7 254900C5LP6DN9OP9V83 US3133ER7M70 4003205 LBQ226000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-09-17 2026-09-17 N N N 0.0445 15990958.88 15990958.88 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 07/16/2026 4.49 3133ERLB5 254900C5LP6DN9OP9V83 US3133ERLB50 4003205 KXL908000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-07-16 2026-07-16 N N N 0.0447 15000466.80 15000466.80 0.0001 N N N N Fixed Income Clearing Corp - Goldman GS FIG T RP 4.37% 5/1/25 4.37 N/A 549300H47WTHXPU08X20 LES492000 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 LES492000 2027-04-30 2054-08-15 0.375 - 4.250 N/A 3231010900.00 2748213567.48 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 2694000000.00 2694000000.00 0.0115 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/12/2025 4.44 3133ERAZ4 254900C5LP6DN9OP9V83 US3133ERAZ48 4003205 KKO755000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-12 2025-12-12 N N N 0.0436 48022267.68 48022267.68 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/04/2026 4.50 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 4003205 KPK923000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-09-04 2026-09-04 N N N 0.0450 42998329.88 42998329.88 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/30/2025 4.38 3130B4T35 2549001DPIFGXC1TOL40 US3130B4T353 0001026214 KYL481000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-30 2025-09-30 N N N 0.0436 192998982.89 192998982.89 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/07/2025 3130B66Z4 2549001DPIFGXC1TOL40 US3130B66Z48 0001026214 LET069000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-07 2025-08-07 2025-08-07 N N N 0.0000 157000000.00 157000000.00 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/20/2026 4.49 3130AYZW9 2549001DPIFGXC1TOL40 US3130AYZW99 0001026214 KML462000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-02-20 2026-02-20 N N N 0.0447 66007380.12 66007380.12 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 06/27/2025 4.51 3130AXD54 2549001DPIFGXC1TOL40 US3130AXD540 0001026214 JYN695000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-27 2025-06-27 N N N 0.0433 381067128.39 381067128.39 0.0016 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 05/22/2025 4.50 3130AWXT2 2549001DPIFGXC1TOL40 US3130AWXT23 0001026214 JXD699000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-22 2025-05-22 N N N 0.0432 158008748.46 158008748.46 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/26/2025 4.46 3133ERVS7 254900C5LP6DN9OP9V83 US3133ERVS75 4003205 KQK833000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-26 2025-12-26 N N N 0.0437 27013974.66 27013974.66 0.0001 N N N N Lloyds Bank PLC LLOYDGR G RP 4.4% 5/23/25 4.40 N/A H7FNTJ4851HG0EXQ1Z70 LAM860000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LAM860000 2027-08-15 2027-08-15 2.250 N/A 130018400.00 126609205.42 U.S. Treasuries (including strips) Y N/A N/A 2025-05-23 2025-05-23 2025-05-23 N N N 0.0432 123000000.00 123000000.00 0.0005 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 12/23/2025 4.46 3130B2TU9 2549001DPIFGXC1TOL40 US3130B2TU97 0001026214 KQE448000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-23 2025-12-23 N N N 0.0437 217103456.92 217103456.92 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.5% 12/22/2025 4.50 3130B3W90 2549001DPIFGXC1TOL40 US3130B3W904 0001026214 KTP532000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-12-22 2025-12-22 2025-12-22 N N N 0.0464 1292774465.54 1292774465.54 0.0055 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 05/14/2025 4.36 3130B43C3 2549001DPIFGXC1TOL40 US3130B43C35 0001026214 KVR324000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-14 2025-05-14 N N N 0.0429 277998151.30 277998151.30 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+1 06/11/2025 4.37 3133ERJ44 254900C5LP6DN9OP9V83 US3133ERJ446 4003205 KUK294000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-11 2025-06-11 N N N 0.0431 12999757.94 12999757.94 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/12/2025 4.37 3130B45E7 2549001DPIFGXC1TOL40 US3130B45E72 0001026214 KWB213000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-12 2025-06-12 N N N 0.0431 139997428.20 139997428.20 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.395% 02/06/2026 4.40 3130B4JU6 2549001DPIFGXC1TOL40 US3130B4JU63 0001026214 KXK710000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-02-06 2026-02-06 2026-02-06 N N N 0.0449 276778001.12 276778001.12 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/17/2025 4.36 3130B5TL2 2549001DPIFGXC1TOL40 US3130B5TL20 0001026214 LDK805000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-17 2025-12-17 N N N 0.0435 266999564.79 266999564.79 0.0011 N N N N Bny Mellon Capital Market LLC FICASH MU 4.378% 05/01/25 4.38 N/A N/A LET087000_08066 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 LET087000 2025-05-25 2055-05-01 0.500 - 8.500 N/A 188548108.26 171238925.82 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 LET087000 2027-09-10 2027-09-10 4.125 N/A 31573.81 32024.03 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 LET087000 2025-05-06 2054-11-15 0.000 - 4.875 N/A 74496784.10 74328909.78 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LET087000 2025-05-25 2055-05-01 1.500 - 8.000 N/A 266468313.86 256957206.06 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LET087000 2028-01-24 2029-12-26 4.500 - 4.950 N/A 11438813.38 11558344.25 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 LET087000 2025-10-15 2055-01-20 1.500 - 8.000 N/A 11754970.05 1245804.76 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 505181000.00 505181000.00 0.0022 N Y Y N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.01% 5/27/25 4.37 N/A FOR8UP27PHTHYVLBNG30 0000769993 LCW361000 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 LCW361000 2054-07-01 2054-07-01 6.000 N/A 73662208.00 71677354.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LCW361000 2034-06-20 2064-12-20 2.000 - 6.500 N/A 512978677.00 351468135.38 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-07 2025-05-07 2025-05-27 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0429 413000000.00 413000000.00 0.0018 N N Y N US Treasury Bill UST BILLS 0% 07/03/2025 912797NX1 254900HROIFWPRGM1V77 US912797NX17 KWT485000 U.S. Treasury Debt Y N/A N/A 2025-07-03 2025-07-03 2025-07-03 N N N 0.0418 860635136.25 860635136.25 0.0037 N Y Y N Lloyds Bank PLC LLOYDGR G RP 4.36% 7/31/25 4.36 N/A H7FNTJ4851HG0EXQ1Z70 LER756000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LER756000 2026-02-28 2030-11-15 0.875 - 4.625 N/A 59151000.00 61207431.94 U.S. Treasuries (including strips) Y N/A N/A 2025-07-31 2025-07-31 2025-07-31 N N N 0.0431 60000000.00 60000000.00 0.0003 N N N Y Credit AG CREDITAG M RP 4.38% 5/1/25 4.38 N/A 1VUV7VQFKUOQSJ21A208 LES508000 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 LES508000 2026-12-31 2026-12-31 1.250 N/A 63439000.00 61207447.28 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 60000000.00 60000000.00 0.0003 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/12/2026 4.51 3133EPU52 254900C5LP6DN9OP9V83 US3133EPU520 4003205 KDD676000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-12 2026-01-12 N N N 0.0441 260152032.40 260152032.40 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/09/2025 4.37 3130B3Y80 2549001DPIFGXC1TOL40 US3130B3Y801 0001026214 KUH493000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-09 2025-06-09 N N N 0.0431 418992043.19 418992043.19 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/05/2025 4.37 3130B4VH1 2549001DPIFGXC1TOL40 US3130B4VH15 0001026214 KYQ001000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-05 2025-08-05 N N N 0.0432 137000034.25 137000034.25 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/17/2025 4.37 3130B4A27 2549001DPIFGXC1TOL40 US3130B4A270 0001026214 KWD237000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-17 2025-06-17 N N N 0.0431 277994779.16 277994779.16 0.0012 N N N N BofA Securities Inc FICASH MU 4.378% 05/01/25 4.38 N/A N/A LET087000_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 LET087000 2027-10-31 2030-07-31 0.500 - 4.250 N/A 213729625.76 203632341.30 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LET087000 2030-02-01 2055-04-01 2.500 - 7.000 N/A 189610758.58 138767384.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LET087000 2026-11-01 2055-04-01 1.500 - 6.500 N/A 654530863.12 304758788.61 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 634392000.00 634392000.00 0.0027 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/18/2025 4.50 3130AXTD0 2549001DPIFGXC1TOL40 US3130AXTD00 0001026214 KBI505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-18 2025-08-18 N N N 0.0438 231056428.68 231056428.68 0.0010 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/02/2025 313385FB7 2549001DPIFGXC1TOL40 US313385FB79 ADE980000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-02 2025-05-02 2025-05-02 N N N 0.0425 554869575.00 554869575.00 0.0024 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/25/2025 4.39 3130B64A1 2549001DPIFGXC1TOL40 US3130B64A15 0001026214 LEK849000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-25 2025-11-25 N N N 0.0438 132000000.00 132000000.00 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 08/28/2025 4.52 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 4003205 JXI262000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-28 2025-08-28 N N N 0.0442 66013643.52 66013643.52 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/14/2025 4.52 3133EPD44 254900C5LP6DN9OP9V83 US3133EPD443 4003205 KCL813000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-14 2025-11-14 N N N 0.0437 134099624.98 134099624.98 0.0006 N N N N Mizuho Securities U.S.A., Inc. MIZUHO G RP 4.37% 5/7/25 4.37 N/A 7TK5RJIZDFROZCA6XF66 0000812291 LES590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LES590000 2028-11-30 2028-11-30 1.500 N/A 148538100.00 138736891.75 U.S. Treasuries (including strips) Y N/A N/A 2025-05-07 2025-05-07 2025-05-07 N N N 0.0428 136000000.00 136000000.00 0.0006 N N Y N US Treasury Notes UST NOTES 4.875% 04/30/2026 4.88 91282CKK6 254900HROIFWPRGM1V77 US91282CKK61 KIF731000 U.S. Treasury Debt Y N/A N/A 2026-04-30 2026-04-30 2026-04-30 N N N 0.0392 343168905.40 343168905.40 0.0015 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/11/2025 4.37 3130B4VK4 2549001DPIFGXC1TOL40 US3130B4VK44 0001026214 KYP880000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-11 2025-08-11 N N N 0.0433 111999117.44 111999117.44 0.0005 N N N N US Treasury Notes UST NOTES 0.5% 02/28/2026 0.50 91282CBQ3 254900HROIFWPRGM1V77 US91282CBQ33 HCB405000 U.S. Treasury Debt Y N/A N/A 2026-02-28 2026-02-28 2026-02-28 N N N 0.0399 512054606.74 512054606.74 0.0022 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 09/02/2025 4.52 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 0001026214 JXO969000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-02 2025-09-02 N N N 0.0436 437194425.67 437194425.67 0.0019 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 04/16/2026 4.47 3133ERXK2 254900C5LP6DN9OP9V83 US3133ERXK22 4003205 KYO978000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-04-16 2026-04-16 N N N 0.0446 26002226.90 26002226.90 0.0001 N N N N US Treasury Bill UST BILLS 0% 05/15/2025 912797LB1 254900HROIFWPRGM1V77 US912797LB15 KJJ111000 U.S. Treasury Debt Y N/A N/A 2025-05-15 2025-05-15 2025-05-15 N N N 0.0396 6023110887.39 6023110887.39 0.0258 N Y Y N US Treasury Bill UST BILLS 0% 05/22/2025 912797NM5 254900HROIFWPRGM1V77 US912797NM51 KSO896000 U.S. Treasury Debt Y N/A N/A 2025-05-22 2025-05-22 2025-05-22 N N N 0.0408 4978647424.73 4978647424.73 0.0213 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/04/2026 4.51 3133ERH20 254900C5LP6DN9OP9V83 US3133ERH200 4003205 KUG067000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-12-04 2026-12-04 N N N 0.0451 48997113.90 48997113.90 0.0002 N N N N BMO Chicago Branch BMOCHIGR G RP 4.36% 5/5/25 4.36 N/A 3Y4U8VZURTYWI1W2K376 LEQ535000 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 LEQ535000 2052-12-20 2054-12-20 5.200 - 5.650 N/A 753698445.00 477063270.39 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-05-05 2025-05-05 2025-05-05 N N N 0.0427 463000000.00 463000000.00 0.0020 N N Y N US Treasury Notes UST NOTES 0.375% 12/31/2025 0.38 91282CBC4 254900HROIFWPRGM1V77 US91282CBC47 GJJ938000 U.S. Treasury Debt Y N/A N/A 2025-12-31 2025-12-31 2025-12-31 N N N 0.0404 1017081549.48 1017081549.48 0.0044 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/22/2026 4.46 3130B1SR9 2549001DPIFGXC1TOL40 US3130B1SR94 0001026214 KLE611000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-22 2026-06-22 N N N 0.0447 70986982.15 70986982.15 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 10/29/2026 4.50 3130B3EC3 2549001DPIFGXC1TOL40 US3130B3EC38 0001026214 KXS564000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-10-29 2026-10-29 N N N 0.0443 41041838.45 41041838.45 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 12/29/2025 4.45 3133ERMR9 254900C5LP6DN9OP9V83 US3133ERMR93 4003205 LDT950000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-29 2025-12-29 N N N 0.0441 63008849.61 63008849.61 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/21/2025 4.44 3133ERPW5 254900C5LP6DN9OP9V83 US3133ERPW51 4003205 KOU614000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-21 2025-11-21 N N N 0.0432 30018750.30 30018750.30 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/18/2026 4.49 3130B1T49 2549001DPIFGXC1TOL40 US3130B1T490 0001026214 KLG648000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-18 2026-06-18 N N N 0.0449 212995371.51 212995371.51 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/03/2027 4.49 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 4003205 KYL475000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-02-03 2027-02-03 N N N 0.0446 30014628.60 30014628.60 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/04/2025 4.36 3130B5Q68 2549001DPIFGXC1TOL40 US3130B5Q687 0001026214 LCW678000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-04 2025-11-04 N N N 0.0435 199001361.16 199001361.16 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/04/2026 4.50 3130B2LH6 2549001DPIFGXC1TOL40 US3130B2LH68 0001026214 KPK856000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-09-04 2026-09-04 N N N 0.0450 203991407.52 203991407.52 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 10/21/2025 4.44 3133EP6C4 254900C5LP6DN9OP9V83 US3133EP6C44 4003205 KGG110000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-21 2025-10-21 N N N 0.0434 65528039.24 65528039.24 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 0.0427 956376619.77 956376619.77 0.0041 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 01/08/2026 4.47 3133EP4W2 254900C5LP6DN9OP9V83 US3133EP4W26 4003205 KOE077000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-08 2026-01-08 N N N 0.0438 92045326.56 92045326.56 0.0004 N N N N Lloyds Bank PLC LLOYDGR G RP 4.4% 5/28/25 4.40 N/A H7FNTJ4851HG0EXQ1Z70 LAM861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LAM861000 2028-01-31 2028-01-31 3.500 N/A 126009700.00 126591939.47 U.S. Treasuries (including strips) Y N/A N/A 2025-05-28 2025-05-28 2025-05-28 N N N 0.0432 123000000.00 123000000.00 0.0005 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 05/05/2025 4.37 3130B3XM0 2549001DPIFGXC1TOL40 US3130B3XM09 0001026214 KUC451000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-05 2025-05-05 N N N 0.0427 210000014.70 210000014.70 0.0009 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/17/2025 4.39 3130B5WU8 2549001DPIFGXC1TOL40 US3130B5WU81 0001026214 LDX807000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-17 2025-11-17 N N N 0.0438 349000101.21 349000101.21 0.0015 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/20/2025 4.36 3130B53B2 2549001DPIFGXC1TOL40 US3130B53B25 0001026214 LAF583000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-20 2025-08-20 N N N 0.0433 232998082.41 232998082.41 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 11/18/2026 4.50 3133ERB83 254900C5LP6DN9OP9V83 US3133ERB831 4003205 KUG213000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-11-18 2026-11-18 N N N 0.0449 24999516.75 24999516.75 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 10/21/2025 4.39 3130B5VX3 2549001DPIFGXC1TOL40 US3130B5VX30 0001026214 LDR807000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-21 2025-10-21 N N N 0.0439 266995535.76 266995535.76 0.0011 N N N N Nomura Securities International Inc FICASH MU 4.378% 05/01/25 4.38 N/A N/A LET087000_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 LET087000 2025-05-15 2064-10-15 2.500 - 7.500 N/A 124616556.00 104203066.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LET087000 2026-08-01 2055-03-01 1.500 - 9.000 N/A 229191736.37 109569194.50 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LET087000 2025-05-08 2033-08-15 0.000 - 4.625 N/A 112530853.08 113745394.45 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LET087000 2025-05-25 2055-05-01 1.500 - 8.092 N/A 804980327.39 87229030.68 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 406554000.00 406554000.00 0.0017 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 09/22/2025 4.38 3130B5YE2 2549001DPIFGXC1TOL40 US3130B5YE22 0001026214 LEB741000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-22 2025-09-22 N N N 0.0432 66004185.72 66004185.72 0.0003 N N N N BNP Paribas, SA BNP (GR) *G RP SOFR+0% 5/27/25 4.36 N/A R0MUWSFPU8MPRO8K5P83 LEQ484000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LEQ484000 2026-01-31 2054-08-15 0.625 - 4.750 N/A 602951700.00 571843021.30 U.S. Treasuries (including strips) Y N/A N/A 2025-05-07 2025-05-07 2025-05-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0428 560000000.00 560000000.00 0.0024 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/25/2025 4.51 3133EPZQ1 254900C5LP6DN9OP9V83 US3133EPZQ18 4003205 KAK230000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-25 2025-07-25 N N N 0.0438 258046796.04 258046796.04 0.0011 N N N N Fixed Income Clearing Corp - BNP BNP FIG T RP 4.37% 5/1/25 4.37 N/A N/A LES519000 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 LES519000 2026-02-28 2054-05-15 1.125 - 6.750 N/A 1304832800.00 1323100599.65 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 1297000000.00 1297000000.00 0.0055 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 06/27/2025 4.51 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 4003205 JYI393000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-27 2025-06-27 N N N 0.0433 232040516.48 232040516.48 0.0010 N N N N US Treasury Notes UST NOTES 2.5% 02/28/2026 2.50 9128286F2 254900HROIFWPRGM1V77 US9128286F22 ECA969000 U.S. Treasury Debt Y N/A N/A 2026-02-28 2026-02-28 2026-02-28 N N N 0.0401 58273447.45 58273447.45 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/29/2025 4.36 3130B5DP0 2549001DPIFGXC1TOL40 US3130B5DP08 0001026214 LAV940000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-29 2025-08-29 N N N 0.0433 201997614.38 201997614.38 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/25/2025 4.36 3130B5CE6 2549001DPIFGXC1TOL40 US3130B5CE69 0001026214 LAT940000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-25 2025-08-25 N N N 0.0433 135998861.68 135998861.68 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 09/02/2025 4.51 3130AXQ43 2549001DPIFGXC1TOL40 US3130AXQ435 0001026214 KCQ714000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-02 2025-09-02 N N N 0.0436 48469919.73 48469919.73 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 07/08/2026 4.48 3133ERKG5 254900C5LP6DN9OP9V83 US3133ERKG56 4003205 KLT188000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-07-08 2026-07-08 N N N 0.0439 142070040.08 142070040.08 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 10/10/2025 4.51 3130AXYD4 2549001DPIFGXC1TOL40 US3130AXYD45 0001026214 KBW968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-10 2025-10-10 N N N 0.0440 153062730.00 153062730.00 0.0007 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/16/2025 313385FR2 2549001DPIFGXC1TOL40 US313385FR22 313385FR2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-16 2025-05-16 2025-05-16 N N N 0.0426 610849440.00 610849440.00 0.0026 N N Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.38% 5/1/25 4.38 N/A 549300H47WTHXPU08X20 LES510000 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 LES510000 2029-05-31 2043-05-15 2.750 - 4.125 N/A 28945800.00 29131913.09 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LES510000 2025-09-01 2055-05-01 1.500 - 8.500 N/A 2002636797.00 1525910504.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LES510000 2025-06-01 2055-05-01 1.500 - 8.500 N/A 2211922887.00 1766481652.12 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 3256000000.00 3256000000.00 0.0139 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/15/2026 4.47 3130B1XV4 2549001DPIFGXC1TOL40 US3130B1XV42 0001026214 KYO957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-04-15 2026-04-15 N N N 0.0442 74030345.92 74030345.92 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 05/07/2025 4.37 3130B3Y64 2549001DPIFGXC1TOL40 US3130B3Y645 0001026214 KUH495000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-07 2025-05-07 N N N 0.0429 286998892.18 286998892.18 0.0012 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 05/05/2025 4.38 3130B26P5 2549001DPIFGXC1TOL40 US3130B26P56 0001026214 KNI885000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-05 2025-05-05 N N N 0.0431 383999089.92 383999089.92 0.0016 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/21/2025 4.52 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 0001026214 KHC753000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-21 2025-08-21 N N N 0.0441 201550989.15 201550989.15 0.0009 N N N N Rbc Dominion Securities Inc FICASH MR 4.37% 05/01/25 4.37 N/A N/A LET226000_07749 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 LET226000 2026-12-15 2066-02-15 2.000 - 6.500 N/A 381317.97 183939.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LET226000 2031-04-01 2055-01-01 1.500 - 7.500 N/A 402781.19 110988.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LET226000 2025-05-13 2055-02-15 0.000 - 4.875 N/A 385603.80 345541.71 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LET226000 2031-04-01 2055-04-01 2.000 - 7.500 N/A 283261.54 92779.09 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 718000.00 718000.00 0.0000 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 01/05/2026 3130B66R2 2549001DPIFGXC1TOL40 US3130B66R22 0001026214 LET070000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-05 2026-01-05 2026-01-05 N N N 0.0000 65000000.00 65000000.00 0.0003 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 4.38% 5/2/25 4.38 N/A N/A LET076000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2025-05-02 2025-05-02 2025-05-02 N N N 0.0429 4326000000.00 4326000000.00 0.0185 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 Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/03/2025 4.35 3130B5QB7 2549001DPIFGXC1TOL40 US3130B5QB74 0001026214 LCW676000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-03 2025-10-03 N N N 0.0434 230996583.51 230996583.51 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/03/2025 4.38 3130B4T43 2549001DPIFGXC1TOL40 US3130B4T437 0001026214 KYL524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-03 2025-10-03 N N N 0.0436 222998985.35 222998985.35 0.0010 N N N N Goldman Sachs & Co LLC GOLDMAN G RP 4.37% 5/5/25 4.37 N/A FOR8UP27PHTHYVLBNG30 0000769993 LEQ482000 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 LEQ482000 2035-08-15 2061-06-15 3.000 - 6.500 N/A 1622916266.00 931737337.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LEQ482000 2049-07-01 2053-12-01 4.000 - 6.500 N/A 5818960.00 4120723.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A LEQ482000 2055-04-01 2055-04-01 5.500 N/A 5873672.00 5944787.81 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-05 2025-05-05 2025-05-05 N N N 0.0428 923000000.00 923000000.00 0.0039 N N Y N Lloyds Bank PLC LLOYDGR G RP 4.38% 5/7/25 4.38 N/A H7FNTJ4851HG0EXQ1Z70 KYW859000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KYW859000 2027-05-15 2027-12-31 2.375 - 3.875 N/A 119825700.00 121615626.81 U.S. Treasuries (including strips) Y N/A N/A 2025-05-07 2025-05-07 2025-05-07 N N N 0.0429 118000000.00 118000000.00 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 05/12/2025 4.37 3130B3XN8 2549001DPIFGXC1TOL40 US3130B3XN81 0001026214 KUG210000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-12 2025-05-12 N N N 0.0430 138998854.64 138998854.64 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/04/2025 4.37 3130B4RV5 2549001DPIFGXC1TOL40 US3130B4RV54 0001026214 KYG028000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-04 2025-08-04 N N N 0.0432 207999064.00 207999064.00 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4.5 02/05/2026 4.41 3130B4WT4 2549001DPIFGXC1TOL40 US3130B4WT44 0001026214 KYU805000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-02-05 2026-02-05 N N N 0.0440 210999291.04 210999291.04 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 11/03/2025 4.52 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 4003205 KAU628000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-03 2025-11-03 N N N 0.0437 100073342.00 100073342.00 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 03/20/2026 4.45 3133ERL58 254900C5LP6DN9OP9V83 US3133ERL582 4003205 KWA894000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-03-20 2026-03-20 N N N 0.0444 30998720.32 30998720.32 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/22/2025 4.46 3130B05P0 2549001DPIFGXC1TOL40 US3130B05P02 0001026214 KJP809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-22 2025-09-22 N N N 0.0436 143040041.43 143040041.43 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/23/2025 4.37 3130B42W0 2549001DPIFGXC1TOL40 US3130B42W08 0001026214 KVR372000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-23 2025-06-23 N N N 0.0431 138997542.48 138997542.48 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.22% 08/15/2025 4.22 3130B5LG1 2549001DPIFGXC1TOL40 US3130B5LG17 0001026214 LBR968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-15 2025-08-15 2025-08-15 N N N 0.0421 406965417.21 406965417.21 0.0017 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/02/2026 4.50 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 4003205 KTV485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-12-02 2026-12-02 N N N 0.0450 60996873.14 60996873.14 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 09/17/2025 4.36 3130B5JR0 2549001DPIFGXC1TOL40 US3130B5JR00 0001026214 LBO846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-17 2025-09-17 N N N 0.0434 240996495.86 240996495.86 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 10/02/2026 4.41 3133ETBN6 254900C5LP6DN9OP9V83 US3133ETBN64 4003205 LDA956000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-10-02 2026-10-02 N N N 0.0440 88998126.55 88998126.55 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2025 4.37 3130B5XH6 2549001DPIFGXC1TOL40 US3130B5XH61 0001026214 LEA668000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-18 2025-08-18 N N N 0.0433 67999999.32 67999999.32 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 02/27/2026 4.44 3130B1LC9 2549001DPIFGXC1TOL40 US3130B1LC98 0001026214 KKG137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-02-27 2026-02-27 N N N 0.0442 141015961.20 141015961.20 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 04/28/2026 4.40 3133ER5B3 254900C5LP6DN9OP9V83 US3133ER5B34 4003205 LAP524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-04-28 2026-04-28 N N N 0.0440 20000557.00 20000557.00 0.0001 N N N N US Treasury Notes UST NOTES 0.25% 09/30/2025 0.25 91282CAM3 254900HROIFWPRGM1V77 US91282CAM38 GFJ893000 U.S. Treasury Debt Y N/A N/A 2025-09-30 2025-09-30 2025-09-30 N N N 0.0421 800764547.22 800764547.22 0.0034 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.33% 04/14/2026 4.33 3130B5LC0 2549001DPIFGXC1TOL40 US3130B5LC03 0001026214 LBR777000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-04-14 2026-04-14 2026-04-14 N N N 0.0443 267743406.08 267743406.08 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 05/22/2025 4.36 3130B43V1 2549001DPIFGXC1TOL40 US3130B43V16 0001026214 KVV037000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-22 2025-05-22 N N N 0.0430 138998439.03 138998439.03 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/10/2026 4.48 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 4003205 KMA892000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-07-10 2026-07-10 N N N 0.0444 69027352.98 69027352.98 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 06/11/2025 4.41 3133ERSU6 254900C5LP6DN9OP9V83 US3133ERSU68 4003205 KPN255000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-11 2025-06-11 N N N 0.0433 33000209.22 33000209.22 0.0001 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 6/4/25 4.42 N/A 549300HN4UKV1E2R3U73 LBF405000 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 LBF405000 2031-11-01 2055-01-01 2.500 - 7.500 N/A 119455721.00 70611814.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LBF405000 2052-11-01 2053-03-01 4.000 - 6.000 N/A 323942.00 266475.59 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-04 2025-06-04 2025-06-04 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0434 69000000.00 69000000.00 0.0003 N N N Y US Treasury Bill UST BILLS 0% 07/22/2025 912797QB6 254900HROIFWPRGM1V77 US912797QB69 LBY728000 U.S. Treasury Debt Y N/A N/A 2025-07-22 2025-07-22 2025-07-22 N N N 0.0420 1101976617.05 1101976617.05 0.0047 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.35% 03/06/2026 4.35 3130B4X97 2549001DPIFGXC1TOL40 US3130B4X975 0001026214 KYW030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-03-06 2026-03-06 2026-03-06 N N N 0.0445 548504593.38 548504593.38 0.0023 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 06/20/2025 4.41 3133ERBW0 254900C5LP6DN9OP9V83 US3133ERBW08 4003205 KJP647000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-20 2025-06-20 N N N 0.0435 72998828.35 72998828.35 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/04/2026 4.40 3133ER5Z0 254900C5LP6DN9OP9V83 US3133ER5Z02 4003205 LAV867000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-04 2026-06-04 N N N 0.0440 33999841.56 33999841.56 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/08/2027 4.51 3133ERS44 254900C5LP6DN9OP9V83 US3133ERS447 4003205 KXD111000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-01-08 2027-01-08 N N N 0.0450 160999774.60 160999774.60 0.0007 N N N N US Treasury Bill UST BILLS 0% 05/06/2025 912797PC5 254900HROIFWPRGM1V77 US912797PC51 KXA662000 U.S. Treasury Debt Y N/A N/A 2025-05-06 2025-05-06 2025-05-06 N N N 0.0352 2356123479.33 2356123479.33 0.0101 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/21/2025 4.39 3130B5Z92 2549001DPIFGXC1TOL40 US3130B5Z928 0001026214 LEH524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-21 2025-11-21 N N N 0.0438 39999997.20 39999997.20 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/08/2026 4.48 3133ERPE5 254900C5LP6DN9OP9V83 US3133ERPE53 4003205 KNY434000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-05-08 2026-05-08 N N N 0.0440 70052040.80 70052040.80 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 05/02/2025 4.50 3130AWSY7 2549001DPIFGXC1TOL40 US3130AWSY72 0001026214 JYP807000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-02 2025-05-02 2025-05-02 N N N 0.0437 2120003.86 2120003.86 0.0000 N N Y N BofA Securities, Inc. BASGR G RP SOFR+0.06% 5/28/25 4.42 N/A 549300HN4UKV1E2R3U73 LAY176000 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 LAY176000 2032-01-01 2055-04-01 1.500 - 6.500 N/A 319542729.00 273794874.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LAY176000 2026-06-01 2055-04-01 1.500 - 7.000 N/A 922719510.00 495969940.11 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-28 2025-05-28 2025-05-28 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0434 749000000.00 749000000.00 0.0032 N N N Y Freddie Mac FED HOME LN MTG CORP VFAC SOFR+10 02/09/2026 4.46 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 KOT976000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-02-09 2026-02-09 N N N 0.0444 80009815.20 80009815.20 0.0003 N N N N TD Securities (U.S.A.) TDGR M RP 4.39% 5/1/25 4.39 N/A SUVUFHICNZMP2WKHG940 LES465000 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 LES465000 2044-10-25 2055-03-01 2.500 - 6.500 N/A 626604940.00 305441924.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LES465000 2036-04-01 2055-01-01 2.000 - 6.500 N/A 551857614.00 211761137.92 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0439 507000000.00 507000000.00 0.0022 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/17/2025 4.51 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 4003205 KAD692000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-17 2025-07-17 N N N 0.0434 92020746.92 92020746.92 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/14/2025 4.50 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-14 2025-08-14 N N N 0.0438 308074311.16 308074311.16 0.0013 N N N N Fixed Income Clearing Corp - CIBC CIB FID T RP 4.39% 5/1/25 4.39 N/A N/A LES471000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 LES471000 2028-01-31 2032-11-15 0.750 - 4.125 N/A 1067644000.00 1039416025.73 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0439 1019000000.00 1019000000.00 0.0044 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/27/2025 4.37 3130B5YL6 2549001DPIFGXC1TOL40 US3130B5YL64 0001026214 LED062000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-27 2025-08-27 N N N 0.0434 131999997.36 131999997.36 0.0006 N N N N Bank of Nova Scotia/The FICASH MU 4.378% 05/01/25 4.38 N/A N/A LET087000_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 LET087000 2025-05-08 2045-02-15 0.000 - 5.375 N/A 335239970.17 333892660.72 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 327306000.00 327306000.00 0.0014 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 03/18/2026 4.47 3133EP5N1 254900C5LP6DN9OP9V83 US3133EP5N18 4003205 KML440000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-03-18 2026-03-18 N N N 0.0445 141015590.37 141015590.37 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/11/2027 4.44 3133ETAA5 254900C5LP6DN9OP9V83 US3133ETAA52 4003205 LBQ308000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-03-11 2027-03-11 N N N 0.0444 42999718.35 42999718.35 0.0002 N N N N BofA Securities, Inc. BASGR *G RP SOFR+0.05% 7/11/25 4.41 N/A 549300HN4UKV1E2R3U73 LDT474000 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 LDT474000 2041-01-01 2054-11-01 2.000 - 6.500 N/A 289130119.00 256391377.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LDT474000 2054-11-01 2055-04-01 5.000 - 6.000 N/A 22331855.00 21723033.39 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-07 2025-05-07 2025-07-11 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0435 272000000.00 272000000.00 0.0012 N N Y N BofA Securities, Inc. BASGR *G RP 4.31% 6/20/25 4.31 N/A 549300HN4UKV1E2R3U73 LCI288000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LCI288000 2028-05-31 2030-01-31 3.625 - 4.250 N/A 92073700.00 94300660.28 U.S. Treasuries (including strips) Y N/A N/A 2025-05-07 2025-05-07 2025-06-20 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0424 92000000.00 92000000.00 0.0004 N N Y N Canadian Imperial Bank of Commerce CIBCGR G RP 4.37% 5/8/25 4.37 N/A 2IGI19DL77OX0HC3ZE78 LCA104000 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 LCA104000 2032-07-01 2055-05-01 1.592 - 7.000 N/A 6162360.00 2705173.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LCA104000 2045-03-20 2072-01-20 0.000 - 6.500 N/A 17126271.00 9586027.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LCA104000 2050-11-01 2055-04-01 1.500 - 7.000 N/A 1356902.00 1056600.92 Agency Debentures and Agency Strips Y N/A N/A 2025-05-08 2025-05-08 2025-05-08 N N N 0.0428 13000000.00 13000000.00 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 10/16/2025 4.49 3130AYJD9 2549001DPIFGXC1TOL40 US3130AYJD92 0001026214 KDK258000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-16 2025-10-16 N N N 0.0438 300126294.00 300126294.00 0.0013 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 6/18/25 4.44 N/A MBNUM2BPBDO7JBLYG310 0000315030 LEB740000 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 LEB740000 2054-11-01 2054-11-01 4.500 - 6.500 N/A 456885788.00 455411417.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LEB740000 2054-11-01 2054-11-01 3.500 - 6.000 N/A 107813798.00 98449397.71 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LEB740000 2028-12-31 2028-12-31 3.750 N/A 931500.00 945411.90 U.S. Treasuries (including strips) Y N/A N/A 2025-06-18 2025-06-18 2025-06-18 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0437 543000000.00 543000000.00 0.0023 N N N Y US Bancorp Inv USBCGR T RP 4.37% 5/1/25 4.37 N/A N1GZ7BBF3NP8GI976H15 LES507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LES507000 2025-10-30 2055-02-15 0.000 - 4.750 N/A 235266439.86 220418172.88 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 216000000.00 216000000.00 0.0009 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 4.52 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-25 2025-07-25 N N N 0.0439 481087210.11 481087210.11 0.0021 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 09/05/2025 4.36 3130B5DU9 2549001DPIFGXC1TOL40 US3130B5DU92 0001026214 LAW000000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-05 2025-09-05 N N N 0.0434 93998392.60 93998392.60 0.0004 N N N N US Treasury Notes UST NOTES 1.625% 02/15/2026 1.63 912828P46 254900HROIFWPRGM1V77 US912828P469 ABI639000 U.S. Treasury Debt Y N/A N/A 2026-02-15 2026-02-15 2026-02-15 N N N 0.0402 58303174.57 58303174.57 0.0002 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 04/17/2026 4.46 3133ERBY6 254900C5LP6DN9OP9V83 US3133ERBY63 4003205 KHI145000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-04-17 2026-04-17 N N N 0.0446 76993301.77 76993301.77 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/24/2025 4.37 3130B47E5 2549001DPIFGXC1TOL40 US3130B47E54 0001026214 KWD128000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-24 2025-06-24 N N N 0.0431 207995436.48 207995436.48 0.0009 N N N N Sumitomo Mitsui Banking Corp FICASH MU 4.378% 05/01/25 4.38 N/A N/A LET087000_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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LET087000 2053-02-01 2053-04-01 5.500 N/A 553929285.53 458265380.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LET087000 2042-10-20 2055-02-20 3.000 - 6.500 N/A 4238108770.42 2570018999.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LET087000 2048-12-01 2053-05-01 2.000 - 5.500 N/A 3764260235.91 1127363604.74 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 4004553000.00 4004553000.00 0.0171 N Y Y N Morgan Stanley & CO LLC MSTANLEY G RP 4.38% 5/1/25 4.38 N/A 9R7GPTSO7KV3UQJZQ078 0000068136 LES514000 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 LES514000 2030-11-15 2054-10-01 2.000 - 7.000 N/A 35249402.00 28203332.22 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LES514000 2025-08-15 2048-05-15 1.125 - 6.875 N/A 785785400.00 757362257.32 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LES514000 2025-05-15 2064-05-15 2.000 - 8.000 N/A 26884289.00 13818320.69 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 LES514000 2027-05-10 2027-05-10 4.924 N/A 2000000.00 2016176.64 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LES514000 2027-09-28 2029-05-01 4.625 - 5.270 N/A 15000.00 15682.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LES514000 2047-07-01 2055-05-01 2.500 - 7.000 N/A 30155289.00 28965250.26 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 814000000.00 814000000.00 0.0035 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/09/2026 4.49 3130AYT30 2549001DPIFGXC1TOL40 US3130AYT304 0001026214 KQC169000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-02-09 2026-02-09 N N N 0.0447 82009872.80 82009872.80 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 11/23/2026 4.50 3133ERN23 254900C5LP6DN9OP9V83 US3133ERN232 4003205 KWJ231000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-11-23 2026-11-23 N N N 0.0450 110991232.11 110991232.11 0.0005 N N N N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.01% 5/28/25 4.37 N/A FOR8UP27PHTHYVLBNG30 0000769993 LCX724000 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 LCX724000 2027-02-01 2055-03-01 2.000 - 7.500 N/A 375186528.00 177503941.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LCX724000 2025-09-01 2055-02-01 2.000 - 6.500 N/A 697487593.00 409243424.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LCX724000 2031-02-20 2055-04-20 2.500 - 6.500 N/A 258457297.00 46206040.50 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-07 2025-05-07 2025-05-28 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0429 618000000.00 618000000.00 0.0026 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/28/2025 4.51 3130AWQK9 2549001DPIFGXC1TOL40 US3130AWQK96 0001026214 JYP816000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-28 2025-05-28 N N N 0.0432 2110172.30 2110172.30 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2025 4.37 3130B5YB8 2549001DPIFGXC1TOL40 US3130B5YB82 0001026214 LEB721000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-18 2025-08-18 N N N 0.0431 233014490.27 233014490.27 0.0010 N N N N Fannie Mae FANNIE MAE VFAC SOFR+14 10/23/2026 4.50 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 0000310522 KRR809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-10-23 2026-10-23 N N N 0.0448 369108969.39 369108969.39 0.0016 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 10/06/2025 4.52 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 4003205 JYU452000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-06 2025-10-06 N N N 0.0441 35014113.75 35014113.75 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/29/2025 4.37 3130B4QV6 2549001DPIFGXC1TOL40 US3130B4QV63 0001026214 KYD338000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-29 2025-07-29 N N N 0.0432 415999600.64 415999600.64 0.0018 N N N N Barclays Bank PLC BPLCGR *G RP 4.35% 5/12/25 4.35 N/A G5GSEF7VJP5I7OUK5573 LDT415000 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 LDT415000 2052-04-20 2052-04-20 3.000 N/A 114290713.00 79917238.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LDT415000 2054-10-01 2054-10-01 4.500 N/A 141092370.00 131733016.19 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-07 2025-05-07 2025-05-12 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0426 207000000.00 207000000.00 0.0009 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/27/2025 4.52 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 4003205 KAO066000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-27 2025-10-27 N N N 0.0443 67029340.64 67029340.64 0.0003 N N N N US Treasury Bill UST BILLS 0% 05/01/2025 912797ND5 254900HROIFWPRGM1V77 US912797ND52 KRT240000 U.S. Treasury Debt Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0000 389000000.00 389000000.00 0.0017 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/30/2025 4.37 3130B4S36 2549001DPIFGXC1TOL40 US3130B4S363 0001026214 KYG072000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-30 2025-07-30 N N N 0.0432 70000052.50 70000052.50 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/14/2025 4.52 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-14 2025-07-14 N N N 0.0434 61015041.38 61015041.38 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/04/2025 4.37 3130B4UQ2 2549001DPIFGXC1TOL40 US3130B4UQ23 0001026214 KYN563000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-04 2025-09-04 N N N 0.0434 234998009.55 234998009.55 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 07/21/2026 4.49 3133ERYD7 254900C5LP6DN9OP9V83 US3133ERYD79 4003205 KRL449000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-07-21 2026-07-21 N N N 0.0449 25997546.38 25997546.38 0.0001 N N N N US Treasury Bill UST BILLS 0% 05/08/2025 912797NE3 254900HROIFWPRGM1V77 US912797NE36 KSA897000 U.S. Treasury Debt Y N/A N/A 2025-05-08 2025-05-08 2025-05-08 N N N 0.0370 73939494.64 73939494.64 0.0003 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 07/17/2025 4.52 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 4003205 JVX030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-17 2025-07-17 N N N 0.0434 112027657.28 112027657.28 0.0005 N N N N US Treasury Bill UST BILLS 0% 06/10/2025 912797PR2 254900HROIFWPRGM1V77 US912797PR21 KYW059000 U.S. Treasury Debt Y N/A N/A 2025-06-10 2025-06-10 2025-06-10 N N N 0.0418 204039033.80 204039033.80 0.0009 N Y Y N US Treasury Notes UST NOTES 5% 09/30/2025 5.00 91282CJB8 254900HROIFWPRGM1V77 US91282CJB81 JYJ207000 U.S. Treasury Debt Y N/A N/A 2025-09-30 2025-09-30 2025-09-30 N N N 0.0424 263805437.50 263805437.50 0.0011 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/07/2025 4.37 3130B4SU6 2549001DPIFGXC1TOL40 US3130B4SU62 0001026214 KYH267000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-07 2025-08-07 N N N 0.0433 13999894.02 13999894.02 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/22/2025 4.50 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 4003205 KBL768000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-22 2025-08-22 N N N 0.0440 174035515.14 174035515.14 0.0007 N N N N ING Financial Markets LLC INGFIN G RP 4.37% 5/6/25 4.37 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 LER723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LER723000 2052-05-15 2052-05-15 2.875 N/A 52322700.00 38119268.91 U.S. Treasuries (including strips) Y N/A N/A 2025-05-06 2025-05-06 2025-05-06 N N N 0.0428 37000000.00 37000000.00 0.0002 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 04/15/2026 4.46 3133ERA68 254900C5LP6DN9OP9V83 US3133ERA684 4003205 LDT938000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-04-15 2026-04-15 N N N 0.0446 65869419.03 65869419.03 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 09/10/2025 4.36 3130B5FP8 2549001DPIFGXC1TOL40 US3130B5FP89 0001026214 LBE245000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-10 2025-09-10 N N N 0.0434 132998015.64 132998015.64 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 06/10/2026 4.49 3133ERSX0 254900C5LP6DN9OP9V83 US3133ERSX08 4003205 LAV887000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-10 2026-06-10 N N N 0.0440 50045557.50 50045557.50 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/12/2025 4.37 3130B4KM2 2549001DPIFGXC1TOL40 US3130B4KM29 0001026214 KXL800000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-12 2025-08-12 N N N 0.0434 277988952.28 277988952.28 0.0012 N N N N US Treasury Bill UST BILLS 0% 07/29/2025 912797QC4 254900HROIFWPRGM1V77 US912797QC43 LCX676000 U.S. Treasury Debt Y N/A N/A 2025-07-29 2025-07-29 2025-07-29 N N N 0.0420 529467565.00 529467565.00 0.0023 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/15/2025 313385KL9 2549001DPIFGXC1TOL40 US313385KL96 313385KL9 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-15 2025-08-15 2025-08-15 N N N 0.0417 1179467527.50 1179467527.50 0.0050 N N N N Barclays Bank PLC BPLCGR M RP 4.39% 5/1/25 4.39 N/A G5GSEF7VJP5I7OUK5573 LES481000 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 LES481000 2052-02-20 2055-08-16 2.000 - 5.000 N/A 166372670.00 144521892.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LES481000 2052-08-01 2052-08-01 4.000 N/A 16704782.00 14639047.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LES481000 2054-11-01 2054-11-01 5.500 N/A 50000000.00 48938039.97 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0439 203000000.00 203000000.00 0.0009 N Y Y N Sumitomo Mitsui Banking Corp SUMITRGT *G RP 4.36% 5/14/25 4.36 N/A 5493006GGLR4BTEL8O61 LEK824000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LEK824000 2028-08-31 2029-08-15 1.625 - 4.375 N/A 48687000.00 44988951.07 U.S. Treasuries (including strips) Y N/A N/A 2025-05-07 2025-05-07 2025-05-14 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0427 44000000.00 44000000.00 0.0002 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/09/2026 4.45 3133ERZR5 254900C5LP6DN9OP9V83 US3133ERZR56 4003205 LAV869000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-02-09 2026-02-09 N N N 0.0443 36002152.44 36002152.44 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 11/12/2025 4.37 3130B5J74 2549001DPIFGXC1TOL40 US3130B5J740 0001026214 LBN404000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-12 2025-11-12 N N N 0.0436 314010974.30 314010974.30 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/26/2025 4.51 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-26 2025-09-26 N N N 0.0441 93026495.70 93026495.70 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 05/01/2025 4.48 3130AVWL2 2549001DPIFGXC1TOL40 US3130AVWL23 0001026214 KDU576000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0448 31000000.00 31000000.00 0.0001 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 01/02/2026 4.51 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-02 2026-01-02 N N N 0.0441 139076262.35 139076262.35 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 04/09/2026 4.47 3133ERAG6 254900C5LP6DN9OP9V83 US3133ERAG66 4003205 KQC185000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-04-09 2026-04-09 N N N 0.0445 45001681.20 45001681.20 0.0002 N N N N SMBC Nikko Securities America, Inc. NIKKOGR G RP 4.37% 5/5/25 4.37 N/A 6PJDTY319315T5LR2241 LEQ413000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LEQ413000 2025-05-08 2055-02-15 0.000 - 6.625 N/A 191523700.00 188149194.82 U.S. Treasuries (including strips) Y N/A N/A 2025-05-05 2025-05-05 2025-05-05 N N N 0.0428 184000000.00 184000000.00 0.0008 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/07/2025 313385FG6 2549001DPIFGXC1TOL40 US313385FG66 FIH955000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-07 2025-05-07 2025-05-07 N N N 0.0426 289438740.67 289438740.67 0.0012 N N Y N Federal Farm Credit Discount Notes FFCB CONS SYSTEMWIDE 0% 05/29/2025 313313GE2 N/A US313313GE23 LDT649000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-29 2025-05-29 2025-05-29 N N N 0.0427 25911405.00 25911405.00 0.0001 N N Y N Fixed Income Clearing Corp - State Street Bank SSB FIT T RP 4.38% 5/1/25 4.38 N/A 549300H47WTHXPU08X20 LES545000 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 LES545000 2027-10-15 2028-01-31 0.500 - 6.125 N/A 8936494400.00 9070860032.70 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 8893000000.00 8893000000.00 0.0380 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 10/28/2025 4.36 3130B5PB8 2549001DPIFGXC1TOL40 US3130B5PB83 0001026214 LCF522000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-28 2025-10-28 N N N 0.0435 214002268.40 214002268.40 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/25/2026 4.46 3130B1S81 2549001DPIFGXC1TOL40 US3130B1S815 0001026214 KLD463000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-25 2026-06-25 N N N 0.0447 84984594.60 84984594.60 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/12/2026 4.37 3130B5TR9 2549001DPIFGXC1TOL40 US3130B5TR99 0001026214 LDK706000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-12 2026-01-12 N N N 0.0436 533991883.20 533991883.20 0.0023 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2025 4.37 3130B4UJ8 2549001DPIFGXC1TOL40 US3130B4UJ89 0001026214 KYN564000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-05 2025-09-05 N N N 0.0434 246997569.52 246997569.52 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 05/05/2027 4.49 3133ETFP7 254900C5LP6DN9OP9V83 US3133ETFP76 4003205 LER808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-05 2027-05-05 2027-05-05 N N N 0.0449 111000000.00 111000000.00 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 03/01/2027 4.45 3130B5BF4 2549001DPIFGXC1TOL40 US3130B5BF44 0001026214 LAN784000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-03-01 2027-03-01 N N N 0.0445 57999225.12 57999225.12 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/16/2025 4.36 3130B5TP3 2549001DPIFGXC1TOL40 US3130B5TP34 0001026214 LDK739000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-16 2025-12-16 N N N 0.0435 386997039.45 386997039.45 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/25/2025 4.37 3130B5ZH4 2549001DPIFGXC1TOL40 US3130B5ZH44 0001026214 LEI612000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-25 2025-08-25 N N N 0.0434 131999990.76 131999990.76 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/12/2025 4.50 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-12 2025-11-12 N N N 0.0437 305191549.15 305191549.15 0.0013 N N N N BNP Paribas, SA BNP (GR) *RP SOFR+0% 5/7/25 4.36 N/A R0MUWSFPU8MPRO8K5P83 LDP602000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LDP602000 2026-01-31 2053-02-15 0.500 - 4.750 N/A 215242400.00 192719105.44 U.S. Treasuries (including strips) Y N/A N/A 2025-05-07 2025-05-07 2025-05-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0427 188000000.00 188000000.00 0.0008 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/20/2025 4.52 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-20 2025-10-20 N N N 0.0442 157067053.13 157067053.13 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 4.51 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-08 2025-12-08 N N N 0.0443 88040172.00 88040172.00 0.0004 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.32% 5/28/25 4.32 N/A 2IGI19DL77OX0HC3ZE78 LEK540000 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 LEK540000 2053-12-01 2054-02-01 6.500 - 7.000 N/A 64461693.00 55038306.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LEK540000 2052-09-01 2054-09-01 4.500 - 6.000 N/A 58350267.00 50059516.18 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-07 2025-05-07 2025-05-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 103000000.00 103000000.00 0.0004 N N Y N Fixed Income Clearing Corp - BONY BNY FIG M RP 4.39% 5/1/25 4.39 N/A N/A LES505000 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 LES505000 2036-06-01 2055-04-01 2.000 - 7.000 N/A 1671953107.00 1155756061.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LES505000 2036-07-01 2055-01-01 1.500 - 6.500 N/A 177214374.00 151883938.97 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0439 1282000000.00 1282000000.00 0.0055 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/27/2025 4.37 3130B4SQ5 2549001DPIFGXC1TOL40 US3130B4SQ50 0001026214 KYH059000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-27 2025-08-27 N N N 0.0434 284999133.60 284999133.60 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+0 09/08/2025 4.36 3133ER5P2 254900C5LP6DN9OP9V83 US3133ER5P20 4003205 LAU972000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-08 2025-09-08 N N N 0.0435 18999088.76 18999088.76 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 04/05/2027 4.44 3130B5SA7 2549001DPIFGXC1TOL40 US3130B5SA73 0001026214 LDG770000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-04-05 2027-04-05 N N N 0.0443 1014980562.75 1014980562.75 0.0043 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/11/2025 4.37 3130B5YA0 2549001DPIFGXC1TOL40 US3130B5YA00 0001026214 LEB720000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-11 2025-08-11 N N N 0.0431 56003446.24 56003446.24 0.0002 N N N N ABN AMRO Bank NV ABNGR T RP 4.39% 5/1/25 4.39 N/A N/A LES467000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LES467000 2025-11-30 2034-05-15 0.375 - 4.875 N/A 327594800.00 329500258.05 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0439 323000000.00 323000000.00 0.0014 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 06/25/2025 313385HH2 2549001DPIFGXC1TOL40 US313385HH22 GAB533000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-25 2025-06-25 2025-06-25 N N N 0.0425 332821756.30 332821756.30 0.0014 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/12/2026 4.49 3130AYX76 2549001DPIFGXC1TOL40 US3130AYX769 0001026214 KMJ640000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-02-12 2026-02-12 N N N 0.0447 70008302.70 70008302.70 0.0003 N N N N Freddie Mac Discount Notes FED HOME LN MRTG CORP 0% 06/03/2025 313397GK1 S6XOOCT0IEG5ABCC6L87 US313397GK16 313397GK1 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-03 2025-06-03 2025-06-03 N N N 0.0424 14057284.98 14057284.98 0.0001 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/04/2025 4.36 3130B5SM1 2549001DPIFGXC1TOL40 US3130B5SM12 0001026214 LDH510000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-04 2025-12-04 N N N 0.0432 227048012.77 227048012.77 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/29/2026 4.49 3133ERMQ1 254900C5LP6DN9OP9V83 US3133ERMQ11 4003205 KMR276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-07-29 2026-07-29 N N N 0.0441 76039337.60 76039337.60 0.0003 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 4.38% 5/19/25 4.38 N/A VYVVCKR63DVZZN70PB21 0000276523 LAM813000 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 LAM813000 2029-08-01 2055-05-01 1.500 - 6.500 N/A 1363410633.00 573116907.24 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-19 2025-05-19 2025-05-19 N N N 0.0430 557000000.00 557000000.00 0.0024 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/23/2025 4.37 3130B4RE3 2549001DPIFGXC1TOL40 US3130B4RE30 0001026214 KYE424000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-23 2025-07-23 N N N 0.0432 193999016.42 193999016.42 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 08/19/2026 4.50 3133ERPU9 254900C5LP6DN9OP9V83 US3133ERPU95 4003205 KOF637000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-08-19 2026-08-19 N N N 0.0449 170997163.11 170997163.11 0.0007 N N N N Fannie Mae FANNIE MAE VFAC SOFR+10 06/18/2026 4.46 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 0000310522 KLE478000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-18 2026-06-18 N N N 0.0439 365254733.50 365254733.50 0.0016 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/08/2025 4.37 3130B4JB8 2549001DPIFGXC1TOL40 US3130B4JB82 0001026214 KXK791000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-08 2025-07-08 N N N 0.0431 137998644.84 137998644.84 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 09/05/2025 4.43 3133ERSA0 254900C5LP6DN9OP9V83 US3133ERSA05 4003205 KPK918000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-05 2025-09-05 N N N 0.0433 145030771.90 145030771.90 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.37% 02/06/2026 4.37 3130B4J69 2549001DPIFGXC1TOL40 US3130B4J693 0001026214 KXI571000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-02-06 2026-02-06 2026-02-06 N N N 0.0448 277756661.04 277756661.04 0.0012 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID T RP 4.38% 5/1/25 4.38 N/A N/A LES509000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 LES509000 2027-06-30 2029-11-30 1.500 - 4.125 N/A 1162873000.00 1152431014.46 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 1130000000.00 1130000000.00 0.0048 N Y Y N Ficc ING Fin Mkts Gc (Gov) ING FIG M RP 4.38% 5/1/25 4.38 N/A N/A LES516000 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 LES516000 2054-04-01 2054-04-01 5.500 N/A 64009864.00 59617073.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 LES516000 2053-10-01 2053-10-01 6.500 N/A 172358156.00 147468119.54 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 203000000.00 203000000.00 0.0009 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 04/10/2026 4.40 3133ETCV7 254900C5LP6DN9OP9V83 US3133ETCV71 4003205 LEM070000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-04-10 2026-04-10 N N N 0.0442 49990073.50 49990073.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 11/13/2025 4.45 3133ERTJ0 254900C5LP6DN9OP9V83 US3133ERTJ05 4003205 KPS606000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-13 2025-11-13 N N N 0.0436 41018402.85 41018402.85 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/12/2026 4.45 3130B1WK9 2549001DPIFGXC1TOL40 US3130B1WK95 0001026214 KLV562000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-12 2026-01-12 N N N 0.0437 142070470.34 142070470.34 0.0006 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/28/2025 313385GD2 2549001DPIFGXC1TOL40 US313385GD27 FIH921000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-28 2025-05-28 2025-05-28 N N N 0.0427 504335260.00 504335260.00 0.0022 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/14/2025 4.36 3130B52Y3 2549001DPIFGXC1TOL40 US3130B52Y37 0001026214 LBI266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-14 2025-08-14 N N N 0.0432 318997084.34 318997084.34 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.37% 02/06/2026 4.37 3130B4J28 2549001DPIFGXC1TOL40 US3130B4J289 0001026214 KXI121000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-02-06 2026-02-06 2026-02-06 N N N 0.0446 277794827.66 277794827.66 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/02/2025 4.51 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-02 2025-07-02 N N N 0.0433 78015011.10 78015011.10 0.0003 N N N N Federal Farm Credit Discount Notes FFCB CONS SYSTEMWIDE 0% 05/05/2025 313313FE3 N/A US313313FE32 LDL649000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-05 2025-05-05 2025-05-05 N N N 0.0426 33980025.00 33980025.00 0.0001 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 4.52 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-25 2025-07-25 N N N 0.0439 160029009.60 160029009.60 0.0007 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 6/3/25 4.42 N/A 549300HN4UKV1E2R3U73 LBI096000 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 LBI096000 2031-12-01 2064-04-01 2.000 - 6.500 N/A 452249070.00 220678795.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LBI096000 2033-01-01 2054-11-01 2.000 - 6.500 N/A 92631412.00 61738733.93 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-03 2025-06-03 2025-06-03 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0434 275000000.00 275000000.00 0.0012 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 10/20/2025 4.39 3130B5VW5 2549001DPIFGXC1TOL40 US3130B5VW56 0001026214 LDR817000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-20 2025-10-20 N N N 0.0439 266995845.48 266995845.48 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/17/2025 4.36 3130B5TN8 2549001DPIFGXC1TOL40 US3130B5TN85 0001026214 LDK705000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-17 2025-12-17 N N N 0.0435 146999066.55 146999066.55 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/05/2026 4.49 3133EP4L6 254900C5LP6DN9OP9V83 US3133EP4L60 4003205 KOU730000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-03-05 2026-03-05 N N N 0.0447 36003646.08 36003646.08 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/30/2026 4.50 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 4003205 KWR776000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-12-30 2026-12-30 N N N 0.0450 69996810.80 69996810.80 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 03/26/2026 4.38 3133ETAV9 254900C5LP6DN9OP9V83 US3133ETAV99 4003205 LCF455000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-03-26 2026-03-26 N N N 0.0438 39999368.00 39999368.00 0.0002 N N N N US Treasury Notes UST NOTES 4.625% 03/15/2026 4.63 91282CGR6 254900HROIFWPRGM1V77 US91282CGR60 JRJ983000 U.S. Treasury Debt Y N/A N/A 2026-03-15 2026-03-15 2026-03-15 N N N 0.0396 38215234.28 38215234.28 0.0002 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+1 06/26/2025 4.37 3133ERP54 254900C5LP6DN9OP9V83 US3133ERP542 4003205 KWM994000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-26 2025-06-26 N N N 0.0432 58999022.96 58999022.96 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/17/2025 4.52 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 4003205 KAD688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-17 2025-10-17 N N N 0.0442 43018125.79 43018125.79 0.0002 N N N N US Treasury Bill UST BILLS 0% 06/17/2025 912797PS0 254900HROIFWPRGM1V77 US912797PS04 LAF601000 U.S. Treasury Debt Y N/A N/A 2025-06-17 2025-06-17 2025-06-17 N N N 0.0420 301628986.85 301628986.85 0.0013 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/24/2027 4.45 3133ER4V0 254900C5LP6DN9OP9V83 US3133ER4V07 4003205 LAN609000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-02-24 2027-02-24 N N N 0.0445 17999848.26 17999848.26 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/10/2025 4.36 3130B5TG3 2549001DPIFGXC1TOL40 US3130B5TG35 0001026214 LDJ831000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-10 2025-11-10 N N N 0.0435 134000561.46 134000561.46 0.0006 N N N N MUFG Securities (Canada), Ltd. MFGCAGR G RP 4.37% 6/9/25 4.37 N/A 549300Y1PMK3RWXMWR72 LCA097000 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 LCA097000 2027-12-31 2054-11-15 0.625 - 4.500 N/A 37733900.00 34483073.09 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LCA097000 2027-12-01 2055-02-01 1.500 - 6.500 N/A 144659439.00 51621008.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 LCA097000 2028-06-01 2054-05-01 1.500 - 7.121 N/A 141121167.00 95777900.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LCA097000 2032-08-15 2055-01-20 2.000 - 6.500 N/A 23091970.00 14956493.62 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-09 2025-06-09 2025-06-09 N N N 0.0430 192000000.00 192000000.00 0.0008 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 07/23/2025 4.41 3133ERLQ2 254900C5LP6DN9OP9V83 US3133ERLQ20 4003205 KMJ685000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-23 2025-07-23 N N N 0.0435 51000807.84 51000807.84 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 01/23/2026 4.52 3133EPX42 254900C5LP6DN9OP9V83 US3133EPX425 4003205 KDO318000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-23 2026-01-23 N N N 0.0440 47006673.53 47006673.53 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/14/2025 4.52 3130AXS74 2549001DPIFGXC1TOL40 US3130AXS746 0001026214 KCM620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-14 2025-11-14 N N N 0.0437 76056640.52 76056640.52 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 01/06/2027 4.50 3130B4FQ9 2549001DPIFGXC1TOL40 US3130B4FQ97 0001026214 LDC088000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-01-06 2027-01-06 N N N 0.0442 24027099.60 24027099.60 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 04/29/2027 4.49 3133ETFE2 254900C5LP6DN9OP9V83 US3133ETFE20 4003205 LEK877000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-04-29 2027-04-29 N N N 0.0448 107999926.56 107999926.56 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/22/2025 4.37 3130B5Y44 2549001DPIFGXC1TOL40 US3130B5Y442 0001026214 LEB738000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-22 2025-08-22 N N N 0.0431 13000821.08 13000821.08 0.0001 N N N N BofA Securities, Inc. BASGR *G RP 4.3% 5/7/25 4.30 N/A 549300HN4UKV1E2R3U73 LDP732000 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 LDP732000 2025-05-25 2057-01-01 2.500 - 6.500 N/A 613754041.00 105361172.00 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-07 2025-05-07 2025-05-07 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0421 103000000.00 103000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/23/2025 4.37 3130B5C71 2549001DPIFGXC1TOL40 US3130B5C711 0001026214 LAT966000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-23 2025-09-23 N N N 0.0435 202998526.22 202998526.22 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 05/08/2025 4.38 3130B3KZ5 2549001DPIFGXC1TOL40 US3130B3KZ58 0001026214 KSH080000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-08 2025-05-08 N N N 0.0430 305999094.24 305999094.24 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 4.52 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-22 2025-08-22 N N N 0.0441 210043146.60 210043146.60 0.0009 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/15/2025 313385FQ4 2549001DPIFGXC1TOL40 US313385FQ49 ADE988000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-15 2025-05-15 2025-05-15 N N N 0.0426 341397225.00 341397225.00 0.0015 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.44% 02/09/2026 4.44 3130B4MR9 2549001DPIFGXC1TOL40 US3130B4MR97 0001026214 KXS302000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-02-09 2026-02-09 2026-02-09 N N N 0.0433 1106111108.76 1106111108.76 0.0047 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 06/02/2025 313385GJ9 2549001DPIFGXC1TOL40 US313385GJ96 AEE312000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0424 39846733.20 39846733.20 0.0002 N N Y N Wells Fargo Securities, LLC WELLSFAR G RP 4.36% 5/20/25 4.36 N/A VYVVCKR63DVZZN70PB21 0000276523 LCC239000 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 LCC239000 2026-08-01 2058-05-01 1.500 - 7.500 N/A 1123203199.00 702254054.02 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-20 2025-05-20 2025-05-20 N N N 0.0428 685000000.00 685000000.00 0.0029 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/08/2026 4.44 3133ERKF7 254900C5LP6DN9OP9V83 US3133ERKF73 4003205 KML448000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-08 2026-01-08 N N N 0.0436 70034491.80 70034491.80 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/17/2025 4.43 3133ERHJ3 254900C5LP6DN9OP9V83 US3133ERHJ33 4003205 KKW207000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-17 2025-12-17 N N N 0.0435 99046498.32 99046498.32 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/12/2025 4.46 3133EP5E1 254900C5LP6DN9OP9V83 US3133EP5E19 4003205 KJA241000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-12 2025-12-12 N N N 0.0437 145067252.45 145067252.45 0.0006 N N N N Fixed Income Clearing Corp - Mizuho MIZ FIG M RP 4.38% 5/1/25 4.38 N/A 9845006C81UCE4114A10 LES548000 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 LES548000 2028-09-30 2028-11-30 1.250 - 1.500 N/A 7922200.00 7399456.83 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LES548000 2052-06-20 2065-01-20 3.500 - 6.500 N/A 36856836.00 29037206.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LES548000 2029-03-01 2062-12-01 2.000 - 8.500 N/A 1487711880.00 1013079752.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LES548000 2033-12-01 2055-05-01 2.000 - 7.000 N/A 100424159.00 92002451.99 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 1119000000.00 1119000000.00 0.0048 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 04/21/2026 4.47 3133ERYB1 254900C5LP6DN9OP9V83 US3133ERYB14 4003205 KRK539000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-04-21 2026-04-21 N N N 0.0446 51836489.17 51836489.17 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/02/2025 4.37 3130B4T27 2549001DPIFGXC1TOL40 US3130B4T270 0001026214 KYL457000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-02 2025-09-02 N N N 0.0435 330987723.21 330987723.21 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/11/2025 4.37 3130B44B4 2549001DPIFGXC1TOL40 US3130B44B43 0001026214 KVU941000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-11 2025-06-11 N N N 0.0431 96998237.51 96998237.51 0.0004 N N N N US Treasury Bill UST BILLS 0% 05/13/2025 912797PH4 254900HROIFWPRGM1V77 US912797PH49 KXK522000 U.S. Treasury Debt Y N/A N/A 2025-05-13 2025-05-13 2025-05-13 N N N 0.0392 1286390079.00 1286390079.00 0.0055 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+9 01/26/2026 4.45 3134HABP7 S6XOOCT0IEG5ABCC6L87 US3134HABP77 KMR503000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-26 2026-01-26 N N N 0.0441 1249257044.20 1249257044.20 0.0053 N N N N NatWest Market Securities Inc NATSECGR T RP 4.37% 5/1/25 4.37 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 LES526000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LES526000 2029-04-30 2029-04-30 4.625 N/A 88769300.00 91811246.37 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 90000000.00 90000000.00 0.0004 N Y Y N US Treasury Notes UST NOTES 5% 10/31/2025 5.00 91282CJE2 254900HROIFWPRGM1V77 US91282CJE21 KAK088000 U.S. Treasury Debt Y N/A N/A 2025-10-31 2025-10-31 2025-10-31 N N N 0.0458 25100586.00 25100586.00 0.0001 N Y Y N BofA Securities Inc FICASH MR 4.37% 05/01/25 4.37 N/A N/A LET226000_00431 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 LET226000 2030-02-01 2055-04-01 2.500 - 7.000 N/A 2732413.96 1999727.97 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LET226000 2027-10-31 2030-07-31 0.500 - 4.250 N/A 3079982.47 2934474.05 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LET226000 2026-11-01 2055-04-01 1.500 - 6.500 N/A 9432214.07 4391771.72 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 9142000.00 9142000.00 0.0000 N Y Y N Norinchukin Bank NORGR G RP 4.38% 5/2/25 4.38 N/A 5493007VSMFZCPV1NB83 LER549000 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 LER549000 2053-02-15 2053-02-15 3.625 N/A 91212200.00 76546197.65 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 LER549000 2033-08-15 2033-08-15 0.000 N/A 47317000.00 46611976.70 U.S. Treasuries (including strips) Y N/A N/A 2025-05-02 2025-05-02 2025-05-02 N N N 0.0429 120000000.00 120000000.00 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/19/2025 4.40 3130B2GD1 2549001DPIFGXC1TOL40 US3130B2GD10 0001026214 KOU682000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-19 2025-05-19 N N N 0.0432 273998942.36 273998942.36 0.0012 N N N N RBC Financial Group RBCNYGR *G RP 4.33% 6/30/25 4.33 N/A ES7IP3U3RHIGC71XBU11 LEL926000 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 LEL926000 2047-11-01 2055-04-01 3.500 - 6.500 N/A 1118982897.00 714436141.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LEL926000 2053-04-20 2054-12-20 5.000 - 5.500 N/A 20076510.00 19614263.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LEL926000 2050-09-01 2054-11-01 2.000 - 6.000 N/A 530044190.00 374259726.84 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-07 2025-05-07 2025-06-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0427 1086000000.00 1086000000.00 0.0046 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 12/18/2026 4.55 3130B4AV3 2549001DPIFGXC1TOL40 US3130B4AV38 0001026214 KWH850000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-12-18 2026-12-18 N N N 0.0452 340038685.20 340038685.20 0.0015 N N N N HSBC Securities Inc. (U.S.A.) FICASH MU 4.378% 05/01/25 4.38 N/A N/A LET087000_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 LET087000 2036-10-01 2055-01-01 2.000 - 7.500 N/A 222233914.29 68843937.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LET087000 2027-01-01 2055-03-01 1.500 - 7.000 N/A 290074548.67 149468949.94 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LET087000 2025-05-31 2045-02-15 0.250 - 6.875 N/A 294621416.51 288104242.58 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 496427000.00 496427000.00 0.0021 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 09/26/2025 4.35 3130B5R75 2549001DPIFGXC1TOL40 US3130B5R750 0001026214 LCY000000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-26 2025-09-26 N N N 0.0434 132998269.67 132998269.67 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.33% 04/14/2026 4.33 3130B5LB2 2549001DPIFGXC1TOL40 US3130B5LB20 0001026214 LBR804000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-04-14 2026-04-14 2026-04-14 N N N 0.0443 267743406.08 267743406.08 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 02/25/2026 4.46 3133EP6E0 254900C5LP6DN9OP9V83 US3133EP6E00 4003205 KKG138000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-02-25 2026-02-25 N N N 0.0444 135015140.25 135015140.25 0.0006 N N N N Lloyds Bank PLC LLOYDGR G RP 4.4% 5/20/25 4.40 N/A H7FNTJ4851HG0EXQ1Z70 LAU921000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LAU921000 2027-05-31 2031-05-15 1.625 - 2.625 N/A 66492400.00 62777864.50 U.S. Treasuries (including strips) Y N/A N/A 2025-05-20 2025-05-20 2025-05-20 N N N 0.0432 61000000.00 61000000.00 0.0003 N N N Y Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/01/2025 313385FA9 2549001DPIFGXC1TOL40 US313385FA96 313385FA9 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0425 274967687.50 274967687.50 0.0012 N Y Y N US Treasury Notes UST NOTES 0.375% 01/31/2026 0.38 91282CBH3 254900HROIFWPRGM1V77 US91282CBH34 HBA016000 U.S. Treasury Debt Y N/A N/A 2026-01-31 2026-01-31 2026-01-31 N N N 0.0402 186847499.52 186847499.52 0.0008 N Y Y N US Treasury Notes UST NOTES 0.25% 06/30/2025 0.25 912828ZW3 254900HROIFWPRGM1V77 US912828ZW33 GCC284000 U.S. Treasury Debt Y N/A N/A 2025-06-30 2025-06-30 2025-06-30 N N N 0.0420 1008286201.30 1008286201.30 0.0043 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 08/05/2025 4.40 3130B2A39 2549001DPIFGXC1TOL40 US3130B2A399 0001026214 KNO813000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-05 2025-08-05 N N N 0.0427 280065704.80 280065704.80 0.0012 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/09/2025 313385HX7 2549001DPIFGXC1TOL40 US313385HX71 313385HX7 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-09 2025-07-09 2025-07-09 N N N 0.0420 146808600.00 146808600.00 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/04/2025 4.37 3130B4UT6 2549001DPIFGXC1TOL40 US3130B4UT61 0001026214 KYN598000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-04 2025-08-04 N N N 0.0432 274999249.25 274999249.25 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 08/28/2025 4.43 3133ERRN3 254900C5LP6DN9OP9V83 US3133ERRN35 4003205 KPD642000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-28 2025-08-28 N N N 0.0433 47009738.87 47009738.87 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/04/2025 4.37 3130B4H79 2549001DPIFGXC1TOL40 US3130B4H796 0001026214 KXD297000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-04 2025-08-04 N N N 0.0432 281001843.36 281001843.36 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 07/08/2025 4.52 3130AWTE0 2549001DPIFGXC1TOL40 US3130AWTE00 0001026214 JYP827000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-08 2025-07-08 N N N 0.0434 116024879.68 116024879.68 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/09/2025 313385FJ0 2549001DPIFGXC1TOL40 US313385FJ06 313385FJ0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-09 2025-05-09 2025-05-09 N N N 0.0426 550417317.50 550417317.50 0.0024 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/26/2026 4.49 3130B1T31 2549001DPIFGXC1TOL40 US3130B1T318 0001026214 KLG651000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-26 2026-06-26 N N N 0.0449 283995725.80 283995725.80 0.0012 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.04% 5/9/25 4.40 N/A 549300HN4UKV1E2R3U73 LDR546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LDR546000 2029-05-31 2030-12-31 3.750 - 4.500 N/A 123143700.00 124772576.03 U.S. Treasuries (including strips) Y N/A N/A 2025-05-09 2025-05-09 2025-05-09 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0431 122000000.00 122000000.00 0.0005 N N N Y Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 06/06/2025 313385GN0 2549001DPIFGXC1TOL40 US313385GN09 313385GN0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-06 2025-06-06 2025-06-06 N N N 0.0424 123467282.36 123467282.36 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/23/2025 4.40 3130B1J24 2549001DPIFGXC1TOL40 US3130B1J244 0001026214 KJX124000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-23 2025-05-23 N N N 0.0433 48999524.70 48999524.70 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/03/2025 4.37 3130B4VJ7 2549001DPIFGXC1TOL40 US3130B4VJ70 0001026214 KYP985000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-03 2025-09-03 N N N 0.0434 279997760.00 279997760.00 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/26/2026 4.46 3130B1T80 2549001DPIFGXC1TOL40 US3130B1T805 0001026214 KLG735000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-26 2026-06-26 N N N 0.0447 141974405.92 141974405.92 0.0006 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/16/2026 4.50 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 KRL422000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-10-16 2026-10-16 N N N 0.0446 644862821.28 644862821.28 0.0028 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/19/2025 4.46 3130B03E7 2549001DPIFGXC1TOL40 US3130B03E72 0001026214 KOC474000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-19 2025-09-19 N N N 0.0436 28007764.96 28007764.96 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/28/2025 4.37 3130B4S28 2549001DPIFGXC1TOL40 US3130B4S280 0001026214 KYG073000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-28 2025-07-28 N N N 0.0432 82999824.04 82999824.04 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 10/14/2025 4.37 3130B53A4 2549001DPIFGXC1TOL40 US3130B53A42 0001026214 LAF589000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-14 2025-10-14 N N N 0.0436 55000078.10 55000078.10 0.0002 N N N N US Treasury Bill UST BILLS 0% 06/03/2025 912797PL5 254900HROIFWPRGM1V77 US912797PL50 KYM635000 U.S. Treasury Debt Y N/A N/A 2025-06-03 2025-06-03 2025-06-03 N N N 0.0416 2388726862.06 2388726862.06 0.0102 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/21/2025 4.37 3130B4KJ9 2549001DPIFGXC1TOL40 US3130B4KJ99 0001026214 KXL839000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-21 2025-07-21 N N N 0.0432 138999400.91 138999400.91 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 01/27/2027 4.49 3133ERX48 254900C5LP6DN9OP9V83 US3133ERX488 4003205 LEJ326000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-01-27 2027-01-27 N N N 0.0447 100026259.00 100026259.00 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/21/2026 4.50 3130B2H32 2549001DPIFGXC1TOL40 US3130B2H329 0001026214 KOV356000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-08-21 2026-08-21 N N N 0.0450 273993993.92 273993993.92 0.0012 N N N N US Treasury Notes UST NOTES 2.625% 12/31/2025 2.63 9128285T3 254900HROIFWPRGM1V77 US9128285T35 DJG351000 U.S. Treasury Debt Y N/A N/A 2025-12-31 2025-12-31 2025-12-31 N N N 0.0406 117884375.00 117884375.00 0.0005 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/08/2025 4.35 3130B5S90 2549001DPIFGXC1TOL40 US3130B5S907 0001026214 LDG690000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-08 2025-10-08 N N N 0.0434 131998225.92 131998225.92 0.0006 N N N N Fixed Income Clearing Corp - Goldman GS FIG G RP 4.37% 5/1/25 4.37 N/A 549300H47WTHXPU08X20 LES497000 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 LES497000 2031-10-31 2031-10-31 4.125 N/A 459038100.00 464156374.81 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 455000000.00 455000000.00 0.0019 N Y Y N SMBC Nikko Securities America, Inc. NIKKOGR T RP 4.38% 5/1/25 4.38 N/A 6PJDTY319315T5LR2241 LES501000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LES501000 2025-06-15 2045-11-15 0.000 - 4.500 N/A 1199086300.00 1206850528.01 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 1183000000.00 1183000000.00 0.0051 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/28/2025 4.37 3130B4SG7 2549001DPIFGXC1TOL40 US3130B4SG78 0001026214 KYH041000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-28 2025-07-28 N N N 0.0432 142999714.00 142999714.00 0.0006 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 06/20/2025 313385HC3 2549001DPIFGXC1TOL40 US313385HC35 313385HC3 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-20 2025-06-20 2025-06-20 N N N 0.0425 117301242.94 117301242.94 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 05/09/2025 4.49 3130AXR59 2549001DPIFGXC1TOL40 US3130AXR599 0001026214 KBC040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-09 2025-05-09 N N N 0.0430 308007663.04 308007663.04 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 01/15/2026 4.46 3133ERPN5 254900C5LP6DN9OP9V83 US3133ERPN52 4003205 KOD965000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-15 2026-01-15 N N N 0.0437 24013047.84 24013047.84 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/17/2025 313385JF4 2549001DPIFGXC1TOL40 US313385JF48 AFE775000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-17 2025-07-17 2025-07-17 N N N 0.0420 53515620.00 53515620.00 0.0002 N N N N ING Financial Markets LLC INGFIN G RP 4.37% 5/8/25 4.37 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 LCC141000 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 LCC141000 2042-10-15 2054-03-01 3.000 - 6.000 N/A 417578394.00 215177244.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LCC141000 2043-07-01 2057-01-01 2.500 - 6.000 N/A 445593768.00 206180078.93 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-08 2025-05-08 2025-05-08 N N N 0.0428 411000000.00 411000000.00 0.0018 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.07% 6/10/25 4.43 N/A MBNUM2BPBDO7JBLYG310 0000315030 LDQ625000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LDQ625000 2025-08-12 2030-04-30 0.000 - 4.431 N/A 565659900.00 568646108.14 U.S. Treasuries (including strips) Y N/A N/A 2025-06-10 2025-06-10 2025-06-10 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0436 556000000.00 556000000.00 0.0024 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/06/2026 4.49 3133ERNN7 254900C5LP6DN9OP9V83 US3133ERNN70 4003205 KNO743000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-08-06 2026-08-06 N N N 0.0447 97011769.01 97011769.01 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 12/11/2025 4.52 3130AXYL6 2549001DPIFGXC1TOL40 US3130AXYL60 0001026214 KBW820000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-11 2025-12-11 N N N 0.0443 153070626.33 153070626.33 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 04/01/2027 4.44 3133ETBC0 254900C5LP6DN9OP9V83 US3133ETBC00 4003205 LCW311000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-04-01 2027-04-01 N N N 0.0443 44998942.05 44998942.05 0.0002 N N N N Barclays Bank PLC BPLCGR *G RP 4.32% 5/27/25 4.32 N/A G5GSEF7VJP5I7OUK5573 LEJ385000 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 LEJ385000 2052-08-01 2055-03-01 5.000 - 5.500 N/A 139164791.00 130796506.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LEJ385000 2052-08-01 2054-01-01 4.000 - 7.000 N/A 60853377.00 46512117.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LEJ385000 2049-08-20 2055-04-20 2.500 - 6.000 N/A 48361305.00 33235466.05 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-05-07 2025-05-07 2025-05-27 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 206000000.00 206000000.00 0.0009 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 09/14/2026 4.48 3133ERHG9 254900C5LP6DN9OP9V83 US3133ERHG93 4003205 KQC267000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-09-14 2026-09-14 N N N 0.0445 12407994.83 12407994.83 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/22/2025 4.38 3130B5YD4 2549001DPIFGXC1TOL40 US3130B5YD49 0001026214 LEB739000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-22 2025-10-22 N N N 0.0435 197021197.20 197021197.20 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/05/2026 4.46 3133ERGH8 254900C5LP6DN9OP9V83 US3133ERGH85 4003205 KKI288000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-05 2026-06-05 N N N 0.0447 43991630.76 43991630.76 0.0002 N N N N Fixed Income Clearing Corp - Goldman GS FIG M RP 4.38% 5/1/25 4.38 N/A 549300H47WTHXPU08X20 LES495000 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 LES495000 2031-12-01 2055-04-01 2.000 - 6.500 N/A 830960198.00 703883850.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LES495000 2033-09-01 2055-03-01 2.000 - 6.500 N/A 1292453820.00 956878186.33 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 1628000000.00 1628000000.00 0.0070 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/14/2025 4.50 3130AYFD3 2549001DPIFGXC1TOL40 US3130AYFD39 0001026214 KDH487000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-14 2025-11-14 N N N 0.0437 267169713.21 267169713.21 0.0011 N N N N Freddie Mac Discount Notes FED HOME LN MRTG CORP 0% 05/09/2025 313397FJ5 S6XOOCT0IEG5ABCC6L87 US313397FJ51 313397FJ5 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-09 2025-05-09 2025-05-09 N N N 0.0426 57727888.13 57727888.13 0.0002 N N Y N NatWest Market Securities Inc NATSECGR G RP 4.32% 5/1/25 4.32 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 LEK313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LEK313000 2037-05-15 2055-02-15 2.375 - 5.000 N/A 411954800.00 366071821.67 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0432 357000000.00 357000000.00 0.0015 N Y Y N Wells Fargo Securities, LLC WELLSFAR G RP 4.37% 5/8/25 4.37 N/A VYVVCKR63DVZZN70PB21 0000276523 LAA375000 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 LAA375000 2026-12-01 2057-01-01 1.500 - 7.000 N/A 1254374897.00 872644435.54 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-08 2025-05-08 2025-05-08 N N N 0.0428 847000000.00 847000000.00 0.0036 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 09/08/2026 4.49 3133ERH38 254900C5LP6DN9OP9V83 US3133ERH382 4003205 KUG066000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-09-08 2026-09-08 N N N 0.0445 24010591.44 24010591.44 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+-0.5 09/19/2025 4.36 3133ETAC1 254900C5LP6DN9OP9V83 US3133ETAC19 4003205 LBR654000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-19 2025-09-19 N N N 0.0434 26999627.13 26999627.13 0.0001 N N N N SMBC Nikko Securities America, Inc. NIKKOGR M RP 4.38% 5/1/25 4.38 N/A 6PJDTY319315T5LR2241 LES503000 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 LES503000 2028-05-01 2055-03-01 1.500 - 7.500 N/A 359167471.00 229806574.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LES503000 2035-03-01 2054-09-01 2.000 - 6.500 N/A 20108629.00 19103706.55 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 244000000.00 244000000.00 0.0010 N Y Y N ING Financial Markets LLC INGFIN G RP 4.38% 5/2/25 4.38 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 LET021000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2025-05-02 2025-05-02 2025-05-02 N N N 0.0429 923000000.00 923000000.00 0.0039 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. BMO Chicago Branch BMOCHIGR T RP 4.37% 5/1/25 4.37 N/A 3Y4U8VZURTYWI1W2K376 LES543000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LES543000 2027-02-28 2030-09-30 4.125 - 4.625 N/A 179973700.00 185662597.31 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 182000000.00 182000000.00 0.0008 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 05/15/2025 4.49 3130AXSW9 2549001DPIFGXC1TOL40 US3130AXSW99 0001026214 KBF183000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-15 2025-05-15 N N N 0.0432 308009766.68 308009766.68 0.0013 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/21/2025 313385FW1 2549001DPIFGXC1TOL40 US313385FW17 313385FW1 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-21 2025-05-21 2025-05-21 N N N 0.0426 359111700.00 359111700.00 0.0015 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/02/2025 4.36 3130B5R67 2549001DPIFGXC1TOL40 US3130B5R677 0001026214 LCX996000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-02 2025-12-02 N N N 0.0435 265998981.22 265998981.22 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 10/03/2025 4.49 3130AYDK9 2549001DPIFGXC1TOL40 US3130AYDK99 0001026214 KGG338000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-03 2025-10-03 N N N 0.0438 265106373.65 265106373.65 0.0011 N N N N Fannie Mae FANNIE MAE VFAC SOFR+13.5 08/21/2026 4.50 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 0000310522 KOW136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-08-21 2026-08-21 N N N 0.0439 55070921.40 55070921.40 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/24/2026 4.46 3133ERHZ7 254900C5LP6DN9OP9V83 US3133ERHZ74 4003205 KLE488000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-24 2026-06-24 N N N 0.0447 64988161.55 64988161.55 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 11/25/2025 4.42 3133ERD57 254900C5LP6DN9OP9V83 US3133ERD571 4003205 KTL478000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-25 2025-11-25 N N N 0.0433 42018985.68 42018985.68 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 06/03/2025 313385GK6 2549001DPIFGXC1TOL40 US313385GK69 GAB529000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-03 2025-06-03 2025-06-03 N N N 0.0424 68727603.18 68727603.18 0.0003 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/10/2025 4.52 3130AWLH1 2549001DPIFGXC1TOL40 US3130AWLH13 0001026214 KHC756000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-10 2025-07-10 N N N 0.0431 124036102.60 124036102.60 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 11/25/2026 4.50 3133ERE64 254900C5LP6DN9OP9V83 US3133ERE645 4003205 KTO502000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-11-25 2026-11-25 N N N 0.0446 77040236.35 77040236.35 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 06/06/2025 4.51 3130AWTW0 2549001DPIFGXC1TOL40 US3130AWTW08 0001026214 JYP826000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-06 2025-06-06 N N N 0.0431 2370283.88 2370283.88 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 12/19/2025 4.48 3130AYYT7 2549001DPIFGXC1TOL40 US3130AYYT79 0001026214 KUB809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-19 2025-12-19 N N N 0.0438 66035895.42 66035895.42 0.0003 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 09/23/2026 4.50 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 KQF072000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-09-23 2026-09-23 N N N 0.0445 817493598.72 817493598.72 0.0035 N N N N BNP Paribas SA FICASH MU 4.378% 05/01/25 4.38 N/A N/A LET087000_07651 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 LET087000 2036-07-14 2045-04-06 2.020 - 4.980 N/A 3607760.20 2851807.65 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 LET087000 2028-10-15 2065-03-20 1.000 - 8.000 N/A 148387820.03 71718864.98 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LET087000 2026-07-15 2054-11-15 0.000 - 4.250 N/A 79113978.06 53445098.30 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LET087000 2025-06-01 2055-05-01 0.000 - 7.500 N/A 258874929.22 147139561.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LET087000 2028-11-01 2055-04-01 1.220 - 7.298 N/A 169140892.19 139863889.40 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 406554000.00 406554000.00 0.0017 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/10/2025 313385HY5 2549001DPIFGXC1TOL40 US313385HY54 AFE768000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-10 2025-07-10 2025-07-10 N N N 0.0420 52765622.00 52765622.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 05/27/2025 4.50 3133EPZU2 254900C5LP6DN9OP9V83 US3133EPZU20 4003205 KAK867000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-27 2025-05-27 N N N 0.0432 170011937.40 170011937.40 0.0007 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/11/2025 313385HZ2 2549001DPIFGXC1TOL40 US313385HZ20 AFE769000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-11 2025-07-11 2025-07-11 N N N 0.0420 149749720.00 149749720.00 0.0006 N N N N Barclays Bank PLC BPLCGR *G RP 4.33% 5/16/25 4.33 N/A G5GSEF7VJP5I7OUK5573 LEB449000 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 LEB449000 2049-11-01 2049-11-01 3.000 N/A 33787.00 10525.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LEB449000 2053-07-20 2054-03-20 4.500 - 5.500 N/A 229608493.00 210488565.81 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-07 2025-05-07 2025-05-16 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 206000000.00 206000000.00 0.0009 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 04/24/2026 4.47 3133ERME8 254900C5LP6DN9OP9V83 US3133ERME80 4003205 KML467000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-04-24 2026-04-24 N N N 0.0447 34997057.90 34997057.90 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/08/2025 4.37 3130B4VL2 2549001DPIFGXC1TOL40 US3130B4VL27 0001026214 KYQ059000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-08 2025-09-08 N N N 0.0434 273998292.98 273998292.98 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 06/17/2025 4.50 3130AWX39 2549001DPIFGXC1TOL40 US3130AWX391 0001026214 KWA991000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-17 2025-06-17 N N N 0.0431 55008367.70 55008367.70 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/10/2025 4.35 3130B5T65 2549001DPIFGXC1TOL40 US3130B5T657 0001026214 LDJ610000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-10 2025-10-10 N N N 0.0434 267996738.44 267996738.44 0.0011 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.33% 5/12/25 4.33 N/A 2IGI19DL77OX0HC3ZE78 LDS500000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LDS500000 2025-05-15 2055-02-15 0.000 - 4.875 N/A 347340900.00 329628597.67 U.S. Treasuries (including strips) Y N/A N/A 2025-05-07 2025-05-07 2025-05-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 322000000.00 322000000.00 0.0014 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 09/08/2025 4.36 3130B5EA2 2549001DPIFGXC1TOL40 US3130B5EA20 0001026214 LAW030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-08 2025-09-08 N N N 0.0434 107998173.72 107998173.72 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 04/08/2026 4.48 3133ERWN7 254900C5LP6DN9OP9V83 US3133ERWN79 4003205 KQU634000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-04-08 2026-04-08 N N N 0.0446 35003369.10 35003369.10 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.34% 03/06/2026 4.34 3130B4X63 2549001DPIFGXC1TOL40 US3130B4X637 0001026214 KYW018000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-03-06 2026-03-06 2026-03-06 N N N 0.0415 520194599.60 520194599.60 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.4% 03/17/2026 4.40 3130B56T0 2549001DPIFGXC1TOL40 US3130B56T06 0001026214 LAH701000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-03-17 2026-03-17 2026-03-17 N N N 0.0448 770464609.89 770464609.89 0.0033 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 10/23/2025 4.37 3130B5C89 2549001DPIFGXC1TOL40 US3130B5C893 0001026214 LAT969000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-23 2025-10-23 N N N 0.0437 203001264.69 203001264.69 0.0009 N N N N MUFG Securities (Canada), Ltd. MFGCAGR G RP 4.35% 6/9/25 4.35 N/A 549300Y1PMK3RWXMWR72 LCA099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LCA099000 2025-07-24 2054-11-15 0.000 - 6.125 N/A 186365500.00 186637102.73 U.S. Treasuries (including strips) Y N/A N/A 2025-06-09 2025-06-09 2025-06-09 N N N 0.0428 182000000.00 182000000.00 0.0008 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 07/07/2025 4.38 3130B3WW9 2549001DPIFGXC1TOL40 US3130B3WW99 0001026214 KTV973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-07 2025-07-07 N N N 0.0433 209993057.40 209993057.40 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/06/2025 4.52 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 4003205 JYV240000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-06 2025-10-06 N N N 0.0441 50020162.00 50020162.00 0.0002 N N N N Societe Generale SOCGENFR G RP 4.37% 5/5/25 4.37 N/A O2RNE8IBXP4R0TD8PU41 LEQ417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LEQ417000 2031-06-30 2034-05-15 4.250 - 4.375 N/A 635354400.00 657119301.93 U.S. Treasuries (including strips) Y N/A N/A 2025-05-05 2025-05-05 2025-05-05 N N N 0.0428 644000000.00 644000000.00 0.0028 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/12/2025 4.51 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-12 2025-05-12 N N N 0.0431 327011333.82 327011333.82 0.0014 N N N N US Treasury Notes UST NOTES 0.25% 05/31/2025 0.25 912828ZT0 254900HROIFWPRGM1V77 US912828ZT04 GAH657000 U.S. Treasury Debt Y N/A N/A 2025-05-31 2025-05-31 2025-05-31 N N N 0.0439 527140237.02 527140237.02 0.0023 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/18/2025 4.37 3130B3YY3 2549001DPIFGXC1TOL40 US3130B3YY38 0001026214 KUI690000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-18 2025-06-18 N N N 0.0432 69998569.90 69998569.90 0.0003 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 6/26/25 4.44 N/A MBNUM2BPBDO7JBLYG310 0000315030 LEK531000 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 LEK531000 2028-12-31 2028-12-31 3.750 N/A 398600.00 404553.07 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LEK531000 2054-11-01 2054-11-01 3.500 - 7.000 N/A 65224653.00 63400548.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LEK531000 2054-11-01 2054-11-01 3.500 - 7.000 N/A 509753875.00 489440329.84 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-26 2025-06-26 2025-06-26 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0437 542000000.00 542000000.00 0.0023 N N N Y Wells Fargo Securities, LLC WELLSFAR G RP 4.36% 5/14/25 4.36 N/A VYVVCKR63DVZZN70PB21 0000276523 LBS390000 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 LBS390000 2028-07-01 2055-05-01 2.000 - 6.500 N/A 526148325.00 280078781.70 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-14 2025-05-14 2025-05-14 N N N 0.0427 273000000.00 273000000.00 0.0012 N N N Y US Treasury Notes UST NOTES 2.25% 03/31/2026 2.25 9128286L9 254900HROIFWPRGM1V77 US9128286L99 EDC154000 U.S. Treasury Debt Y N/A N/A 2026-03-31 2026-03-31 2026-03-31 N N N 0.0392 58117304.54 58117304.54 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 08/04/2025 4.51 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-04 2025-08-04 N N N 0.0437 77018313.68 77018313.68 0.0003 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11.5 04/02/2026 4.48 3134HAPV9 S6XOOCT0IEG5ABCC6L87 US3134HAPV99 KQR666000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-04-02 2026-04-02 N N N 0.0448 726432551.74 726432551.74 0.0031 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/09/2026 4.50 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 4003205 KPN254000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-09-09 2026-09-09 N N N 0.0450 25998889.28 25998889.28 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 04/17/2026 4.46 3130B3PZ0 2549001DPIFGXC1TOL40 US3130B3PZ04 0001026214 LDT941000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-04-17 2026-04-17 N N N 0.0446 51999468.04 51999468.04 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 06/24/2026 4.47 3133ERJD4 254900C5LP6DN9OP9V83 US3133ERJD45 4003205 KLG652000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-24 2026-06-24 N N N 0.0439 47022348.97 47022348.97 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/04/2025 4.37 3130B5CY2 2549001DPIFGXC1TOL40 US3130B5CY24 0001026214 LAV106000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-04 2025-09-04 N N N 0.0432 67000176.88 67000176.88 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/10/2026 4.50 3130B2LJ2 2549001DPIFGXC1TOL40 US3130B2LJ25 0001026214 KPK871000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-09-10 2026-09-10 N N N 0.0445 68039728.32 68039728.32 0.0003 N N N N US Treasury Notes UST NOTES 4.625% 02/28/2026 4.63 91282CKB6 254900HROIFWPRGM1V77 US91282CKB62 KEX490000 U.S. Treasury Debt Y N/A N/A 2026-02-28 2026-02-28 2026-02-28 N N N 0.0401 166818328.54 166818328.54 0.0007 N Y Y N Fixed Income Clearing Corp - Goldman GS FIG T RP 4.37% 5/1/25 4.37 N/A 549300H47WTHXPU08X20 LES496000 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 LES496000 2026-08-15 2051-05-15 1.125 - 4.375 N/A 2852924000.00 2748213567.35 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 2694000000.00 2694000000.00 0.0115 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 12/08/2025 4.52 3130AXYH5 2549001DPIFGXC1TOL40 US3130AXYH58 0001026214 KCM446000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-08 2025-12-08 N N N 0.0443 124056597.32 124056597.32 0.0005 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 6/10/25 4.44 N/A MBNUM2BPBDO7JBLYG310 0000315030 LDQ648000 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 LDQ648000 2054-11-01 2054-12-01 3.500 - 6.500 N/A 620986501.00 607771808.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LDQ648000 2028-12-31 2028-12-31 3.750 N/A 2593600.00 2632335.26 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LDQ648000 2054-11-01 2054-12-01 3.500 - 6.500 N/A 376565772.00 368368498.02 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-10 2025-06-10 2025-06-10 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0436 957000000.00 957000000.00 0.0041 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/29/2025 4.36 3130B5DQ8 2549001DPIFGXC1TOL40 US3130B5DQ80 0001026214 LAV898000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-29 2025-08-29 N N N 0.0433 133998627.84 133998627.84 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/19/2025 4.51 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-19 2025-05-19 N N N 0.0433 326016639.04 326016639.04 0.0014 N N N N Citibank NA CITIBK G RP 4.33% 5/1/25 4.33 N/A E57ODZWZ7FF32TWEFA76 0000036684 LEK403000 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 LEK403000 2028-11-01 2055-04-01 2.000 - 6.500 N/A 55709292.00 53826919.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LEK403000 2044-08-20 2055-04-20 2.000 - 7.000 N/A 644968144.00 248102465.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LEK403000 2035-04-01 2055-04-01 2.000 - 6.500 N/A 12490045.00 11474262.42 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0433 307000000.00 307000000.00 0.0013 N Y Y N MUFG Securities (Canada), Ltd. MFGCAGR *G RP 4.32% 5/8/25 4.32 N/A 549300Y1PMK3RWXMWR72 LCC076000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LCC076000 2025-11-15 2034-02-15 0.625 - 4.625 N/A 94183300.00 96363246.06 U.S. Treasuries (including strips) Y N/A N/A 2025-05-07 2025-05-07 2025-05-08 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0423 94000000.00 94000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/07/2025 4.35 3130B5S66 2549001DPIFGXC1TOL40 US3130B5S667 0001026214 LDG689000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-07 2025-10-07 N N N 0.0434 526993512.63 526993512.63 0.0023 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/05/2027 4.49 3130B4SP7 2549001DPIFGXC1TOL40 US3130B4SP77 0001026214 KYH019000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-02-05 2027-02-05 N N N 0.0449 79999325.60 79999325.60 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/21/2025 4.49 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 4003205 KDJ233000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-21 2025-10-21 N N N 0.0439 30012842.70 30012842.70 0.0001 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.38% 5/1/25 4.38 N/A 549300H47WTHXPU08X20 LES511000 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 LES511000 2033-10-20 2054-09-20 2.000 - 6.500 N/A 1496295559.00 830380440.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LES511000 2025-05-15 2042-11-15 0.000 - 3.125 N/A 600.00 576.84 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 814000000.00 814000000.00 0.0035 N Y Y N Rbc Dominion Securities Inc FICASH MU 4.378% 05/01/25 4.38 N/A N/A LET087000_07749 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 LET087000 2026-12-15 2066-02-15 2.000 - 6.500 N/A 377849462.86 182266726.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LET087000 2031-04-01 2055-04-01 2.000 - 7.500 N/A 280684961.14 91935162.01 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LET087000 2025-05-13 2055-02-15 0.000 - 4.875 N/A 382096307.43 342398631.64 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LET087000 2031-04-01 2055-01-01 1.500 - 7.500 N/A 399117448.29 109978668.66 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 711469000.00 711469000.00 0.0030 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 02/25/2027 4.46 3133ER5A5 254900C5LP6DN9OP9V83 US3133ER5A50 4003205 LAP530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-02-25 2027-02-25 N N N 0.0445 29999754.00 29999754.00 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 05/23/2025 4.37 3130B3WM1 2549001DPIFGXC1TOL40 US3130B3WM18 0001026214 KTT266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-23 2025-05-23 N N N 0.0430 167998404.00 167998404.00 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 05/02/2025 4.38 3133ERND9 254900C5LP6DN9OP9V83 US3133ERND98 4003205 KNJ056000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-02 2025-05-02 2025-05-02 N N N 0.0430 23999986.56 23999986.56 0.0001 N N Y N Citigroup Global Capital Markets Inc. FICASH MR 4.37% 05/01/25 4.37 N/A N/A LET226000_00137 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 LET226000 2051-07-20 2055-03-20 2.000 - 7.000 N/A 2744186.91 2112311.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LET226000 2031-06-30 2055-02-15 1.125 - 4.750 N/A 16781592.08 13421579.77 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 15140000.00 15140000.00 0.0001 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/15/2025 4.37 3130B4JV4 2549001DPIFGXC1TOL40 US3130B4JV47 0001026214 KXK794000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-15 2025-07-15 N N N 0.0431 96999283.17 96999283.17 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 05/05/2025 4.37 3130B3XJ7 2549001DPIFGXC1TOL40 US3130B3XJ79 0001026214 KUC459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-05 2025-05-05 N N N 0.0427 140000007.00 140000007.00 0.0006 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 12/18/2026 4.50 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 4003205 LEJ325000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-12-18 2026-12-18 N N N 0.0447 66019604.64 66019604.64 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/30/2025 313385GF7 2549001DPIFGXC1TOL40 US313385GF74 313385GF7 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-30 2025-05-30 2025-05-30 N N N 0.0427 1432931050.00 1432931050.00 0.0061 N N Y N Wells Fargo Securities, LLC WELLSFAR G RP 4.37% 6/5/25 4.37 N/A VYVVCKR63DVZZN70PB21 0000276523 LBG930000 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 LBG930000 2027-11-01 2055-05-01 1.500 - 7.500 N/A 1715073963.00 367686603.64 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-05 2025-06-05 2025-06-05 N N N 0.0429 358000000.00 358000000.00 0.0015 N N N Y Barclays Bank PLC BPLCGR T RP 4.37% 5/1/25 4.37 N/A G5GSEF7VJP5I7OUK5573 LES479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LES479000 2025-05-08 2042-05-15 0.000 - 6.125 N/A 1630927900.00 1606695076.54 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 1575000000.00 1575000000.00 0.0067 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11 03/05/2026 4.47 3134HAJM6 S6XOOCT0IEG5ABCC6L87 US3134HAJM64 KPM085000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-03-05 2026-03-05 N N N 0.0445 434044029.30 434044029.30 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 08/06/2025 4.40 3130B2AF2 2549001DPIFGXC1TOL40 US3130B2AF22 0001026214 KNR846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-06 2025-08-06 N N N 0.0427 243056759.94 243056759.94 0.0010 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11 05/07/2026 4.47 3134HAVY6 S6XOOCT0IEG5ABCC6L87 US3134HAVY64 KRY196000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-05-07 2026-05-07 N N N 0.0448 248977918.68 248977918.68 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 04/02/2027 4.44 3133ETBZ9 254900C5LP6DN9OP9V83 US3133ETBZ94 4003205 LDJ537000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-04-02 2027-04-02 N N N 0.0443 45999059.76 45999059.76 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/24/2026 4.49 3130B1T56 2549001DPIFGXC1TOL40 US3130B1T565 0001026214 KLG653000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-24 2026-06-24 N N N 0.0449 213995968.24 213995968.24 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 4.52 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-22 2025-08-22 N N N 0.0441 299061432.54 299061432.54 0.0013 N N N N BMO Chicago Branch BMOCHIGR M RP 4.38% 5/1/25 4.38 N/A 3Y4U8VZURTYWI1W2K376 LES542000 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 LES542000 2054-04-20 2054-11-20 5.450 - 6.000 N/A 272441919.00 261651830.53 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 254000000.00 254000000.00 0.0011 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 05/01/2025 4.37 3130B3W33 2549001DPIFGXC1TOL40 US3130B3W334 0001026214 KTP536000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 97000000.00 97000000.00 0.0004 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/15/2025 4.38 3130B4L58 2549001DPIFGXC1TOL40 US3130B4L582 0001026214 KXN097000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-15 2025-09-15 N N N 0.0435 278998671.96 278998671.96 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 07/10/2025 4.36 3130B4VB4 2549001DPIFGXC1TOL40 US3130B4VB45 0001026214 KYO698000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-10 2025-07-10 N N N 0.0431 141999253.08 141999253.08 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/10/2025 4.37 3130B4GW5 2549001DPIFGXC1TOL40 US3130B4GW56 0001026214 KXD188000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-10 2025-07-10 N N N 0.0431 33999698.42 33999698.42 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 07/07/2025 4.52 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 4003205 JVW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-07 2025-07-07 N N N 0.0434 31756967.22 31756967.22 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 06/02/2025 4.38 3130B3WP4 2549001DPIFGXC1TOL40 US3130B3WP49 0001026214 KTT264000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-02 2025-05-02 2025-06-02 N N N 0.0430 69999874.00 69999874.00 0.0003 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/24/2026 4.46 3130B1T72 2549001DPIFGXC1TOL40 US3130B1T722 0001026214 KLG655000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-24 2026-06-24 N N N 0.0447 88983876.76 88983876.76 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 06/24/2025 4.50 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 4003205 JXE271000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-24 2025-06-24 N N N 0.0433 138021630.12 138021630.12 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/26/2025 4.37 3130B4SL6 2549001DPIFGXC1TOL40 US3130B4SL63 0001026214 KYH047000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-26 2025-08-26 N N N 0.0435 127995130.88 127995130.88 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 12/16/2026 4.51 3133ERK75 254900C5LP6DN9OP9V83 US3133ERK758 4003205 KVU527000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-12-16 2026-12-16 N N N 0.0450 71999110.08 71999110.08 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/28/2026 4.44 3133ERFS5 254900C5LP6DN9OP9V83 US3133ERFS59 4003205 KJW044000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-28 2026-01-28 N N N 0.0436 85043855.75 85043855.75 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/23/2026 4.48 3133ERMC2 254900C5LP6DN9OP9V83 US3133ERMC25 4003205 KML474000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-07-23 2026-07-23 N N N 0.0442 77047121.69 77047121.69 0.0003 N N N N Fixed Income Clearing Corp - Nomura NOM FIG G RP 4.38% 5/1/25 4.38 N/A XPSKD1VTEQPKCHBEKQ95 LES811000 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 LES811000 2025-05-15 2034-08-15 0.000 - 4.625 N/A 1433999000.00 1417972579.78 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 1390000000.00 1390000000.00 0.0059 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 07/18/2025 4.38 3130B3YU1 2549001DPIFGXC1TOL40 US3130B3YU16 0001026214 KUI687000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-18 2025-07-18 N N N 0.0433 69999354.60 69999354.60 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 06/16/2026 4.48 3133ERK83 254900C5LP6DN9OP9V83 US3133ERK832 4003205 KVU643000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-16 2026-06-16 N N N 0.0448 68996480.31 68996480.31 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 08/19/2025 4.42 3133ERQE4 254900C5LP6DN9OP9V83 US3133ERQE45 4003205 KOM444000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-19 2025-08-19 N N N 0.0430 67016476.64 67016476.64 0.0003 N N N N Fixed Income Clearing Corp - BNP BNP FIG T RP 4.37% 5/1/25 4.37 N/A N/A LES518000 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 LES518000 2026-10-31 2054-02-15 0.875 - 6.250 N/A 900124900.00 755911757.31 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 741000000.00 741000000.00 0.0032 N Y Y N US Treasury Notes UST NOTES 0.75% 03/31/2026 0.75 91282CBT7 254900HROIFWPRGM1V77 US91282CBT71 HDE540000 U.S. Treasury Debt Y N/A N/A 2026-03-31 2026-03-31 2026-03-31 N N N 0.0392 517901106.71 517901106.71 0.0022 N Y Y N US Treasury Notes UST NOTES USBMMY3M+13.6 04/30/2027 4.43 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 LED069000 U.S. Treasury Debt Y N/A N/A 2025-05-01 2027-04-30 2027-04-30 N N N 0.0442 1053285584.13 1053285584.13 0.0045 N Y Y N Societe Generale SOCGENFR G RP 4.37% 5/7/25 4.37 N/A O2RNE8IBXP4R0TD8PU41 LES549000 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 LES549000 2055-02-01 2055-02-01 6.500 N/A 1000.00 1036.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LES549000 2050-11-01 2050-11-01 2.000 N/A 134215661.00 73595573.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LES549000 2027-03-15 2073-09-20 0.500 - 8.000 N/A 746855203.00 237541184.63 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-07 2025-05-07 2025-05-07 N N N 0.0428 305000000.00 305000000.00 0.0013 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 11/04/2026 4.50 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 4003205 KRY786000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-11-04 2026-11-04 N N N 0.0450 47000977.13 47000977.13 0.0002 N N N N US Treasury Bill UST BILLS 0% 05/29/2025 912797NN3 254900HROIFWPRGM1V77 US912797NN35 KTO553000 U.S. Treasury Debt Y N/A N/A 2025-05-29 2025-05-29 2025-05-29 N N N 0.0411 2800592990.48 2800592990.48 0.0120 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/21/2027 4.51 3133ERV99 254900C5LP6DN9OP9V83 US3133ERV995 4003205 KXW034000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-01-21 2027-01-21 N N N 0.0450 82000304.22 82000304.22 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/20/2026 4.46 3133EREY3 254900C5LP6DN9OP9V83 US3133EREY37 4003205 KJO863000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-05-20 2026-05-20 N N N 0.0447 28997021.99 28997021.99 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/08/2025 4.36 3130B5SP4 2549001DPIFGXC1TOL40 US3130B5SP43 0001026214 LDH625000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-08 2025-12-08 N N N 0.0435 239998999.20 239998999.20 0.0010 N N N N US Treasury Bill UST BILLS 0% 07/17/2025 912797PE1 254900HROIFWPRGM1V77 US912797PE18 KXM815000 U.S. Treasury Debt Y N/A N/A 2025-07-17 2025-07-17 2025-07-17 N N N 0.0419 584586415.84 584586415.84 0.0025 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 12/29/2025 4.37 3130B5Q76 2549001DPIFGXC1TOL40 US3130B5Q760 0001026214 LCW573000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-29 2025-12-29 N N N 0.0436 259996596.60 259996596.60 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/23/2026 4.51 3133ERN56 254900C5LP6DN9OP9V83 US3133ERN562 4003205 KWK406000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-12-23 2026-12-23 N N N 0.0451 83996545.08 83996545.08 0.0004 N N N N US Treasury Bill UST BILLS 0% 07/24/2025 912797PF8 254900HROIFWPRGM1V77 US912797PF82 KXW098000 U.S. Treasury Debt Y N/A N/A 2025-07-24 2025-07-24 2025-07-24 N N N 0.0418 2254153581.38 2254153581.38 0.0096 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/15/2025 4.52 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 4003205 JYB484000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-15 2025-09-15 N N N 0.0442 137037179.06 137037179.06 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+27 11/24/2026 4.63 3133EPF34 254900C5LP6DN9OP9V83 US3133EPF349 4003205 LBQ353000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-11-24 2026-11-24 N N N 0.0441 61194397.24 61194397.24 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/10/2025 4.51 3133EPYA7 254900C5LP6DN9OP9V83 US3133EPYA74 4003205 JYV262000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-10 2025-07-10 N N N 0.0434 139028012.67 139028012.67 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/06/2025 4.41 3133ERGJ4 254900C5LP6DN9OP9V83 US3133ERGJ42 4003205 KKN689000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-06 2025-08-06 N N N 0.0428 156036834.72 156036834.72 0.0007 N N N N BNP Paribas, SA BNP (GR) *G RP 4.33% 5/15/25 4.33 N/A R0MUWSFPU8MPRO8K5P83 LEA305000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LEA305000 2026-01-31 2051-08-15 0.500 - 4.875 N/A 1312759500.00 1244171650.09 U.S. Treasuries (including strips) Y N/A N/A 2025-05-07 2025-05-07 2025-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 1216000000.00 1216000000.00 0.0052 N N Y N RBC Dominion Securities RBCDOMGR *G RP 4.31% 5/8/25 4.31 N/A 549300QJJX6CVVUXLE15 LCC244000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LCC244000 2025-10-31 2055-02-15 0.250 - 4.875 N/A 819287900.00 774736956.08 U.S. Treasuries (including strips) Y N/A N/A 2025-05-07 2025-05-07 2025-05-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0422 755000000.00 755000000.00 0.0032 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 07/03/2025 4.38 3130B3WN9 2549001DPIFGXC1TOL40 US3130B3WN90 0001026214 KTT265000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-03 2025-07-03 N N N 0.0433 279990723.60 279990723.60 0.0012 N N N N BNP Paribas, SA BNP (GR) *G RP SOFR+0.00% 5/5/25 4.36 N/A R0MUWSFPU8MPRO8K5P83 LDL578000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LDL578000 2025-07-15 2052-05-15 0.000 - 6.750 N/A 1911462000.00 1907580071.43 U.S. Treasuries (including strips) Y N/A N/A 2025-05-05 2025-05-05 2025-05-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0427 1864000000.00 1864000000.00 0.0080 N N Y N US Treasury Notes UST NOTES 0.375% 11/30/2025 0.38 91282CAZ4 254900HROIFWPRGM1V77 US91282CAZ41 GIG284000 U.S. Treasury Debt Y N/A N/A 2025-11-30 2025-11-30 2025-11-30 N N N 0.0410 396358944.30 396358944.30 0.0017 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/30/2025 4.51 3133EPA21 254900C5LP6DN9OP9V83 US3133EPA217 4003205 KAP519000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-30 2025-07-30 N N N 0.0439 41006261.93 41006261.93 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 10/08/2025 4.37 3130B54D7 2549001DPIFGXC1TOL40 US3130B54D71 0001026214 LAF686000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-08 2025-10-08 N N N 0.0436 273999468.44 273999468.44 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/03/2025 4.36 3130B5RZ3 2549001DPIFGXC1TOL40 US3130B5RZ34 0001026214 LDB983000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-03 2025-11-03 N N N 0.0435 130001339.00 130001339.00 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 06/20/2025 4.48 3133EPQ40 254900C5LP6DN9OP9V83 US3133EPQ403 4003205 KCP970000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-20 2025-06-20 N N N 0.0433 38004400.40 38004400.40 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 05/22/2025 4.37 3130B3U92 2549001DPIFGXC1TOL40 US3130B3U924 0001026214 KTN613000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-22 2025-05-22 N N N 0.0430 68999280.33 68999280.33 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 11/18/2025 4.42 3133ERB42 254900C5LP6DN9OP9V83 US3133ERB427 4003205 KSN165000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-18 2025-11-18 N N N 0.0437 91019883.50 91019883.50 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 06/18/2025 313385HA7 2549001DPIFGXC1TOL40 US313385HA78 GAB534000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-18 2025-06-18 2025-06-18 N N N 0.0425 978401591.04 978401591.04 0.0042 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/15/2025 4.37 3130B4KS9 2549001DPIFGXC1TOL40 US3130B4KS98 0001026214 KXL840000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-15 2025-08-15 N N N 0.0433 69000220.80 69000220.80 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/05/2025 4.37 3130B3WU3 2549001DPIFGXC1TOL40 US3130B3WU34 0001026214 KTV995000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-05 2025-06-05 N N N 0.0431 209996119.20 209996119.20 0.0009 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.38% 5/1/25 4.38 N/A 549300H47WTHXPU08X20 LES512000 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 LES512000 2038-05-15 2038-05-15 4.500 N/A 2078000.00 2153265.91 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LES512000 2026-02-01 2055-04-01 1.500 - 7.500 N/A 2455849605.00 2116663977.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LES512000 2025-08-01 2055-04-01 2.000 - 7.500 N/A 818893079.00 683463660.34 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 2747000000.00 2747000000.00 0.0118 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/15/2025 4.37 3130B4LC3 2549001DPIFGXC1TOL40 US3130B4LC38 0001026214 KXN102000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-15 2025-08-15 N N N 0.0433 37000110.26 37000110.26 0.0002 N N N N US Treasury Bill UST BILLS 0% 09/18/2025 912797PX9 254900HROIFWPRGM1V77 US912797PX98 LBR658000 U.S. Treasury Debt Y N/A N/A 2025-09-18 2025-09-18 2025-09-18 N N N 0.0422 227320202.34 227320202.34 0.0010 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 06/20/2025 4.40 3130B2RL1 2549001DPIFGXC1TOL40 US3130B2RL17 0001026214 KVV499000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-20 2025-06-20 N N N 0.0434 9999851.80 9999851.80 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/28/2025 4.38 3130B5XK9 2549001DPIFGXC1TOL40 US3130B5XK90 0001026214 LEA538000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-28 2025-10-28 N N N 0.0438 134999906.85 134999906.85 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/10/2025 4.40 3133ERGQ8 254900C5LP6DN9OP9V83 US3133ERGQ84 4003205 KKP619000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-10 2025-06-10 N N N 0.0434 45999216.16 45999216.16 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 03/11/2026 4.47 3133ERSF9 254900C5LP6DN9OP9V83 US3133ERSF91 4003205 KPM114000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-03-11 2026-03-11 N N N 0.0445 80008563.20 80008563.20 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 02/13/2026 4.42 3133ERS85 254900C5LP6DN9OP9V83 US3133ERS850 4003205 KXK640000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-02-13 2026-02-13 N N N 0.0441 54000487.62 54000487.62 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/06/2025 4.35 3130B5S41 2549001DPIFGXC1TOL40 US3130B5S410 0001026214 LDB992000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-06 2025-10-06 N N N 0.0434 131997975.12 131997975.12 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/03/2026 4.50 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 4003205 KPD773000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-09-03 2026-09-03 N N N 0.0442 103106939.75 103106939.75 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/24/2025 4.37 3130B4SH5 2549001DPIFGXC1TOL40 US3130B4SH51 0001026214 KYH045000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-24 2025-07-24 N N N 0.0432 56999843.82 56999843.82 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/05/2025 313385FE1 2549001DPIFGXC1TOL40 US313385FE19 ADE983000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-05 2025-05-05 2025-05-05 N N N 0.0426 206878387.50 206878387.50 0.0009 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 06/10/2025 4.36 3130B4GQ8 2549001DPIFGXC1TOL40 US3130B4GQ88 0001026214 KXD165000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-10 2025-06-10 N N N 0.0430 128998439.10 128998439.10 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 07/29/2025 4.40 3133ERMP3 254900C5LP6DN9OP9V83 US3133ERMP38 4003205 KMR130000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-29 2025-07-29 N N N 0.0432 74005555.92 74005555.92 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 05/13/2026 4.45 3130B4JN2 2549001DPIFGXC1TOL40 US3130B4JN21 0001026214 KXK873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-05-13 2026-05-13 N N N 0.0445 69001252.35 69001252.35 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+28 11/20/2026 4.64 3133EPE92 254900C5LP6DN9OP9V83 US3133EPE920 4003205 KUM751000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-11-20 2026-11-20 N N N 0.0442 11035629.88 11035629.88 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/10/2026 4.47 3130B1XA0 2549001DPIFGXC1TOL40 US3130B1XA05 0001026214 KYO956000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-04-10 2026-04-10 N N N 0.0442 62026909.24 62026909.24 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 01/30/2026 4.50 3133EPZ57 254900C5LP6DN9OP9V83 US3133EPZ578 4003205 KDU758000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-30 2026-01-30 N N N 0.0442 43022293.35 43022293.35 0.0002 N N N N JPMorgan Securities LLC FICASH MU 4.378% 05/01/25 4.38 N/A N/A LET087000_00267 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 LET087000 2026-07-31 2029-10-31 0.625 - 4.875 N/A 1482593196.47 1488206887.71 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LET087000 2025-09-01 2063-03-01 1.500 - 7.750 N/A 2234324010.06 1371630360.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LET087000 2030-05-01 2055-05-01 1.500 - 8.000 N/A 693069735.71 501980305.34 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 3295499000.00 3295499000.00 0.0141 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 06/24/2026 4.49 3133ERUG4 254900C5LP6DN9OP9V83 US3133ERUG47 4003205 KQB491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-24 2026-06-24 N N N 0.0450 97981712.22 97981712.22 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/14/2025 4.35 3130B5TT5 2549001DPIFGXC1TOL40 US3130B5TT55 0001026214 LDK757000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-14 2025-10-14 N N N 0.0435 400993948.91 400993948.91 0.0017 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/04/2026 4.44 3133ERGB1 254900C5LP6DN9OP9V83 US3133ERGB16 4003205 KKH401000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-03-04 2026-03-04 N N N 0.0439 122046456.38 122046456.38 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/28/2026 4.49 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 4003205 KRR808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-08-28 2026-08-28 N N N 0.0441 47045399.65 47045399.65 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 11/17/2025 4.43 3133ERES6 254900C5LP6DN9OP9V83 US3133ERES68 4003205 KJO180000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-17 2025-11-17 N N N 0.0434 42519121.60 42519121.60 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/23/2025 4.37 3130B4R78 2549001DPIFGXC1TOL40 US3130B4R787 0001026214 KYE422000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-23 2025-07-23 N N N 0.0432 96999586.78 96999586.78 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 01/16/2026 4.50 3130AYJ80 2549001DPIFGXC1TOL40 US3130AYJ800 0001026214 KMJ618000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-16 2026-01-16 N N N 0.0442 70035115.50 70035115.50 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/21/2025 4.42 3130B2G90 2549001DPIFGXC1TOL40 US3130B2G909 0001026214 KOU677000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-21 2025-08-21 N N N 0.0432 411083885.10 411083885.10 0.0018 N N N N BMO Chicago Branch BMOCHIGR *G RP 4.34% 5/12/25 4.34 N/A 3Y4U8VZURTYWI1W2K376 LEL739000 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 LEL739000 2047-04-20 2065-04-20 3.000 - 7.000 N/A 221815498.00 210271987.46 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-07 2025-05-07 2025-05-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 206000000.00 206000000.00 0.0009 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 07/25/2025 4.37 3130B4RB9 2549001DPIFGXC1TOL40 US3130B4RB90 0001026214 KYE426000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-25 2025-07-25 N N N 0.0432 42999582.47 42999582.47 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/07/2025 4.36 3130B5S74 2549001DPIFGXC1TOL40 US3130B5S741 0001026214 LDG687000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-07 2025-11-07 N N N 0.0435 264001634.16 264001634.16 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/02/2026 4.45 3133ERDN8 254900C5LP6DN9OP9V83 US3133ERDN80 4003205 KIT368000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-02 2026-02-02 2026-02-02 N N N 0.0442 51006505.05 51006505.05 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/16/2026 4.45 3130B0YQ6 2549001DPIFGXC1TOL40 US3130B0YQ64 0001026214 KHH555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-16 2026-01-16 N N N 0.0437 72036225.36 72036225.36 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 12/16/2025 4.38 3130B53D8 2549001DPIFGXC1TOL40 US3130B53D80 0001026214 LAF592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-16 2025-12-16 N N N 0.0437 54999659.00 54999659.00 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/16/2025 4.37 3130B47D7 2549001DPIFGXC1TOL40 US3130B47D71 0001026214 KWD039000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-16 2025-06-16 N N N 0.0433 346982632.65 346982632.65 0.0015 N N N N Fannie Mae FANNIE MAE VFAC SOFR+14 09/11/2026 4.50 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 0000310522 KPT617000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-09-11 2026-09-11 N N N 0.0445 602355059.60 602355059.60 0.0026 N N N N PNC Bank NA PNC GR M RP 4.38% 5/1/25 4.38 N/A AD6GFRVSDT01YPT1CS68 LES540000 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 LES540000 2036-03-01 2036-03-01 2.000 N/A 198718902.00 103032534.47 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 101000000.00 101000000.00 0.0004 N Y Y N Ficc Natwest Gc Repo (Gov) NTW FIG T RP 4.38% 5/1/25 4.38 N/A N/A LES525000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LES525000 2029-03-31 2029-03-31 4.125 N/A 18019900.00 18362244.73 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 18000000.00 18000000.00 0.0001 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. MUFJGR G RP 4.37% 6/9/25 4.37 N/A K5HU16E3LMSVCCJJJ255 LCA102000 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 LCA102000 2025-05-25 2055-05-01 2.000 - 7.000 N/A 1301725871.00 668683208.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LCA102000 2026-11-01 2055-01-01 2.500 - 5.500 N/A 103121230.00 50777215.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LCA102000 2029-01-20 2060-01-15 2.000 - 7.500 N/A 79739505.00 40212998.32 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-09 2025-06-09 2025-06-09 N N N 0.0430 741000000.00 741000000.00 0.0032 N N N Y ABN AMRO Bank NV ABNGR M RP 4.41% 5/1/25 4.41 N/A N/A LES468000 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 LES468000 2028-09-01 2055-04-01 2.500 - 7.000 N/A 237425677.00 171406119.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LES468000 2030-11-30 2030-11-30 4.375 N/A 541900.00 566336.46 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LES468000 2051-06-01 2055-03-01 3.000 - 6.000 N/A 128223694.00 120314746.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LES468000 2052-08-20 2054-10-20 5.000 - 5.500 N/A 18448658.00 17830855.98 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0441 304000000.00 304000000.00 0.0013 N Y Y N Wells Fargo Bank NA FICASH MU 4.378% 05/01/25 4.38 N/A N/A LET087000_00412 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 LET087000 2040-02-20 2054-11-20 3.500 - 5.500 N/A 148554228.12 87306247.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LET087000 2035-12-25 2056-07-01 0.125 - 7.000 N/A 474753823.12 300932227.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LET087000 2026-02-15 2057-08-15 1.000 - 7.000 N/A 745139541.99 443212176.99 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 813107000.00 813107000.00 0.0035 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 03/23/2026 4.43 3133ERW98 254900C5LP6DN9OP9V83 US3133ERW985 4003205 KXX270000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-03-23 2026-03-23 N N N 0.0439 32008152.96 32008152.96 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/21/2025 4.52 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-21 2025-07-21 N N N 0.0436 282065666.52 282065666.52 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/17/2025 4.52 3130AXS90 2549001DPIFGXC1TOL40 US3130AXS902 0001026214 KCK819000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-17 2025-11-17 N N N 0.0437 468353873.52 468353873.52 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/03/2025 4.36 3130B5S82 2549001DPIFGXC1TOL40 US3130B5S824 0001026214 LDG688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-03 2025-11-03 N N N 0.0435 145001313.70 145001313.70 0.0006 N N N N TD Securities (U.S.A.) TDGR T RP 4.38% 5/1/25 4.38 N/A SUVUFHICNZMP2WKHG940 LES464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LES464000 2026-12-15 2028-04-15 3.750 - 4.375 N/A 275239600.00 277473817.43 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 272000000.00 272000000.00 0.0012 N Y Y N BofA Securities, Inc. BASGR G RP SOFR+0.07% 5/5/25 4.43 N/A 549300HN4UKV1E2R3U73 KYU535000 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 KYU535000 2039-12-01 2054-11-01 2.000 - 7.500 N/A 304312638.00 215198822.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KYU535000 2049-12-01 2052-10-01 2.500 - 4.500 N/A 3177996.00 2313808.22 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-05 2025-05-05 2025-05-05 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0434 211000000.00 211000000.00 0.0009 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/02/2026 4.49 3133ERWA5 254900C5LP6DN9OP9V83 US3133ERWA58 4003205 KQM206000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-07-02 2026-07-02 N N N 0.0445 143051814.62 143051814.62 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/10/2026 4.44 3133ERGM7 254900C5LP6DN9OP9V83 US3133ERGM70 4003205 KKO797000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-02-10 2026-02-10 N N N 0.0442 65007935.20 65007935.20 0.0003 N N N N US Treasury Notes UST NOTES 4.5% 03/31/2026 4.50 91282CKH3 254900HROIFWPRGM1V77 US91282CKH33 KGG310000 U.S. Treasury Debt Y N/A N/A 2026-03-31 2026-03-31 2026-03-31 N N N 0.0394 644215012.42 644215012.42 0.0028 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 09/04/2026 4.50 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 KPM089000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-09-04 2026-09-04 N N N 0.0450 283988969.44 283988969.44 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 10/09/2025 4.44 3133EP7M1 254900C5LP6DN9OP9V83 US3133EP7M17 4003205 LEH545000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-09 2025-10-09 N N N 0.0437 74016647.78 74016647.78 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/13/2026 4.46 3133EREH0 254900C5LP6DN9OP9V83 US3133EREH04 4003205 KJH573000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-05-13 2026-05-13 N N N 0.0447 287972280.00 287972280.00 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/30/2025 4.39 3130B5YY8 2549001DPIFGXC1TOL40 US3130B5YY85 0001026214 LEH488000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-30 2025-12-30 N N N 0.0438 198999938.31 198999938.31 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 07/18/2025 4.41 3133EP5P6 254900C5LP6DN9OP9V83 US3133EP5P65 4003205 KGS333000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-18 2025-07-18 N N N 0.0434 70003104.50 70003104.50 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/22/2025 4.45 3133EP3G8 254900C5LP6DN9OP9V83 US3133EP3G84 4003205 KJP831000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-22 2025-09-22 N N N 0.0436 99027837.81 99027837.81 0.0004 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 8/1/25 4.42 N/A 549300HN4UKV1E2R3U73 LDH446000 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 LDH446000 2027-01-01 2055-03-01 1.000 - 7.500 N/A 356902541.00 175068134.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LDH446000 2030-11-01 2061-09-01 1.500 - 7.000 N/A 1476644107.00 997630903.99 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0437 1145500000.00 1145500000.00 0.0049 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/12/2025 4.37 3130B4Z95 2549001DPIFGXC1TOL40 US3130B4Z954 0001026214 LAE629000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-12 2025-08-12 N N N 0.0433 83999415.36 83999415.36 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.33% 04/14/2026 4.33 3130B5LD8 2549001DPIFGXC1TOL40 US3130B5LD85 0001026214 LBR790000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-04-14 2026-04-14 2026-04-14 N N N 0.0443 267743406.08 267743406.08 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 06/09/2025 4.38 3130B3LZ4 2549001DPIFGXC1TOL40 US3130B3LZ40 0001026214 KSH111000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-06-09 2025-06-09 N N N 0.0432 497991060.90 497991060.90 0.0021 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 12/22/2026 4.55 3130B4BB6 2549001DPIFGXC1TOL40 US3130B4BB64 0001026214 KWH851000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-12-22 2026-12-22 N N N 0.0455 392994049.98 392994049.98 0.0017 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 05/05/2026 4.46 3133ERKD2 254900C5LP6DN9OP9V83 US3133ERKD26 4003205 KLP328000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-05-05 2026-05-05 N N N 0.0446 81993317.00 81993317.00 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 05/20/2025 4.49 3133EPE76 254900C5LP6DN9OP9V83 US3133EPE763 4003205 KBJ658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-20 2025-05-20 N N N 0.0432 45001906.65 45001906.65 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/22/2025 4.37 3130B5CF3 2549001DPIFGXC1TOL40 US3130B5CF35 0001026214 LAT972000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-22 2025-09-22 N N N 0.0435 135998912.00 135998912.00 0.0006 N N N N US Treasury Notes UST NOTES 4.25% 12/31/2025 4.25 91282CJS1 254900HROIFWPRGM1V77 US91282CJS17 KCS513000 U.S. Treasury Debt Y N/A N/A 2025-12-31 2025-12-31 2025-12-31 N N N 0.0406 1034234755.23 1034234755.23 0.0044 N Y Y N JP Morgan Securities, LLC MORGNSEC *G RP SOFR+0.02% 5/9/25 4.38 N/A ZBUT11V806EZRVTWT807 0001287279 LDR639000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LDR639000 2026-09-15 2030-11-30 1.500 - 4.625 N/A 5389667400.00 5455153728.85 U.S. Treasuries (including strips) Y N/A N/A 2025-05-07 2025-05-07 2025-05-09 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0429 5334000000.00 5334000000.00 0.0228 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 12/30/2025 4.42 3133ERQ87 254900C5LP6DN9OP9V83 US3133ERQ870 4003205 KWS708000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-30 2025-12-30 N N N 0.0437 32008042.56 32008042.56 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 08/08/2025 4.41 3130B2BK0 2549001DPIFGXC1TOL40 US3130B2BK08 0001026214 KNY760000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-08 2025-08-08 N N N 0.0428 336079742.88 336079742.88 0.0014 N N N N US Treasury Notes UST NOTES 4% 02/15/2026 4.00 91282CGL9 254900HROIFWPRGM1V77 US91282CGL90 JQD881000 U.S. Treasury Debt Y N/A N/A 2026-02-15 2026-02-15 2026-02-15 N N N 0.0402 36992195.22 36992195.22 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 07/03/2025 4.36 3130B4QJ3 2549001DPIFGXC1TOL40 US3130B4QJ36 0001026214 KYO700000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-03 2025-07-03 N N N 0.0430 56999574.78 56999574.78 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/16/2025 4.51 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-16 2025-05-16 N N N 0.0432 113004869.17 113004869.17 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 08/04/2025 4.52 3133EPRW7 254900C5LP6DN9OP9V83 US3133EPRW77 4003205 KSG274000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-04 2025-08-04 N N N 0.0438 12002816.28 12002816.28 0.0001 N N N N US Treasury Notes UST NOTES 4.25% 01/31/2026 4.25 91282CJV4 254900HROIFWPRGM1V77 US91282CJV46 KDP083000 U.S. Treasury Debt Y N/A N/A 2026-01-31 2026-01-31 2026-01-31 N N N 0.0403 381589357.47 381589357.47 0.0016 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/09/2025 4.43 3133ERJ36 254900C5LP6DN9OP9V83 US3133ERJ362 4003205 KUI523000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-09 2025-12-09 N N N 0.0443 44998578.45 44998578.45 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/27/2025 4.38 3130B4DS7 2549001DPIFGXC1TOL40 US3130B4DS71 0001026214 KWN034000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-27 2025-08-27 N N N 0.0435 43999574.96 43999574.96 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 01/02/2026 4.45 3130B26N0 2549001DPIFGXC1TOL40 US3130B26N09 0001026214 KQJ964000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-02 2026-01-02 N N N 0.0436 132064074.12 132064074.12 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 01/15/2026 4.41 3133ETDP9 254900C5LP6DN9OP9V83 US3133ETDP94 4003205 LDT656000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-01-15 2026-01-15 N N N 0.0440 26999821.53 26999821.53 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/15/2025 4.51 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 4003205 KCE402000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-15 2025-12-15 N N N 0.0443 128059745.28 128059745.28 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 02/10/2027 4.50 3133ER3D1 254900C5LP6DN9OP9V83 US3133ER3D18 4003205 KYU592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-02-10 2027-02-10 N N N 0.0449 237498947.88 237498947.88 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/23/2025 4.43 3133ERM81 254900C5LP6DN9OP9V83 US3133ERM812 4003205 KWH743000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-23 2025-12-23 N N N 0.0443 24999108.75 24999108.75 0.0001 N N N N US Treasury Bill UST BILLS 0% 03/19/2026 912797PV3 254900HROIFWPRGM1V77 US912797PV33 LBR651000 U.S. Treasury Debt Y N/A N/A 2026-03-19 2026-03-19 2026-03-19 N N N 0.0390 171063818.25 171063818.25 0.0007 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/17/2025 4.47 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-17 2025-07-17 N N N 0.0435 75710041.61 75710041.61 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/24/2025 4.52 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-24 2025-07-24 N N N 0.0441 273039079.95 273039079.95 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/10/2025 4.36 3130B5TK4 2549001DPIFGXC1TOL40 US3130B5TK47 0001026214 LDK725000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-10 2025-11-10 N N N 0.0435 534001751.52 534001751.52 0.0023 N N N N RBC Financial Group RBCNYGR *G RP 4.32% 7/8/25 4.32 N/A ES7IP3U3RHIGC71XBU11 LES927000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2025-05-07 2025-05-07 2025-07-08 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0426 1014000000.00 1014000000.00 0.0043 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. Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 4.39% 5/1/25 4.39 N/A N/A LER825000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 LER825000 2027-07-15 2054-05-15 3.625 - 4.625 N/A 4507074000.00 4513225183.24 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0439 4367000000.00 4367000000.00 0.0187 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/23/2025 313385FY7 2549001DPIFGXC1TOL40 US313385FY72 313385FY7 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-23 2025-05-23 2025-05-23 N N N 0.0427 22439193.75 22439193.75 0.0001 N N Y N Fixed Income Clearing Corp - Mizuho MIZ FIG T RP 4.37% 5/1/25 4.37 N/A 9845006C81UCE4114A10 LES547000 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 LES547000 2026-10-31 2033-11-15 1.125 - 4.625 N/A 530796600.00 556987633.47 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 546000000.00 546000000.00 0.0023 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/20/2025 4.40 3130B2GE9 2549001DPIFGXC1TOL40 US3130B2GE92 0001026214 KOU683000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-05-20 2025-05-20 N N N 0.0432 318999017.48 318999017.48 0.0014 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 04/08/2027 4.45 3133ETBW6 254900C5LP6DN9OP9V83 US3133ETBW63 4003205 LDH505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2027-04-08 2027-04-08 N N N 0.0444 224495016.10 224495016.10 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/25/2025 4.37 3130B5DD7 2549001DPIFGXC1TOL40 US3130B5DD77 0001026214 LAV109000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-09-25 2025-09-25 N N N 0.0435 134999025.30 134999025.30 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/25/2026 4.51 3130B2UL7 2549001DPIFGXC1TOL40 US3130B2UL79 0001026214 KQF147000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-09-25 2026-09-25 N N N 0.0445 539367813.60 539367813.60 0.0023 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/28/2025 4.37 3130B4R60 2549001DPIFGXC1TOL40 US3130B4R605 0001026214 KYE430000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-28 2025-08-28 N N N 0.0435 416985058.89 416985058.89 0.0018 N N N N US Treasury Bill UST BILLS 0% 05/20/2025 912797PJ0 254900HROIFWPRGM1V77 US912797PJ05 KXT542000 U.S. Treasury Debt Y N/A N/A 2025-05-20 2025-05-20 2025-05-20 N N N 0.0405 469947249.06 469947249.06 0.0020 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2025 4.37 3130B4LL3 2549001DPIFGXC1TOL40 US3130B4LL37 0001026214 KXO004000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-18 2025-08-18 N N N 0.0433 208000243.36 208000243.36 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 0% 05/15/2025 313313FQ6 254900C5LP6DN9OP9V83 US313313FQ61 4003205 LDK666000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-15 2025-05-15 2025-05-15 N N N 0.0426 49911875.00 49911875.00 0.0002 N N 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 0.0423 323712346.32 323712346.32 0.0014 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/29/2025 4.37 3130B4T76 2549001DPIFGXC1TOL40 US3130B4T767 0001026214 KYL654000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-29 2025-07-29 N N N 0.0432 138000006.90 138000006.90 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 10/23/2026 4.50 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 4003205 KRM359000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-10-23 2026-10-23 N N N 0.0446 137070328.95 137070328.95 0.0006 N N N N US Treasury Bill UST BILLS 0% 06/26/2025 912797NW3 254900HROIFWPRGM1V77 US912797NW34 KWL690000 U.S. Treasury Debt Y N/A N/A 2025-06-26 2025-06-26 2025-06-26 N N N 0.0424 1315271940.44 1315271940.44 0.0056 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 11/27/2026 4.51 3133ERD73 254900C5LP6DN9OP9V83 US3133ERD738 4003205 KTN607000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-11-27 2026-11-27 N N N 0.0451 135994160.16 135994160.16 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/25/2025 4.51 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-07-25 2025-07-25 N N N 0.0438 78014139.06 78014139.06 0.0003 N N N N Citigroup Global Capital Markets Inc. FICASH MU 4.378% 05/01/25 4.38 N/A N/A LET087000_00137 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 LET087000 2051-07-20 2055-03-20 2.000 - 7.000 N/A 73689574.99 56721830.66 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LET087000 2031-06-30 2055-02-15 1.125 - 4.750 N/A 450635626.46 360409309.32 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 406554000.00 406554000.00 0.0017 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/24/2025 4.38 3130B4QF1 2549001DPIFGXC1TOL40 US3130B4QF14 0001026214 KXX278000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-10-24 2025-10-24 N N N 0.0438 276999072.05 276999072.05 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/28/2025 4.43 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-28 2025-11-28 N N N 0.0434 141064386.24 141064386.24 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 02/20/2026 4.47 3130B2FF7 2549001DPIFGXC1TOL40 US3130B2FF76 0001026214 KOT957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-02-20 2026-02-20 N N N 0.0444 136015448.24 136015448.24 0.0006 N N N N MUFG Securities EMEA PLC MUFSECGR T RP 4.38% 5/1/25 4.38 N/A U7M81AY481YLIOR75625 LES544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LES544000 2035-02-15 2054-11-15 4.500 - 4.750 N/A 330283400.00 340451595.31 U.S. Treasuries (including strips) Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 333000000.00 333000000.00 0.0014 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/20/2026 4.49 3133EP3F0 254900C5LP6DN9OP9V83 US3133EP3F02 4003205 KEQ873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-02-20 2026-02-20 N N N 0.0447 73008419.82 73008419.82 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/07/2025 4.36 3130B5T73 2549001DPIFGXC1TOL40 US3130B5T731 0001026214 LDJ625000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-07 2025-11-07 N N N 0.0435 54000338.58 54000338.58 0.0002 N N N N MUFG Securities EMEA PLC MUFSECGR *G RP 4.32% 5/5/25 4.32 N/A U7M81AY481YLIOR75625 LDL658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LDL658000 2025-05-15 2027-11-15 0.375 - 2.750 N/A 589435000.00 573638606.09 U.S. Treasuries (including strips) Y N/A N/A 2025-05-05 2025-05-05 2025-05-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0423 561000000.00 561000000.00 0.0024 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/08/2025 313385HW9 2549001DPIFGXC1TOL40 US313385HW98 GAJ539000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-08 2025-07-08 2025-07-08 N N N 0.0420 219246365.00 219246365.00 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/18/2026 4.46 3133ERHP9 254900C5LP6DN9OP9V83 US3133ERHP92 4003205 KKY986000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-06-18 2026-06-18 N N N 0.0445 70756038.51 70756038.51 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/28/2025 4.52 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 4003205 KBP973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-28 2025-11-28 N N N 0.0443 206093179.98 206093179.98 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/07/2026 4.47 3130B33C5 2549001DPIFGXC1TOL40 US3130B33C52 0001026214 LDT940000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-04-07 2026-04-07 N N N 0.0446 65069907.85 65069907.85 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 12/01/2025 4.52 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 4003205 KBU266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-01 2025-12-01 N N N 0.0443 157071304.69 157071304.69 0.0007 N N N N BNP Paribas, SA BNP (GR) *G RP 4.32% 5/29/25 4.32 N/A R0MUWSFPU8MPRO8K5P83 LER491000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LER491000 2026-01-31 2042-05-15 1.250 - 4.625 N/A 485155900.00 475434094.21 U.S. Treasuries (including strips) Y N/A N/A 2025-05-07 2025-05-07 2025-05-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 466000000.00 466000000.00 0.0020 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 11/25/2025 4.36 3130B5Q35 2549001DPIFGXC1TOL40 US3130B5Q356 0001026214 LCW611000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-25 2025-11-25 N N N 0.0436 132999950.79 132999950.79 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 12/04/2025 4.39 3130B5ZP6 2549001DPIFGXC1TOL40 US3130B5ZP69 0001026214 LEI363000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-12-04 2025-12-04 N N N 0.0438 265000029.15 265000029.15 0.0011 N N N N Bank of America NA FICASH MU 4.378% 05/01/25 4.38 N/A N/A LET087000_00352 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 LET087000 2047-05-01 2051-04-01 1.250 - 3.500 N/A 1694130077.46 747389400.26 Agency Mortgage-Backed Securities Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 731796000.00 731796000.00 0.0031 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/05/2025 4.37 3130B4SJ1 2549001DPIFGXC1TOL40 US3130B4SJ18 0001026214 KYH043000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-05 2025-08-05 N N N 0.0432 128999547.21 128999547.21 0.0006 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/29/2026 4.50 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 KRY193000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2026-10-29 2026-10-29 N N N 0.0446 452265446.04 452265446.04 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/03/2025 4.38 3130B5YF9 2549001DPIFGXC1TOL40 US3130B5YF96 0001026214 LEB744000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-11-03 2025-11-03 N N N 0.0435 199024415.31 199024415.31 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/22/2025 4.37 3130B5YW2 2549001DPIFGXC1TOL40 US3130B5YW20 0001026214 LEH489000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-22 2025-08-22 N N N 0.0433 428000115.56 428000115.56 0.0018 N N N N Lloyds Bank Corp Mrkts LBCMGR G RP 4.4% 5/2/25 4.40 N/A 213800MBWEIJDM5CU638 LEQ573000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LEQ573000 2027-06-30 2055-02-15 1.375 - 4.625 N/A 486122000.00 420097008.71 U.S. Treasuries (including strips) Y N/A N/A 2025-05-02 2025-05-02 2025-05-02 N N N 0.0431 411000000.00 411000000.00 0.0018 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/25/2025 4.50 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-05-01 2025-08-25 2025-08-25 N N N 0.0440 149030530.10 149030530.10 0.0006 N N N N Fidelity Government Cash Reserves 2025-05-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer