0001752724-25-132149.txt : 20250606 0001752724-25-132149.hdr.sgml : 20250606 20250606093047 ACCESSION NUMBER: 0001752724-25-132149 CONFORMED SUBMISSION TYPE: N-MFP3 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20250531 FILED AS OF DATE: 20250606 DATE AS OF CHANGE: 20250606 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: 251029088 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 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2025-06-05 2025-06-05 N N N 0.0425 346000000.00 346000000.00 0.0015 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 10/16/2025 4.43 3130B02D0 2549001DPIFGXC1TOL40 US3130B02D09 0001026214 KJP808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-16 2025-10-16 N N N 0.0432 79026278.56 79026278.56 0.0003 N N N N Barclays Bank PLC BPLCGR *G RP 4.33% 6/9/25 4.33 N/A G5GSEF7VJP5I7OUK5573 LFG410000 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 LFG410000 2040-06-15 2055-05-20 3.000 - 5.500 N/A 442896689.00 128477475.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFG410000 2042-11-01 2055-02-01 3.000 - 6.000 N/A 72980147.00 67132133.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 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0.0424 558000000.00 558000000.00 0.0025 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 09/12/2025 4.33 3130B5JP4 2549001DPIFGXC1TOL40 US3130B5JP44 0001026214 LBO823000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-12 2025-09-12 N N N 0.0429 93999534.70 93999534.70 0.0004 N N N 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 0.0423 18069479.46 18069479.46 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 05/21/2026 4.42 3133ERFG1 254900C5LP6DN9OP9V83 US3133ERFG12 4003205 KUB715000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-05-21 2026-05-21 N N N 0.0437 49020748.07 49020748.07 0.0002 N N N N Federal Home 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strips) Y N/A N/A 2025-06-05 2025-06-05 2025-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0423 1296000000.00 1296000000.00 0.0057 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 07/08/2025 4.45 3130AYEN2 2549001DPIFGXC1TOL40 US3130AYEN20 0001026214 KDD806000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-08 2025-07-08 N N N 0.0431 153009833.31 153009833.31 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 01/13/2026 4.35 3133ER6Y2 254900C5LP6DN9OP9V83 US3133ER6Y28 4003205 LBI233000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-13 2026-01-13 N N N 0.0434 12999938.77 12999938.77 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2.5 09/10/2025 4.36 3133ERH61 254900C5LP6DN9OP9V83 US3133ERH614 4003205 KUH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-10 2025-09-10 N N N 0.0432 45999379.92 45999379.92 0.0002 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 0.0438 300041016.00 300041016.00 0.0013 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/06/2026 4.46 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 4003205 KXA648000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-10-06 2026-10-06 N N N 0.0442 30011364.90 30011364.90 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 03/12/2026 4.45 3133EP5D3 254900C5LP6DN9OP9V83 US3133EP5D36 4003205 KQC170000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-03-12 2026-03-12 N N N 0.0434 20153687.25 20153687.25 0.0001 N N N N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.01% 7/28/25 4.34 N/A FOR8UP27PHTHYVLBNG30 0000769993 LGK174000 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 LGK174000 2025-06-25 2055-03-01 2.000 - 6.500 N/A 404619778.00 312289758.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGK174000 2046-12-01 2054-08-01 2.000 - 7.000 N/A 253436341.00 205333240.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGK174000 2033-04-15 2064-04-20 3.000 - 6.500 N/A 111440466.00 86580647.01 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-06 2025-06-06 2025-07-28 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0428 592000000.00 592000000.00 0.0026 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/21/2025 4.33 3130B54C9 2549001DPIFGXC1TOL40 US3130B54C98 0001026214 LAF718000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-21 2025-08-21 N N N 0.0428 273998027.20 273998027.20 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/03/2025 4.34 3130B3WV1 2549001DPIFGXC1TOL40 US3130B3WV17 0001026214 KTV996000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-03 2025-06-03 2025-06-03 N N N 0.0426 208999684.41 208999684.41 0.0009 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 05/14/2026 4.38 3130B6DF0 2549001DPIFGXC1TOL40 US3130B6DF09 0001026214 LFH050000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-05-14 2026-05-14 N N N 0.0438 44999520.75 44999520.75 0.0002 N N N N Barclays Bank PLC BPLCGR M RP 4.36% 6/2/25 4.36 N/A G5GSEF7VJP5I7OUK5573 LGM544000 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 LGM544000 2043-01-20 2048-09-20 3.000 - 3.500 N/A 1376770.00 1668353.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGM544000 2041-07-25 2055-05-01 4.500 - 6.000 N/A 171973810.00 156503773.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGM544000 2047-03-01 2054-09-01 4.500 - 6.000 N/A 57489822.00 41847542.87 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0436 196000000.00 196000000.00 0.0009 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 05/06/2027 4.45 3133ETFX0 254900C5LP6DN9OP9V83 US3133ETFX01 4003205 LGB981000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-05-06 2027-05-06 N N N 0.0443 28007557.48 28007557.48 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 07/25/2025 4.35 3130B3VD2 2549001DPIFGXC1TOL40 US3130B3VD28 0001026214 KTO620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-25 2025-07-25 N N N 0.0428 69000552.69 69000552.69 0.0003 N N N N Lloyds Bank PLC LLOYDGR G RP 4.4% 8/20/25 4.40 N/A H7FNTJ4851HG0EXQ1Z70 LGA738000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGA738000 2026-11-15 2033-02-15 0.500 - 4.625 N/A 62919800.00 59254032.01 U.S. Treasuries (including strips) Y N/A N/A 2025-08-20 2025-08-20 2025-08-20 N N N 0.0435 58000000.00 58000000.00 0.0003 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/20/2025 4.49 3130AXTA6 2549001DPIFGXC1TOL40 US3130AXTA60 0001026214 KQC186000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-20 2025-11-20 N N N 0.0434 20012892.60 20012892.60 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/26/2026 4.45 3133ERF63 254900C5LP6DN9OP9V83 US3133ERF634 4003205 KTP535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-05-26 2026-05-26 N N N 0.0440 57012751.47 57012751.47 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/24/2025 4.48 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-24 2025-07-24 N N N 0.0436 107008046.40 107008046.40 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/07/2025 4.34 3130B4SK8 2549001DPIFGXC1TOL40 US3130B4SK80 0001026214 KYH023000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-07 2025-08-07 N N N 0.0428 414995144.50 414995144.50 0.0018 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 05/28/2026 4.40 3133ERZ87 254900C5LP6DN9OP9V83 US3133ERZ871 4003205 KYF995000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-05-28 2026-05-28 N N N 0.0440 43000334.11 43000334.11 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.2% 01/15/2026 4.20 3130B6GK6 2549001DPIFGXC1TOL40 US3130B6GK66 0001026214 LFQ955000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-01-15 2026-01-15 2026-01-15 N N N 0.0423 132967976.26 132967976.26 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/25/2025 4.49 3133EPWW1 254900C5LP6DN9OP9V83 US3133EPWW13 4003205 KSG275000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-25 2025-09-25 N N N 0.0432 17007223.30 17007223.30 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 09/26/2025 4.49 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-26 2025-09-26 N N N 0.0438 107023885.61 107023885.61 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/19/2025 4.39 3130B2GB5 2549001DPIFGXC1TOL40 US3130B2GB53 0001026214 KOU675000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-19 2025-08-19 N N N 0.0426 411071793.48 411071793.48 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 0.0429 36385742.28 36385742.28 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 07/16/2025 4.42 3130AYWR3 2549001DPIFGXC1TOL40 US3130AYWR32 0001026214 KGS341000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-16 2025-07-16 N N N 0.0430 84004822.44 84004822.44 0.0004 N N N N Lloyds Bank PLC LLOYDGR G RP 4.39% 8/7/25 4.39 N/A H7FNTJ4851HG0EXQ1Z70 LFE951000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LFE951000 2027-08-31 2030-02-15 0.500 - 1.500 N/A 123405600.00 114602222.52 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 N N N 0.0433 112000000.00 112000000.00 0.0005 N N N Y ABN AMRO Bank NV ABNGR G RP 4.37% 6/2/25 4.37 N/A N/A LGN000000 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 LGN000000 2027-01-15 2028-07-31 0.375 - 1.000 N/A 397400.00 377582.22 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN000000 2052-08-20 2054-10-20 5.000 - 5.500 N/A 15549513.00 14013445.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN000000 2051-06-01 2055-03-01 3.000 - 6.000 N/A 128223694.00 118714069.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN000000 2028-09-01 2055-04-01 2.500 - 7.000 N/A 236098069.00 165864230.70 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0437 293000000.00 293000000.00 0.0013 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/21/2025 4.33 3130B5C97 2549001DPIFGXC1TOL40 US3130B5C976 0001026214 LAT939000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-21 2025-08-21 N N N 0.0428 67999612.40 67999612.40 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 0.0393 189199150.00 189199150.00 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 0.0425 415757043.52 415757043.52 0.0018 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/02/2026 3133ETKD8 254900C5LP6DN9OP9V83 US3133ETKD81 4003205 LGK251000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-02 2026-06-02 2026-06-02 N N N 0.0000 19000000.00 19000000.00 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 01/26/2026 4.34 3130B5PS1 2549001DPIFGXC1TOL40 US3130B5PS19 0001026214 LCT491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-26 2026-01-26 N N N 0.0433 24999767.50 24999767.50 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 09/19/2025 4.41 3130B0HG7 2549001DPIFGXC1TOL40 US3130B0HG75 0001026214 KGS340000 U.S. Government Agency 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2026-04-24 2026-04-24 N N N 0.0445 67994041.16 67994041.16 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 11/26/2025 4.41 3133ERCY5 254900C5LP6DN9OP9V83 US3133ERCY54 4003205 KLD589000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-26 2025-11-26 N N N 0.0435 41010700.59 41010700.59 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/11/2025 4.34 3130B3Y98 2549001DPIFGXC1TOL40 US3130B3Y983 0001026214 KUH492000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-11 2025-06-11 N N N 0.0427 139999160.00 139999160.00 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/11/2025 4.34 3130B3YX5 2549001DPIFGXC1TOL40 US3130B3YX54 0001026214 KUI684000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-11 2025-06-11 N N N 0.0427 278998312.05 278998312.05 0.0012 N N 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2025-07-25 N N N 0.0434 258025905.78 258025905.78 0.0011 N N N N Fixed Income Clearing Corp - Goldman GS FIG T RP 4.34% 6/2/25 4.34 N/A 549300H47WTHXPU08X20 LGM593000 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 LGM593000 2029-12-31 2052-08-15 1.375 - 4.000 N/A 2983531400.00 2650918444.71 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 2598000000.00 2598000000.00 0.0115 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 06/27/2025 4.48 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 4003205 JYI393000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-27 2025-06-27 N N N 0.0430 232016437.20 232016437.20 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 0.0424 58245214.77 58245214.77 0.0003 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/29/2025 4.33 3130B5DP0 2549001DPIFGXC1TOL40 US3130B5DP08 0001026214 LAV940000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-29 2025-08-29 N N N 0.0428 201999785.88 201999785.88 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/02/2026 3130B6LW4 2549001DPIFGXC1TOL40 US3130B6LW40 0001026214 LGL744000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-02 2026-02-02 2026-02-02 N N N 0.0000 515000000.00 515000000.00 0.0023 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/25/2025 4.33 3130B5CE6 2549001DPIFGXC1TOL40 US3130B5CE69 0001026214 LAT940000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-25 2025-08-25 N N N 0.0428 135999492.72 135999492.72 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 09/02/2025 4.48 3130AXQ43 2549001DPIFGXC1TOL40 US3130AXQ435 0001026214 KCQ714000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-02 2025-09-02 N N N 0.0431 48465305.84 48465305.84 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 07/08/2026 4.45 3133ERKG5 254900C5LP6DN9OP9V83 US3133ERKG56 4003205 KLT188000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-07-08 2026-07-08 N N N 0.0437 142060389.76 142060389.76 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 10/10/2025 4.48 3130AXYD4 2549001DPIFGXC1TOL40 US3130AXYD45 0001026214 KBW968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-10 2025-10-10 N N N 0.0436 153049082.40 153049082.40 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/15/2026 4.44 3130B1XV4 2549001DPIFGXC1TOL40 US3130B1XV42 0001026214 KYO957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-04-15 2026-04-15 N N N 0.0439 74027141.72 74027141.72 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 10/05/2026 3133ETKG1 254900C5LP6DN9OP9V83 US3133ETKG13 4003205 LGL726000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-05 2026-10-05 2026-10-05 N N N 0.0000 22000000.00 22000000.00 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/21/2025 4.49 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 0001026214 KHC753000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-21 2025-08-21 N N N 0.0437 201539801.31 201539801.31 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 01/05/2026 4.36 3130B66R2 2549001DPIFGXC1TOL40 US3130B66R22 0001026214 LET070000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-05 2026-01-05 N N N 0.0435 64999558.00 64999558.00 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/03/2025 4.32 3130B5QB7 2549001DPIFGXC1TOL40 US3130B5QB74 0001026214 LCW676000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-03 2025-10-03 N N N 0.0430 230995601.76 230995601.76 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/03/2025 4.35 3130B4T43 2549001DPIFGXC1TOL40 US3130B4T437 0001026214 KYL524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-03 2025-10-03 N N N 0.0432 222998539.35 222998539.35 0.0010 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.32% 6/2/25 4.32 N/A 2IGI19DL77OX0HC3ZE78 LFN695000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LFN695000 2025-08-15 2055-02-15 0.750 - 4.875 N/A 341665900.00 318431359.98 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0432 311000000.00 311000000.00 0.0014 N Y Y N BofA Securities, Inc. BASGR G RP SOFR+0.05% 8/5/25 4.38 N/A 549300HN4UKV1E2R3U73 LFA880000 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 LFA880000 2030-09-01 2064-04-01 2.000 - 7.028 N/A 580141161.00 161647384.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFA880000 2027-01-01 2054-12-01 2.500 - 5.500 N/A 231808275.00 45089202.77 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-05 2025-08-05 2025-08-05 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0432 202000000.00 202000000.00 0.0009 N N N Y Lloyds Bank Corp Mrkts LBCMGR G RP 4.35% 6/5/25 4.35 N/A 213800MBWEIJDM5CU638 LGL352000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGL352000 2026-03-31 2044-05-15 1.125 - 5.375 N/A 527438200.00 479631777.81 U.S. Treasuries (including strips) Y N/A N/A 2025-06-05 2025-06-05 2025-06-05 N N N 0.0426 470000000.00 470000000.00 0.0021 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/04/2025 4.34 3130B4RV5 2549001DPIFGXC1TOL40 US3130B4RV54 0001026214 KYG028000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-04 2025-08-04 N N N 0.0428 207997048.48 207997048.48 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4.5 02/05/2026 4.38 3130B4WT4 2549001DPIFGXC1TOL40 US3130B4WT44 0001026214 KYU805000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-05 2026-02-05 N N N 0.0437 210997155.72 210997155.72 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 11/03/2025 4.49 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 4003205 KAU628000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-03 2025-11-03 N N N 0.0433 100059675.00 100059675.00 0.0004 N N N N US Treasury Bill UST BILLS 0% 05/14/2026 912797QN0 254900HROIFWPRGM1V77 US912797QN08 LFG981000 U.S. Treasury Debt Y N/A N/A 2026-05-14 2026-05-14 2026-05-14 N N N 0.0408 510420065.72 510420065.72 0.0023 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 03/20/2026 4.42 3133ERL58 254900C5LP6DN9OP9V83 US3133ERL582 4003205 KWA894000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-03-20 2026-03-20 N N N 0.0441 30998899.50 30998899.50 0.0001 N N N N Rbc Dominion Securities Inc FICASH MR 4.34% 06/02/25 4.34 N/A N/A LGN193000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN193000 2030-01-01 2055-06-01 1.500 - 7.500 N/A 4518724.49 2037599.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN193000 2032-02-15 2066-03-15 2.000 - 7.500 N/A 6465533.13 3104648.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LGN193000 2025-06-03 2055-02-15 0.000 - 6.625 N/A 12945705.15 12147208.03 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN193000 2027-08-01 2055-05-01 1.500 - 7.500 N/A 6216372.34 1890659.52 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 18789000.00 18789000.00 0.0001 N Y Y N Wells Fargo Bank NA FICASH MU 4.346% 06/02/25 4.35 N/A N/A LGN048000_00412 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 LGN048000 2028-01-25 2056-07-01 0.125 - 7.000 N/A 553060896.15 348655255.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN048000 2051-05-20 2052-06-20 1.500 - 4.500 N/A 30963471.07 22976063.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN048000 2026-02-15 2057-08-15 1.000 - 6.500 N/A 430369863.95 230842591.58 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 588516000.00 588516000.00 0.0026 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/22/2025 4.43 3130B05P0 2549001DPIFGXC1TOL40 US3130B05P02 0001026214 KJP809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-22 2025-09-22 N N N 0.0432 143031439.98 143031439.98 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/23/2025 4.34 3130B42W0 2549001DPIFGXC1TOL40 US3130B42W08 0001026214 KVR372000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-23 2025-06-23 N N N 0.0427 138998288.91 138998288.91 0.0006 N N N N Federal Reserve Bank of NY FEDRESNY G RP 4.25% 6/2/25 4.25 N/A 254900Y8NKGV541U8Q32 0001457970 LGN024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGN024000 2029-05-15 2029-08-15 1.625 - 2.375 N/A 6119179300.00 5622990828.81 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0425 5621000000.00 5621000000.00 0.0248 N Y Y 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 0.0427 406915860.89 406915860.89 0.0018 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/02/2026 4.47 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 4003205 KTV485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-12-02 2026-12-02 N N N 0.0447 60997401.40 60997401.40 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 09/17/2025 4.33 3130B5JR0 2549001DPIFGXC1TOL40 US3130B5JR00 0001026214 LBO846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-17 2025-09-17 N N N 0.0429 240998216.60 240998216.60 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 10/02/2026 4.38 3133ETBN6 254900C5LP6DN9OP9V83 US3133ETBN64 4003205 LDA956000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-10-02 2026-10-02 N N N 0.0437 88997789.24 88997789.24 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2025 4.34 3130B5XH6 2549001DPIFGXC1TOL40 US3130B5XH61 0001026214 LEA668000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-18 2025-08-18 N N N 0.0429 67999844.96 67999844.96 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 02/27/2026 4.41 3130B1LC9 2549001DPIFGXC1TOL40 US3130B1LC98 0001026214 KKG137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-27 2026-02-27 N N N 0.0439 141014654.13 141014654.13 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 10/22/2025 4.33 3130B6HU3 2549001DPIFGXC1TOL40 US3130B6HU30 0001026214 LFX869000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-22 2025-10-22 N N N 0.0431 63999978.24 63999978.24 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 04/28/2026 4.37 3133ER5B3 254900C5LP6DN9OP9V83 US3133ER5B34 4003205 LAP524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-04-28 2026-04-28 N N N 0.0436 20000381.00 20000381.00 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 0.0424 803246294.84 803246294.84 0.0036 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 0.0451 267572384.56 267572384.56 0.0012 N N N N Freddie Mac FED HOME LN MTG CORP 0.64% 11/24/2025 0.64 3134GXEJ9 S6XOOCT0IEG5ABCC6L87 US3134GXEJ92 GIH535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-11-24 2025-11-24 2025-11-24 N N N 0.0445 44188768.35 44188768.35 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/10/2026 4.45 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 4003205 KMA892000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-07-10 2026-07-10 N N N 0.0441 69024827.58 69024827.58 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 06/11/2025 4.38 3133ERSU6 254900C5LP6DN9OP9V83 US3133ERSU68 4003205 KPN255000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-11 2025-06-11 N N N 0.0429 32999974.59 32999974.59 0.0001 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 6/4/25 4.39 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 2036-11-01 2055-05-01 2.000 - 6.500 N/A 66524858.00 33788610.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LBF405000 2027-12-01 2055-05-01 2.000 - 6.500 N/A 46473158.00 37363008.64 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 0.0430 69000000.00 69000000.00 0.0003 N N Y N 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 0.0403 1106078350.46 1106078350.46 0.0049 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 0.0455 548147897.10 548147897.10 0.0024 N N N N Fannie Mae FANNIE MAE 0.65% 12/17/2025 0.65 3135G06N8 B1V7KEBTPIMZEU4LTD58 US3135G06N86 0000310522 GJB806000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-12-17 2025-12-17 2025-12-17 N N N 0.0424 45896109.23 45896109.23 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 06/20/2025 4.38 3133ERBW0 254900C5LP6DN9OP9V83 US3133ERBW08 4003205 KJP647000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-20 2025-06-20 N N N 0.0431 72999256.13 72999256.13 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/04/2026 4.37 3133ER5Z0 254900C5LP6DN9OP9V83 US3133ER5Z02 4003205 LAV867000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-06-04 2026-06-04 N N N 0.0437 34000440.30 34000440.30 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/08/2027 4.48 3133ERS44 254900C5LP6DN9OP9V83 US3133ERS447 4003205 KXD111000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-01-08 2027-01-08 N N N 0.0447 160998567.10 160998567.10 0.0007 N N N N Bank of America NA FICASH MU 4.346% 06/02/25 4.35 N/A N/A LGN048000_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 LGN048000 2047-05-01 2051-04-01 1.250 - 3.500 N/A 1700574524.94 721299926.54 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 706219000.00 706219000.00 0.0031 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.35% 06/05/2026 4.35 3130B6BV7 2549001DPIFGXC1TOL40 US3130B6BV76 0001026214 LFB176000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-06-05 2026-06-05 2026-06-05 N N N 0.0458 262399250.14 262399250.14 0.0012 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/22/2025 313385KT2 2549001DPIFGXC1TOL40 US313385KT23 AGG970000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-22 2025-08-22 2025-08-22 N N N 0.0430 288127830.00 288127830.00 0.0013 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 7/24/25 4.41 N/A MBNUM2BPBDO7JBLYG310 0000315030 LGD468000 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 LGD468000 2026-07-31 2026-07-31 4.375 N/A 643400.00 654579.66 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGD468000 2055-03-01 2055-04-01 3.500 - 7.000 N/A 386594721.00 377094185.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGD468000 2055-03-01 2055-04-01 4.500 - 6.500 N/A 165044096.00 162486769.59 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-24 2025-07-24 2025-07-24 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0434 529000000.00 529000000.00 0.0023 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/21/2025 4.36 3130B5Z92 2549001DPIFGXC1TOL40 US3130B5Z928 0001026214 LEH524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-21 2025-11-21 N N N 0.0435 40000034.40 40000034.40 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/08/2026 4.45 3133ERPE5 254900C5LP6DN9OP9V83 US3133ERPE53 4003205 KNY434000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-05-08 2026-05-08 N N N 0.0436 70053830.00 70053830.00 0.0003 N N N N Fixed Income Clearing Corp - BONY BNY FIG M RP 4.35% 6/2/25 4.35 N/A N/A LGM566000 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 LGM566000 2040-08-01 2055-04-01 2.000 - 7.000 N/A 3311352924.00 2508943757.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 LGM566000 2025-12-01 2055-01-01 2.500 - 6.500 N/A 388356899.00 256276243.54 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 2711000000.00 2711000000.00 0.0120 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+10 02/09/2026 4.43 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 KOT976000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-09 2026-02-09 N N N 0.0437 80028195.20 80028195.20 0.0004 N N N N Nomura Securities International Inc FICASH MR 4.34% 06/02/25 4.34 N/A N/A LGN193000_07426 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 LGN193000 2030-02-01 2055-05-01 2.000 - 7.628 N/A 41512.51 5384.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN193000 2025-06-15 2065-05-15 1.500 - 9.000 N/A 27036.31 1355.66 Agency Mortgage-Backed Securities Resolution Funding Corp N/A LGN193000 2030-04-15 2030-04-15 8.875 N/A 0.02 0.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN193000 2025-06-25 2055-05-01 1.500 - 9.000 N/A 25345.07 3463.69 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 10000.00 10000.00 0.0000 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/17/2025 4.48 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 4003205 KAD692000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-17 2025-07-17 N N N 0.0431 92011161.44 92011161.44 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/14/2025 4.47 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-14 2025-08-14 N N N 0.0434 308050336.44 308050336.44 0.0014 N N N N Citigroup Global Capital Markets Inc. FICASH MU 4.346% 06/02/25 4.35 N/A N/A LGN048000_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 LGN048000 2051-11-20 2055-05-20 2.000 - 7.000 N/A 458700214.53 401142280.12 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LGN048000 2025-11-30 2052-02-15 0.875 - 4.875 N/A 3082715763.56 2585455639.64 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 2922657000.00 2922657000.00 0.0129 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/27/2025 4.34 3130B5YL6 2549001DPIFGXC1TOL40 US3130B5YL64 0001026214 LED062000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-27 2025-08-27 N N N 0.0429 132000770.88 132000770.88 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 03/18/2026 4.44 3133EP5N1 254900C5LP6DN9OP9V83 US3133EP5N18 4003205 KML440000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-03-18 2026-03-18 N N N 0.0441 141014455.32 141014455.32 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/11/2027 4.41 3133ETAA5 254900C5LP6DN9OP9V83 US3133ETAA52 4003205 LBQ308000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-03-11 2027-03-11 N N N 0.0441 42999953.13 42999953.13 0.0002 N N N N BofA Securities, Inc. BASGR *G RP SOFR+0.05% 7/11/25 4.38 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 2027-11-01 2055-04-01 2.000 - 7.500 N/A 912187243.00 221079905.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LDT474000 2030-12-01 2054-11-01 2.500 - 6.500 N/A 76063243.00 58109507.71 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-06 2025-06-06 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 0.0431 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 2044-02-15 2044-05-15 3.375 - 4.500 N/A 111686000.00 94660212.54 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 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 0.0423 92000000.00 92000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 10/16/2025 4.46 3130AYJD9 2549001DPIFGXC1TOL40 US3130AYJD92 0001026214 KDK258000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-16 2025-10-16 N N N 0.0434 300099744.00 300099744.00 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 4.49 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-25 2025-07-25 N N N 0.0436 481047994.18 481047994.18 0.0021 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 09/05/2025 4.33 3130B5DU9 2549001DPIFGXC1TOL40 US3130B5DU92 0001026214 LAW000000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-05 2025-09-05 N N N 0.0429 93999773.46 93999773.46 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 0.0422 58334889.00 58334889.00 0.0003 N Y Y N Bny Mellon Capital Market LLC FICASH MU 4.346% 06/02/25 4.35 N/A N/A LGN048000_08066 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 LGN048000 2025-10-15 2055-01-20 1.500 - 8.000 N/A 11376805.28 1175455.04 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 LGN048000 2025-12-12 2025-12-12 4.500 N/A 35474.03 36252.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN048000 2025-06-25 2055-06-01 1.500 - 8.000 N/A 211186939.70 200883951.20 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LGN048000 2025-12-08 2029-12-26 4.000 - 4.950 N/A 16853590.52 17020297.63 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN048000 2025-06-25 2055-06-01 1.500 - 8.500 N/A 164129855.65 149972037.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LGN048000 2025-06-03 2052-11-15 0.000 - 4.750 N/A 130889659.11 130178406.96 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 489297000.00 489297000.00 0.0022 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 04/17/2026 4.43 3133ERBY6 254900C5LP6DN9OP9V83 US3133ERBY63 4003205 KHI145000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-04-17 2026-04-17 N N N 0.0443 76993056.91 76993056.91 0.0003 N N N N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.01% 7/28/25 4.34 N/A FOR8UP27PHTHYVLBNG30 0000769993 LGJ115000 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 LGJ115000 2033-08-01 2055-05-01 2.000 - 6.000 N/A 196836841.00 85461706.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGJ115000 2046-11-20 2064-12-20 2.500 - 6.500 N/A 315989279.00 296643150.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGJ115000 2030-08-01 2055-04-01 1.500 - 6.500 N/A 58413358.00 21085567.63 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-06 2025-06-06 2025-07-28 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0428 395000000.00 395000000.00 0.0017 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/24/2025 4.34 3130B47E5 2549001DPIFGXC1TOL40 US3130B47E54 0001026214 KWD128000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-24 2025-06-24 N N N 0.0428 207997019.36 207997019.36 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 04/09/2027 4.41 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 4003205 LFB210000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-04-09 2027-04-09 N N N 0.0444 79956448.80 79956448.80 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/09/2026 4.46 3130AYT30 2549001DPIFGXC1TOL40 US3130AYT304 0001026214 KQC169000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-09 2026-02-09 N N N 0.0444 82008218.86 82008218.86 0.0004 N N N N Sumitomo Mitsui Banking Corp FICASH MU 4.346% 06/02/25 4.35 N/A N/A LGN048000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN048000 2048-12-01 2053-05-01 2.000 - 5.500 N/A 3632692846.13 1061829868.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN048000 2042-10-20 2055-02-20 3.000 - 6.500 N/A 4047761187.67 2380761463.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN048000 2053-02-01 2053-04-01 5.500 N/A 534568501.30 433486499.56 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 3766501000.00 3766501000.00 0.0167 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 11/23/2026 4.47 3133ERN23 254900C5LP6DN9OP9V83 US3133ERN232 4003205 KWJ231000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-11-23 2026-11-23 N N N 0.0447 110991743.82 110991743.82 0.0005 N N N N US Treasury Bill UST BILLS 0% 09/23/2025 912797QV2 254900HROIFWPRGM1V77 US912797QV24 LGA866000 U.S. Treasury Debt Y N/A N/A 2025-09-23 2025-09-23 2025-09-23 N N N 0.0426 2333831937.08 2333831937.08 0.0103 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2025 4.34 3130B5YB8 2549001DPIFGXC1TOL40 US3130B5YB82 0001026214 LEB721000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-18 2025-08-18 N N N 0.0427 233009746.39 233009746.39 0.0010 N N N N Fannie Mae FANNIE MAE VFAC SOFR+14 10/23/2026 4.47 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 0000310522 KRR809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-10-23 2026-10-23 N N N 0.0439 369370343.16 369370343.16 0.0016 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 10/06/2025 4.49 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 4003205 JYU452000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-06 2025-10-06 N N N 0.0436 35011074.00 35011074.00 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/29/2025 4.34 3130B4QV6 2549001DPIFGXC1TOL40 US3130B4QV63 0001026214 KYD338000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-29 2025-07-29 N N N 0.0428 415994396.48 415994396.48 0.0018 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/27/2025 4.49 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 4003205 KAO066000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-27 2025-10-27 N N N 0.0439 67023210.81 67023210.81 0.0003 N N N N BNP Paribas, SA BNP (GR) *G RP 4.32% 6/30/25 4.32 N/A R0MUWSFPU8MPRO8K5P83 LGL085000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGL085000 2026-01-31 2053-05-15 0.375 - 4.625 N/A 522557100.00 461261339.37 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 452000000.00 452000000.00 0.0020 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 07/21/2026 4.39 3133ETHF7 254900C5LP6DN9OP9V83 US3133ETHF76 4003205 LFQ764000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-07-21 2026-07-21 N N N 0.0438 41000022.55 41000022.55 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/30/2025 4.34 3130B4S36 2549001DPIFGXC1TOL40 US3130B4S363 0001026214 KYG072000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-30 2025-07-30 N N N 0.0428 69998953.50 69998953.50 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/14/2025 4.49 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-14 2025-07-14 N N N 0.0431 61007967.21 61007967.21 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/04/2025 4.34 3130B4UQ2 2549001DPIFGXC1TOL40 US3130B4UQ23 0001026214 KYN563000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-04 2025-09-04 N N N 0.0430 235000491.15 235000491.15 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 07/21/2026 4.46 3133ERYD7 254900C5LP6DN9OP9V83 US3133ERYD79 4003205 KRL449000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-07-21 2026-07-21 N N N 0.0446 25997364.38 25997364.38 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 07/17/2025 4.49 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 4003205 JVX030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-17 2025-07-17 N N N 0.0431 112014995.68 112014995.68 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 0.0312 204807072.45 204807072.45 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 0.0438 263508534.17 263508534.17 0.0012 N Y Y N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.32% 6/27/25 4.32 N/A 2IGI19DL77OX0HC3ZE78 LGM730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGM730000 2025-08-15 2055-02-15 0.375 - 4.875 N/A 340671100.00 273501693.08 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-27 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 268000000.00 268000000.00 0.0012 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/02/2026 4.35 3130B6LX2 2549001DPIFGXC1TOL40 US3130B6LX23 0001026214 LGL757000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-03-02 2026-03-02 N N N 0.0434 249999487.50 249999487.50 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/07/2025 4.34 3130B4SU6 2549001DPIFGXC1TOL40 US3130B4SU62 0001026214 KYH267000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-07 2025-08-07 N N N 0.0428 13999803.16 13999803.16 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/22/2025 4.47 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 4003205 KBL768000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-22 2025-08-22 N N N 0.0435 174025812.90 174025812.90 0.0008 N N N N US Treasury Bill UST BILLS 0% 08/07/2025 912797MG9 254900HROIFWPRGM1V77 US912797MG92 KNO747000 U.S. Treasury Debt Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 N N N 0.0410 1087500520.00 1087500520.00 0.0048 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 04/15/2026 4.43 3133ERA68 254900C5LP6DN9OP9V83 US3133ERA684 4003205 LDT938000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-04-15 2026-04-15 N N N 0.0443 65868811.05 65868811.05 0.0003 N N N N Fixed Income Clearing Corp - Goldman GS FIG T RP 4.34% 6/2/25 4.34 N/A 549300H47WTHXPU08X20 LGM595000 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 LGM595000 2028-05-31 2052-08-15 3.000 - 3.625 N/A 532202700.00 447942000.12 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 439000000.00 439000000.00 0.0019 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 09/10/2025 4.33 3130B5FP8 2549001DPIFGXC1TOL40 US3130B5FP89 0001026214 LBE245000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-10 2025-09-10 N N N 0.0429 132999526.52 132999526.52 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 06/10/2026 4.46 3133ERSX0 254900C5LP6DN9OP9V83 US3133ERSX08 4003205 LAV887000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-06-10 2026-06-10 N N N 0.0437 50042343.50 50042343.50 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/12/2025 4.34 3130B4KM2 2549001DPIFGXC1TOL40 US3130B4KM29 0001026214 KXL800000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-12 2025-08-12 N N N 0.0431 277986736.62 277986736.62 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 0.0407 531414718.90 531414718.90 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 0.0429 1208962050.00 1208962050.00 0.0053 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/09/2026 4.42 3133ERZR5 254900C5LP6DN9OP9V83 US3133ERZR56 4003205 LAV869000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-09 2026-02-09 N N N 0.0441 36001562.04 36001562.04 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 11/12/2025 4.34 3130B5J74 2549001DPIFGXC1TOL40 US3130B5J740 0001026214 LBN404000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-12 2025-11-12 N N N 0.0432 314002716.10 314002716.10 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/26/2025 4.48 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-26 2025-09-26 N N N 0.0437 93020529.75 93020529.75 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 01/02/2026 4.48 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-02 2026-01-02 N N N 0.0436 139084855.33 139084855.33 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 04/09/2026 4.44 3133ERAG6 254900C5LP6DN9OP9V83 US3133ERAG66 4003205 KQC185000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-04-09 2026-04-09 N N N 0.0441 45001039.95 45001039.95 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 02/09/2027 4.43 3133ETGQ4 254900C5LP6DN9OP9V83 US3133ETGQ41 4003205 LFF143000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-02-09 2027-02-09 N N N 0.0443 19999862.80 19999862.80 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 10/28/2025 4.33 3130B5PB8 2549001DPIFGXC1TOL40 US3130B5PB83 0001026214 LCF522000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-28 2025-10-28 N N N 0.0431 213998996.34 213998996.34 0.0009 N N N N US Treasury Notes UST NOTES 2.875% 06/15/2025 2.88 91282CEU1 254900HROIFWPRGM1V77 US91282CEU18 JJQ630000 U.S. Treasury Debt Y N/A N/A 2025-06-15 2025-06-15 2025-06-15 N N N 0.0424 34978125.00 34978125.00 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/25/2026 4.43 3130B1S81 2549001DPIFGXC1TOL40 US3130B1S815 0001026214 KLD463000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-06-25 2026-06-25 N N N 0.0444 84986005.60 84986005.60 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/12/2026 4.34 3130B5TR9 2549001DPIFGXC1TOL40 US3130B5TR99 0001026214 LDK706000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-12 2026-01-12 N N N 0.0433 533989805.94 533989805.94 0.0024 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2025 4.34 3130B4UJ8 2549001DPIFGXC1TOL40 US3130B4UJ89 0001026214 KYN564000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-05 2025-09-05 N N N 0.0430 247000153.14 247000153.14 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 05/05/2027 4.46 3133ETFP7 254900C5LP6DN9OP9V83 US3133ETFP76 4003205 LER808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-05-05 2027-05-05 N N N 0.0443 111043518.66 111043518.66 0.0005 N N N N Fixed Income Clearing Corp - Goldman GS FIG T RP 4.34% 6/2/25 4.34 N/A 549300H47WTHXPU08X20 LGM594000 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 LGM594000 2025-07-22 2050-08-15 0.000 - 4.451 N/A 3308176200.00 2650918407.66 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 2598000000.00 2598000000.00 0.0115 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.3% 06/02/2026 4.30 3130B6A55 2549001DPIFGXC1TOL40 US3130B6A556 0001026214 LEU178000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-06-02 2026-06-02 2026-06-02 N N N 0.0437 1049295229.50 1049295229.50 0.0046 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 03/01/2027 4.42 3130B5BF4 2549001DPIFGXC1TOL40 US3130B5BF44 0001026214 LAN784000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-03-01 2027-03-01 N N N 0.0442 57999467.56 57999467.56 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/16/2025 4.33 3130B5TP3 2549001DPIFGXC1TOL40 US3130B5TP34 0001026214 LDK739000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-16 2025-12-16 N N N 0.0433 386998467.48 386998467.48 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/25/2025 4.34 3130B5ZH4 2549001DPIFGXC1TOL40 US3130B5ZH44 0001026214 LEI612000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-25 2025-08-25 N N N 0.0429 132000357.72 132000357.72 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/12/2025 4.47 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-12 2025-11-12 N N N 0.0434 305159136.80 305159136.80 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/20/2025 4.49 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-20 2025-10-20 N N N 0.0438 157052711.18 157052711.18 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 4.48 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-08 2025-12-08 N N N 0.0440 88035109.36 88035109.36 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/27/2025 4.34 3130B4SQ5 2549001DPIFGXC1TOL40 US3130B4SQ50 0001026214 KYH059000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-27 2025-08-27 N N N 0.0429 285000812.25 285000812.25 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+0 09/08/2025 4.33 3133ER5P2 254900C5LP6DN9OP9V83 US3133ER5P20 4003205 LAU972000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-08 2025-09-08 N N N 0.0431 18998849.74 18998849.74 0.0001 N N N N Fixed Income Clearing Corp - CIBC CIB FID T RP 4.35% 6/2/25 4.35 N/A N/A LGM521000 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 LGM521000 2026-04-30 2031-06-30 4.250 - 4.875 N/A 894309000.00 910732672.19 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 893000000.00 893000000.00 0.0039 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 04/05/2027 4.41 3130B5SA7 2549001DPIFGXC1TOL40 US3130B5SA73 0001026214 LDG770000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-04-05 2027-04-05 N N N 0.0440 1014968788.75 1014968788.75 0.0045 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/11/2025 4.34 3130B5YA0 2549001DPIFGXC1TOL40 US3130B5YA00 0001026214 LEB720000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-11 2025-08-11 N N N 0.0427 56001873.20 56001873.20 0.0002 N N N N BofA Securities, Inc. BASGR *G RP 4.32% 6/27/25 4.32 N/A 549300HN4UKV1E2R3U73 LGK236000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGK236000 2039-02-15 2045-02-15 3.000 - 4.750 N/A 296978000.00 248008739.19 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-27 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 243000000.00 243000000.00 0.0011 N N Y N Fixed Income Clearing Corp - Mizuho MIZ FIG M RP 4.35% 6/2/25 4.35 N/A 9845006C81UCE4114A10 LGM553000 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 LGM553000 2028-02-29 2054-02-15 2.875 - 4.500 N/A 28614800.00 26629054.14 U.S. Treasuries (including strips) Government National Mortgage Association N/A LGM553000 2055-02-20 2065-01-20 6.000 - 6.500 N/A 13544175.00 13964350.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGM553000 2033-12-01 2055-05-01 2.500 - 7.000 N/A 131164944.00 124543952.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGM553000 2031-03-01 2062-12-01 2.000 - 8.500 N/A 1358004867.00 936861972.85 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 1080000000.00 1080000000.00 0.0048 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 0.0426 333982625.10 333982625.10 0.0015 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/12/2026 4.46 3130AYX76 2549001DPIFGXC1TOL40 US3130AYX769 0001026214 KMJ640000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-12 2026-02-12 N N N 0.0444 70007002.80 70007002.80 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 0.0425 14106406.12 14106406.12 0.0001 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/04/2025 4.33 3130B5SM1 2549001DPIFGXC1TOL40 US3130B5SM12 0001026214 LDH510000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-04 2025-12-04 N N N 0.0429 227042789.50 227042789.50 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/29/2026 4.46 3133ERMQ1 254900C5LP6DN9OP9V83 US3133ERMQ11 4003205 KMR276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-07-29 2026-07-29 N N N 0.0438 76033651.28 76033651.28 0.0003 N N N N BofA Securities Inc FICASH MU 4.346% 06/02/25 4.35 N/A N/A LGN048000_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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN048000 2026-01-01 2055-05-01 1.500 - 7.044 N/A 1015678891.90 340487199.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 LGN048000 2029-02-01 2055-05-01 2.000 - 7.000 N/A 113419059.06 71891153.86 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 404146000.00 404146000.00 0.0018 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/23/2025 4.34 3130B4RE3 2549001DPIFGXC1TOL40 US3130B4RE30 0001026214 KYE424000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-23 2025-07-23 N N N 0.0428 193996886.30 193996886.30 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 08/19/2026 4.47 3133ERPU9 254900C5LP6DN9OP9V83 US3133ERPU95 4003205 KOF637000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-08-19 2026-08-19 N N N 0.0446 170996904.90 170996904.90 0.0008 N N N N Fannie Mae FANNIE MAE VFAC SOFR+10 06/18/2026 4.43 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 0000310522 KLE478000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-06-18 2026-06-18 N N N 0.0436 365236268.15 365236268.15 0.0016 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/08/2025 4.34 3130B4JB8 2549001DPIFGXC1TOL40 US3130B4JB82 0001026214 KXK791000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-08 2025-07-08 N N N 0.0427 137998204.62 137998204.62 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.16% 06/09/2026 4.16 3130B6DP8 2549001DPIFGXC1TOL40 US3130B6DP80 0001026214 LFH134000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-06-09 2026-06-09 2026-06-09 N N N 0.0432 463247916.32 463247916.32 0.0020 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 09/05/2025 4.40 3133ERSA0 254900C5LP6DN9OP9V83 US3133ERSA05 4003205 KPK918000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-05 2025-09-05 N N N 0.0429 145024197.60 145024197.60 0.0006 N N N N Fixed Income Clearing Corp - ING ING FID G RP 4.35% 6/2/25 4.35 N/A N/A LGL855000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LGL855000 2032-01-31 2032-01-31 4.375 N/A 899951000.00 922280220.64 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 904000000.00 904000000.00 0.0040 N Y Y 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 0.0460 277561735.78 277561735.78 0.0012 N N N N BMO Chicago Branch BMOCHIGR *G RP 4.31% 6/11/25 4.31 N/A 3Y4U8VZURTYWI1W2K376 LGB782000 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 LGB782000 2050-04-01 2055-03-01 2.000 - 6.000 N/A 180978300.00 163309340.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGB782000 2055-02-01 2055-02-01 5.500 N/A 41991672.00 40983740.26 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-06 2025-06-06 2025-06-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0422 200000000.00 200000000.00 0.0009 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 04/10/2026 4.37 3133ETCV7 254900C5LP6DN9OP9V83 US3133ETCV71 4003205 LEM070000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-04-10 2026-04-10 N N N 0.0439 49990597.50 49990597.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 11/13/2025 4.42 3133ERTJ0 254900C5LP6DN9OP9V83 US3133ERTJ05 4003205 KPS606000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-13 2025-11-13 N N N 0.0432 41015234.78 41015234.78 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/12/2026 4.42 3130B1WK9 2549001DPIFGXC1TOL40 US3130B1WK95 0001026214 KLV562000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-12 2026-01-12 N N N 0.0434 142060923.68 142060923.68 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/14/2025 4.33 3130B52Y3 2549001DPIFGXC1TOL40 US3130B52Y37 0001026214 LBI266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-14 2025-08-14 N N N 0.0428 318996631.36 318996631.36 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 0.0458 277591542.94 277591542.94 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/02/2025 4.48 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-02 2025-07-02 N N N 0.0430 78006737.64 78006737.64 0.0003 N N N N BofA Securities, Inc. BASGR *G RP 4.32% 8/7/25 4.32 N/A 549300HN4UKV1E2R3U73 LFE923000 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 LFE923000 2026-12-01 2052-12-01 2.000 - 6.000 N/A 131363408.00 79185924.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFE923000 2033-05-01 2055-01-01 3.000 - 5.500 N/A 26367882.00 24155497.44 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-06 2025-06-06 2025-08-07 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 0.0426 101000000.00 101000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 4.49 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-25 2025-07-25 N N N 0.0436 160015964.80 160015964.80 0.0007 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 6/3/25 4.39 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 2030-12-01 2058-08-01 2.000 - 7.000 N/A 375560527.00 243652569.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LBI096000 2033-10-01 2055-04-01 3.500 - 6.000 N/A 61205977.00 39854312.42 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 0.0430 275000000.00 275000000.00 0.0012 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 10/20/2025 4.36 3130B5VW5 2549001DPIFGXC1TOL40 US3130B5VW56 0001026214 LDR817000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-20 2025-10-20 N N N 0.0435 266994029.88 266994029.88 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/17/2025 4.33 3130B5TN8 2549001DPIFGXC1TOL40 US3130B5TN85 0001026214 LDK705000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-17 2025-12-17 N N N 0.0433 146999535.48 146999535.48 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/05/2026 4.46 3133EP4L6 254900C5LP6DN9OP9V83 US3133EP4L60 4003205 KOU730000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-03-05 2026-03-05 N N N 0.0443 36003611.16 36003611.16 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/30/2026 4.47 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 4003205 KWR776000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-12-30 2026-12-30 N N N 0.0447 69996632.30 69996632.30 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 03/26/2026 4.35 3133ETAV9 254900C5LP6DN9OP9V83 US3133ETAV99 4003205 LCF455000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-03-26 2026-03-26 N N N 0.0435 39999383.20 39999383.20 0.0002 N N N N ING Financial Markets LLC INGFIN G RP 4.33% 6/3/25 4.33 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 LGJ088000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGJ088000 2048-05-15 2048-05-15 3.125 N/A 49955200.00 37106761.38 U.S. Treasuries (including strips) Y N/A N/A 2025-06-03 2025-06-03 2025-06-03 N N N 0.0424 36000000.00 36000000.00 0.0002 N N Y 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 0.0424 38110586.08 38110586.08 0.0002 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+1 06/26/2025 4.34 3133ERP54 254900C5LP6DN9OP9V83 US3133ERP542 4003205 KWM994000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-26 2025-06-26 N N N 0.0428 58999239.49 58999239.49 0.0003 N N N N US Treasury Notes UST NOTES 0.25% 07/31/2025 0.25 91282CAB7 254900HROIFWPRGM1V77 US91282CAB72 GDG982000 U.S. Treasury Debt Y N/A N/A 2025-07-31 2025-07-31 2025-07-31 N N N 0.0413 221235196.94 221235196.94 0.0010 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/04/2025 3130B6LH7 2549001DPIFGXC1TOL40 US3130B6LH72 0001026214 LGK351000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-04 2025-12-04 2025-12-04 N N N 0.0000 26000000.00 26000000.00 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/17/2025 4.49 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 4003205 KAD688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-17 2025-10-17 N N N 0.0438 43014286.32 43014286.32 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 0.0358 302763538.13 302763538.13 0.0013 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/24/2027 4.42 3133ER4V0 254900C5LP6DN9OP9V83 US3133ER4V07 4003205 LAN609000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-02-24 2027-02-24 N N N 0.0442 17999861.40 17999861.40 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/10/2025 4.33 3130B5TG3 2549001DPIFGXC1TOL40 US3130B5TG35 0001026214 LDJ831000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-10 2025-11-10 N N N 0.0432 133999549.76 133999549.76 0.0006 N N N N Sumitomo Mitsui Banking Corp/New York FICASH MR 4.34% 06/02/25 4.34 N/A N/A LGN193000_10193 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 LGN193000 2025-06-30 2045-08-15 0.250 - 4.875 N/A 1736025.62 1669324.56 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 1636000.00 1636000.00 0.0000 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 07/23/2025 4.38 3133ERLQ2 254900C5LP6DN9OP9V83 US3133ERLQ20 4003205 KMJ685000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-23 2025-07-23 N N N 0.0431 50999862.81 50999862.81 0.0002 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.35% 6/2/25 4.35 N/A 549300H47WTHXPU08X20 LGM501000 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 LGM501000 2025-09-01 2055-05-01 1.500 - 8.500 N/A 1898957525.00 1362532182.17 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LGM501000 2030-02-28 2045-02-15 2.500 - 4.000 N/A 2576700.00 2606254.77 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGM501000 2025-06-25 2055-05-01 1.500 - 8.500 N/A 3181458548.00 2642873941.60 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 3928000000.00 3928000000.00 0.0174 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 01/23/2026 4.49 3133EPX42 254900C5LP6DN9OP9V83 US3133EPX425 4003205 KDO318000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-23 2026-01-23 N N N 0.0437 47003516.07 47003516.07 0.0002 N N N N Lloyds Bank PLC LLOYDGR G RP 4.39% 8/26/25 4.39 N/A H7FNTJ4851HG0EXQ1Z70 LGE830000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGE830000 2027-08-15 2033-05-15 0.500 - 3.500 N/A 119376900.00 118464345.46 U.S. Treasuries (including strips) Y N/A N/A 2025-08-26 2025-08-26 2025-08-26 N N N 0.0434 116000000.00 116000000.00 0.0005 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/14/2025 4.49 3130AXS74 2549001DPIFGXC1TOL40 US3130AXS746 0001026214 KCM620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-14 2025-11-14 N N N 0.0434 76045020.88 76045020.88 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 01/06/2027 4.47 3130B4FQ9 2549001DPIFGXC1TOL40 US3130B4FQ97 0001026214 LDC088000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-01-06 2027-01-06 N N N 0.0439 24025693.68 24025693.68 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 04/29/2027 4.46 3133ETFE2 254900C5LP6DN9OP9V83 US3133ETFE20 4003205 LEK877000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-04-29 2027-04-29 N N N 0.0443 166074218.60 166074218.60 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/22/2025 4.34 3130B5Y44 2549001DPIFGXC1TOL40 US3130B5Y442 0001026214 LEB738000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-22 2025-08-22 N N N 0.0427 13000609.31 13000609.31 0.0001 N N N N Fixed Income Clearing Corp - BNP BNP FIG T RP 4.34% 6/2/25 4.34 N/A N/A LGM570000 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 LGM570000 2025-10-31 2055-02-15 0.625 - 4.625 N/A 1501587200.00 1275461220.48 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 1250000000.00 1250000000.00 0.0055 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+8 11/05/2026 4.41 3134HBPE5 S6XOOCT0IEG5ABCC6L87 US3134HBPE57 LEU306000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-11-05 2026-11-05 N N N 0.0441 656988528.78 656988528.78 0.0029 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/23/2025 4.34 3130B5C71 2549001DPIFGXC1TOL40 US3130B5C711 0001026214 LAT966000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-23 2025-09-23 N N N 0.0430 202998922.07 202998922.07 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 4.49 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-22 2025-08-22 N N N 0.0437 210031126.20 210031126.20 0.0009 N N N 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 0.0466 1104309169.32 1104309169.32 0.0049 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 0.0425 39985983.20 39985983.20 0.0002 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/08/2026 4.41 3133ERKF7 254900C5LP6DN9OP9V83 US3133ERKF73 4003205 KML448000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-08 2026-01-08 N N N 0.0433 70029720.60 70029720.60 0.0003 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 7/8/25 4.41 N/A MBNUM2BPBDO7JBLYG310 0000315030 LFB757000 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 LFB757000 2055-04-01 2055-04-01 4.500 - 6.500 N/A 721970575.00 721199557.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFB757000 2055-03-01 2055-04-01 4.500 - 6.500 N/A 235281172.00 237165118.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LFB757000 2026-11-15 2026-11-15 2.000 N/A 5667400.00 5509989.19 U.S. Treasuries (including strips) Y N/A N/A 2025-07-08 2025-07-08 2025-07-08 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0434 942000000.00 942000000.00 0.0042 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/17/2025 4.40 3133ERHJ3 254900C5LP6DN9OP9V83 US3133ERHJ33 4003205 KKW207000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-17 2025-12-17 N N N 0.0432 99040408.83 99040408.83 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 06/27/2025 313385HK5 2549001DPIFGXC1TOL40 US313385HK50 313385HK5 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-27 2025-06-27 2025-06-27 N N N 0.0427 316959961.92 316959961.92 0.0014 N N Y N Rbc Dominion Securities Inc FICASH MU 4.346% 06/02/25 4.35 N/A N/A LGN048000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN048000 2030-01-01 2055-06-01 1.500 - 7.500 N/A 558745850.97 251951658.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN048000 2032-02-15 2066-03-15 2.000 - 7.500 N/A 799471137.36 383893560.99 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LGN048000 2025-06-03 2055-02-15 0.000 - 6.625 N/A 1600752392.23 1502017239.95 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN048000 2027-08-01 2055-05-01 1.500 - 7.500 N/A 768662099.25 233782379.57 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 2323283000.00 2323283000.00 0.0103 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/12/2025 4.43 3133EP5E1 254900C5LP6DN9OP9V83 US3133EP5E19 4003205 KJA241000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-12 2025-12-12 N N N 0.0434 145058587.25 145058587.25 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 04/21/2026 4.44 3133ERYB1 254900C5LP6DN9OP9V83 US3133ERYB14 4003205 KRK539000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-04-21 2026-04-21 N N N 0.0436 51867199.63 51867199.63 0.0002 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIT T RP 4.34% 6/2/25 4.34 N/A 549300H47WTHXPU08X20 LGM634000 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 LGM634000 2028-10-31 2029-05-31 1.375 - 4.875 N/A 8677700900.00 8745480011.35 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 8574000000.00 8574000000.00 0.0379 N Y Y N Nomura Securities International Inc FICASH MU 4.346% 06/02/25 4.35 N/A N/A LGN048000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Resolution Funding Corp N/A LGN048000 2030-04-15 2030-04-15 8.875 N/A 196.20 238.61 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN048000 2030-02-01 2055-05-01 2.000 - 7.628 N/A 407229426.48 52819132.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN048000 2025-06-15 2065-05-15 1.500 - 9.000 N/A 265220754.60 13298792.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN048000 2025-06-25 2055-05-01 1.500 - 9.000 N/A 248630112.03 33978068.75 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 98098000.00 98098000.00 0.0004 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.35% 06/05/2026 4.35 3130B6BQ8 2549001DPIFGXC1TOL40 US3130B6BQ81 0001026214 LFB049000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-06-05 2026-06-05 2026-06-05 N N N 0.0442 525648889.74 525648889.74 0.0023 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/02/2025 4.34 3130B4T27 2549001DPIFGXC1TOL40 US3130B4T270 0001026214 KYL457000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-02 2025-09-02 N N N 0.0431 330983764.45 330983764.45 0.0015 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/11/2025 4.34 3130B44B4 2549001DPIFGXC1TOL40 US3130B44B43 0001026214 KVU941000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-11 2025-06-11 N N N 0.0427 96999457.77 96999457.77 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/13/2025 313385PE0 2549001DPIFGXC1TOL40 US313385PE09 313385PE0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-11-13 2025-11-13 2025-11-13 N N N 0.0429 222661526.06 222661526.06 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 06/03/2026 4.43 3133ERGC9 254900C5LP6DN9OP9V83 US3133ERGC98 4003205 KUB713000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-03 2026-06-03 2026-06-03 N N N 0.0439 40013405.20 40013405.20 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/28/2026 4.38 3133ETJD0 254900C5LP6DN9OP9V83 US3133ETJD01 4003205 LGC004000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-08-28 2026-08-28 N N N 0.0438 51999902.76 51999902.76 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/25/2025 313385JP2 2549001DPIFGXC1TOL40 US313385JP20 313385JP2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-25 2025-07-25 2025-07-25 N N N 0.0424 115243937.52 115243937.52 0.0005 N N Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+9 01/26/2026 4.42 3134HABP7 S6XOOCT0IEG5ABCC6L87 US3134HABP77 KMR503000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-26 2026-01-26 N N N 0.0434 1249539755.35 1249539755.35 0.0055 N N N 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 0.0441 25058984.25 25058984.25 0.0001 N Y Y N JPMorgan Securities LLC FICASH MU 4.346% 06/02/25 4.35 N/A N/A LGN048000_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 LGN048000 2026-08-31 2042-11-15 0.750 - 4.875 N/A 1435556222.99 1431687768.20 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 1403108000.00 1403108000.00 0.0062 N Y Y 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 Banks 2549001DPIFGXC1TOL40 LEL926000 2037-03-13 2037-03-13 4.875 N/A 130000.00 132087.70 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LEL926000 2037-02-01 2055-03-25 1.500 - 6.500 N/A 1014649055.00 599237670.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LEL926000 2053-04-20 2055-02-20 4.000 - 5.578 N/A 64664141.00 63617201.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LEL926000 2030-05-01 2055-06-01 2.500 - 6.500 N/A 94168644.00 78189991.57 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LEL926000 2025-06-05 2053-11-15 0.000 - 5.375 N/A 360404902.00 374147428.98 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0425 1086000000.00 1086000000.00 0.0048 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 12/18/2026 4.52 3130B4AV3 2549001DPIFGXC1TOL40 US3130B4AV38 0001026214 KWH850000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-12-18 2026-12-18 N N N 0.0450 340034190.40 340034190.40 0.0015 N N N N RBC Dominion Securities RBCDOMGR *G RP 4.32% 6/20/25 4.32 N/A 549300QJJX6CVVUXLE15 LFG718000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LFG718000 2025-06-24 2055-05-15 0.000 - 4.875 N/A 581915100.00 566784587.44 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 554000000.00 554000000.00 0.0024 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 09/26/2025 4.32 3130B5R75 2549001DPIFGXC1TOL40 US3130B5R750 0001026214 LCY000000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-26 2025-09-26 N N N 0.0429 132998390.70 132998390.70 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 0.0451 267572384.56 267572384.56 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 02/25/2026 4.43 3133EP6E0 254900C5LP6DN9OP9V83 US3133EP6E00 4003205 KKG138000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-25 2026-02-25 N N N 0.0441 135014084.55 135014084.55 0.0006 N N N N MUFG Securities (Canada) Ltd. FICASH MU 4.346% 06/02/25 4.35 N/A N/A LGN048000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LGN048000 2025-10-20 2025-10-20 4.630 N/A 4695180.65 4720816.33 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN048000 2027-12-01 2058-01-01 1.460 - 7.325 N/A 824015386.12 420908188.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN048000 2039-07-15 2055-01-20 2.000 - 5.500 N/A 126192906.41 47958513.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN048000 2028-06-01 2055-05-01 1.500 - 7.121 N/A 374064833.11 228920753.08 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LGN048000 2025-07-15 2055-02-15 0.125 - 4.625 N/A 49373412.50 48145226.07 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 735645000.00 735645000.00 0.0033 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 0.0425 187126874.88 187126874.88 0.0008 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/02/2025 313385HQ2 2549001DPIFGXC1TOL40 US313385HQ21 GAJ534000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0423 144443079.65 144443079.65 0.0006 N N 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 0.0403 1011722392.45 1011722392.45 0.0045 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 08/05/2025 4.37 3130B2A39 2549001DPIFGXC1TOL40 US3130B2A399 0001026214 KNO813000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-05 2025-08-05 N N N 0.0423 280041302.80 280041302.80 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 0.0423 280687132.08 280687132.08 0.0012 N N Y N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 7/16/25 4.41 N/A MBNUM2BPBDO7JBLYG310 0000315030 LFQ515000 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 LFQ515000 2026-11-15 2026-11-15 2.000 N/A 5469500.00 5317585.82 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFQ515000 2055-01-01 2055-02-01 5.000 - 5.500 N/A 5205936.00 5120320.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFQ515000 2055-01-01 2055-02-01 3.500 - 6.000 N/A 547348232.00 534410747.34 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-16 2025-07-16 2025-07-16 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0434 533000000.00 533000000.00 0.0024 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/04/2025 4.34 3130B4UT6 2549001DPIFGXC1TOL40 US3130B4UT61 0001026214 KYN598000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-04 2025-08-04 N N N 0.0428 274996460.75 274996460.75 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 08/28/2025 4.40 3133ERRN3 254900C5LP6DN9OP9V83 US3133ERRN35 4003205 KPD642000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-28 2025-08-28 N N N 0.0428 47007436.81 47007436.81 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.21% 01/02/2026 4.21 3130B6GE0 2549001DPIFGXC1TOL40 US3130B6GE07 0001026214 LFQ786000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-01-02 2026-01-02 2026-01-02 N N N 0.0428 266883043.32 266883043.32 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/04/2025 4.34 3130B4H79 2549001DPIFGXC1TOL40 US3130B4H796 0001026214 KXD297000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-04 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CITIGRP G RP 4.35% 6/5/25 4.35 N/A MBNUM2BPBDO7JBLYG310 0000315030 LGL040000 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 LGL040000 2054-01-01 2054-12-01 4.500 - 7.000 N/A 580633753.00 454119385.70 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-05 2025-06-05 2025-06-05 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0426 445000000.00 445000000.00 0.0020 N N Y 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 0.0400 586748755.55 586748755.55 0.0026 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 12/29/2025 4.34 3130B5Q76 2549001DPIFGXC1TOL40 US3130B5Q760 0001026214 LCW573000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-29 2025-12-29 N N N 0.0433 259996477.00 259996477.00 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/23/2026 4.48 3133ERN56 254900C5LP6DN9OP9V83 US3133ERN562 4003205 KWK406000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-12-23 2026-12-23 N N N 0.0448 83996599.68 83996599.68 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 05/27/2027 4.45 3133ETJA6 254900C5LP6DN9OP9V83 US3133ETJA61 4003205 LGA851000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-05-27 2027-05-27 N N N 0.0444 51999901.72 51999901.72 0.0002 N N N N US Treasury Notes UST NOTES 4.125% 06/15/2026 4.13 91282CHH7 254900HROIFWPRGM1V77 US91282CHH79 JUO628000 U.S. Treasury Debt Y N/A N/A 2026-06-15 2026-06-15 2026-06-15 N N N 0.0414 547892970.12 547892970.12 0.0024 N Y Y 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 0.0404 2262401663.38 2262401663.38 0.0100 N Y Y N Sumitomo Mitsui Banking Corp SUMITRGT *G RP 4.36% 6/11/25 4.36 N/A 5493006GGLR4BTEL8O61 LGD559000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGD559000 2029-08-15 2029-08-15 1.625 N/A 46859000.00 42977505.40 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-11 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0427 42000000.00 42000000.00 0.0002 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/15/2025 4.49 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 4003205 JYB484000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-15 2025-09-15 N N N 0.0437 137028998.79 137028998.79 0.0006 N N N N Barclays Bank PLC BPLCGR T RP 4.34% 6/2/25 4.34 N/A G5GSEF7VJP5I7OUK5573 LGM543000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGM543000 2025-06-15 2045-05-15 0.000 - 4.625 N/A 1693154800.00 1640753248.18 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 1608000000.00 1608000000.00 0.0071 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+27 11/24/2026 4.60 3133EPF34 254900C5LP6DN9OP9V83 US3133EPF349 4003205 LBQ353000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-11-24 2026-11-24 N N N 0.0439 61184165.71 61184165.71 0.0003 N N N N BNP Paribas SA FICASH MU 4.346% 06/02/25 4.35 N/A N/A LGN048000_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 LGN048000 2036-07-14 2045-04-06 2.020 - 4.980 N/A 145970.20 112145.11 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 LGN048000 2025-08-15 2053-11-15 0.000 - 6.875 N/A 63896354.55 37014143.01 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN048000 2029-08-15 2065-05-20 1.500 - 8.000 N/A 301895032.19 149499551.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN048000 2025-06-25 2055-05-01 0.000 - 7.500 N/A 208271294.70 108427038.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN048000 2028-11-01 2055-06-01 1.220 - 7.031 N/A 124293986.03 105674680.66 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 392393000.00 392393000.00 0.0017 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/10/2025 4.48 3133EPYA7 254900C5LP6DN9OP9V83 US3133EPYA74 4003205 JYV262000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-10 2025-07-10 N N N 0.0431 139013977.84 139013977.84 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/06/2025 4.38 3133ERGJ4 254900C5LP6DN9OP9V83 US3133ERGJ42 4003205 KKN689000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-06 2025-08-06 N N N 0.0424 156023237.76 156023237.76 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 07/03/2025 4.35 3130B3WN9 2549001DPIFGXC1TOL40 US3130B3WN90 0001026214 KTT265000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-03 2025-07-03 N N N 0.0429 279993408.80 279993408.80 0.0012 N N N N Ficc ING Fin Mkts Gc (Gov) ING FIG T RP 4.35% 6/2/25 4.35 N/A N/A LGM562000 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 LGM562000 2027-03-31 2032-02-29 2.500 - 4.625 N/A 1717793400.00 1731567539.64 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 1697000000.00 1697000000.00 0.0075 N Y 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 0.0429 397187930.70 397187930.70 0.0018 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/30/2025 4.48 3133EPA21 254900C5LP6DN9OP9V83 US3133EPA217 4003205 KAP519000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-30 2025-07-30 N N N 0.0436 41003457.12 41003457.12 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 10/08/2025 4.34 3130B54D7 2549001DPIFGXC1TOL40 US3130B54D71 0001026214 LAF686000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-08 2025-10-08 N N N 0.0432 273998356.00 273998356.00 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/03/2025 4.33 3130B5RZ3 2549001DPIFGXC1TOL40 US3130B5RZ34 0001026214 LDB983000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-03 2025-11-03 N N N 0.0431 129999379.90 129999379.90 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 06/20/2025 4.45 3133EPQ40 254900C5LP6DN9OP9V83 US3133EPQ403 4003205 KCP970000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-20 2025-06-20 N N N 0.0430 38001425.38 38001425.38 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 11/18/2025 4.39 3133ERB42 254900C5LP6DN9OP9V83 US3133ERB427 4003205 KSN165000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-18 2025-11-18 N N N 0.0434 91016625.70 91016625.70 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 0.0426 981816198.96 981816198.96 0.0043 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/15/2025 4.34 3130B4KS9 2549001DPIFGXC1TOL40 US3130B4KS98 0001026214 KXL840000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-15 2025-08-15 N N N 0.0429 68999708.13 68999708.13 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/05/2025 4.34 3130B3WU3 2549001DPIFGXC1TOL40 US3130B3WU34 0001026214 KTV995000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-05 2025-06-05 N N N 0.0428 209999052.90 209999052.90 0.0009 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/15/2025 4.34 3130B4LC3 2549001DPIFGXC1TOL40 US3130B4LC38 0001026214 KXN102000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-15 2025-08-15 N N N 0.0429 36999837.94 36999837.94 0.0002 N N N N Barclays Bank PLC BPLCGR *G RP 4.33% 6/17/25 4.33 N/A G5GSEF7VJP5I7OUK5573 LFQ658000 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 LFQ658000 2042-05-20 2055-05-20 3.000 - 6.500 N/A 371594732.00 136304504.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFQ658000 2039-10-01 2054-10-01 2.000 - 6.500 N/A 52761771.00 39381747.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFQ658000 2054-10-01 2054-10-01 4.500 N/A 33621096.00 31011087.54 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-06 2025-06-06 2025-06-17 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 202000000.00 202000000.00 0.0009 N N Y N Ficc ING Fin Mkts Gc (Gov) ING FIG M RP 4.35% 6/2/25 4.35 N/A N/A LGM561000 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 LGM561000 2054-04-01 2054-04-01 5.500 N/A 104674104.00 96017318.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 LGM561000 2053-10-01 2053-10-01 6.500 N/A 172358156.00 144789942.99 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 236000000.00 236000000.00 0.0010 N Y Y 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 0.0424 228080391.00 228080391.00 0.0010 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 06/20/2025 4.37 3130B2RL1 2549001DPIFGXC1TOL40 US3130B2RL17 0001026214 KVV499000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-20 2025-06-20 N N N 0.0430 9999910.10 9999910.10 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/28/2025 4.35 3130B5XK9 2549001DPIFGXC1TOL40 US3130B5XK90 0001026214 LEA538000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-28 2025-10-28 N N N 0.0434 134998130.25 134998130.25 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/10/2025 4.37 3133ERGQ8 254900C5LP6DN9OP9V83 US3133ERGQ84 4003205 KKP619000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-10 2025-06-10 N N N 0.0430 45999753.44 45999753.44 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 03/11/2026 4.44 3133ERSF9 254900C5LP6DN9OP9V83 US3133ERSF91 4003205 KPM114000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-03-11 2026-03-11 N N N 0.0434 80054736.80 80054736.80 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 02/13/2026 4.39 3133ERS85 254900C5LP6DN9OP9V83 US3133ERS850 4003205 KXK640000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-13 2026-02-13 N N N 0.0438 54000086.94 54000086.94 0.0002 N N N N NatWest Market Securities Inc NATSECGR T RP 4.34% 6/2/25 4.34 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 LGM527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGM527000 2029-04-30 2031-10-31 4.125 - 4.625 N/A 89083200.00 89792496.11 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 88000000.00 88000000.00 0.0004 N Y Y N Fixed Income Clearing Corp - Mizuho MIZ FIG T RP 4.34% 6/2/25 4.34 N/A 9845006C81UCE4114A10 LGM552000 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 LGM552000 2025-12-15 2054-05-15 0.000 - 4.875 N/A 542112400.00 537734480.45 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 527000000.00 527000000.00 0.0023 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/06/2025 4.32 3130B5S41 2549001DPIFGXC1TOL40 US3130B5S410 0001026214 LDB992000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-06 2025-10-06 N N N 0.0430 131997263.64 131997263.64 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/03/2026 4.47 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 4003205 KPD773000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-03 2026-09-03 2026-09-03 N N N 0.0438 103101073.90 103101073.90 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/24/2025 4.34 3130B4SH5 2549001DPIFGXC1TOL40 US3130B4SH51 0001026214 KYH045000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-24 2025-07-24 N N N 0.0428 56999222.52 56999222.52 0.0003 N N N N US Treasury Bill UST BILLS 0% 09/16/2025 912797QU4 254900HROIFWPRGM1V77 US912797QU41 LFP227000 U.S. Treasury Debt Y N/A N/A 2025-09-16 2025-09-16 2025-09-16 N N N 0.0425 2130187497.78 2130187497.78 0.0094 N Y Y N JPMorgan Securities LLC FICASH MR 4.34% 06/02/25 4.34 N/A N/A LGN193000_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 LGN193000 2026-08-31 2042-11-15 0.750 - 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BASGR G RP SOFR+0.06% 8/1/25 4.39 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 2032-02-01 2055-05-01 2.000 - 6.500 N/A 695756038.00 623686572.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LDH446000 2027-06-01 2056-05-01 1.500 - 7.500 N/A 1012639394.00 553550116.15 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 0.0433 1145500000.00 1145500000.00 0.0051 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/12/2025 4.34 3130B4Z95 2549001DPIFGXC1TOL40 US3130B4Z954 0001026214 LAE629000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-12 2025-08-12 N N N 0.0429 83999149.92 83999149.92 0.0004 N N N N BMO Chicago Branch BMOCHIGR *G RP 4.33% 6/2/25 4.33 N/A 3Y4U8VZURTYWI1W2K376 LFN692000 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 LFN692000 2053-11-20 2073-02-20 5.128 - 5.828 N/A 618166722.00 468801130.49 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0433 454000000.00 454000000.00 0.0020 N Y Y 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 0.0451 267572384.56 267572384.56 0.0012 N N N N US Treasury Notes UST NOTES 1.625% 05/15/2026 1.63 912828R36 254900HROIFWPRGM1V77 US912828R366 AEJ953000 U.S. Treasury Debt Y N/A N/A 2026-05-15 2026-05-15 2026-05-15 N N N 0.0415 576135000.00 576135000.00 0.0025 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 06/09/2025 4.35 3130B3LZ4 2549001DPIFGXC1TOL40 US3130B3LZ40 0001026214 KSH111000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-09 2025-06-09 N N N 0.0428 497997320.76 497997320.76 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 12/22/2026 4.52 3130B4BB6 2549001DPIFGXC1TOL40 US3130B4BB64 0001026214 KWH851000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-12-22 2026-12-22 N N N 0.0452 392994989.25 392994989.25 0.0017 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 05/05/2026 4.43 3133ERKD2 254900C5LP6DN9OP9V83 US3133ERKD26 4003205 KLP328000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-05-05 2026-05-05 N N N 0.0443 81992709.38 81992709.38 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/22/2025 4.34 3130B5CF3 2549001DPIFGXC1TOL40 US3130B5CF35 0001026214 LAT972000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-22 2025-09-22 N N N 0.0430 135999300.96 135999300.96 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 0.0428 1032767977.87 1032767977.87 0.0046 N Y Y N BNP Paribas, SA BNP (GR) *G RP 4.32% 6/27/25 4.32 N/A R0MUWSFPU8MPRO8K5P83 LGJ128000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGJ128000 2026-07-31 2054-11-15 0.625 - 6.250 N/A 603583200.00 550441513.40 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 539000000.00 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254900C5LP6DN9OP9V83 US3133EPRW77 4003205 KSG274000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-04 2025-08-04 N N N 0.0435 12001733.16 12001733.16 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 0.0430 380847451.41 380847451.41 0.0017 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 02/10/2027 4.45 3133ER3G4 254900C5LP6DN9OP9V83 US3133ER3G49 4003205 LFF098000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-02-10 2027-02-10 N N N 0.0441 45022786.20 45022786.20 0.0002 N N N N US Treasury Notes UST NOTES 4.875% 05/31/2026 4.88 91282CKS9 254900HROIFWPRGM1V77 US91282CKS97 KJY072000 U.S. Treasury Debt Y N/A N/A 2026-05-31 2026-05-31 2026-05-31 N N N 0.0417 198348218.75 198348218.75 0.0009 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/09/2025 4.40 3133ERJ36 254900C5LP6DN9OP9V83 US3133ERJ362 4003205 KUI523000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-09 2025-12-09 N N N 0.0440 44999105.85 44999105.85 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/27/2025 4.35 3130B4DS7 2549001DPIFGXC1TOL40 US3130B4DS71 0001026214 KWN034000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-27 2025-08-27 N N N 0.0430 43999912.88 43999912.88 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 01/02/2026 4.42 3130B26N0 2549001DPIFGXC1TOL40 US3130B26N09 0001026214 KQJ964000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-02 2026-01-02 N N N 0.0434 132054824.88 132054824.88 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 01/15/2026 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US3133ERM812 4003205 KWH743000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-23 2025-12-23 N N N 0.0440 24999239.00 24999239.00 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 0.0415 171272462.31 171272462.31 0.0008 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/17/2025 4.44 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-17 2025-07-17 N N N 0.0432 75705071.90 75705071.90 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/24/2025 4.49 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-24 2025-07-24 N N N 0.0437 273020485.92 273020485.92 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/10/2025 4.33 3130B5TK4 2549001DPIFGXC1TOL40 US3130B5TK47 0001026214 LDK725000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-10 2025-11-10 N N N 0.0432 533998104.30 533998104.30 0.0024 N N N N RBC Financial Group RBCNYGR *G RP 4.32% 7/8/25 4.32 N/A ES7IP3U3RHIGC71XBU11 LES927000 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 LES927000 2025-06-05 2054-08-15 0.000 - 5.250 N/A 606897700.00 596255602.19 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LES927000 2047-02-01 2055-05-01 3.000 - 6.500 N/A 224325129.00 192213119.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LES927000 2053-10-25 2055-06-25 0.000 - 5.822 N/A 255096674.00 252502593.54 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N/A 900.00 462.55 U.S. Treasuries (including strips) Y N/A N/A 2025-06-20 2025-06-20 2025-06-20 N N N 0.0429 13000000.00 13000000.00 0.0001 N N N Y US Treasury Notes UST NOTES 0.75% 04/30/2026 0.75 91282CBW0 254900HROIFWPRGM1V77 US91282CBW01 HEI686000 U.S. Treasury Debt Y N/A N/A 2026-04-30 2026-04-30 2026-04-30 N N N 0.0416 52356375.00 52356375.00 0.0002 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 04/08/2027 4.42 3133ETBW6 254900C5LP6DN9OP9V83 US3133ETBW63 4003205 LDH505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-04-08 2027-04-08 N N N 0.0441 224493112.34 224493112.34 0.0010 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIG M RP 4.35% 6/2/25 4.35 N/A N/A LGM635000 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 LGM635000 2031-09-01 2055-06-01 1.500 - 7.500 N/A 1731889713.00 963771303.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGM635000 2047-07-01 2055-04-01 2.500 - 6.500 N/A 188155007.00 144348027.22 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 1080000000.00 1080000000.00 0.0048 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/25/2025 4.34 3130B5DD7 2549001DPIFGXC1TOL40 US3130B5DD77 0001026214 LAV109000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-25 2025-09-25 N N N 0.0430 134999465.40 134999465.40 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/25/2026 4.48 3130B2UL7 2549001DPIFGXC1TOL40 US3130B2UL79 0001026214 KQF147000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-09-25 2026-09-25 N N N 0.0442 539340453.96 539340453.96 0.0024 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/28/2025 4.34 3130B4R60 2549001DPIFGXC1TOL40 US3130B4R605 0001026214 KYE430000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-28 2025-08-28 N N N 0.0431 416979746.31 416979746.31 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2025 4.34 3130B4LL3 2549001DPIFGXC1TOL40 US3130B4LL37 0001026214 KXO004000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-18 2025-08-18 N N N 0.0429 207999619.36 207999619.36 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/30/2025 4.34 3130B6M45 2549001DPIFGXC1TOL40 US3130B6M452 0001026214 LGL760000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-30 2025-12-30 N N N 0.0437 257948400.00 257948400.00 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/29/2025 4.34 3130B4T76 2549001DPIFGXC1TOL40 US3130B4T767 0001026214 KYL654000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-29 2025-07-29 N N N 0.0428 137998230.84 137998230.84 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 10/23/2026 4.47 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 4003205 KRM359000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-10-23 2026-10-23 N N N 0.0443 137064244.78 137064244.78 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 0.0381 1320267418.92 1320267418.92 0.0058 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 11/27/2026 4.48 3133ERD73 254900C5LP6DN9OP9V83 US3133ERD738 4003205 KTN607000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-11-27 2026-11-27 N N N 0.0448 135995002.00 135995002.00 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/25/2025 4.48 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-25 2025-07-25 N N N 0.0434 78007793.76 78007793.76 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 02/23/2026 4.35 3130B6K39 2549001DPIFGXC1TOL40 US3130B6K399 0001026214 LGC119000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-23 2026-02-23 N N N 0.0434 257999553.66 257999553.66 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/24/2025 4.35 3130B4QF1 2549001DPIFGXC1TOL40 US3130B4QF14 0001026214 KXX278000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-24 2025-10-24 N N N 0.0433 276996188.48 276996188.48 0.0012 N N N N TD Securities (U.S.A.) TDGR M RP 4.36% 6/2/25 4.36 N/A SUVUFHICNZMP2WKHG940 LGM518000 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 LGM518000 2045-11-01 2059-01-01 2.000 - 7.000 N/A 494728564.00 245079072.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGM518000 2050-12-01 2054-11-01 1.500 - 7.500 N/A 252420104.00 203883991.60 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0436 440000000.00 440000000.00 0.0019 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/28/2025 4.40 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-28 2025-11-28 N N N 0.0432 141055224.06 141055224.06 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 02/20/2026 4.44 3130B2FF7 2549001DPIFGXC1TOL40 US3130B2FF76 0001026214 KOT957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-20 2026-02-20 N N N 0.0441 136014131.76 136014131.76 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/20/2026 4.46 3133EP3F0 254900C5LP6DN9OP9V83 US3133EP3F02 4003205 KEQ873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-20 2026-02-20 N N N 0.0444 73007497.83 73007497.83 0.0003 N N N N Fixed Income Clearing Corp - ING ING FID T RP 4.35% 6/2/25 4.35 N/A N/A LGM560000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LGM560000 2031-03-31 2031-03-31 4.125 N/A 271098000.00 273143039.96 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 268000000.00 268000000.00 0.0012 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/07/2025 4.33 3130B5T73 2549001DPIFGXC1TOL40 US3130B5T731 0001026214 LDJ625000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-07 2025-11-07 N N N 0.0431 53999749.98 53999749.98 0.0002 N N N N PNC Bank NA PNC GR M RP 4.35% 6/2/25 4.35 N/A AD6GFRVSDT01YPT1CS68 LGM563000 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 LGM563000 2036-03-01 2036-03-01 2.000 N/A 196126572.00 99996235.67 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 98000000.00 98000000.00 0.0004 N Y 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 0.0423 219996843.43 219996843.43 0.0010 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/18/2026 4.43 3133ERHP9 254900C5LP6DN9OP9V83 US3133ERHP92 4003205 KKY986000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-06-18 2026-06-18 N N N 0.0437 132822668.68 132822668.68 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/28/2025 4.49 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 4003205 KBP973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-28 2025-11-28 N N N 0.0440 206080747.88 206080747.88 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/07/2026 4.44 3130B33C5 2549001DPIFGXC1TOL40 US3130B33C52 0001026214 LDT940000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-04-07 2026-04-07 N N N 0.0443 65069155.05 65069155.05 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 12/01/2025 4.49 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 4003205 KBU266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-01 2025-12-01 N N N 0.0440 157062402.79 157062402.79 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 11/25/2025 4.33 3130B5Q35 2549001DPIFGXC1TOL40 US3130B5Q356 0001026214 LCW611000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-25 2025-11-25 N N N 0.0433 133000625.10 133000625.10 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 12/04/2025 4.36 3130B5ZP6 2549001DPIFGXC1TOL40 US3130B5ZP69 0001026214 LEI363000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-04 2025-12-04 N N N 0.0435 265003140.25 265003140.25 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/05/2025 4.34 3130B4SJ1 2549001DPIFGXC1TOL40 US3130B4SJ18 0001026214 KYH043000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-05 2025-08-05 N N N 0.0429 128997963.09 128997963.09 0.0006 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/29/2026 4.47 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 KRY193000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-10-29 2026-10-29 N N N 0.0443 452242407.60 452242407.60 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/03/2025 4.35 3130B5YF9 2549001DPIFGXC1TOL40 US3130B5YF96 0001026214 LEB744000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-03 2025-11-03 N N N 0.0432 199017137.88 199017137.88 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/22/2025 4.34 3130B5YW2 2549001DPIFGXC1TOL40 US3130B5YW20 0001026214 LEH489000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-22 2025-08-22 N N N 0.0429 428000624.88 428000624.88 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/25/2025 4.47 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-25 2025-08-25 N N N 0.0435 149023019.01 149023019.01 0.0007 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/23/2025 313385JM9 2549001DPIFGXC1TOL40 US313385JM98 313385JM9 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-23 2025-07-23 2025-07-23 N N N 0.0424 51673180.00 51673180.00 0.0002 N N Y N Fidelity Government Cash Reserves 2025-06-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer