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6.000 N/A 104588401.00 92223058.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A KPG834000 2036-09-01 2054-08-01 2.000 - 6.500 N/A 46062883.00 39001984.38 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 128576000.00 128576000.00 0.0006 N Y Y N Societe Generale SOCGENFR G RP 5.35% 9/4/24 5.35 N/A O2RNE8IBXP4R0TD8PU41 KPE723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPE723000 2039-08-15 2047-02-15 3.000 - 4.500 N/A 509334600.00 479218510.95 U.S. Treasuries (including strips) Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0521 469000000.00 469000000.00 0.0021 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 10/16/2025 5.43 3130B02D0 2549001DPIFGXC1TOL40 US3130B02D09 0001026214 KJP808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-16 2025-10-16 N N N 0.0537 70041933.50 70041933.50 0.0003 N N N N BNP Paribas, SA BNP (GR) *G RP 5.34% 9/19/24 5.34 N/A R0MUWSFPU8MPRO8K5P83 KNR594000 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 KNR594000 2039-07-11 2043-06-12 2.800 - 3.740 N/A 13120000.00 10675827.14 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 KNR594000 2024-10-31 2053-11-15 0.000 - 5.184 N/A 280377731.00 170130506.20 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNR594000 2032-08-01 2054-08-01 2.000 - 8.000 N/A 105613226.00 73109358.81 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KNR594000 2038-12-20 2064-08-20 2.500 - 7.500 N/A 93693678.00 39745716.74 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KNR594000 2033-11-21 2042-03-24 2.450 - 4.070 N/A 6239000.00 4940444.23 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNR594000 2030-05-15 2054-09-01 0.000 - 7.000 N/A 765633668.00 206010148.13 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 491000000.00 491000000.00 0.0022 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/06/2025 5.37 3133ERGG0 254900C5LP6DN9OP9V83 US3133ERGG03 4003205 KKH698000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-06 2025-06-06 N N N 0.0535 24000981.60 24000981.60 0.0001 N N N N Fixed Income Clearing Corp - BNYM BNY FIT T RP 5.32% 9/3/24 5.32 N/A 549300H47WTHXPU08X20 KPG297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG297000 2026-05-15 2042-02-15 0.750 - 4.625 N/A 6742086700.00 6912540091.45 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 6777000000.00 6777000000.00 0.0304 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/26/2025 5.36 3130B2JR7 2549001DPIFGXC1TOL40 US3130B2JR78 0001026214 KPD659000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-26 2025-03-26 N N N 0.0535 108000000.00 108000000.00 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/22/2025 5.37 3130B2GA7 2549001DPIFGXC1TOL40 US3130B2GA70 0001026214 KOU681000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-22 2025-05-22 N N N 0.0535 225005334.75 225005334.75 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/03/2025 5.35 3130B2AZ8 2549001DPIFGXC1TOL40 US3130B2AZ85 0001026214 KNW496000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-03 2025-03-03 N N N 0.0535 64001052.16 64001052.16 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 04/29/2025 5.47 3133EPXC4 254900C5LP6DN9OP9V83 US3133EPXC40 4003205 JYJ779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-29 2025-04-29 N N N 0.0532 131109492.42 131109492.42 0.0006 N N N N NatWest Market Securities Inc NATSECGR T RP 5.32% 9/3/24 5.32 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KPG301000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPG301000 2027-05-31 2029-07-31 2.625 - 4.000 N/A 97147400.00 96957317.89 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 95000000.00 95000000.00 0.0004 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/21/2025 5.34 3130B1YG6 2549001DPIFGXC1TOL40 US3130B1YG65 0001026214 KMD599000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-21 2025-01-21 N N N 0.0529 127007143.75 127007143.75 0.0006 N N N N Royal Bank of Canada FICASH M2 5.328% 09/03/24 5.33 N/A N/A KPG834000_07750 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KPG834000 2024-11-15 2053-08-15 0.250 - 4.625 N/A 152826066.00 141577013.23 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 138531000.00 138531000.00 0.0006 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/08/2024 5.35 3130AYME3 2549001DPIFGXC1TOL40 US3130AYME39 0001026214 KDP296000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-08 2024-10-08 N N N 0.0522 124002095.60 124002095.60 0.0006 N N N N US Treasury Notes UST NOTES 3.875% 04/30/2025 3.88 91282CGX3 254900HROIFWPRGM1V77 US91282CGX39 JSX629000 U.S. Treasury Debt Y N/A N/A 2025-04-30 2025-04-30 2025-04-30 N N N 0.0466 611838512.55 611838512.55 0.0027 N Y Y N Bmo Capital Markets Corp BMOCAP *G RP 5.215% 10/16/24 5.22 N/A RUC0QBLBRPRCU4W1NE59 0000772028 KPE714000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPE714000 2037-10-20 2073-09-20 1.340 - 7.000 N/A 911945654.00 343928833.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A KPE714000 2030-10-25 2054-07-25 1.181 - 5.913 N/A 21645918.00 16317079.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPE714000 2029-07-25 2052-02-25 1.956 - 5.000 N/A 29423578.00 23840446.80 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 KPE714000 2025-11-15 2053-05-15 0.125 - 4.375 N/A 54014100.00 55997681.79 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-10-16 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0512 249279000.00 249279000.00 0.0011 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/12/2024 5.34 3130B0UJ6 2549001DPIFGXC1TOL40 US3130B0UJ67 0001026214 KPE120000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-12 2024-11-12 N N N 0.0549 128940195.60 128940195.60 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/17/2026 5.41 3133ERET4 254900C5LP6DN9OP9V83 US3133ERET42 4003205 KJO854000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-17 2026-02-17 N N N 0.0541 28998278.85 28998278.85 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/12/2026 5.46 3133ERNW7 254900C5LP6DN9OP9V83 US3133ERNW79 4003205 KNW360000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-08-12 2026-08-12 N N N 0.0543 87042860.55 87042860.55 0.0004 N N N N ING Financial Markets LLC INGFIN G RP 5.39% 9/19/24 5.39 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KNN939000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNN939000 2047-05-01 2057-01-01 2.000 - 6.000 N/A 545012847.00 327783136.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNN939000 2042-10-15 2053-07-01 3.500 - 6.000 N/A 309915332.00 141685023.29 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0526 458000000.00 458000000.00 0.0021 N N N Y ING Financial Markets LLC INGFIN G RP 5.34% 9/6/24 5.34 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KPG264000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPG264000 2039-02-15 2053-08-15 1.875 - 4.125 N/A 122762100.00 99412977.66 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 N N N 0.0521 97000000.00 97000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 07/08/2025 5.45 3130AYEN2 2549001DPIFGXC1TOL40 US3130AYEN20 0001026214 KDD806000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-08 2025-07-08 N N N 0.0535 121090183.72 121090183.72 0.0005 N N N N Barclays Bank PLC BPLCGR M RP 5.34% 9/3/24 5.34 N/A G5GSEF7VJP5I7OUK5573 KPG267000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp N/A KPG267000 2029-09-25 2042-05-25 4.638 - 7.500 N/A 338087414.00 243524351.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG267000 2051-01-20 2052-01-20 2.000 - 3.000 N/A 318850798.00 196679593.79 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 429000000.00 429000000.00 0.0019 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/25/2025 5.06 3130B0B65 2549001DPIFGXC1TOL40 US3130B0B656 0001026214 KFC449000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0468 259464695.21 259464695.21 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 11/07/2024 5.45 3130AWTB6 2549001DPIFGXC1TOL40 US3130AWTB60 0001026214 JWP901000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-07 2024-11-07 N N N 0.0523 253059508.13 253059508.13 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/03/2024 5.34 3130B1ML8 2549001DPIFGXC1TOL40 US3130B1ML88 0001026214 KKH555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-03 2024-10-03 N N N 0.0522 322001954.54 322001954.54 0.0014 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP 5.37% 10/7/24 5.37 N/A MBNUM2BPBDO7JBLYG310 0000315030 KNY252000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNY252000 2028-04-30 2028-04-30 1.250 N/A 2448400.00 2250645.23 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNY252000 2054-05-01 2054-05-01 5.500 - 6.500 N/A 120441143.00 119730885.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNY252000 2054-05-01 2054-05-01 4.500 - 7.500 N/A 417236363.00 419340027.22 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-07 2024-10-07 2024-10-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0526 528500000.00 528500000.00 0.0024 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/24/2025 5.46 3133EPTX3 254900C5LP6DN9OP9V83 US3133EPTX33 4003205 KBQ594000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-24 2025-03-24 N N N 0.0532 8351964.80 8351964.80 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/29/2024 5.36 3130B16U6 2549001DPIFGXC1TOL40 US3130B16U69 0001026214 KIK661000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-29 2024-11-29 N N N 0.0523 63003549.42 63003549.42 0.0003 N N N N Natixis SA NATIXGR *G RP 5.34% 9/18/24 5.34 N/A KX1WK48MPD4Y2NCUIZ63 KNI185000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNI185000 2024-11-30 2052-05-15 0.000 - 5.500 N/A 400458100.00 370131761.39 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 361000000.00 361000000.00 0.0016 N N Y N MUFG Securities (Canada), Ltd. MFGCAGR G RP 5.38% 10/23/24 5.38 N/A 549300Y1PMK3RWXMWR72 KNO446000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO446000 2025-05-15 2053-02-15 0.250 - 5.214 N/A 195378700.00 176846985.05 U.S. Treasuries (including strips) Y N/A N/A 2024-10-23 2024-10-23 2024-10-23 N N N 0.0528 172000000.00 172000000.00 0.0008 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/06/2024 5.43 3130AVBG6 2549001DPIFGXC1TOL40 US3130AVBG66 0001026214 JXJ659000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-06 2024-09-06 N N N 0.0525 127000990.60 127000990.60 0.0006 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/09/2024 5.34 3130B1LS4 2549001DPIFGXC1TOL40 US3130B1LS41 0001026214 KKG650000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-09 2024-12-09 N N N 0.0525 26002264.34 26002264.34 0.0001 N N N N US Treasury Bill UST BILLS 0% 10/22/2024 912797LU9 254900HROIFWPRGM1V77 US912797LU95 KLE509000 U.S. Treasury Debt Y N/A N/A 2024-10-22 2024-10-22 2024-10-22 N N N 0.0484 3585251794.90 3585251794.90 0.0161 N Y Y N TD Securities (U.S.A.) TDGR M RP 5.34% 9/3/24 5.34 N/A SUVUFHICNZMP2WKHG940 KPG230000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG230000 2050-08-01 2053-10-01 2.500 - 6.000 N/A 612320318.00 435798421.20 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 427000000.00 427000000.00 0.0019 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 03/07/2025 5.51 3133EPLN3 254900C5LP6DN9OP9V83 US3133EPLN33 4003205 KBQ590000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-07 2025-03-07 N N N 0.0534 145122459.75 145122459.75 0.0006 N N N N Citibank NA CITIBK G RP 5.36% 9/4/24 5.36 N/A E57ODZWZ7FF32TWEFA76 0000036684 KPE632000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Resolution Funding Corp N/A KPE632000 2025-01-15 2025-01-15 0.000 N/A 187000.00 183519.74 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPE632000 2024-09-25 2054-09-01 1.500 - 7.652 N/A 477003770.00 265751718.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPE632000 2026-05-01 2054-09-01 1.500 - 7.604 N/A 73087680.00 32897789.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPE632000 2025-12-20 2074-06-20 2.500 - 7.015 N/A 80018398.00 23775186.88 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0522 316000000.00 316000000.00 0.0014 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.97% 11/15/2024 4.97 3130AYA63 2549001DPIFGXC1TOL40 US3130AYA635 0001026214 KCP988000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-15 2024-11-15 2024-11-15 N N N 0.0528 60951791.70 60951791.70 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/24/2025 5.48 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-24 2025-07-24 N N N 0.0535 88092758.16 88092758.16 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 01/27/2025 5.46 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-27 2025-01-27 N N N 0.0529 249139933.02 249139933.02 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 09/26/2025 5.49 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-26 2025-09-26 N N N 0.0536 85311801.06 85311801.06 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/19/2025 5.39 3130B2GB5 2549001DPIFGXC1TOL40 US3130B2GB53 0001026214 KOU675000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-19 2025-08-19 N N N 0.0537 404056907.44 404056907.44 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2024 5.34 3130AYP91 2549001DPIFGXC1TOL40 US3130AYP914 0001026214 KDU919000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-05 2024-09-05 N N N 0.0520 210000273.00 210000273.00 0.0009 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 07/16/2025 5.42 3130AYWR3 2549001DPIFGXC1TOL40 US3130AYWR32 0001026214 KGS341000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-16 2025-07-16 N N N 0.0536 73030700.15 73030700.15 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 05/19/2025 5.46 3130AXTF5 2549001DPIFGXC1TOL40 US3130AXTF57 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MUFJGR G RP 5.39% 10/23/24 5.39 N/A K5HU16E3LMSVCCJJJ255 KNO444000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNO444000 2044-07-01 2049-06-01 3.000 - 4.000 N/A 5839115.00 692838.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNO444000 2024-09-25 2054-09-01 2.000 - 7.000 N/A 1484396434.00 855219902.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNO444000 2026-12-20 2051-08-20 3.500 - 6.500 N/A 23248146.00 3070485.08 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-23 2024-10-23 2024-10-23 N N N 0.0529 838000000.00 838000000.00 0.0038 N N N Y BofA Securities, Inc. 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The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. 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State Street Bank SSB FIG M RP 5.35% 9/3/24 5.35 N/A N/A KPG243000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG243000 2026-06-30 2031-03-31 4.125 - 4.625 N/A 4078900.00 4230350.47 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG243000 2038-01-01 2054-09-01 2.000 - 6.500 N/A 293513693.00 268967961.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG243000 2026-02-01 2054-09-01 1.500 - 6.500 N/A 572140181.00 384581560.46 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0535 643000000.00 643000000.00 0.0029 N Y Y N BMO Chicago Branch BMOCHIGR *G RP 5.34% 9/12/24 5.34 N/A 3Y4U8VZURTYWI1W2K376 KNW119000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A KNW119000 2047-01-20 2064-08-20 3.000 - 7.000 N/A 196319395.00 151609380.36 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 148000000.00 148000000.00 0.0007 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 03/10/2025 5.46 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 4003205 JRN658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-10 2025-03-10 N N N 0.0526 67001346.70 67001346.70 0.0003 N N N N Ficc Mizuho Secs Gc Repo(Gov) MIZ FIG M RP 5.33% 9/3/24 5.33 N/A 9845006C81UCE4114A10 KPG274000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG274000 2025-01-31 2028-12-31 0.375 - 4.625 N/A 154864600.00 152409909.75 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG274000 2034-07-01 2054-08-01 3.500 - 6.000 N/A 488121683.00 324297760.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG274000 2032-02-20 2059-08-15 2.000 - 7.500 N/A 980135391.00 616359285.87 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 1071000000.00 1071000000.00 0.0048 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 12/02/2024 5.35 3130B1AA5 2549001DPIFGXC1TOL40 US3130B1AA51 0001026214 KIY123000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-02 2024-12-02 N N N 0.0524 103011588.53 103011588.53 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+17 10/23/2025 5.50 3133EPZE8 254900C5LP6DN9OP9V83 US3133EPZE87 4003205 KDO296000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-23 2025-10-23 N N N 0.0536 28021854.56 28021854.56 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 12/26/2024 5.46 3130AWQB9 2549001DPIFGXC1TOL40 US3130AWQB97 0001026214 JWH811000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-26 2024-12-26 N N N 0.0526 249113862.72 249113862.72 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/03/2024 5.34 3130B1JA6 2549001DPIFGXC1TOL40 US3130B1JA60 0001026214 KJX167000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-03 2024-12-03 N N N 0.0524 257022433.53 257022433.53 0.0012 N N N N Bank of America, N.A. FICASH M2 5.328% 09/03/24 5.33 N/A N/A KPG834000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG834000 2040-09-20 2052-05-20 2.000 - 4.500 N/A 5104318891.00 785513022.94 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 769655000.00 769655000.00 0.0034 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/12/2026 5.48 3133EPU52 254900C5LP6DN9OP9V83 US3133EPU520 4003205 KDD676000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-12 2026-01-12 N N N 0.0542 214146162.00 214146162.00 0.0010 N N N N US Treasury Bill UST BILLS 0% 09/24/2024 912797LJ4 254900HROIFWPRGM1V77 US912797LJ41 KJW104000 U.S. Treasury Debt Y N/A N/A 2024-09-24 2024-09-24 2024-09-24 N N N 0.0447 4688363563.06 4688363563.06 0.0210 N Y Y N Goldman Sachs & Co LLC GOLDMAN G RP 5.34% 9/6/24 5.34 N/A FOR8UP27PHTHYVLBNG30 0000769993 KPG331000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG331000 2037-03-20 2054-04-20 1.500 - 5.500 N/A 1767241163.00 1500518379.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG331000 2026-03-01 2054-08-01 1.500 - 6.500 N/A 1472885763.00 679000608.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG331000 2027-05-01 2054-08-01 2.000 - 6.500 N/A 299093600.00 214820811.46 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 N N N 0.0521 2346000000.00 2346000000.00 0.0105 N N Y N US Treasury Notes UST NOTES 0.375% 04/30/2025 0.38 912828ZL7 254900HROIFWPRGM1V77 US912828ZL77 FJG557000 U.S. Treasury Debt Y N/A N/A 2025-04-30 2025-04-30 2025-04-30 N N N 0.0460 305372360.16 305372360.16 0.0014 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/18/2025 5.47 3130AXTD0 2549001DPIFGXC1TOL40 US3130AXTD00 0001026214 KBI505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-18 2025-08-18 N N N 0.0537 184167053.60 184167053.60 0.0008 N N N N US Treasury Bill UST BILLS 0% 11/05/2024 912797MA2 254900HROIFWPRGM1V77 US912797MA23 KLU805000 U.S. Treasury Debt Y N/A N/A 2024-11-05 2024-11-05 2024-11-05 N N N 0.0487 1026790554.38 1026790554.38 0.0046 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 08/28/2025 5.49 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 4003205 JXI262000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-28 2025-08-28 N N N 0.0536 56066199.28 56066199.28 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/14/2025 5.49 3133EPD44 254900C5LP6DN9OP9V83 US3133EPD443 4003205 KCL813000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-14 2025-11-14 N N N 0.0537 110130357.70 110130357.70 0.0005 N N N N US Treasury Bill UST BILLS 0% 10/15/2024 912797LT2 254900HROIFWPRGM1V77 US912797LT23 KKW221000 U.S. Treasury Debt Y N/A N/A 2024-10-15 2024-10-15 2024-10-15 N N N 0.0477 3734900217.31 3734900217.31 0.0167 N Y Y N RBC Dominion Securities, Inc. FICASH MN 5.317% 09/03/24 5.32 N/A N/A KPG936000_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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG936000 2036-05-01 2054-02-01 1.500 - 7.000 N/A 41899779.00 15965350.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG936000 2026-11-01 2054-03-01 2.000 - 7.000 N/A 53990845.00 16555228.66 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG936000 2024-09-05 2054-05-15 0.000 - 6.000 N/A 137669793.00 126568209.38 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG936000 2041-01-20 2054-05-20 2.000 - 7.000 N/A 77383036.00 39636423.90 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 194607000.00 194607000.00 0.0009 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 09/02/2025 5.49 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 0001026214 JXO969000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-02 2025-09-02 N N N 0.0536 355440285.20 355440285.20 0.0016 N N N N HSBC Securities (USA), Inc. FICASH MN 5.317% 09/03/24 5.32 N/A N/A KPG936000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG936000 2040-12-01 2054-07-01 2.000 - 7.500 N/A 340849.00 131314.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG936000 2029-01-01 2054-09-01 2.500 - 7.000 N/A 5744.00 5004.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG936000 2025-02-28 2039-05-15 0.750 - 4.625 N/A 396118.00 403579.97 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 529000.00 529000.00 0.0000 N Y Y N BofA Securities, Inc. BASGR G RP SOFR+0.06% 9/4/24 5.39 N/A 549300HN4UKV1E2R3U73 KKN895000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KKN895000 2027-06-01 2052-02-01 2.000 - 5.500 N/A 82110358.00 54325500.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KKN895000 2027-01-01 2052-10-01 1.500 - 6.000 N/A 32885460.00 12878537.89 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0525 65000000.00 65000000.00 0.0003 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/22/2026 5.43 3130B1SR9 2549001DPIFGXC1TOL40 US3130B1SR94 0001026214 KLE611000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-22 2026-06-22 N N N 0.0543 61995467.80 61995467.80 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/06/2024 5.34 3130AYQY5 2549001DPIFGXC1TOL40 US3130AYQY56 0001026214 KEA753000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-06 2024-09-06 N N N 0.0520 285000208.05 285000208.05 0.0013 N N Y N US Treasury Bill UST BILLS 0% 11/12/2024 912797MB0 254900HROIFWPRGM1V77 US912797MB06 KMB725000 U.S. Treasury Debt Y N/A N/A 2024-11-12 2024-11-12 2024-11-12 N N N 0.0487 1270551333.26 1270551333.26 0.0057 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/18/2026 5.46 3130B1T49 2549001DPIFGXC1TOL40 US3130B1T490 0001026214 KLG648000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-18 2026-06-18 N N N 0.0541 187051709.24 187051709.24 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 09/23/2024 5.42 3133EPUA1 254900C5LP6DN9OP9V83 US3133EPUA11 4003205 JXD667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-23 2024-09-23 N N N 0.0521 27001396.71 27001396.71 0.0001 N N N N RBC Financial Group RBCNYGR *G RP 5.35% 9/19/24 5.35 N/A ES7IP3U3RHIGC71XBU11 KNK275000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNK275000 2050-07-20 2054-08-20 3.000 - 8.000 N/A 549140542.00 488556514.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNK275000 2028-03-01 2054-08-01 1.359 - 7.000 N/A 1335632953.00 1107063376.88 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KNK275000 2024-11-12 2052-08-15 0.000 - 6.375 N/A 132509433.00 149357496.72 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNK275000 2034-12-25 2054-07-01 3.500 - 7.000 N/A 1337511128.00 1130963092.36 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0523 2012000000.00 2012000000.00 0.0090 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 10/21/2025 5.41 3133EP6C4 254900C5LP6DN9OP9V83 US3133EP6C44 4003205 KGG110000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-21 2025-10-21 N N N 0.0537 60023007.60 60023007.60 0.0003 N N N N US Treasury Notes UST NOTES 2.75% 05/15/2025 2.75 91282CEQ0 254900HROIFWPRGM1V77 US91282CEQ06 JBA755000 U.S. Treasury Debt Y N/A N/A 2025-05-15 2025-05-15 2025-05-15 N N N 0.0460 677210625.00 677210625.00 0.0030 N Y Y N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.02% 9/20/24 5.35 N/A FOR8UP27PHTHYVLBNG30 0000769993 KOU622000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOU622000 2025-05-15 2025-05-15 2.750 N/A 191045500.00 190114520.76 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-20 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 186000000.00 186000000.00 0.0008 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 01/08/2026 5.44 3133EP4W2 254900C5LP6DN9OP9V83 US3133EP4W26 4003205 KOE077000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-08 2026-01-08 N N N 0.0540 85033808.75 85033808.75 0.0004 N N N N Societe Generale FICASH MN 5.317% 09/03/24 5.32 N/A N/A KPG936000_00925 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 KPG936000 2024-09-30 2034-08-15 0.375 - 4.250 N/A 841817270.00 824802429.94 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 808153000.00 808153000.00 0.0036 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2024 5.34 3130AYQX7 2549001DPIFGXC1TOL40 US3130AYQX73 0001026214 KEA749000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-05 2024-09-05 N N N 0.0520 210000273.00 210000273.00 0.0009 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 04/09/2025 5.47 3130AWUC2 2549001DPIFGXC1TOL40 US3130AWUC25 0001026214 JWR430000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-09 2025-04-09 N N N 0.0531 39033382.83 39033382.83 0.0002 N N N N Sumitomo Mitsui Banking Corp. SUMITRGT *G RP 5.41% 9/11/24 5.41 N/A 5493006GGLR4BTEL8O61 KOX101000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOX101000 2029-08-15 2029-08-15 1.625 N/A 49226000.00 44680587.53 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-11 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0528 43750000.00 43750000.00 0.0002 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/25/2025 5.48 3133EPZQ1 254900C5LP6DN9OP9V83 US3133EPZQ18 4003205 KAK230000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-25 2025-07-25 N N N 0.0535 212223549.76 212223549.76 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 06/27/2025 5.48 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 4003205 JYI393000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-27 2025-06-27 N N N 0.0537 158119236.28 158119236.28 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/13/2025 5.34 3130B1XF9 2549001DPIFGXC1TOL40 US3130B1XF91 0001026214 KMB800000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-13 2025-01-13 N N N 0.0530 125997132.24 125997132.24 0.0006 N N N N US Treasury Bill UST BILLS 0% 10/31/2024 912797HE0 254900HROIFWPRGM1V77 US912797HE00 KAQ272000 U.S. Treasury Debt Y N/A N/A 2024-10-31 2024-10-31 2024-10-31 N N N 0.0488 433433957.64 433433957.64 0.0019 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 11/12/2024 5.45 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-12 2024-11-12 N N N 0.0523 250066867.50 250066867.50 0.0011 N N N N Barclays Bank PLC BPLCGR *G RP 5.34% 9/19/24 5.34 N/A G5GSEF7VJP5I7OUK5573 KNR706000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNR706000 2044-02-15 2044-02-15 4.500 N/A 176535500.00 182341088.64 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 178000000.00 178000000.00 0.0008 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 07/08/2026 5.45 3133ERKG5 254900C5LP6DN9OP9V83 US3133ERKG56 4003205 KLT188000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-07-08 2026-07-08 N N N 0.0543 125516919.91 125516919.91 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 10/10/2025 5.48 3130AXYD4 2549001DPIFGXC1TOL40 US3130AXYD45 0001026214 KBW968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-10 2025-10-10 N N N 0.0537 123133533.72 123133533.72 0.0006 N N N N MUFG Securities (Canada), Ltd. 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NY FICASH MN 5.317% 09/03/24 5.32 N/A N/A KPG936000_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 KPG936000 2024-12-31 2050-02-15 0.250 - 5.250 N/A 1480902817.00 1367869502.92 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 1339378000.00 1339378000.00 0.0060 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.84% 01/03/2025 4.84 3130AYEP7 2549001DPIFGXC1TOL40 US3130AYEP77 0001026214 KDD805000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-03 2025-01-03 2025-01-03 N N N 0.0509 554461749.90 554461749.90 0.0025 N N N N Mizuho Bank, Ltd. MIZBKGR G RP 5.33% 9/3/24 5.33 N/A RB0PEZSDGCO3JS6CEU02 KPG332000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KPG332000 2031-08-15 2031-08-15 1.250 N/A 583133000.00 493864528.34 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 484000000.00 484000000.00 0.0022 N Y Y N BMO Chicago Branch BMOCHIGR *G RP 5.33% 9/19/24 5.33 N/A 3Y4U8VZURTYWI1W2K376 KOS751000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOS751000 2024-10-15 2025-05-15 0.000 N/A 97386700.00 95070735.36 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 93000000.00 93000000.00 0.0004 N N Y N Goldman Sachs & Co LLC GOLDMAN T RP 5.32% 9/3/24 5.32 N/A FOR8UP27PHTHYVLBNG30 0000769993 KPG248000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPG248000 2026-03-15 2044-02-15 3.500 - 4.625 N/A 328736000.00 338840270.87 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 332000000.00 332000000.00 0.0015 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.07% 02/25/2025 5.07 3130B0BD0 2549001DPIFGXC1TOL40 US3130B0BD09 0001026214 KFC503000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0468 259476785.33 259476785.33 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/10/2024 5.43 3133EPB61 254900C5LP6DN9OP9V83 US3133EPB611 4003205 KAX017000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-10 2024-12-10 N N N 0.0525 204065510.52 204065510.52 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+20 12/05/2024 5.53 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 4003205 JMX819000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-05 2024-12-05 N N N 0.0524 37021505.14 37021505.14 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 11/18/2024 5.45 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-18 2024-11-18 N N N 0.0522 253080104.86 253080104.86 0.0011 N N N N BNP Paribas, SA BNP (GR) *G RP 5.33% 9/19/24 5.33 N/A R0MUWSFPU8MPRO8K5P83 KNR593000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNR593000 2025-01-31 2054-05-15 0.625 - 5.375 N/A 1264178300.00 1275687960.43 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 1241000000.00 1241000000.00 0.0056 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 01/06/2025 3130B2KP9 2549001DPIFGXC1TOL40 US3130B2KP93 0001026214 KPE985000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-03 2025-01-06 2025-01-06 N N N 0.0000 203117313.70 203117313.70 0.0009 N N N N BNP Paribas, SA BNP (GR) *G RP SOFR+0.03% 9/16/24 5.36 N/A R0MUWSFPU8MPRO8K5P83 KKY918000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KKY918000 2024-09-30 2054-08-15 0.000 - 6.125 N/A 3122656800.00 3022538921.22 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 2927000000.00 2927000000.00 0.0131 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/10/2026 5.45 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 4003205 KMA892000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-07-10 2026-07-10 N N N 0.0545 61999707.36 61999707.36 0.0003 N N N N Barclays Bank PLC BPLCGR T RP 5.32% 9/3/24 5.32 N/A G5GSEF7VJP5I7OUK5573 KPG269000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPG269000 2028-10-31 2041-05-15 2.250 - 4.875 N/A 866392500.00 791987877.87 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 776000000.00 776000000.00 0.0035 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 06/20/2025 5.38 3133ERBW0 254900C5LP6DN9OP9V83 US3133ERBW08 4003205 KJP647000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-20 2025-06-20 N N N 0.0535 65007249.45 65007249.45 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/01/2025 5.43 3130AYCB0 2549001DPIFGXC1TOL40 US3130AYCB00 0001026214 KCX050000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-01 2025-04-01 N N N 0.0532 12006792.48 12006792.48 0.0001 N N N N JP Morgan Securities LLC FICASH M2 5.328% 09/03/24 5.33 N/A N/A KPG834000_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 KPG834000 2024-09-05 2042-02-15 0.000 - 5.226 N/A 681401148.00 681420600.55 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG834000 2026-07-01 2061-07-01 1.500 - 8.000 N/A 3034522989.00 2185896725.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG834000 2031-06-01 2054-09-01 1.500 - 7.505 N/A 485641907.00 431374296.02 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 3232098000.00 3232098000.00 0.0145 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 03/03/2025 5.34 3130B25G6 2549001DPIFGXC1TOL40 US3130B25G66 0001026214 KND201000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-03 2025-03-03 N N N 0.0533 257004114.57 257004114.57 0.0012 N N N N BofA Securities, Inc. BASGR G RP 5.14% 11/27/24 5.14 N/A 549300HN4UKV1E2R3U73 KPD400000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPD400000 2032-04-01 2054-05-01 2.000 - 6.500 N/A 71579416.00 54986521.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPD400000 2036-03-15 2054-06-20 3.500 - 6.000 N/A 8569271.00 8108628.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPD400000 2026-09-01 2054-06-01 3.000 - 7.500 N/A 108088376.00 78826552.28 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-27 2024-11-27 2024-11-27 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0507 139000000.00 139000000.00 0.0006 N N N Y BofA Securities, Inc. BASGR G RP SOFR+0.06% 10/25/24 5.39 N/A 549300HN4UKV1E2R3U73 KNA817000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNA817000 2026-05-01 2054-09-01 1.500 - 7.500 N/A 131477378.00 82698771.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNA817000 2038-07-01 2054-07-01 3.000 - 8.000 N/A 54257286.00 36563489.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNA817000 2035-03-15 2054-07-20 3.000 - 6.000 N/A 18525193.00 16185093.77 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-25 2024-10-25 2024-10-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 132000000.00 132000000.00 0.0006 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 04/04/2025 5.35 3130B26U4 2549001DPIFGXC1TOL40 US3130B26U42 0001026214 KNJ058000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-04 2025-04-04 N N N 0.0532 219021683.19 219021683.19 0.0010 N N N N Nomura Securities International FICASH M2 5.328% 09/03/24 5.33 N/A N/A KPG834000_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 KPG834000 2025-03-01 2054-09-01 1.500 - 7.500 N/A 482852310.00 121845257.32 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG834000 2024-09-12 2041-11-15 0.000 - 6.125 N/A 174853048.00 173773052.98 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG834000 2031-05-01 2054-08-01 1.500 - 8.500 N/A 75057021.00 63350419.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG834000 2031-12-20 2064-05-15 2.000 - 7.500 N/A 48277138.00 24398578.96 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 375628000.00 375628000.00 0.0017 N Y Y N BofA Securities, Inc. BASGR G RP SOFR+0.04% 10/25/24 5.37 N/A 549300HN4UKV1E2R3U73 KNA816000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNA816000 2025-04-30 2043-02-15 2.250 - 4.750 N/A 234335600.00 231897166.86 U.S. Treasuries (including strips) Y N/A N/A 2024-10-25 2024-10-25 2024-10-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0527 226000000.00 226000000.00 0.0010 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/08/2026 5.45 3133ERPE5 254900C5LP6DN9OP9V83 US3133ERPE53 4003205 KNY434000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-05-08 2026-05-08 N N N 0.0545 40999193.53 40999193.53 0.0002 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+10 02/09/2026 5.43 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 KOT976000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-09 2026-02-09 N N N 0.0543 24997590.75 24997590.75 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 12/05/2024 5.35 3130B1AB3 2549001DPIFGXC1TOL40 US3130B1AB35 0001026214 KIY137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-05 2024-12-05 N N N 0.0524 410047707.60 410047707.60 0.0018 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/17/2025 5.48 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 4003205 KAD692000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-17 2025-07-17 N N N 0.0536 77072565.57 77072565.57 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/14/2025 5.47 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-14 2025-08-14 N N N 0.0537 247221252.72 247221252.72 0.0011 N N N N MUFG Securities EMEA PLC MUFSECGR T RP 5.32% 9/3/24 5.32 N/A U7M81AY481YLIOR75625 KPG242000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KPG242000 2026-05-31 2029-07-31 4.000 - 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4.625 N/A 337099800.00 342557084.85 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPE598000 2026-09-01 2054-09-01 2.000 - 6.500 N/A 770107413.00 582650568.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPE598000 2039-09-15 2057-06-15 2.980 - 5.000 N/A 5431915.00 1473608.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPE598000 2027-06-01 2054-09-01 1.500 - 7.000 N/A 1368463547.00 683293021.29 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0521 1577000000.00 1577000000.00 0.0071 N N Y N Lloyds Bank PLC LLOYDGR G RP 5.39% 9/20/24 5.39 N/A H7FNTJ4851HG0EXQ1Z70 KLE469000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KLE469000 2027-12-31 2027-12-31 3.875 N/A 146805900.00 148396297.23 U.S. Treasuries (including strips) Y N/A N/A 2024-09-20 2024-09-20 2024-09-20 N N N 0.0526 144000000.00 144000000.00 0.0006 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 5.49 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-25 2025-07-25 N N N 0.0535 387460042.38 387460042.38 0.0017 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 5.39% 9/19/24 5.39 N/A VYVVCKR63DVZZN70PB21 0000276523 KKX932000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association N/A KKX932000 2026-08-01 2056-06-01 1.500 - 6.500 N/A 366132424.00 266390873.80 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0526 258000000.00 258000000.00 0.0012 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 04/17/2026 5.43 3133ERBY6 254900C5LP6DN9OP9V83 US3133ERBY63 4003205 KHI145000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-04-17 2026-04-17 N N N 0.0541 67010969.24 67010969.24 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/10/2025 5.35 3130B2B53 2549001DPIFGXC1TOL40 US3130B2B538 0001026214 KNY722000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-10 2025-02-10 N N N 0.0533 63998802.56 63998802.56 0.0003 N N N N SMBC Nikko Securities America, Inc. NIKKOGR M RP 5.33% 9/3/24 5.33 N/A 6PJDTY319315T5LR2241 KPG320000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG320000 2046-08-01 2054-08-01 3.500 - 7.000 N/A 19253092.00 19184047.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG320000 2026-10-01 2054-08-01 1.500 - 6.500 N/A 309597579.00 239721454.48 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG320000 2025-01-09 2051-02-15 0.000 - 4.375 N/A 3875700.00 3400896.04 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 257000000.00 257000000.00 0.0012 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 10/06/2025 5.49 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 4003205 JYU452000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-06 2025-10-06 N N N 0.0537 29034284.38 29034284.38 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/27/2025 5.49 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 4003205 KAO066000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-27 2025-10-27 N N N 0.0538 54064109.34 54064109.34 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/14/2025 5.49 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-14 2025-07-14 N N N 0.0535 49052110.03 49052110.03 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 12/26/2024 5.44 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 4003205 JSQ675000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-26 2024-12-26 N N N 0.0526 25010278.75 25010278.75 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.81% 01/10/2025 4.81 3130AYKN5 2549001DPIFGXC1TOL40 US3130AYKN55 0001026214 KEE405000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-10 2025-01-10 2025-01-10 N N N 0.0508 30966362.52 30966362.52 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 4.5% 01/10/2025 4.50 3133EN5Q9 254900C5LP6DN9OP9V83 US3133EN5Q93 4003205 JPM609000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-10 2025-01-10 2025-01-10 N N N 0.0488 31847632.50 31847632.50 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 04/04/2025 5.36 3130B2JL0 2549001DPIFGXC1TOL40 US3130B2JL09 0001026214 KPD629000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-04 2025-04-04 N N N 0.0535 471998607.60 471998607.60 0.0021 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 07/17/2025 5.49 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 4003205 JVX030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-17 2025-07-17 N N N 0.0536 91093666.30 91093666.30 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.08% 02/26/2025 5.08 3130B0BC2 2549001DPIFGXC1TOL40 US3130B0BC26 0001026214 KFC504000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0468 91173267.64 91173267.64 0.0004 N N N N Fixed Income Clearing Corp - Nomura NOM FIG G RP 5.33% 9/3/24 5.33 N/A XPSKD1VTEQPKCHBEKQ95 KPG417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG417000 2025-01-31 2029-05-31 0.000 - 5.244 N/A 1687548600.00 1679914327.61 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 1646000000.00 1646000000.00 0.0074 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/22/2025 5.47 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 4003205 KBL768000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-22 2025-08-22 N N N 0.0536 143092859.21 143092859.21 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/04/2024 5.34 3130AYNM4 2549001DPIFGXC1TOL40 US3130AYNM46 0001026214 KDU085000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0521 491999626.08 491999626.08 0.0022 N N Y N US Treasury Bill UST BILLS 0% 10/08/2024 912797LS4 254900HROIFWPRGM1V77 US912797LS40 KKO841000 U.S. Treasury Debt Y N/A N/A 2024-10-08 2024-10-08 2024-10-08 N N N 0.0471 4232348153.17 4232348153.17 0.0190 N Y Y N US Treasury Notes UST NOTES 0.5% 03/31/2025 0.50 912828ZF0 254900HROIFWPRGM1V77 US912828ZF00 FIB982000 U.S. Treasury Debt Y N/A N/A 2025-03-31 2025-03-31 2025-03-31 N N N 0.0464 28315327.98 28315327.98 0.0001 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/09/2024 5.39 3133EM4L3 254900C5LP6DN9OP9V83 US3133EM4L34 4003205 KDO332000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-09 2024-09-09 N N N 0.0522 38000394.82 38000394.82 0.0002 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/03/2024 5.36 3130AYSJ6 2549001DPIFGXC1TOL40 US3130AYSJ61 0001026214 KEC894000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 439000000.00 439000000.00 0.0020 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/13/2024 5.42 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 4003205 JRO196000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-13 2024-09-13 N N N 0.0522 80002099.20 80002099.20 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 01/29/2025 5.33 3130B24N2 2549001DPIFGXC1TOL40 US3130B24N27 0001026214 KNB199000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-29 2025-01-29 N N N 0.0531 565987361.22 565987361.22 0.0025 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/11/2025 5.35 3130B2BM6 2549001DPIFGXC1TOL40 US3130B2BM63 0001026214 KOA817000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-11 2025-03-11 N N N 0.0532 65008020.35 65008020.35 0.0003 N N N N Bmo Capital Markets Corp BMOCAP *G RP 5.34% 9/11/24 5.34 N/A RUC0QBLBRPRCU4W1NE59 0000772028 KPE711000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPE711000 2024-10-22 2051-11-15 0.000 - 5.000 N/A 96743700.00 96986308.58 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-11 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 95000000.00 95000000.00 0.0004 N N Y N Mitsubishi UFJ Securities Holdings Ltd FICASH M2 5.328% 09/03/24 5.33 N/A N/A KPG834000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG834000 2029-05-15 2058-01-01 1.500 - 7.500 N/A 709222713.00 378586646.66 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG834000 2024-11-29 2054-02-15 0.000 - 4.625 N/A 17606083.00 16689383.39 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KPG834000 2025-10-20 2026-06-15 0.900 - 5.650 N/A 17210886.00 16986140.62 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG834000 2035-04-20 2054-04-20 0.500 - 7.500 N/A 287168213.00 203107368.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG834000 2028-06-01 2054-08-01 1.500 - 7.000 N/A 374971488.00 178819770.07 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 KPG834000 2024-11-29 2028-09-18 0.000 - 5.800 N/A 35375189.00 35062899.76 Agency Debentures and Agency Strips Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 812510000.00 812510000.00 0.0036 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 09/17/2024 5.43 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 4003205 JTP908000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-17 2024-09-17 N N N 0.0522 105004328.10 105004328.10 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/16/2024 313384K81 2549001DPIFGXC1TOL40 US313384K816 EJG658000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-16 2024-10-16 2024-10-16 N N N 0.0518 49669694.50 49669694.50 0.0002 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/13/2025 5.34 3130B1XE2 2549001DPIFGXC1TOL40 US3130B1XE27 0001026214 KMB746000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-13 2025-01-13 N N N 0.0530 386990746.83 386990746.83 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/26/2025 5.48 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-26 2025-09-26 N N N 0.0539 73061385.70 73061385.70 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 05/01/2025 5.45 3130AVWL2 2549001DPIFGXC1TOL40 US3130AVWL23 0001026214 KDU576000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-01 2025-05-01 N N N 0.0535 25013708.50 25013708.50 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 01/02/2026 5.48 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-02 2026-01-02 N N N 0.0539 110145572.21 110145572.21 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 03/07/2025 5.35 3130B2AN5 2549001DPIFGXC1TOL40 US3130B2AN55 0001026214 KNW498000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-07 2025-03-07 N N N 0.0532 139019979.86 139019979.86 0.0006 N N N N US Treasury Bill UST BILLS 0% 09/17/2024 912797LH8 254900HROIFWPRGM1V77 US912797LH84 KJO941000 U.S. Treasury Debt Y N/A N/A 2024-09-17 2024-09-17 2024-09-17 N N N 0.0417 233523386.46 233523386.46 0.0010 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 11/29/2024 5.35 3130B1J32 2549001DPIFGXC1TOL40 US3130B1J327 0001026214 KJX151000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-29 2024-11-29 N N N 0.0523 45001844.55 45001844.55 0.0002 N N N N Ficc Mizuho Secs Gc Repo(Gov) MIZ FIG T RP 5.32% 9/3/24 5.32 N/A 9845006C81UCE4114A10 KPG276000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG276000 2024-09-15 2052-05-15 0.000 - 4.625 N/A 597457600.00 593990954.62 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 582000000.00 582000000.00 0.0026 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/25/2026 5.43 3130B1S81 2549001DPIFGXC1TOL40 US3130B1S815 0001026214 KLD463000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-25 2026-06-25 N N N 0.0542 75007757.25 75007757.25 0.0003 N N N N Canadian Imperial Bank of Commerce CIBCGR G RP 5.41% 9/19/24 5.41 N/A 2IGI19DL77OX0HC3ZE78 KMP909000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KMP909000 2025-01-31 2053-08-15 0.750 - 4.500 N/A 49200.00 49385.77 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KMP909000 2052-05-20 2052-05-20 3.000 N/A 16910409.00 13137491.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KMP909000 2033-04-01 2054-06-01 1.587 - 7.000 N/A 1662661.00 158838.17 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0528 13000000.00 13000000.00 0.0001 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/30/2024 5.35 3130B1K30 2549001DPIFGXC1TOL40 US3130B1K309 0001026214 KJY034000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-30 2024-12-30 N N N 0.0526 64007181.44 64007181.44 0.0003 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 5.33% 9/10/24 5.33 N/A 2IGI19DL77OX0HC3ZE78 KOU515000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOU515000 2024-10-31 2053-11-15 0.375 - 4.750 N/A 135980100.00 125906270.09 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 123000000.00 123000000.00 0.0006 N N Y N Ficc Natixis Dvp Repo NAT FID T RP 5.32% 9/3/24 5.32 N/A KX1WK48MPD4Y2NCUIZ63 KPG304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KPG304000 2027-06-15 2027-06-15 4.625 N/A 765908600.00 790377522.59 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 775000000.00 775000000.00 0.0035 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/06/2024 313384E88 2549001DPIFGXC1TOL40 US313384E884 313384E88 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 N N N 0.0523 135864869.04 135864869.04 0.0006 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/12/2025 5.47 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-12 2025-11-12 N N N 0.0536 239754736.99 239754736.99 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/07/2025 5.35 3130B2AP0 2549001DPIFGXC1TOL40 US3130B2AP04 0001026214 KNW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-07 2025-02-07 N N N 0.0533 254995552.80 254995552.80 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/20/2025 5.49 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-20 2025-10-20 N N N 0.0537 132168630.00 132168630.00 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 5.48 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-08 2025-12-08 N N N 0.0537 72636268.48 72636268.48 0.0003 N N N N ABN AMRO Bank NV ABNGR M RP 5.35% 9/3/24 5.35 N/A N/A KPG235000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG235000 2025-03-01 2054-02-01 2.500 - 6.000 N/A 496950738.00 311085164.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG235000 2051-07-01 2054-08-01 3.000 - 6.000 N/A 7557542.00 7050346.49 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG235000 2025-08-15 2028-07-31 0.375 - 2.250 N/A 8834800.00 8458515.27 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0535 320000000.00 320000000.00 0.0014 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/04/2024 5.34 3130B1KW6 2549001DPIFGXC1TOL40 US3130B1KW61 0001026214 KKG119000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-04 2024-10-04 N N N 0.0521 156002169.96 156002169.96 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/12/2026 5.46 3130AYX76 2549001DPIFGXC1TOL40 US3130AYX769 0001026214 KMJ640000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-12 2026-02-12 N N N 0.0543 63027807.57 63027807.57 0.0003 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 10/2/24 5.39 N/A 549300HN4UKV1E2R3U73 KLU755000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KLU755000 2038-11-20 2054-06-20 3.500 - 7.000 N/A 17804336.00 16454943.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLU755000 2025-12-01 2054-08-01 1.500 - 6.500 N/A 355509218.00 193419981.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLU755000 2031-01-01 2054-07-01 1.500 - 7.000 N/A 669910911.00 514988738.27 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-02 2024-10-02 2024-10-02 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0527 704000000.00 704000000.00 0.0032 N N N Y Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/11/2024 313384F53 2549001DPIFGXC1TOL40 US313384F535 EIE699000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-11 2024-09-11 2024-09-11 N N N 0.0523 107816040.36 107816040.36 0.0005 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/02/2024 313384J26 2549001DPIFGXC1TOL40 US313384J263 313384J26 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-02 2024-10-02 2024-10-02 N N N 0.0517 53749530.18 53749530.18 0.0002 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/05/2025 5.46 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 4003205 JXN769000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-05 2025-03-05 N N N 0.0532 216142864.56 216142864.56 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/29/2026 5.46 3133ERMQ1 254900C5LP6DN9OP9V83 US3133ERMQ11 4003205 KMR276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-07-29 2026-07-29 N N N 0.0543 69024041.67 69024041.67 0.0003 N N N N Nomura Securities International FICASH MN 5.317% 09/03/24 5.32 N/A N/A KPG936000_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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG936000 2031-05-01 2054-08-01 1.500 - 8.500 N/A 2398425.00 2024330.14 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG936000 2024-09-12 2041-11-15 0.000 - 6.125 N/A 5587339.00 5552828.74 U.S. Treasuries (including strips) Government National Mortgage Association N/A KPG936000 2031-12-20 2064-05-15 2.000 - 7.500 N/A 1542672.00 779644.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG936000 2025-03-01 2054-09-01 1.500 - 7.500 N/A 15429308.00 3893502.68 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 12003000.00 12003000.00 0.0001 N Y Y N BofA Securities, Inc. BASGR G RP SOFR+0.06% 10/18/24 5.39 N/A 549300HN4UKV1E2R3U73 KML209000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KML209000 2031-12-01 2054-04-01 2.000 - 7.000 N/A 194070405.00 157009794.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KML209000 2029-03-15 2054-07-20 3.000 - 7.500 N/A 69834366.00 65539643.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KML209000 2033-10-01 2054-08-01 2.000 - 7.500 N/A 250547357.00 178053616.65 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-18 2024-10-18 2024-10-18 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 390000000.00 390000000.00 0.0017 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 08/19/2026 5.47 3133ERPU9 254900C5LP6DN9OP9V83 US3133ERPU95 4003205 KOF637000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-08-19 2026-08-19 N N N 0.0544 162066317.94 162066317.94 0.0007 N N N N Fannie Mae FANNIE MAE VFAC SOFR+ 06/18/2026 5.43 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 0000310522 KLE478000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-18 2026-06-18 N N N 0.0543 318977880.54 318977880.54 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/10/2025 5.35 3130B2AW5 2549001DPIFGXC1TOL40 US3130B2AW54 0001026214 KNW365000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-10 2025-02-10 N N N 0.0533 63998794.88 63998794.88 0.0003 N N N N US Treasury Bill UST BILLS 0% 09/12/2024 912797KK2 254900HROIFWPRGM1V77 US912797KK23 KFN109000 U.S. Treasury Debt Y N/A N/A 2024-09-12 2024-09-12 2024-09-12 N N N 0.0370 5091347110.00 5091347110.00 0.0228 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 03/11/2025 5.44 3133EPC29 254900C5LP6DN9OP9V83 US3133EPC296 4003205 KAX601000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-11 2025-03-11 N N N 0.0532 25014963.25 25014963.25 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/18/2024 313384L23 2549001DPIFGXC1TOL40 US313384L236 313384L23 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-18 2024-10-18 2024-10-18 N N N 0.0518 227422826.62 227422826.62 0.0010 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 04/15/2025 5.45 3133EPD77 254900C5LP6DN9OP9V83 US3133EPD773 4003205 KBE353000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-15 2025-04-15 N N N 0.0531 66049745.52 66049745.52 0.0003 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 5.35% 9/3/24 5.35 N/A N/A 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CITIGRP G RP 5.36% 9/4/24 5.36 N/A MBNUM2BPBDO7JBLYG310 0000315030 KPE630000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPE630000 2029-05-31 2029-05-31 4.500 N/A 461883900.00 482891084.14 U.S. Treasuries (including strips) Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0522 473000000.00 473000000.00 0.0021 N N Y N BNP Paribas, SA BNP (GR) G RP SOFR+0.05% 9/3/24 5.38 N/A R0MUWSFPU8MPRO8K5P83 KJC909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KJC909000 2024-11-29 2053-05-15 0.000 - 5.289 N/A 146521500.00 134923483.19 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0538 129000000.00 129000000.00 0.0006 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/23/2024 5.34 3130AYMB9 2549001DPIFGXC1TOL40 US3130AYMB99 0001026214 KDP279000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-23 2024-09-23 N N N 0.0521 350002968.00 350002968.00 0.0016 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/24/2024 5.35 3130B0ZM4 2549001DPIFGXC1TOL40 US3130B0ZM42 0001026214 KHI050000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-24 2024-12-24 N N N 0.0526 504054371.52 504054371.52 0.0023 N N N N MUFG Securities EMEA PLC MUFSECGR *G RP 5.34% 9/9/24 5.34 N/A U7M81AY481YLIOR75625 KNK324000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KNK324000 2025-08-15 2029-08-31 0.750 - 4.375 N/A 573631000.00 558124821.94 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 545000000.00 545000000.00 0.0024 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 05/27/2025 5.47 3133EPZU2 254900C5LP6DN9OP9V83 US3133EPZU20 4003205 KAK867000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-27 2025-05-27 N N N 0.0533 140128455.60 140128455.60 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 04/24/2026 5.44 3133ERME8 254900C5LP6DN9OP9V83 US3133ERME80 4003205 KML467000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-04-24 2026-04-24 N N N 0.0542 31003557.56 31003557.56 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 02/23/2026 5.44 3133ERQP9 254900C5LP6DN9OP9V83 US3133ERQP91 4003205 KOT832000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-23 2026-02-23 N N N 0.0541 107030425.45 107030425.45 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/11/2024 313384K32 2549001DPIFGXC1TOL40 US313384K329 313384K32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-11 2024-10-11 2024-10-11 N N N 0.0517 152096790.51 152096790.51 0.0007 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/19/2024 5.35 3130B0ZL6 2549001DPIFGXC1TOL40 US3130B0ZL68 0001026214 KHI056000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-19 2024-12-19 N N N 0.0525 378040215.42 378040215.42 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 01/30/2025 5.33 3130B24L6 2549001DPIFGXC1TOL40 US3130B24L60 0001026214 KNB192000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-30 2025-01-30 N N N 0.0528 747073250.82 747073250.82 0.0033 N N N N Citigroup Global Markets, Inc. 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CITIGRP G RP 5.37% 10/29/24 5.37 N/A MBNUM2BPBDO7JBLYG310 0000315030 KPD624000 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 KPD624000 2028-04-30 2028-04-30 1.250 N/A 686300.00 630868.25 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPD624000 2054-05-01 2054-05-01 4.500 - 7.000 N/A 173638784.00 171522664.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPD624000 2054-05-01 2054-06-01 4.000 - 7.000 N/A 530390795.00 534318257.35 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-29 2024-10-29 2024-10-29 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0527 692000000.00 692000000.00 0.0031 N N N Y TD Securities (U.S.A.) TDGR T RP 5.32% 9/3/24 5.32 N/A SUVUFHICNZMP2WKHG940 KPG231000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPG231000 2027-01-31 2027-01-31 1.500 N/A 306868000.00 290871838.37 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 285000000.00 285000000.00 0.0013 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/06/2025 5.49 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 4003205 JYV240000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-06 2025-10-06 N N N 0.0537 42051925.02 42051925.02 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 02/20/2025 5.44 3133EPE35 254900C5LP6DN9OP9V83 US3133EPE359 4003205 KBF097000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-20 2025-02-20 N N N 0.0532 117059168.07 117059168.07 0.0005 N N N N Bank of Nova Scotia FICASH MN 5.317% 09/03/24 5.32 N/A N/A KPG936000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KPG936000 2024-09-24 2043-08-15 0.000 - 5.000 N/A 175331.00 171461.30 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 168000.00 168000.00 0.0000 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/12/2025 5.48 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-12 2025-05-12 N N N 0.0533 257238146.48 257238146.48 0.0012 N N N N Credit Agricole CIB New York Branch FICASH M2 5.328% 09/03/24 5.33 N/A N/A KPG834000_02102 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 KPG834000 2042-02-15 2054-02-15 1.375 - 4.750 N/A 682054038.00 522836048.67 U.S. Treasuries (including strips) Government National Mortgage Association N/A KPG834000 2035-04-20 2054-08-20 2.000 - 7.500 N/A 388522521.00 131186606.69 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 637660000.00 637660000.00 0.0029 N Y Y N Pnc Bank NA PNC GR M RP 5.34% 9/3/24 5.34 N/A AD6GFRVSDT01YPT1CS68 KPG307000 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 KPG307000 2036-03-01 2036-03-01 2.000 N/A 95298040.00 54103835.53 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 53000000.00 53000000.00 0.0002 N Y Y N Mizuho Securities U.S.A., Inc. MIZUHO G RP 5.36% 9/3/24 5.36 N/A 7TK5RJIZDFROZCA6XF66 0000812291 KPD478000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPD478000 2030-03-31 2030-03-31 3.625 N/A 141713300.00 142948847.95 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 140000000.00 140000000.00 0.0006 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/10/2025 5.35 3130B2B46 2549001DPIFGXC1TOL40 US3130B2B462 0001026214 KNY709000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-10 2025-03-10 N N N 0.0534 109001337.43 109001337.43 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 04/14/2025 5.46 3130AXHU5 2549001DPIFGXC1TOL40 US3130AXHU52 0001026214 KAD087000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-14 2025-04-14 N N N 0.0531 90072919.80 90072919.80 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 08/04/2025 5.48 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-04 2025-08-04 N N N 0.0537 62056465.88 62056465.88 0.0003 N N N N Lloyds Bank PLC LLOYDGR G RP 5.38% 9/25/24 5.38 N/A H7FNTJ4851HG0EXQ1Z70 KMT977000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KMT977000 2032-02-15 2032-02-15 1.875 N/A 67820000.00 59457913.80 U.S. Treasuries (including strips) Y N/A N/A 2024-09-25 2024-09-25 2024-09-25 N N N 0.0526 58000000.00 58000000.00 0.0003 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 03/28/2025 5.46 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-28 2025-03-28 N N N 0.0532 53039982.67 53039982.67 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 06/24/2026 5.44 3133ERJD4 254900C5LP6DN9OP9V83 US3133ERJD45 4003205 KLG652000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-24 2026-06-24 N N N 0.0542 41008097.50 41008097.50 0.0002 N N N N Jpmorgan Secs LLC MORGNSEC *G RP SOFR+0.02% 9/13/24 5.35 N/A ZBUT11V806EZRVTWT807 0001287279 KOK730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOK730000 2025-03-31 2029-07-31 0.500 - 6.500 N/A 5405334800.00 5439460916.18 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-13 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 5317000000.00 5317000000.00 0.0238 N N Y N BofA Securities, Inc. BASGR *G RP SOFR+0.04% 10/2/24 5.37 N/A 549300HN4UKV1E2R3U73 KLU757000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A KLU757000 2034-10-15 2054-06-20 3.000 - 6.500 N/A 36767446.00 28267014.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLU757000 2029-12-01 2054-08-01 2.000 - 7.500 N/A 243445730.00 110012015.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLU757000 2029-04-01 2054-07-01 2.500 - 6.000 N/A 76561279.00 32634601.35 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-10-02 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 0.0525 166000000.00 166000000.00 0.0007 N N Y N US Treasury Bill UST BILLS 0% 11/19/2024 912797MC8 254900HROIFWPRGM1V77 US912797MC88 KMJ704000 U.S. Treasury Debt Y N/A N/A 2024-11-19 2024-11-19 2024-11-19 N N N 0.0490 1224799998.32 1224799998.32 0.0055 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/16/2024 5.35 3130AYYN0 2549001DPIFGXC1TOL40 US3130AYYN00 0001026214 KEQ290000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-16 2024-09-16 N N N 0.0520 326002754.70 326002754.70 0.0015 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 12/08/2025 5.49 3130AXYH5 2549001DPIFGXC1TOL40 US3130AXYH58 0001026214 KCM446000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-08 2025-12-08 N N N 0.0537 99479254.36 99479254.36 0.0004 N N N N Lloyds Bank Corp Mrkts LBCMGR G RP 5.35% 9/10/24 5.35 N/A 213800MBWEIJDM5CU638 KPF620000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-09-10 2024-09-10 2024-09-10 N N N 0.0522 539000000.00 539000000.00 0.0024 N N N N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 01/03/2025 5.48 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 4003205 JSF356000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-03 2025-01-03 N N N 0.0527 38021661.14 38021661.14 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/18/2024 5.35 3130B0YW3 2549001DPIFGXC1TOL40 US3130B0YW33 0001026214 KHH553000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-18 2024-12-18 N N N 0.0525 260027721.20 260027721.20 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 10/25/2024 5.44 3130AWPY0 2549001DPIFGXC1TOL40 US3130AWPY00 0001026214 JWE348000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-25 2024-10-25 N N N 0.0523 189032899.23 189032899.23 0.0008 N N N N Credit AG CREDITAG *G RP 5.35% 9/19/24 5.35 N/A 1VUV7VQFKUOQSJ21A208 KOL132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOL132000 2027-09-30 2030-11-15 0.375 - 0.875 N/A 200489000.00 173889619.21 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 170000000.00 170000000.00 0.0008 N N Y N Prudential Insurance Co. of America PRUINSGR T RP 5.34% 9/3/24 5.34 N/A X574KRZ6V5A7UBU45C31 KPG244000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KPG244000 2024-11-12 2043-05-15 0.000 - 7.500 N/A 398300000.00 384702516.87 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 377083400.00 377083400.00 0.0017 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/19/2025 5.48 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-19 2025-05-19 N N N 0.0533 260248640.60 260248640.60 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 12/18/2024 5.44 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 4003205 JSQ681000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-18 2024-12-18 N N N 0.0525 63024314.22 63024314.22 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/21/2025 5.46 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 4003205 KDJ233000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-21 2025-10-21 N N N 0.0537 24021312.00 24021312.00 0.0001 N N N N BNP Paribas, SA BNP (GR) *G RP 5.35% 9/19/24 5.35 N/A R0MUWSFPU8MPRO8K5P83 KNC876000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNC876000 2025-01-30 2053-05-15 0.000 - 5.375 N/A 604883800.00 553694295.67 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 539000000.00 539000000.00 0.0024 N N Y N Bank of Nova Scotia FICASH M2 5.328% 09/03/24 5.33 N/A N/A KPG834000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KPG834000 2024-09-24 2043-08-15 0.000 - 5.000 N/A 496690754.00 485717193.78 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 475912000.00 475912000.00 0.0021 N Y Y N Barclays Capital Inc. BCAP T RP 5.32% 9/3/24 5.32 N/A AC28XWWI3WIBK2824319 0000851376 KPG271000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPG271000 2031-03-31 2031-03-31 4.125 N/A 187914300.00 194935181.89 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 191000000.00 191000000.00 0.0009 N Y Y N Wells Fargo Securities LLC FICASH MN 5.317% 09/03/24 5.32 N/A N/A KPG936000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT N/A KPG936000 2049-10-25 2049-10-25 8.713 N/A 31811.00 29054.38 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 KPG936000 2029-04-30 2052-05-15 2.000 - 4.500 N/A 4192316.00 3421078.31 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG936000 2024-11-15 2064-08-20 1.500 - 8.500 N/A 205068186.00 71349216.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A KPG936000 2036-03-25 2036-03-25 5.417 N/A 18056.00 104.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp N/A KPG936000 2029-02-25 2029-02-25 7.816 N/A 142089.00 48226.22 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 73316000.00 73316000.00 0.0003 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 05/02/2025 5.35 3133ERND9 254900C5LP6DN9OP9V83 US3133ERND98 4003205 KNJ056000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-02 2025-05-02 N N N 0.0534 23000420.90 23000420.90 0.0001 N N N N ING Financial Markets LLC INGFIN G RP 5.36% 9/3/24 5.36 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KPD273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPD273000 2044-11-15 2048-05-15 3.000 - 3.125 N/A 95235500.00 78361620.57 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 76000000.00 76000000.00 0.0003 N Y Y N Wells Fargo Securities, LLC WELLSFAR G RP 5.39% 9/16/24 5.39 N/A VYVVCKR63DVZZN70PB21 0000276523 KMJ540000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KMJ540000 2025-07-01 2054-09-01 1.500 - 7.000 N/A 293905450.00 266118127.24 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-16 2024-09-16 2024-09-16 N N N 0.0526 259000000.00 259000000.00 0.0012 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 08/06/2025 5.37 3130B2AF2 2549001DPIFGXC1TOL40 US3130B2AF22 0001026214 KNR846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-06 2025-08-06 N N N 0.0537 218994330.09 218994330.09 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.05% 02/10/2025 5.05 3130B04N6 2549001DPIFGXC1TOL40 US3130B04N62 0001026214 KES382000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-10 2025-02-10 2025-02-10 N N N 0.0514 250890968.11 250890968.11 0.0011 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP 5.38% 10/17/24 5.38 N/A MBNUM2BPBDO7JBLYG310 0000315030 KOM056000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOM056000 2024-12-15 2024-12-15 1.000 N/A 6680800.00 6622633.63 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KOM056000 2054-05-01 2054-06-01 4.000 - 6.500 N/A 251709855.00 245999307.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KOM056000 2054-05-01 2054-06-01 5.000 - 7.000 N/A 306877251.00 308864466.53 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-17 2024-10-17 2024-10-17 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0528 549000000.00 549000000.00 0.0025 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/06/2024 5.34 3130B1LR6 2549001DPIFGXC1TOL40 US3130B1LR67 0001026214 KKG658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-06 2024-12-06 N N N 0.0524 257022384.70 257022384.70 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/24/2026 5.46 3130B1T56 2549001DPIFGXC1TOL40 US3130B1T565 0001026214 KLG653000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-24 2026-06-24 N N N 0.0541 188051982.00 188051982.00 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 5.49 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-22 2025-08-22 N N N 0.0536 246285446.10 246285446.10 0.0011 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIT T RP 5.32% 9/3/24 5.32 N/A 549300H47WTHXPU08X20 KPG255000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KPG255000 2028-07-31 2028-10-31 1.000 - 4.880 N/A 5346927600.00 5335446860.55 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 5229000000.00 5229000000.00 0.0234 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/09/2024 5.34 3130B1LN5 2549001DPIFGXC1TOL40 US3130B1LN53 0001026214 KKG655000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-09 2024-12-09 N N N 0.0524 231020739.18 231020739.18 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 07/07/2025 5.49 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 4003205 JVW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-07 2025-07-07 N N N 0.0534 26029217.24 26029217.24 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/24/2026 5.43 3130B1T72 2549001DPIFGXC1TOL40 US3130B1T722 0001026214 KLG655000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-24 2026-06-24 N N N 0.0543 78994545.05 78994545.05 0.0004 N N N N BNP Paribas, SA BNP (GR) *G RP 5.31% 10/1/24 5.31 N/A R0MUWSFPU8MPRO8K5P83 KNO417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO417000 2024-10-31 2049-08-15 0.500 - 5.184 N/A 704724400.00 642685176.74 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-10-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 627000000.00 627000000.00 0.0028 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 06/24/2025 5.47 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 4003205 JXE271000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-24 2025-06-24 N N N 0.0536 114088013.70 114088013.70 0.0005 N N N N BofA Securities, Inc. FICASH M2 5.328% 09/03/24 5.33 N/A N/A KPG834000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG834000 2026-02-01 2054-09-01 1.500 - 8.000 N/A 387224848.00 261069260.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG834000 2025-07-01 2054-09-01 1.500 - 7.500 N/A 346931172.00 259256109.78 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG834000 2024-10-31 2051-11-15 1.625 - 6.500 N/A 14595097.00 15217358.01 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG834000 2026-01-15 2064-03-20 1.500 - 8.500 N/A 48092750.00 34528930.37 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0533 558563000.00 558563000.00 0.0025 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 11/08/2024 5.44 3130AVX64 2549001DPIFGXC1TOL40 US3130AVX641 0001026214 JYO793000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-08 2024-11-08 N N N 0.0523 37008211.41 37008211.41 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 4.25% 09/26/2024 4.25 3133ENP79 254900C5LP6DN9OP9V83 US3133ENP798 4003205 JLR036000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-26 2024-09-26 2024-09-26 N N N 0.0510 17987740.02 17987740.02 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 11/06/2024 5.45 3130AWSP6 2549001DPIFGXC1TOL40 US3130AWSP65 0001026214 KAE658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-06 2024-11-06 N N N 0.0523 121007966.95 121007966.95 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/04/2025 5.43 3130AYD60 2549001DPIFGXC1TOL40 US3130AYD605 0001026214 KDC555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-04 2025-04-04 N N N 0.0532 123070422.42 123070422.42 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/28/2026 5.41 3133ERFS5 254900C5LP6DN9OP9V83 US3133ERFS59 4003205 KJW044000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-28 2026-01-28 N N N 0.0541 76994881.81 76994881.81 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/23/2026 5.45 3133ERMC2 254900C5LP6DN9OP9V83 US3133ERMC25 4003205 KML474000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-07-23 2026-07-23 N N N 0.0545 69998131.70 69998131.70 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/08/2024 5.41 3133ENDJ6 254900C5LP6DN9OP9V83 US3133ENDJ64 4003205 KML530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-08 2024-11-08 N N N 0.0527 26002319.20 26002319.20 0.0001 N N N N RBC Dominion Securities, Inc. FICASH M2 5.328% 09/03/24 5.33 N/A N/A KPG834000_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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG834000 2036-05-01 2054-02-01 1.500 - 7.000 N/A 379128135.00 144461699.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG834000 2026-11-01 2054-03-01 2.000 - 7.000 N/A 488533527.00 149799183.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG834000 2041-01-20 2054-05-20 2.000 - 7.000 N/A 700196663.00 358648259.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG834000 2024-09-05 2054-05-15 0.000 - 6.000 N/A 1245698436.00 1145246303.32 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 1760892000.00 1760892000.00 0.0079 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 08/19/2025 5.39 3133ERQE4 254900C5LP6DN9OP9V83 US3133ERQE45 4003205 KOM444000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-19 2025-08-19 N N N 0.0537 66006293.10 66006293.10 0.0003 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 5.34% 9/19/24 5.34 N/A 2IGI19DL77OX0HC3ZE78 KNO276000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO276000 2025-03-15 2034-02-15 0.500 - 4.500 N/A 159710200.00 155798996.58 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 152000000.00 152000000.00 0.0007 N N Y N Lloyds Bank Corp Mrkts LBCMGR G RP 5.35% 9/3/24 5.35 N/A 213800MBWEIJDM5CU638 KOX104000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KOX104000 2025-11-30 2029-08-31 3.125 - 4.875 N/A 534478400.00 537610248.59 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0535 527000000.00 527000000.00 0.0024 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.98% 11/15/2024 4.98 3130AY7E0 2549001DPIFGXC1TOL40 US3130AY7E05 0001026214 KCM669000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-15 2024-11-15 2024-11-15 N N N 0.0530 251793309.60 251793309.60 0.0011 N N N N HSBC Securities (USA), Inc. FICASH M2 5.328% 09/03/24 5.33 N/A N/A KPG834000_03556 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 KPG834000 2025-02-28 2039-05-15 0.750 - 4.625 N/A 285868228.00 291252752.08 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG834000 2040-12-01 2054-07-01 2.000 - 7.500 N/A 245982327.00 94766098.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG834000 2029-01-01 2054-09-01 2.500 - 7.000 N/A 4144436.00 3611743.87 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 381765000.00 381765000.00 0.0017 N Y Y N US Treasury Notes UST NOTES 3.875% 03/31/2025 3.88 91282CGU9 254900HROIFWPRGM1V77 US91282CGU99 JSB202000 U.S. Treasury Debt Y N/A N/A 2025-03-31 2025-03-31 2025-03-31 N N N 0.0469 141332155.54 141332155.54 0.0006 N Y Y N JP Morgan Securities LLC FICASH MN 5.317% 09/03/24 5.32 N/A N/A KPG936000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG936000 2026-07-01 2061-07-01 1.500 - 8.000 N/A 5355318.00 3857666.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG936000 2031-06-01 2054-09-01 1.500 - 7.505 N/A 857063.00 761288.48 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG936000 2024-09-05 2042-02-15 0.000 - 5.226 N/A 1202533.00 1202569.69 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 5704000.00 5704000.00 0.0000 N Y Y N US Treasury Bill UST BILLS 0% 02/27/2025 912797ML8 254900HROIFWPRGM1V77 US912797ML87 KOW157000 U.S. Treasury Debt Y N/A N/A 2025-02-27 2025-02-27 2025-02-27 N N N 0.0480 2626147681.87 2626147681.87 0.0118 N Y Y N US Treasury Bill UST BILLS 0% 09/10/2024 912797LG0 254900HROIFWPRGM1V77 US912797LG02 KJH498000 U.S. Treasury Debt Y N/A N/A 2024-09-10 2024-09-10 2024-09-10 N N N 0.0340 1027155873.18 1027155873.18 0.0046 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/20/2026 5.43 3133EREY3 254900C5LP6DN9OP9V83 US3133EREY37 4003205 KJO863000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-05-20 2026-05-20 N N N 0.0542 26001778.66 26001778.66 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/28/2025 5.38 3130B2KE4 2549001DPIFGXC1TOL40 US3130B2KE47 0001026214 KPE854000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-28 2025-03-28 N N N 0.0537 67999987.08 67999987.08 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 05/15/2025 5.49 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 4003205 JTO600000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-15 2025-05-15 N N N 0.0525 105033777.45 105033777.45 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/26/2024 5.47 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-26 2024-09-26 N N N 0.0522 244023575.28 244023575.28 0.0011 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.1% 11/29/24 5.43 N/A 549300HN4UKV1E2R3U73 KOO018000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KOO018000 2039-07-01 2054-08-01 3.000 - 6.500 N/A 224477874.00 205304321.04 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KOO018000 2030-08-15 2054-08-20 4.000 - 8.000 N/A 7287397.00 3752828.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KOO018000 2027-05-01 2054-05-01 3.000 - 6.500 N/A 141287359.00 127433950.94 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-29 2024-11-29 2024-11-29 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0536 329000000.00 329000000.00 0.0015 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+19 11/25/2024 5.52 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 4003205 JMS524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-25 2024-11-25 N N N 0.0528 68025789.68 68025789.68 0.0003 N N N N Fixed Income Clearing Corp - Citi CITG FIG T RP 5.32% 9/3/24 5.32 N/A 6SHGI4ZSSLCXXQSBB395 KPG273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG273000 2024-09-12 2054-02-15 0.000 - 7.500 N/A 1488452600.00 1463544693.89 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 1434000000.00 1434000000.00 0.0064 N Y Y N BNP Paribas, S.A. FICASH M2 5.328% 09/03/24 5.33 N/A N/A KPG834000_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 KPG834000 2033-11-21 2042-02-03 2.780 - 4.070 N/A 199920.00 161057.85 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 KPG834000 2025-09-30 2027-04-15 0.250 - 4.500 N/A 944626.00 976656.52 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 KPG834000 2043-06-12 2043-06-12 3.740 N/A 116531.00 103720.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG834000 2025-07-01 2054-07-01 2.000 - 7.501 N/A 129901483.00 61637580.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG834000 2027-09-01 2054-09-01 2.000 - 7.939 N/A 211169533.00 127892853.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG834000 2039-10-15 2054-04-20 3.000 - 7.000 N/A 41637242.00 27451652.23 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 213818000.00 213818000.00 0.0010 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/15/2025 5.49 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 4003205 JYB484000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-15 2025-09-15 N N N 0.0536 113133970.54 113133970.54 0.0005 N N N N Fixed Income Clearing Corp - BNP BNP FIG T RP 5.32% 9/3/24 5.32 N/A N/A KPG285000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG285000 2024-09-30 2054-08-15 0.000 - 5.213 N/A 2165100600.00 1877909474.37 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 1840000000.00 1840000000.00 0.0082 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/10/2025 5.48 3133EPYA7 254900C5LP6DN9OP9V83 US3133EPYA74 4003205 JYV262000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-10 2025-07-10 N N N 0.0535 116107003.04 116107003.04 0.0005 N N N N Barclays Bank PLC BPLCGR *G RP 5.34% 9/19/24 5.34 N/A G5GSEF7VJP5I7OUK5573 KNN899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNN899000 2026-02-28 2051-05-15 2.375 - 4.875 N/A 975083900.00 920074376.56 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 896000000.00 896000000.00 0.0040 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/06/2025 5.38 3133ERGJ4 254900C5LP6DN9OP9V83 US3133ERGJ42 4003205 KKN689000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-06 2025-08-06 N N N 0.0538 140996824.68 140996824.68 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 11/26/2024 5.34 3130B1HE0 2549001DPIFGXC1TOL40 US3130B1HE01 0001026214 KJY017000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-26 2024-11-26 N N N 0.0524 103007648.78 103007648.78 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/30/2025 5.48 3133EPA21 254900C5LP6DN9OP9V83 US3133EPA217 4003205 KAP519000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-30 2025-07-30 N N N 0.0537 34030666.64 34030666.64 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/27/2024 313384H51 2549001DPIFGXC1TOL40 US313384H515 313384H51 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-27 2024-09-27 2024-09-27 N N N 0.0524 268926901.20 268926901.20 0.0012 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 11/22/2024 5.52 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 JMS523000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-22 2024-11-22 N N N 0.0522 121059417.05 121059417.05 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 06/20/2025 5.45 3133EPQ40 254900C5LP6DN9OP9V83 US3133EPQ403 4003205 KCP970000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-20 2025-06-20 N N N 0.0535 31020739.31 31020739.31 0.0001 N N N N Lloyds Bank PLC LLOYDGR G RP 5.16% 11/29/24 5.16 N/A H7FNTJ4851HG0EXQ1Z70 KPE729000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KPE729000 2027-02-15 2028-07-31 2.250 - 4.125 N/A 170384000.00 173394890.78 U.S. Treasuries (including strips) Y N/A N/A 2024-11-29 2024-11-29 2024-11-29 N N N 0.0509 170000000.00 170000000.00 0.0008 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 12/23/2024 5.45 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 4003205 JUC731000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-23 2024-12-23 N N N 0.0526 100967081.69 100967081.69 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/16/2025 313385AR7 2549001DPIFGXC1TOL40 US313385AR76 KCI696000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-16 2025-01-16 2025-01-16 N N N 0.0490 492870713.34 492870713.34 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/06/2024 5.34 3130B1LH8 2549001DPIFGXC1TOL40 US3130B1LH85 0001026214 KKG144000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-06 2024-12-06 N N N 0.0524 246022088.34 246022088.34 0.0011 N N N N Bank of America NA BACNA GT G RP 5.39% 9/3/24 5.39 N/A B4TYDEB6GKMZO031MB27 0001102113 KJG572000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KJG572000 2042-05-01 2047-02-01 3.000 - 3.500 N/A 1022734358.00 133944054.08 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0539 129000000.00 129000000.00 0.0006 N Y Y N BMO Chicago Branch BMOCHIGR *G RP 5.34% 9/16/24 5.34 N/A 3Y4U8VZURTYWI1W2K376 KOW894000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A KOW894000 2053-02-20 2053-10-20 6.000 - 6.953 N/A 288950420.00 216652930.26 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-09-06 2024-09-06 2024-09-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 210000000.00 210000000.00 0.0009 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 01/03/2025 5.51 3133EN5H9 254900C5LP6DN9OP9V83 US3133EN5H94 4003205 KGG968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-03 2025-01-03 N N N 0.0526 18012078.90 18012078.90 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 01/28/2025 5.46 3133EPRM9 254900C5LP6DN9OP9V83 US3133EPRM95 4003205 JWH808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-28 2025-01-28 N N N 0.0529 55031204.25 55031204.25 0.0002 N N N N US Treasury Bill UST BILLS 0% 10/10/2024 912797KT3 254900HROIFWPRGM1V77 US912797KT32 KGV202000 U.S. Treasury Debt Y N/A N/A 2024-10-10 2024-10-10 2024-10-10 N N N 0.0474 4608847110.59 4608847110.59 0.0206 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/10/2025 5.37 3133ERGQ8 254900C5LP6DN9OP9V83 US3133ERGQ84 4003205 KKP619000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-10 2025-06-10 N N N 0.0535 42001589.28 42001589.28 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/03/2026 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 4003205 KPD773000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-03 2026-09-03 2026-09-03 N N N 0.0000 101060827.25 101060827.25 0.0005 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 5.21% 11/19/24 5.21 N/A VYVVCKR63DVZZN70PB21 0000276523 KOT579000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KOT579000 2024-11-01 2056-05-01 1.500 - 7.500 N/A 770685505.00 565284480.29 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-19 2024-11-19 2024-11-19 N N N 0.0514 553000000.00 553000000.00 0.0025 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 11/22/2024 5.44 3133EPWQ4 254900C5LP6DN9OP9V83 4003205 JYH775000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-22 2024-11-22 N N N 0.0522 53015998.58 53015998.58 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 07/29/2025 5.37 3133ERMP3 254900C5LP6DN9OP9V83 US3133ERMP38 4003205 KMR130000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-29 2025-07-29 N N N 0.0536 68002258.28 68002258.28 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+ 01/30/2026 5.47 3133EPZ57 254900C5LP6DN9OP9V83 US3133EPZ578 4003205 KDU758000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-30 2026-01-30 N N N 0.0541 35026718.65 35026718.65 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 02/20/2025 5.46 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-20 2025-02-20 N N N 0.0532 65038917.45 65038917.45 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/04/2026 5.41 3133ERGB1 254900C5LP6DN9OP9V83 US3133ERGB16 4003205 KKH401000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-04 2026-03-04 2026-03-04 N N N 0.0541 70996207.89 70996207.89 0.0003 N N N N Citigroup Global Capital Markets, Inc. CITIGRP *G RP 5.34% 9/6/24 5.34 N/A MBNUM2BPBDO7JBLYG310 0000315030 KOA299000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOA299000 2027-02-28 2028-04-30 1.125 - 1.250 N/A 1331700.00 1233074.14 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KOA299000 2043-06-01 2044-07-01 3.500 - 7.000 N/A 70972873.00 63276195.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KOA299000 2043-06-01 2044-08-01 2.500 - 7.000 N/A 371673725.00 244764509.12 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0521 302000000.00 302000000.00 0.0014 N N Y N MUFG Securities (Canada), Ltd. MFGCAGR G RP 5.39% 10/23/24 5.39 N/A 549300Y1PMK3RWXMWR72 KNO445000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNO445000 2037-07-01 2054-07-01 1.904 - 7.000 N/A 139908191.00 58327301.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNO445000 2027-03-15 2054-04-20 0.500 - 7.000 N/A 4462113.00 3385959.88 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 KNO445000 2026-04-17 2026-04-17 5.500 N/A 90000.00 91799.23 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNO445000 2029-06-01 2061-03-01 1.500 - 6.500 N/A 120062265.00 111043676.99 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KNO445000 2024-09-24 2053-11-15 0.000 - 4.750 N/A 15725676.00 14746779.15 U.S. Treasuries (including strips) Y N/A N/A 2024-10-23 2024-10-23 2024-10-23 N N N 0.0529 183000000.00 183000000.00 0.0008 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.92% 01/14/2025 4.92 3130AYUG9 2549001DPIFGXC1TOL40 US3130AYUG94 0001026214 KEI818000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-14 2025-01-14 2025-01-14 N N N 0.0508 250823396.40 250823396.40 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 11/17/2025 5.40 3133ERES6 254900C5LP6DN9OP9V83 US3133ERES68 4003205 KJO180000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-17 2025-11-17 N N N 0.0538 38006908.40 38006908.40 0.0002 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 10/30/24 5.39 N/A 549300HN4UKV1E2R3U73 KNI768000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNI768000 2032-01-01 2053-10-01 2.000 - 6.500 N/A 547296927.00 354209981.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNI768000 2029-05-15 2054-07-20 2.500 - 7.000 N/A 287058871.00 30853932.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNI768000 2026-04-01 2054-08-01 1.500 - 7.500 N/A 232867303.00 158371684.30 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-30 2024-10-30 2024-10-30 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 530000000.00 530000000.00 0.0024 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 02/26/2025 5.44 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 4003205 JTO296000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-26 2025-02-26 N N N 0.0531 162093329.82 162093329.82 0.0007 N N N N RBC Dominion Securities RBCDOMGR *G RP 5.34% 9/19/24 5.34 N/A 549300QJJX6CVVUXLE15 KNO193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO193000 2024-10-31 2054-02-15 0.000 - 4.875 N/A 791726200.00 734173907.52 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 716000000.00 716000000.00 0.0032 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 01/16/2026 5.47 3130AYJ80 2549001DPIFGXC1TOL40 US3130AYJ800 0001026214 KMJ618000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-16 2026-01-16 N N N 0.0542 63036121.68 63036121.68 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/21/2025 5.39 3130B2G90 2549001DPIFGXC1TOL40 US3130B2G909 0001026214 KOU677000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-21 2025-08-21 N N N 0.0539 403997208.36 403997208.36 0.0018 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/02/2026 5.42 3133ERDN8 254900C5LP6DN9OP9V83 US3133ERDN80 4003205 KIT368000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-02 2026-02-02 N N N 0.0543 64484518.07 64484518.07 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/16/2026 5.42 3130B0YQ6 2549001DPIFGXC1TOL40 US3130B0YQ64 0001026214 KHH555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-16 2026-01-16 N N N 0.0539 63021076.02 63021076.02 0.0003 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID T RP 5.32% 9/3/24 5.32 N/A N/A KPG291000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KPG291000 2027-03-31 2048-08-15 2.500 - 4.375 N/A 530507000.00 473197587.30 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 464000000.00 464000000.00 0.0021 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. MUFJGR G RP 5.38% 10/23/24 5.38 N/A K5HU16E3LMSVCCJJJ255 KNO439000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO439000 2024-09-17 2040-05-15 0.000 - 4.625 N/A 179691200.00 176305285.23 U.S. Treasuries (including strips) Y N/A N/A 2024-10-23 2024-10-23 2024-10-23 N N N 0.0528 172000000.00 172000000.00 0.0008 N N N Y NatWest Market Securities Inc NATSECGR G RP 5.36% 9/3/24 5.36 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KPD155000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPD155000 2024-10-31 2033-08-15 0.375 - 5.000 N/A 388582000.00 379835461.95 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 372000000.00 372000000.00 0.0017 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/21/2025 5.49 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-21 2025-07-21 N N N 0.0535 211247441.81 211247441.81 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/17/2025 5.49 3130AXS90 2549001DPIFGXC1TOL40 US3130AXS902 0001026214 KCK819000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-17 2025-11-17 N N N 0.0536 383503281.15 383503281.15 0.0017 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/10/2026 5.41 3133ERGM7 254900C5LP6DN9OP9V83 US3133ERGM70 4003205 KKO797000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-10 2026-02-10 N N N 0.0541 57996354.12 57996354.12 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2024 5.34 3130AYP83 2549001DPIFGXC1TOL40 US3130AYP831 0001026214 KDU918000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-05 2024-09-05 N N N 0.0520 165000214.50 165000214.50 0.0007 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/13/2026 5.43 3133EREH0 254900C5LP6DN9OP9V83 US3133EREH04 4003205 KJH573000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-05-13 2026-05-13 N N N 0.0542 252015770.16 252015770.16 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/24/2025 5.37 3130B2JS5 2549001DPIFGXC1TOL40 US3130B2JS51 0001026214 KPD674000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-24 2025-03-24 N N N 0.0536 58000000.00 58000000.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 07/18/2025 5.38 3133EP5P6 254900C5LP6DN9OP9V83 US3133EP5P65 4003205 KGS333000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-18 2025-07-18 N N N 0.0536 61007161.40 61007161.40 0.0003 N N N N Mitsubishi Ufj Securities (USA FICASH M2 5.328% 09/03/24 5.33 N/A N/A KPG834000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG834000 2044-02-01 2047-10-01 3.500 N/A 49385.00 7579.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG834000 2026-11-01 2060-07-01 2.000 - 6.500 N/A 338802715.00 109031595.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG834000 2035-05-20 2047-09-20 3.000 - 6.500 N/A 431815.00 72585.71 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 106909000.00 106909000.00 0.0005 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/22/2025 5.42 3133EP3G8 254900C5LP6DN9OP9V83 US3133EP3G84 4003205 KJP831000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-22 2025-09-22 N N N 0.0537 88541088.78 88541088.78 0.0004 N N N N BofA Securities, Inc. FICASH MN 5.317% 09/03/24 5.32 N/A N/A KPG936000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG936000 2026-02-01 2054-09-01 1.500 - 8.000 N/A 1550808.00 1045561.44 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KPG936000 2026-01-15 2064-03-20 1.500 - 8.500 N/A 192609.00 138285.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG936000 2025-07-01 2054-09-01 1.500 - 7.500 N/A 1389433.00 1038299.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG936000 2024-10-31 2051-11-15 1.625 - 6.500 N/A 58451.00 60944.30 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0532 2237000.00 2237000.00 0.0000 N Y Y N Canadian Imperial Bank of Commerce CIBCGR *G RP 5.33% 9/27/24 5.33 N/A 2IGI19DL77OX0HC3ZE78 KNK270000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNK270000 2024-10-31 2044-05-15 0.750 - 5.000 N/A 184455600.00 185549357.94 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-27 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 181000000.00 181000000.00 0.0008 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 04/28/2025 5.51 3133ENVF4 254900C5LP6DN9OP9V83 US3133ENVF41 4003205 KAE416000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-28 2025-04-28 N N N 0.0532 12013513.92 12013513.92 0.0001 N N N N Goldman Sachs & Co LLC GOLDMAN *RP SOFR+0.02% 9/20/24 5.35 N/A FOR8UP27PHTHYVLBNG30 0000769993 KON117000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KON117000 2024-09-19 2030-08-31 0.000 - 4.125 N/A 182622200.00 189204824.08 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-20 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 185000000.00 185000000.00 0.0008 N N Y N US Treasury Bill UST BILLS 0% 09/05/2024 912797GL5 254900HROIFWPRGM1V77 US912797GL51 JXO887000 U.S. Treasury Debt Y N/A N/A 2024-09-05 2024-09-05 2024-09-05 N N N 0.0178 2552259630.00 2552259630.00 0.0114 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/18/2024 5.35 3130AYLU8 2549001DPIFGXC1TOL40 US3130AYLU89 0001026214 KDP177000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-18 2024-10-18 N N N 0.0522 483016909.83 483016909.83 0.0022 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 05/05/2026 5.43 3133ERKD2 254900C5LP6DN9OP9V83 US3133ERKD26 4003205 KLP328000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-05-05 2026-05-05 N N N 0.0541 73012613.67 73012613.67 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/04/2024 5.34 3130B0PW3 2549001DPIFGXC1TOL40 US3130B0PW34 0001026214 KGS514000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-04 2024-11-04 N N N 0.0523 256010616.32 256010616.32 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+ 05/20/2025 5.46 3133EPE76 254900C5LP6DN9OP9V83 US3133EPE763 4003205 KBJ658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-20 2025-05-20 N N N 0.0533 35027342.00 35027342.00 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 04/09/2025 5.36 3130B2BL8 2549001DPIFGXC1TOL40 US3130B2BL80 0001026214 KOA832000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-09 2025-04-09 N N N 0.0532 78010035.48 78010035.48 0.0003 N N N N US Treasury Bill UST BILLS 0% 01/02/2025 912797LR6 254900HROIFWPRGM1V77 US912797LR66 KLO543000 U.S. Treasury Debt Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0481 312890977.02 312890977.02 0.0014 N Y Y N BNP Paribas, SA BNP (GR) *G RP SOFR+0.02% 9/26/24 5.35 N/A R0MUWSFPU8MPRO8K5P83 KNC978000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNC978000 2024-10-31 2051-11-15 1.125 - 5.289 N/A 212262400.00 184675071.49 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 180000000.00 180000000.00 0.0008 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 11/21/2024 5.44 3130AWWC0 2549001DPIFGXC1TOL40 US3130AWWC07 0001026214 JXB534000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-21 2024-11-21 N N N 0.0527 105022170.75 105022170.75 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 08/08/2025 5.38 3130B2BK0 2549001DPIFGXC1TOL40 US3130B2BK08 0001026214 KNY760000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-08 2025-08-08 N N N 0.0538 308493129.71 308493129.71 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/16/2025 5.48 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-16 2025-05-16 N N N 0.0533 93087826.41 93087826.41 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+ 12/15/2025 5.48 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 4003205 KCE402000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-15 2025-12-15 N N N 0.0538 103111240.00 103111240.00 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5% 02/20/2025 5.00 3130B06H7 2549001DPIFGXC1TOL40 US3130B06H76 0001026214 KEY322000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-20 2025-02-20 2025-02-20 N N N 0.0510 127939278.08 127939278.08 0.0006 N N N N US Treasury Bill UST BILLS 0% 10/01/2024 912797LK1 254900HROIFWPRGM1V77 US912797LK14 KKG054000 U.S. Treasury Debt Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0462 3538396936.38 3538396936.38 0.0158 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/25/2025 5.06 3130B0AT6 2549001DPIFGXC1TOL40 US3130B0AT69 0001026214 KFC397000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0468 259464695.21 259464695.21 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/17/2025 5.44 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-17 2025-07-17 N N N 0.0536 60438389.64 60438389.64 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/24/2025 5.49 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-24 2025-07-24 N N N 0.0535 217257205.76 217257205.76 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/26/2025 5.06 3130B0A58 2549001DPIFGXC1TOL40 US3130B0A583 0001026214 KEY125000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0468 450814558.50 450814558.50 0.0020 N N N N Norinchukin Bank NORGR G RP 5.36% 9/3/24 5.36 N/A 5493007VSMFZCPV1NB83 KPD205000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES OF A 254900HROIFWPRGM1V77 KPD205000 2031-08-15 2032-05-15 0.000 - 1.250 N/A 209444200.00 185722964.95 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 182000000.00 182000000.00 0.0008 N Y Y N BofA Securities, Inc. BASGR G RP SOFR+0.04% 10/1/24 5.37 N/A 549300HN4UKV1E2R3U73 KLT185000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLT185000 2027-09-30 2027-09-30 4.125 N/A 68121100.00 70023255.56 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0525 68000000.00 68000000.00 0.0003 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/20/2025 5.37 3130B2GE9 2549001DPIFGXC1TOL40 US3130B2GE92 0001026214 KOU683000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-20 2025-05-20 N N N 0.0536 313996222.58 313996222.58 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 10/21/2024 5.44 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-21 2024-10-21 N N N 0.0522 154024653.86 154024653.86 0.0007 N N N N Norinchukin Bank NORGR T RP 5.35% 9/3/24 5.35 N/A 5493007VSMFZCPV1NB83 KPG257000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES OF A 254900HROIFWPRGM1V77 KPG257000 2032-02-15 2032-02-15 1.875 N/A 72104000.00 63249462.23 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0535 62000000.00 62000000.00 0.0003 N Y Y N Citigroup Global Markets, Inc. FICASH MN 5.317% 09/03/24 5.32 N/A N/A KPG936000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KPG936000 2028-01-31 2053-11-15 0.750 - 4.750 N/A 166782514.00 125266483.28 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG936000 2024-09-15 2064-08-20 2.000 - 9.500 N/A 431851332.00 144460503.57 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0532 263290000.00 263290000.00 0.0012 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/25/2025 5.48 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-25 2025-07-25 N N N 0.0535 65068714.10 65068714.10 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/27/2025 5.46 3130AXD21 2549001DPIFGXC1TOL40 US3130AXD219 0001026214 JYN688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-27 2025-03-27 N N N 0.0532 322242060.28 322242060.28 0.0014 N N N N Sumitomo Mitsui Banking Corp. FICASH M2 5.328% 09/03/24 5.33 N/A N/A KPG834000_77387 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 KPG834000 2042-10-20 2054-06-20 3.000 - 6.500 N/A 3383066027.00 2033308022.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG834000 2053-02-01 2053-04-01 5.500 N/A 582655452.00 522873095.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG834000 2048-12-01 2053-05-01 2.000 - 5.500 N/A 3959470643.00 1287008298.21 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 3741824000.00 3741824000.00 0.0168 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/28/2025 5.40 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-28 2025-11-28 N N N 0.0538 129525630.64 129525630.64 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 02/20/2026 5.44 3130B2FF7 2549001DPIFGXC1TOL40 US3130B2FF76 0001026214 KOT957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-20 2026-02-20 N N N 0.0543 999988.86 999988.86 0.0000 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/20/2026 5.46 3133EP3F0 254900C5LP6DN9OP9V83 US3133EP3F02 4003205 KEQ873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-20 2026-02-20 N N N 0.0541 64042289.92 64042289.92 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/10/2024 5.34 3130B1MM6 2549001DPIFGXC1TOL40 US3130B1MM61 0001026214 KKH682000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-10 2024-12-10 N N N 0.0525 451040098.41 451040098.41 0.0020 N N N N US Treasury Bill UST BILLS 0% 11/07/2024 912797LC9 254900HROIFWPRGM1V77 US912797LC97 KJC188000 U.S. Treasury Debt Y N/A N/A 2024-11-07 2024-11-07 2024-11-07 N N N 0.0488 581675522.58 581675522.58 0.0026 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/07/2024 5.34 3130B0PS2 2549001DPIFGXC1TOL40 US3130B0PS22 0001026214 KGS487000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-07 2024-11-07 N N N 0.0523 766035550.06 766035550.06 0.0034 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/18/2026 5.43 3133ERHP9 254900C5LP6DN9OP9V83 US3133ERHP92 4003205 KKY986000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-18 2026-06-18 N N N 0.0543 61995631.48 61995631.48 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/28/2025 5.49 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 4003205 KBP973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-28 2025-11-28 N N N 0.0538 162380350.18 162380350.18 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 03/20/2025 5.46 3133EPYZ2 254900C5LP6DN9OP9V83 US3133EPYZ26 4003205 KAH848000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-20 2025-03-20 N N N 0.0532 113082531.81 113082531.81 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 12/01/2025 5.49 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 4003205 KBU266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-01 2025-12-01 N N N 0.0538 125644791.23 125644791.23 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.05% 02/18/2025 5.05 3130B04M8 2549001DPIFGXC1TOL40 US3130B04M89 0001026214 KES383000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-18 2025-02-18 2025-02-18 N N N 0.0513 376846515.76 376846515.76 0.0017 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP 5.34% 10/31/24 5.34 N/A MBNUM2BPBDO7JBLYG310 0000315030 KPF568000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPF568000 2024-12-19 2028-04-30 0.000 - 1.250 N/A 1040712400.00 1020605215.58 U.S. Treasuries (including strips) Y N/A N/A 2024-10-31 2024-10-31 2024-10-31 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0525 1000000000.00 1000000000.00 0.0045 N N N Y ING Financial Markets LLC INGFIN G RP 5.39% 9/19/24 5.39 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KNW124000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNW124000 2053-11-01 2053-11-01 6.000 N/A 81506433.00 77688817.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 KNW124000 2053-10-01 2053-10-01 6.500 N/A 58229148.00 56511353.28 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0526 131000000.00 131000000.00 0.0006 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/25/2025 5.47 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-25 2025-08-25 N N N 0.0537 129710547.21 129710547.21 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/06/2025 5.46 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-06 2025-03-06 N N N 0.0532 189130203.99 189130203.99 0.0008 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/04/2024 313384E62 2549001DPIFGXC1TOL40 US313384E629 EIE696000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0523 165882186.48 165882186.48 0.0007 N N Y N Fidelity Investments Money Market Government Portfolio 2024-09-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer