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FICASH M2 4.46% 01/02/25 4.46 N/A N/A KXA714000_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 Banks 2549001DPIFGXC1TOL40 KXA714000 2025-08-28 2025-08-28 4.000 N/A 8001848.00 8091097.61 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXA714000 2025-07-01 2054-10-01 1.500 - 7.044 N/A 345605432.00 148341903.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXA714000 2026-02-01 2054-12-01 1.500 - 6.500 N/A 14340897.00 9083112.47 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KXA714000 2026-02-15 2040-11-15 1.250 - 6.000 N/A 213159053.00 205101702.91 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KXA714000 2035-06-22 2035-06-22 1.790 N/A 50412.00 37456.88 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 KXA714000 2028-05-15 2065-02-15 3.000 - 7.500 N/A 24622579.00 8627686.23 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0446 371754000.00 371754000.00 0.0017 N Y Y 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 0.0431 1070376370.24 1070376370.24 0.0050 N Y Y N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.58% 1/21/25 4.58 N/A 2IGI19DL77OX0HC3ZE78 KTO788000 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 KTO788000 2028-04-01 2054-11-01 1.330 - 7.000 N/A 60108704.00 42969779.73 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 KTO788000 2042-01-27 2042-01-27 2.840 N/A 155000.00 114699.05 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 KTO788000 2025-04-15 2032-07-15 0.125 - 1.500 N/A 10100.00 9179.30 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KTO788000 2028-11-01 2055-01-01 2.050 - 7.000 N/A 5489653.00 5096419.36 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-07 2025-01-07 2025-01-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0449 47000000.00 47000000.00 0.0002 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 01/10/2025 4.38 3130B2T62 2549001DPIFGXC1TOL40 US3130B2T621 0001026214 KQD093000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-01-10 2025-01-10 N N N 0.0421 114002563.86 114002563.86 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 06/26/2026 4.50 3133ERVC2 254900C5LP6DN9OP9V83 US3133ERVC24 4003205 KQF120000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-06-26 2026-06-26 N N N 0.0448 51011060.88 51011060.88 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 08/27/2026 4.50 3133ERE72 254900C5LP6DN9OP9V83 US3133ERE728 4003205 KTO514000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-08-27 2026-08-27 N N N 0.0449 61997613.00 61997613.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/17/2026 4.45 3133ERET4 254900C5LP6DN9OP9V83 US3133ERET42 4003205 KJO854000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-02-17 2026-02-17 N N N 0.0445 28999043.00 28999043.00 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/12/2026 4.50 3133ERNW7 254900C5LP6DN9OP9V83 US3133ERNW79 4003205 KNW360000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-08-12 2026-08-12 N N N 0.0448 87017400.00 87017400.00 0.0004 N N N N US Treasury Bill UST BILLS 0% 03/27/2025 912797MU8 254900HROIFWPRGM1V77 US912797MU86 KQE181000 U.S. Treasury Debt Y N/A N/A 2025-03-27 2025-03-27 2025-03-27 N N N 0.0416 701078514.12 701078514.12 0.0033 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 04/15/2025 4.37 3130B43D1 2549001DPIFGXC1TOL40 US3130B43D18 0001026214 KVR284000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-04-15 2025-04-15 N N N 0.0433 97999614.86 97999614.86 0.0005 N N N N US Treasury Bill UST BILLS 0% 02/11/2025 912797NG8 254900HROIFWPRGM1V77 US912797NG83 KRB691000 U.S. Treasury Debt Y N/A N/A 2025-02-11 2025-02-11 2025-02-11 N N N 0.0409 1593226187.40 1593226187.40 0.0075 N Y Y N Ficc Goldman Gc Repo (Gov) GS FIG T RP 4.46% 1/2/25 4.46 N/A 549300H47WTHXPU08X20 KXA488000 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 KXA488000 2026-07-31 2053-02-15 2.000 - 4.375 N/A 1330315500.00 888640189.24 U.S. Treasuries (including strips) Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 871000000.00 871000000.00 0.0041 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 07/08/2025 4.49 3130AYEN2 2549001DPIFGXC1TOL40 US3130AYEN20 0001026214 KDD806000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-07-08 2025-07-08 N N N 0.0440 121049434.55 121049434.55 0.0006 N N N N BofA Securities, Inc. BASGR G RP 4.53% 1/29/25 4.53 N/A 549300HN4UKV1E2R3U73 KUC274000 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 KUC274000 2026-10-31 2026-10-31 4.125 N/A 484100.00 486451.74 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUC274000 2025-01-02 2054-09-01 0.000 - 7.163 N/A 129441086.00 104514590.92 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KUC274000 2026-07-17 2026-07-17 4.625 N/A 460000.00 472586.26 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUC274000 2033-01-01 2054-12-01 1.500 - 6.908 N/A 44844489.00 42143959.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KUC274000 2025-08-20 2074-11-20 2.000 - 8.000 N/A 290741669.00 159691581.97 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-29 2025-01-29 2025-01-29 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0445 300000000.00 300000000.00 0.0014 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 05/28/2025 4.37 3130B43B5 2549001DPIFGXC1TOL40 US3130B43B51 0001026214 KVR267000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-28 2025-05-28 N N N 0.0436 121998637.26 121998637.26 0.0006 N N N 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 0.0441 259190442.70 259190442.70 0.0012 N N N N Societe Generale (PARIS) FICASH MN 4.444% 01/02/25 4.44 N/A N/A KXA746000_14519 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 KXA746000 2027-08-31 2041-05-15 1.250 - 4.500 N/A 96144274.00 89504686.88 U.S. Treasuries (including strips) Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0444 87728000.00 87728000.00 0.0004 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2.5 09/10/2025 4.40 3133ERH61 254900C5LP6DN9OP9V83 US3133ERH614 4003205 KUH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-09-10 2025-09-10 N N N 0.0439 39998771.60 39998771.60 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 05/19/2025 4.37 3130B47G0 2549001DPIFGXC1TOL40 US3130B47G03 0001026214 KWD177000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-19 2025-05-19 N N N 0.0435 364994744.00 364994744.00 0.0017 N N N N US Treasury Notes UST NOTES 4.625% 06/30/2025 4.63 91282CHL8 254900HROIFWPRGM1V77 US91282CHL81 JVB353000 U.S. Treasury Debt Y N/A N/A 2025-06-30 2025-06-30 2025-06-30 N N N 0.0413 153368176.14 153368176.14 0.0007 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/06/2026 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 4003205 KXA648000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-06 2026-10-06 2026-10-06 N N N 0.0000 27000000.00 27000000.00 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 03/12/2026 4.49 3133EP5D3 254900C5LP6DN9OP9V83 US3133EP5D36 4003205 KQC170000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-03-12 2026-03-12 N N N 0.0446 18002824.38 18002824.38 0.0001 N N N N US Treasury Notes UST NOTES 4.625% 02/28/2025 4.63 91282CGN5 254900HROIFWPRGM1V77 US91282CGN56 JQX685000 U.S. Treasury Debt Y N/A N/A 2025-02-28 2025-02-28 2025-02-28 N N N 0.0438 197055557.94 197055557.94 0.0009 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/24/2025 4.50 3133EPTX3 254900C5LP6DN9OP9V83 US3133EPTX33 4003205 KBQ594000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-03-24 2025-03-24 N N N 0.0433 8348183.06 8348183.06 0.0000 N N N N Wells Fargo Securities LLC FICASH MN 4.444% 01/02/25 4.44 N/A N/A KXA746000_08395 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 KXA746000 2025-03-15 2062-09-20 1.500 - 8.500 N/A 104782805.00 33161533.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A KXA746000 2029-02-25 2029-02-25 7.130 N/A 94775.00 32241.81 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 KXA746000 2042-08-15 2053-02-15 1.875 - 4.375 N/A 3761699.00 2625201.45 U.S. Treasuries (including strips) Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0444 35091000.00 35091000.00 0.0002 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 04/04/2025 313385DX1 2549001DPIFGXC1TOL40 US313385DX18 ACF297000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-04-04 2025-04-04 2025-04-04 N N N 0.0425 294763058.44 294763058.44 0.0014 N N N N Barclays Capital Inc. BCAP *G RP 4.31% 1/17/25 4.31 N/A AC28XWWI3WIBK2824319 0000851376 KWL518000 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 KWL518000 2040-05-25 2040-05-25 7.500 N/A 26462082.00 21383451.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 KWL518000 2054-09-20 2054-09-20 6.000 N/A 74537242.00 74864861.37 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-07 2025-01-07 2025-01-17 Y BARCLAYS CAPITAL INC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 94000000.00 94000000.00 0.0004 N N Y N US Treasury Bill UST BILLS 0% 01/09/2025 912797LX3 254900HROIFWPRGM1V77 US912797LX35 KLV684000 U.S. Treasury Debt Y N/A N/A 2025-01-09 2025-01-09 2025-01-09 N N N 0.0335 2467978428.50 2467978428.50 0.0116 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/03/2025 4.38 3130B3WV1 2549001DPIFGXC1TOL40 US3130B3WV17 0001026214 KTV996000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-06-03 2025-06-03 N N N 0.0437 181995728.46 181995728.46 0.0009 N N N N BMO Chicago Branch BMOCHIGR *G RP 4.56% 1/17/25 4.56 N/A 3Y4U8VZURTYWI1W2K376 KTL415000 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 KTL415000 2049-12-20 2054-12-20 3.500 - 8.000 N/A 162060160.00 145665588.17 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-07 2025-01-07 2025-01-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0447 142000000.00 142000000.00 0.0007 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 03/07/2025 4.55 3133EPLN3 254900C5LP6DN9OP9V83 US3133EPLN33 4003205 KBQ590000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-03-07 2025-03-07 N N N 0.0430 145048229.90 145048229.90 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 04/09/2025 4.38 3130B3LY7 2549001DPIFGXC1TOL40 US3130B3LY74 0001026214 KSH091000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-04-09 2025-04-09 N N N 0.0432 248012023.04 248012023.04 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 07/25/2025 4.39 3130B3VD2 2549001DPIFGXC1TOL40 US3130B3VD28 0001026214 KTO620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-07-25 2025-07-25 N N N 0.0437 61004867.80 61004867.80 0.0003 N N N N US Treasury Notes UST NOTES 1.125% 02/28/2025 1.13 912828ZC7 254900HROIFWPRGM1V77 US912828ZC78 FGJ074000 U.S. Treasury Debt Y N/A N/A 2025-02-28 2025-02-28 2025-02-28 N N N 0.0425 20893170.90 20893170.90 0.0001 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/26/2026 4.49 3133ERF63 254900C5LP6DN9OP9V83 US3133ERF634 4003205 KTP535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-05-26 2026-05-26 N N N 0.0450 48993183.61 48993183.61 0.0002 N N N N BMO Chicago Branch BMOCHIGR *G RP 4.31% 1/13/25 4.31 N/A 3Y4U8VZURTYWI1W2K376 KWL561000 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 KWL561000 2039-01-20 2054-12-20 2.500 - 8.000 N/A 203838125.00 192081411.81 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-07 2025-01-07 2025-01-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 188000000.00 188000000.00 0.0009 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/24/2025 4.52 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-07-24 2025-07-24 N N N 0.0445 88030147.92 88030147.92 0.0004 N N N N Barclays Bank PLC BPLCGR M RP 4.47% 1/2/25 4.47 N/A G5GSEF7VJP5I7OUK5573 KXA461000 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 KXA461000 2040-05-20 2052-02-20 1.750 - 4.500 N/A 80240863.00 45775848.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXA461000 2043-08-01 2055-01-25 2.500 - 5.000 N/A 187350408.00 180040235.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXA461000 2040-07-25 2054-10-01 3.000 - 5.500 N/A 75654660.00 49686189.64 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0447 269000000.00 269000000.00 0.0013 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 01/27/2025 4.50 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-01-27 2025-01-27 N N N 0.0436 249010517.76 249010517.76 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/25/2025 4.53 3133EPWW1 254900C5LP6DN9OP9V83 US3133EPWW13 4003205 KSG275000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-09-25 2025-09-25 N N N 0.0444 15008005.50 15008005.50 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 09/26/2025 4.53 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-09-26 2025-09-26 N N N 0.0444 85250419.38 85250419.38 0.0004 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.07% 2/3/25 4.44 N/A 549300HN4UKV1E2R3U73 KSB698000 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 KSB698000 2030-01-15 2030-01-15 0.000 N/A 13360000.00 10586370.48 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KSB698000 2025-04-01 2054-12-01 1.500 - 7.500 N/A 73257655.00 56342304.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KSB698000 2027-01-01 2054-12-01 2.000 - 7.500 N/A 95548138.00 74816756.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KSB698000 2050-01-20 2053-11-20 4.000 - 4.500 N/A 61564952.00 56695955.08 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-03 2025-02-03 2025-02-03 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0436 193000000.00 193000000.00 0.0009 N N N Y Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 03/19/2025 313385DF0 2549001DPIFGXC1TOL40 US313385DF02 313385DF0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-03-19 2025-03-19 2025-03-19 N N N 0.0426 259615800.00 259615800.00 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/19/2025 4.43 3130B2GB5 2549001DPIFGXC1TOL40 US3130B2GB53 0001026214 KOU675000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-08-19 2025-08-19 N N N 0.0434 404208827.60 404208827.60 0.0019 N N N N US Treasury Notes UST NOTES 0.25% 10/31/2025 0.25 91282CAT8 254900HROIFWPRGM1V77 US91282CAT80 GHF075000 U.S. Treasury Debt Y N/A N/A 2025-10-31 2025-10-31 2025-10-31 N N N 0.0424 30968671.04 30968671.04 0.0001 N Y Y N Bank of America, N.A. FICASH M2 4.46% 01/02/25 4.46 N/A N/A KXA714000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXA714000 2045-04-01 2045-04-01 3.000 N/A 374536137.00 52095286.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXA714000 2051-02-01 2051-09-01 1.250 - 2.500 N/A 1264035531.00 752933139.68 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 788533000.00 788533000.00 0.0037 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 07/16/2025 4.46 3130AYWR3 2549001DPIFGXC1TOL40 US3130AYWR32 0001026214 KGS341000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-07-16 2025-07-16 N N N 0.0439 73022464.29 73022464.29 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 05/19/2025 4.50 3130AXTF5 2549001DPIFGXC1TOL40 US3130AXTF57 0001026214 KBI506000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-19 2025-05-19 N N N 0.0438 123044993.40 123044993.40 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.5% 11/10/2025 4.50 3130B3AE3 2549001DPIFGXC1TOL40 US3130B3AE30 0001026214 KRC427000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-11-10 2025-11-10 2025-11-10 N N N 0.0462 269722037.70 269722037.70 0.0013 N N N N Fixed Income Clearing Corp - ING ING FID G RP 4.43% 1/3/25 4.43 N/A N/A KXA702000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2025-01-03 2025-01-03 2025-01-03 N N N 0.0434 522000000.00 522000000.00 0.0025 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. 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Natixis NAT FID T RP 4.45% 1/2/25 4.45 N/A KX1WK48MPD4Y2NCUIZ63 KXA453000 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 KXA453000 2026-09-30 2026-12-31 0.875 - 4.250 N/A 932228400.00 888316937.40 U.S. Treasuries (including strips) Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0445 871000000.00 871000000.00 0.0041 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/26/2026 4.51 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 4003205 KOV336000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-08-26 2026-08-26 N N N 0.0451 92996445.54 92996445.54 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 03/07/2025 313385CT1 2549001DPIFGXC1TOL40 US313385CT15 313385CT1 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-03-07 2025-03-07 2025-03-07 N N N 0.0426 137929700.00 137929700.00 0.0006 N N N N Goldman Sachs & Co LLC GOLDMAN G RP 4.62% 1/2/25 4.62 N/A FOR8UP27PHTHYVLBNG30 0000769993 KWT482000 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 KWT482000 2029-12-01 2054-11-01 1.500 - 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FICASH M2 4.46% 01/02/25 4.46 N/A N/A KXA714000_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 KXA714000 2025-01-30 2044-08-15 0.000 - 4.625 N/A 203967622.00 186826578.46 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXA714000 2036-09-01 2054-12-01 1.500 - 7.000 N/A 356942348.00 161148334.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXA714000 2042-06-01 2054-11-01 2.000 - 7.000 N/A 72122961.00 45832344.31 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 385990000.00 385990000.00 0.0018 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/20/2026 4.50 3130AYZW9 2549001DPIFGXC1TOL40 US3130AYZW99 0001026214 KML462000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-02-20 2026-02-20 N N N 0.0448 59009224.65 59009224.65 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 06/27/2025 4.52 3130AXD54 2549001DPIFGXC1TOL40 US3130AXD540 0001026214 JYN695000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-06-27 2025-06-27 N N N 0.0439 322184454.48 322184454.48 0.0015 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 05/22/2025 4.51 3130AWXT2 2549001DPIFGXC1TOL40 US3130AWXT23 0001026214 JXD699000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-22 2025-05-22 N N N 0.0438 131056792.43 131056792.43 0.0006 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 04/25/2025 313385EU6 2549001DPIFGXC1TOL40 US313385EU69 313385EU6 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-04-25 2025-04-25 2025-04-25 N N N 0.0426 320681110.75 320681110.75 0.0015 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/26/2025 4.47 3133ERVS7 254900C5LP6DN9OP9V83 US3133ERVS75 4003205 KQK833000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-12-26 2025-12-26 N N N 0.0439 28020324.92 28020324.92 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/17/2025 313385AS5 2549001DPIFGXC1TOL40 US313385AS59 313385AS5 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-17 2025-01-17 2025-01-17 N N N 0.0431 109781313.40 109781313.40 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 12/23/2025 4.47 3130B2TU9 2549001DPIFGXC1TOL40 US3130B2TU97 0001026214 KQE448000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-12-23 2025-12-23 N N N 0.0439 221160567.55 221160567.55 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.5% 12/22/2025 4.50 3130B3W90 2549001DPIFGXC1TOL40 US3130B3W904 0001026214 KTP532000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-12-22 2025-12-22 2025-12-22 N N N 0.0414 1129348681.92 1129348681.92 0.0053 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 05/14/2025 4.37 3130B43C3 2549001DPIFGXC1TOL40 US3130B43C35 0001026214 KVR324000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-14 2025-05-14 N N N 0.0435 243997218.40 243997218.40 0.0011 N N N N Fixed Income Clearing Corp - Mizuho MIZ FIG M RP 4.46% 1/2/25 4.46 N/A 9845006C81UCE4114A10 KXA447000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KXA447000 2039-07-15 2052-02-20 2.000 - 5.000 N/A 99684875.00 18112085.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXA447000 2025-11-01 2035-11-01 3.500 - 8.000 N/A 248367.00 1650.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXA447000 2028-03-01 2055-01-01 1.500 - 7.500 N/A 1678542169.00 959826044.42 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KXA447000 2025-01-23 2029-06-30 0.000 - 3.250 N/A 4686100.00 4563602.10 U.S. Treasuries (including strips) Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 963000000.00 963000000.00 0.0045 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+1 06/11/2025 4.38 3133ERJ44 254900C5LP6DN9OP9V83 US3133ERJ446 4003205 KUK294000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-06-11 2025-06-11 N N N 0.0437 10999741.28 10999741.28 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/12/2025 4.38 3130B45E7 2549001DPIFGXC1TOL40 US3130B45E72 0001026214 KWB213000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-06-12 2025-06-12 N N N 0.0437 121997162.28 121997162.28 0.0006 N N N N US Treasury Notes UST NOTES 2% 08/15/2025 2.00 912828K74 254900HROIFWPRGM1V77 US912828K742 912828K74 U.S. Treasury Debt Y N/A N/A 2025-08-15 2025-08-15 2025-08-15 N N N 0.0427 1173478908.70 1173478908.70 0.0055 N Y Y N RBC Financial Group RBCNYGR *G RP 4.55% 1/30/25 4.55 N/A ES7IP3U3RHIGC71XBU11 KSG125000 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 KSG125000 2036-05-01 2055-01-01 2.000 - 7.000 N/A 271042049.00 222927187.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KSG125000 2025-01-15 2054-05-15 0.000 - 5.000 N/A 1528486518.00 1496637730.04 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KSG125000 2040-09-01 2054-12-25 2.000 - 6.500 N/A 288394197.00 246055969.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KSG125000 2052-08-20 2054-12-20 5.000 - 6.500 N/A 36750696.00 32505100.81 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-07 2025-01-07 2025-01-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0446 1941000000.00 1941000000.00 0.0091 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/15/2025 313385AQ9 2549001DPIFGXC1TOL40 US313385AQ93 FDI160000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-15 2025-01-15 2025-01-15 N N N 0.0431 241575490.86 241575490.86 0.0011 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.5% 10/08/2025 4.50 3130B36G3 2549001DPIFGXC1TOL40 US3130B36G30 0001026214 KRA837000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-10-08 2025-10-08 2025-10-08 N N N 0.0460 311757033.12 311757033.12 0.0015 N N N N US Treasury Bill UST BILLS 0% 03/11/2025 912797NQ6 254900HROIFWPRGM1V77 US912797NQ65 KSH093000 U.S. Treasury Debt Y N/A N/A 2025-03-11 2025-03-11 2025-03-11 N N N 0.0412 2073462185.30 2073462185.30 0.0098 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 5.125% 04/17/2025 5.13 3133ERBS9 254900C5LP6DN9OP9V83 US3133ERBS95 4003205 KHH435000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-04-17 2025-04-17 2025-04-17 N N N 0.0430 11023553.09 11023553.09 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+17 10/23/2025 4.54 3133EPZE8 254900C5LP6DN9OP9V83 US3133EPZE87 4003205 KDO296000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-10-23 2025-10-23 N N N 0.0449 28001212.40 28001212.40 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 04/30/2025 4.38 3130B3UP6 2549001DPIFGXC1TOL40 US3130B3UP66 0001026214 KTN709000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-04-30 2025-04-30 N N N 0.0433 85003638.00 85003638.00 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/12/2026 4.52 3133EPU52 254900C5LP6DN9OP9V83 US3133EPU520 4003205 KDD676000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-01-12 2026-01-12 N N N 0.0444 214156742.16 214156742.16 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/09/2025 4.38 3130B3Y80 2549001DPIFGXC1TOL40 US3130B3Y801 0001026214 KUH493000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-06-09 2025-06-09 N N N 0.0437 361990714.70 361990714.70 0.0017 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 02/24/2025 313385CG9 2549001DPIFGXC1TOL40 US313385CG93 AAJ572000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-24 2025-02-24 2025-02-24 N N N 0.0434 26825925.06 26825925.06 0.0001 N N Y N Sumitomo Mitsui Banking Corp. SUMITRGT G RP 4.37% 1/22/25 4.37 N/A 5493006GGLR4BTEL8O61 KWT475000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2025-01-07 2025-01-07 2025-01-22 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0429 38000000.00 38000000.00 0.0002 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. 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 0.0426 568688088.96 568688088.96 0.0027 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/17/2025 4.38 3130B4A27 2549001DPIFGXC1TOL40 US3130B4A270 0001026214 KWD237000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-06-17 2025-06-17 N N N 0.0437 242994816.81 242994816.81 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/18/2025 4.51 3130AXTD0 2549001DPIFGXC1TOL40 US3130AXTD00 0001026214 KBI505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-08-18 2025-08-18 N N N 0.0442 184095722.32 184095722.32 0.0009 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/02/2025 313385FB7 2549001DPIFGXC1TOL40 US313385FB79 ADE980000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-02 2025-05-02 2025-05-02 N N N 0.0421 263263038.63 263263038.63 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 08/28/2025 4.53 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 4003205 JXI262000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-08-28 2025-08-28 N N N 0.0445 56023728.32 56023728.32 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/14/2025 4.53 3133EPD44 254900C5LP6DN9OP9V83 US3133EPD443 4003205 KCL813000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-11-14 2025-11-14 N N N 0.0438 110130570.00 110130570.00 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 03/07/2025 4.38 3130B3KM4 2549001DPIFGXC1TOL40 US3130B3KM46 0001026214 KSB009000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-03-07 2025-03-07 N N N 0.0429 198010670.22 198010670.22 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 09/02/2025 4.53 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 0001026214 JXO969000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-09-02 2025-09-02 N N N 0.0439 355311949.15 355311949.15 0.0017 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/04/2026 4.52 3133ERH20 254900C5LP6DN9OP9V83 US3133ERH200 4003205 KUG067000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-12-04 2026-12-04 N N N 0.0452 42997246.71 42997246.71 0.0002 N N N N US Treasury Notes UST NOTES 0.375% 12/31/2025 0.38 91282CBC4 254900HROIFWPRGM1V77 US91282CBC47 GJJ938000 U.S. Treasury Debt Y N/A N/A 2025-12-31 2025-12-31 2025-12-31 N N N 0.0292 878187828.00 878187828.00 0.0041 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/22/2026 4.47 3130B1SR9 2549001DPIFGXC1TOL40 US3130B1SR94 0001026214 KLE611000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-06-22 2026-06-22 N N N 0.0448 61986314.12 61986314.12 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/18/2026 4.50 3130B1T49 2549001DPIFGXC1TOL40 US3130B1T490 0001026214 KLG648000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-06-18 2026-06-18 N N N 0.0450 186996777.99 186996777.99 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/04/2026 4.51 3130B2LH6 2549001DPIFGXC1TOL40 US3130B2LH68 0001026214 KPK856000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-09-04 2026-09-04 N N N 0.0451 205993164.92 205993164.92 0.0010 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.07% 2/28/25 4.44 N/A 549300HN4UKV1E2R3U73 KUG027000 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 KUG027000 2028-04-15 2074-09-20 2.500 - 7.000 N/A 114406531.00 51795797.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUG027000 2028-10-01 2054-12-01 1.500 - 6.500 N/A 458178696.00 264054258.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUG027000 2036-05-01 2054-12-01 1.500 - 6.891 N/A 416561967.00 391753982.57 Agency Mortgage-Backed Securities Y N/A N/A 2025-02-28 2025-02-28 2025-02-28 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0437 691000000.00 691000000.00 0.0033 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 10/21/2025 4.45 3133EP6C4 254900C5LP6DN9OP9V83 US3133EP6C44 4003205 KGG110000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-10-21 2025-10-21 N N N 0.0435 60043197.00 60043197.00 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 0.0423 956709952.38 956709952.38 0.0045 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 01/08/2026 4.48 3133EP4W2 254900C5LP6DN9OP9V83 US3133EP4W26 4003205 KOE077000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-01-08 2026-01-08 N N N 0.0440 85062372.15 85062372.15 0.0004 N N N N US Treasury Bill UST BILLS 0% 01/07/2025 912797MW4 254900HROIFWPRGM1V77 US912797MW43 KPK931000 U.S. Treasury Debt Y N/A N/A 2025-01-07 2025-01-07 2025-01-07 N N N 0.0299 5239720154.17 5239720154.17 0.0247 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 05/05/2025 4.38 3130B3XM0 2549001DPIFGXC1TOL40 US3130B3XM09 0001026214 KUC451000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-05 2025-05-05 N N N 0.0435 181999448.54 181999448.54 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 11/18/2026 4.51 3133ERB83 254900C5LP6DN9OP9V83 US3133ERB831 4003205 KUG213000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-11-18 2026-11-18 N N N 0.0450 21999118.02 21999118.02 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 04/09/2025 4.51 3130AWUC2 2549001DPIFGXC1TOL40 US3130AWUC25 0001026214 JWR430000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-04-09 2025-04-09 N N N 0.0432 39015183.48 39015183.48 0.0002 N N N N TD Securities (U.S.A.) TDGR M RP 4.46% 1/2/25 4.46 N/A SUVUFHICNZMP2WKHG940 KXA503000 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 KXA503000 2048-02-15 2055-01-01 2.500 - 6.500 N/A 436949367.00 207018417.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXA503000 2042-05-01 2054-12-01 2.500 - 6.500 N/A 597982600.00 322492751.29 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 519000000.00 519000000.00 0.0024 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/25/2025 4.52 3133EPZQ1 254900C5LP6DN9OP9V83 US3133EPZQ18 4003205 KAK230000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-07-25 2025-07-25 N N N 0.0443 212091603.08 212091603.08 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 06/27/2025 4.52 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 4003205 JYI393000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-06-27 2025-06-27 N N N 0.0439 203116312.91 203116312.91 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/13/2025 4.38 3130B1XF9 2549001DPIFGXC1TOL40 US3130B1XF91 0001026214 KMB800000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-01-13 2025-01-13 N N N 0.0421 126003456.18 126003456.18 0.0006 N N N N Ficc Bony Gc Repo (Gov) BNY FIG M RP 4.46% 1/2/25 4.46 N/A N/A KXA442000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXA442000 2028-06-01 2054-12-01 1.500 - 7.500 N/A 984284918.00 814526696.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXA442000 2036-05-01 2054-11-01 2.000 - 7.500 N/A 532714504.00 265653383.97 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 1059000000.00 1059000000.00 0.0050 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 07/08/2026 4.49 3133ERKG5 254900C5LP6DN9OP9V83 US3133ERKG56 4003205 KLT188000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-07-08 2026-07-08 N N N 0.0441 125592076.84 125592076.84 0.0006 N N N N Wells Fargo Securities LLC FICASH M2 4.46% 01/02/25 4.46 N/A N/A KXA714000_08395 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 KXA714000 2042-08-15 2053-02-15 1.875 - 4.375 N/A 47419007.00 33092605.26 U.S. Treasuries (including strips) Government National Mortgage Association N/A KXA714000 2025-03-15 2062-09-20 1.500 - 8.500 N/A 1320864741.00 418025643.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A KXA714000 2029-02-25 2029-02-25 7.130 N/A 1194703.00 406431.88 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 442348000.00 442348000.00 0.0021 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 10/10/2025 4.52 3130AXYD4 2549001DPIFGXC1TOL40 US3130AXYD45 0001026214 KBW968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-10-10 2025-10-10 N N N 0.0441 123088198.38 123088198.38 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 05/07/2025 4.38 3130B3Y64 2549001DPIFGXC1TOL40 US3130B3Y645 0001026214 KUH495000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-07 2025-05-07 N N N 0.0435 247997098.40 247997098.40 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 05/05/2025 4.39 3130B26P5 2549001DPIFGXC1TOL40 US3130B26P56 0001026214 KNI885000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-05 2025-05-05 N N N 0.0436 354998718.45 354998718.45 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/14/2025 4.39 3130B1XW2 2549001DPIFGXC1TOL40 US3130B1XW25 0001026214 KMC663000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-02-14 2025-02-14 N N N 0.0423 63001762.11 63001762.11 0.0003 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 4.44% 1/3/25 4.44 N/A N/A KXA725000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2025-01-03 2025-01-03 2025-01-03 N N N 0.0435 4066000000.00 4066000000.00 0.0191 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 04/30/2025 4.39 3130B24V4 2549001DPIFGXC1TOL40 US3130B24V43 0001026214 KNB311000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-04-30 2025-04-30 N N N 0.0434 128005419.52 128005419.52 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/21/2025 4.53 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 0001026214 KHC753000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-08-21 2025-08-21 N N N 0.0445 182077759.50 182077759.50 0.0009 N N N N JP Morgan Securities LLC FICASH MN 4.444% 01/02/25 4.44 N/A N/A KXA746000_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 KXA746000 2025-01-30 2029-07-31 0.000 - 4.375 N/A 157541.00 153968.96 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXA746000 2026-06-01 2054-12-01 1.776 - 7.519 N/A 89740.00 45739.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXA746000 2026-02-01 2062-09-01 1.500 - 7.750 N/A 730562.00 465495.93 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0444 652000.00 652000.00 0.0000 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 02/05/2025 4.42 3130AYT89 2549001DPIFGXC1TOL40 US3130AYT890 0001026214 KED585000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-02-05 2025-02-05 N N N 0.0424 504052703.28 504052703.28 0.0024 N N N N RBC Dominion Securities RBCDOMGR *G RP 4.34% 1/6/25 4.34 N/A 549300QJJX6CVVUXLE15 KWR712000 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 KWR712000 2039-06-15 2054-12-20 3.500 - 6.500 N/A 44420556.00 28352811.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KWR712000 2046-06-01 2054-08-01 3.000 - 6.500 N/A 197094.00 26599.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KWR712000 2025-04-03 2051-02-15 0.000 - 4.625 N/A 456564700.00 360080455.64 U.S. Treasuries (including strips) Y N/A N/A 2025-01-06 2025-01-06 2025-01-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0442 379989170.00 379989170.00 0.0018 N N Y N Citibank N.A. FICASH MN 4.444% 01/02/25 4.44 N/A N/A KXA746000_00276 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 KXA746000 2027-04-01 2055-01-01 2.500 - 7.724 N/A 21964900.00 8867089.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KXA746000 2048-08-20 2065-12-15 2.000 - 7.500 N/A 295987278.00 181308617.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXA746000 2035-08-01 2054-12-01 2.000 - 7.604 N/A 21880248.00 5014639.33 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0444 191316000.00 191316000.00 0.0009 N Y Y N BMO Chicago Branch BMOCHIGR *G RP 4.55% 1/21/25 4.55 N/A 3Y4U8VZURTYWI1W2K376 KTN529000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KTN529000 2027-02-28 2030-03-31 1.875 - 3.625 N/A 88899600.00 86145715.07 U.S. Treasuries (including strips) Y N/A N/A 2025-01-07 2025-01-07 2025-01-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0446 84000000.00 84000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 05/12/2025 4.38 3130B3XN8 2549001DPIFGXC1TOL40 US3130B3XN81 0001026214 KUG210000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-12 2025-05-12 N N N 0.0435 122998246.02 122998246.02 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 11/03/2025 4.53 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 4003205 KAU628000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-11-03 2025-11-03 N N N 0.0438 82097516.04 82097516.04 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 02/21/2025 313385CD6 2549001DPIFGXC1TOL40 US313385CD62 313385CD6 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-21 2025-02-21 2025-02-21 N N N 0.0434 300159140.88 300159140.88 0.0014 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 03/20/2026 4.46 3133ERL58 254900C5LP6DN9OP9V83 US3133ERL582 4003205 KWA894000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-03-20 2026-03-20 N N N 0.0445 26998876.26 26998876.26 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/22/2025 4.47 3130B05P0 2549001DPIFGXC1TOL40 US3130B05P02 0001026214 KJP809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-09-22 2025-09-22 N N N 0.0438 127067071.24 127067071.24 0.0006 N N N N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.03% 1/13/25 4.40 N/A FOR8UP27PHTHYVLBNG30 0000769993 KSN121000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KSN121000 2027-02-28 2031-03-31 1.125 - 4.125 N/A 352955000.00 346992236.25 U.S. Treasuries (including strips) Y N/A N/A 2025-01-07 2025-01-07 2025-01-13 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0431 338000000.00 338000000.00 0.0016 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/23/2025 4.38 3130B42W0 2549001DPIFGXC1TOL40 US3130B42W08 0001026214 KVR372000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-06-23 2025-06-23 N N N 0.0437 121997965.04 121997965.04 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/02/2026 4.51 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 4003205 KTV485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-12-02 2026-12-02 N N N 0.0451 52997011.33 52997011.33 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 02/03/2025 4.50 3130AWSX9 2549001DPIFGXC1TOL40 US3130AWSX99 0001026214 KBQ592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-02-03 2025-02-03 N N N 0.0430 121012378.30 121012378.30 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 02/27/2026 4.45 3130B1LC9 2549001DPIFGXC1TOL40 US3130B1LC98 0001026214 KKG137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-02-27 2026-02-27 N N N 0.0443 130019969.30 130019969.30 0.0006 N N N N US Treasury Bill UST BILLS 0% 02/20/2025 912797KA4 254900HROIFWPRGM1V77 US912797KA41 KER557000 U.S. Treasury Debt Y N/A N/A 2025-02-20 2025-02-20 2025-02-20 N N N 0.0413 2136783579.70 2136783579.70 0.0101 N Y Y N Fixed Income Clearing Corp - 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6.500 N/A 344735965.00 224452188.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KWL563000 2050-09-01 2058-05-01 2.000 - 6.500 N/A 859454943.00 532649347.14 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-30 2025-01-30 2025-01-30 N N N 0.0428 741000000.00 741000000.00 0.0035 N N N Y Canadian Imperial Bank of Commerce CIBCGR G RP 4.36% 1/30/25 4.36 N/A 2IGI19DL77OX0HC3ZE78 KWK566000 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 KWK566000 2027-08-15 2054-12-25 1.488 - 6.500 N/A 41895916.00 1713348.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KWK566000 2027-12-25 2054-06-25 1.660 - 7.000 N/A 31427428.00 2974802.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 KWK566000 2040-12-20 2071-06-20 0.000 - 6.173 N/A 96120958.00 7897943.37 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-01-30 2025-01-30 2025-01-30 N N N 0.0428 12000000.00 12000000.00 0.0001 N N N Y MUFG Securities (Canada), Ltd. MFGCAGR G RP 4.35% 3/5/25 4.35 N/A 549300Y1PMK3RWXMWR72 KWK584000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KWK584000 2025-05-15 2054-08-15 0.375 - 6.375 N/A 173169800.00 167570073.34 U.S. Treasuries (including strips) Y N/A N/A 2025-03-05 2025-03-05 2025-03-05 N N N 0.0429 164000000.00 164000000.00 0.0008 N N N Y Canadian Imperial Bank of Commerce CIBCGR *G RP 4.49% 2/5/25 4.49 N/A 2IGI19DL77OX0HC3ZE78 KUI867000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KUI867000 2025-04-08 2041-02-15 0.000 - 4.625 N/A 69780900.00 67555141.36 U.S. Treasuries (including strips) Y N/A N/A 2025-01-07 2025-01-07 2025-02-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0441 66000000.00 66000000.00 0.0003 N N 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 0.0441 259194172.30 259194172.30 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 05/22/2025 4.37 3130B43V1 2549001DPIFGXC1TOL40 US3130B43V16 0001026214 KVV037000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-22 2025-05-22 N N N 0.0435 122997859.80 122997859.80 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 01/06/2025 4.39 3130B2KP9 2549001DPIFGXC1TOL40 US3130B2KP93 0001026214 KPE985000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-01-06 2025-01-06 N N N 0.0423 203002287.81 203002287.81 0.0010 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/10/2026 4.49 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 4003205 KMA892000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-07-10 2026-07-10 N N N 0.0448 62008680.00 62008680.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 06/11/2025 4.42 3133ERSU6 254900C5LP6DN9OP9V83 US3133ERSU68 4003205 KPN255000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-06-11 2025-06-11 N N N 0.0439 33002403.06 33002403.06 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.47% 03/10/2025 4.47 3130B3AL7 2549001DPIFGXC1TOL40 US3130B3AL72 0001026214 KRC384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-03-10 2025-03-10 2025-03-10 N N N 0.0423 770167860.00 770167860.00 0.0036 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 06/20/2025 4.42 3133ERBW0 254900C5LP6DN9OP9V83 US3133ERBW08 4003205 KJP647000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-06-20 2025-06-20 N N N 0.0442 64999420.20 64999420.20 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/01/2025 4.47 3130AYCB0 2549001DPIFGXC1TOL40 US3130AYCB00 0001026214 KCX050000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-04-01 2025-04-01 N N N 0.0432 12002897.40 12002897.40 0.0001 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 4.63% 1/21/25 4.63 N/A VYVVCKR63DVZZN70PB21 0000276523 KTO436000 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 KTO436000 2026-03-01 2055-01-01 1.500 - 7.500 N/A 698204627.00 640943562.99 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-21 2025-01-21 2025-01-21 N N N 0.0454 625000000.00 625000000.00 0.0029 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 03/03/2025 4.38 3130B25G6 2549001DPIFGXC1TOL40 US3130B25G66 0001026214 KND201000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-03-03 2025-03-03 N N N 0.0428 257013559.32 257013559.32 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 04/21/2025 4.38 3130B3U84 2549001DPIFGXC1TOL40 US3130B3U841 0001026214 KTN710000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-04-21 2025-04-21 N N N 0.0432 61002718.77 61002718.77 0.0003 N N N N Citigroup Global Markets, Inc. FICASH MN 4.444% 01/02/25 4.44 N/A N/A KXA746000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 KXA746000 2050-01-21 2050-01-21 3.200 N/A 17736.00 12422.79 Agency Debentures and Agency Strips Resolution Funding Corp N/A KXA746000 2025-01-15 2030-04-15 0.000 - 8.875 N/A 2224552.00 1887377.29 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 KXA746000 2025-08-15 2074-03-20 3.098 - 8.375 N/A 1262233.00 64044.20 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KXA746000 2025-01-21 2052-11-15 0.000 - 4.750 N/A 248416198.00 243316615.33 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXA746000 2027-07-01 2052-08-01 2.482 - 7.630 N/A 8898113.00 91344.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXA746000 2026-07-01 2054-09-01 1.960 - 7.652 N/A 16435654.00 335141.47 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0444 240548000.00 240548000.00 0.0011 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.45% 03/24/2025 4.45 3130B3AR4 2549001DPIFGXC1TOL40 US3130B3AR43 0001026214 KRC395000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-03-24 2025-03-24 2025-03-24 N N N 0.0422 175050524.25 175050524.25 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 04/04/2025 4.39 3130B26U4 2549001DPIFGXC1TOL40 US3130B26U42 0001026214 KNJ058000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-04-04 2025-04-04 N N N 0.0432 219011046.36 219011046.36 0.0010 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 2/18/25 4.45 N/A MBNUM2BPBDO7JBLYG310 0000315030 KWI966000 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 KWI966000 2028-01-31 2030-03-31 3.500 - 3.625 N/A 912740000.00 894170997.27 U.S. Treasuries (including strips) Y N/A N/A 2025-02-18 2025-02-18 2025-02-18 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0438 875000000.00 875000000.00 0.0041 N N N Y BofA Securities, Inc. BASGR G RP 4.54% 1/27/25 4.54 N/A 549300HN4UKV1E2R3U73 KTW711000 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 KTW711000 2041-06-01 2054-11-01 2.000 - 7.000 N/A 33105204.00 31189527.46 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KTW711000 2048-05-20 2074-11-20 4.500 - 7.000 N/A 23148709.00 23692023.06 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KTW711000 2025-06-30 2025-06-30 0.250 N/A 3594000.00 3525002.39 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KTW711000 2030-08-01 2054-07-01 1.500 - 7.000 N/A 80240840.00 69672297.09 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-27 2025-01-27 2025-01-27 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0445 125000000.00 125000000.00 0.0006 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/08/2026 4.49 3133ERPE5 254900C5LP6DN9OP9V83 US3133ERPE53 4003205 KNY434000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-05-08 2026-05-08 N N N 0.0450 63991694.72 63991694.72 0.0003 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+10 02/09/2026 4.47 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 KOT976000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-02-09 2026-02-09 N N N 0.0445 96015248.64 96015248.64 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/17/2025 4.52 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 4003205 KAD692000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-07-17 2025-07-17 N N N 0.0440 77045063.48 77045063.48 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/14/2025 4.51 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-08-14 2025-08-14 N N N 0.0442 247128244.87 247128244.87 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 03/18/2026 4.48 3133EP5N1 254900C5LP6DN9OP9V83 US3133EP5N18 4003205 KML440000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-03-18 2026-03-18 N N N 0.0446 127020781.01 127020781.01 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5% 02/26/2025 5.00 3130B06G9 2549001DPIFGXC1TOL40 US3130B06G93 0001026214 KGV804000 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 0.0442 37293625.08 37293625.08 0.0002 N N N N Nomura Securities International FICASH M2 4.46% 01/02/25 4.46 N/A N/A KXA714000_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 KXA714000 2026-01-01 2054-12-01 1.410 - 6.500 N/A 257773428.00 240738850.16 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KXA714000 2025-01-09 2043-11-15 0.000 - 6.500 N/A 428530263.00 391078900.30 U.S. Treasuries (including strips) Government National Mortgage Association N/A KXA714000 2048-04-20 2065-08-15 2.500 - 5.230 N/A 24606469.00 22357127.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXA714000 2039-10-01 2054-12-01 3.500 - 6.500 N/A 194506500.00 180694630.35 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 818296000.00 818296000.00 0.0038 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 02/28/2025 313385CL8 2549001DPIFGXC1TOL40 US313385CL88 313385CL8 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-28 2025-02-28 2025-02-28 N N N 0.0427 53626530.06 53626530.06 0.0003 N N Y N MUFG Securities (Canada), Ltd. MFGCAGR G RP 4.37% 3/5/25 4.37 N/A 549300Y1PMK3RWXMWR72 KWK585000 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 KWK585000 2041-03-20 2064-12-20 2.900 - 7.500 N/A 129618444.00 52785403.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KWK585000 2029-09-01 2054-08-01 1.500 - 7.000 N/A 95808353.00 39418105.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KWK585000 2025-04-15 2053-02-15 0.125 - 1.500 N/A 474700.00 523482.09 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KWK585000 2037-07-01 2054-11-01 1.900 - 7.120 N/A 170571191.00 85059717.01 Agency Mortgage-Backed Securities Y N/A N/A 2025-03-05 2025-03-05 2025-03-05 N N N 0.0431 174000000.00 174000000.00 0.0008 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 5% 04/04/2025 5.00 3133ERAF8 254900C5LP6DN9OP9V83 US3133ERAF83 4003205 KGU482000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-04-04 2025-04-04 2025-04-04 N N N 0.0429 77119294.56 77119294.56 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 10/16/2025 4.50 3130AYJD9 2549001DPIFGXC1TOL40 US3130AYJD92 0001026214 KDK258000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-10-16 2025-10-16 N N N 0.0439 240174422.40 240174422.40 0.0011 N N N N Lloyds Bank PLC LLOYDGR G RP 4.62% 1/31/25 4.62 N/A H7FNTJ4851HG0EXQ1Z70 KTW736000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KTW736000 2027-06-15 2033-02-15 2.875 - 4.625 N/A 113186400.00 107089916.14 U.S. Treasuries (including strips) Y N/A N/A 2025-01-31 2025-01-31 2025-01-31 N N N 0.0453 104000000.00 104000000.00 0.0005 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 4.53 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-07-25 2025-07-25 N N N 0.0445 387165852.72 387165852.72 0.0018 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 04/17/2026 4.47 3133ERBY6 254900C5LP6DN9OP9V83 US3133ERBY63 4003205 KHI145000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-04-17 2026-04-17 N N N 0.0447 66992048.44 66992048.44 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/24/2025 4.38 3130B47E5 2549001DPIFGXC1TOL40 US3130B47E54 0001026214 KWD128000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-06-24 2025-06-24 N N N 0.0438 182995604.34 182995604.34 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/10/2025 4.39 3130B2B53 2549001DPIFGXC1TOL40 US3130B2B538 0001026214 KNY722000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-02-10 2025-02-10 N N N 0.0421 64007040.64 64007040.64 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/09/2026 4.50 3130AYT30 2549001DPIFGXC1TOL40 US3130AYT304 0001026214 KQC169000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-02-09 2026-02-09 N N N 0.0448 80013024.00 80013024.00 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 11/23/2026 4.51 3133ERN23 254900C5LP6DN9OP9V83 US3133ERN232 4003205 KWJ231000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-11-23 2026-11-23 N N N 0.0451 96990443.56 96990443.56 0.0005 N N N N Fixed Income Clearing Corp - 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MIZUHO G RP 4.45% 1/6/25 4.45 N/A 7TK5RJIZDFROZCA6XF66 0000812291 KXA490000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KXA490000 2025-12-31 2031-02-28 2.625 - 4.250 N/A 130637200.00 129572093.58 U.S. Treasuries (including strips) Y N/A N/A 2025-01-06 2025-01-06 2025-01-06 N N N 0.0436 127000000.00 127000000.00 0.0006 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 02/07/2025 313385BP0 2549001DPIFGXC1TOL40 US313385BP02 313385BP0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-07 2025-02-07 2025-02-07 N N N 0.0433 331516671.48 331516671.48 0.0016 N N Y N Credit AG CREDITAG G RP 4.45% 1/6/25 4.45 N/A 1VUV7VQFKUOQSJ21A208 KWY455000 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 KWY455000 2028-03-31 2028-03-31 1.250 N/A 83959600.00 76518960.96 U.S. Treasuries (including strips) Y N/A N/A 2025-01-06 2025-01-06 2025-01-06 N N N 0.0444 74998897.50 74998897.50 0.0004 N N Y N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.31% 1/30/25 4.31 N/A 2IGI19DL77OX0HC3ZE78 KWK569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KWK569000 2025-03-18 2054-05-15 0.000 - 4.875 N/A 105089200.00 70139169.00 U.S. Treasuries (including strips) Y N/A N/A 2025-01-07 2025-01-07 2025-01-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 68000000.00 68000000.00 0.0003 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/22/2025 4.51 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 4003205 KBL768000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-08-22 2025-08-22 N N N 0.0443 143008817.23 143008817.23 0.0007 N N N 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 0.0415 175416779.25 175416779.25 0.0008 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 01/29/2025 4.37 3130B24N2 2549001DPIFGXC1TOL40 US3130B24N27 0001026214 KNB199000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-01-29 2025-01-29 N N N 0.0424 566025045.50 566025045.50 0.0027 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/11/2025 4.39 3130B2BM6 2549001DPIFGXC1TOL40 US3130B2BM63 0001026214 KOA817000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-03-11 2025-03-11 N N N 0.0430 65003767.40 65003767.40 0.0003 N N N N Prudential Insurance Co. of America PRUINSGR T RP 4.5% 1/2/25 4.50 N/A X574KRZ6V5A7UBU45C31 KXA444000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KXA444000 2025-08-07 2044-11-15 0.000 - 5.500 N/A 512800000.00 481668298.67 U.S. Treasuries (including strips) Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0450 472203750.00 472203750.00 0.0022 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.47% 03/11/2025 4.47 3130B3AM5 2549001DPIFGXC1TOL40 US3130B3AM55 0001026214 KRC388000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-03-11 2025-03-11 2025-03-11 N N N 0.0424 135029741.85 135029741.85 0.0006 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.435% 1/14/25 4.44 N/A 2IGI19DL77OX0HC3ZE78 KWA485000 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 KWA485000 2025-05-22 2053-08-15 0.000 - 4.125 N/A 6085100.00 5938826.85 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KWA485000 2028-11-01 2055-01-01 1.500 - 7.000 N/A 177234232.00 157293525.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KWA485000 2027-04-01 2054-11-01 1.340 - 7.000 N/A 46750060.00 44402077.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KWA485000 2050-12-20 2074-10-20 2.500 - 5.716 N/A 66091431.00 40873132.36 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-07 2025-01-07 2025-01-14 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0435 243000000.00 243000000.00 0.0011 N N Y N Citigroup Global Capital Markets, Inc. CITIGRP G RP 4.42% 1/2/25 4.42 N/A MBNUM2BPBDO7JBLYG310 0000315030 KXA418000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KXA418000 2028-02-15 2028-09-30 2.750 - 4.625 N/A 774988200.00 765187859.93 U.S. Treasuries (including strips) Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0442 750000000.00 750000000.00 0.0035 N Y Y N Lloyds Bank Corp Mrkts LBCMGR G RP 4.37% 1/3/25 4.37 N/A 213800MBWEIJDM5CU638 KWL587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KWL587000 2028-11-15 2031-02-15 1.125 - 5.250 N/A 229363000.00 207086486.70 U.S. Treasuries (including strips) Y N/A N/A 2025-01-03 2025-01-03 2025-01-03 N N N 0.0428 202000000.00 202000000.00 0.0010 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/13/2025 4.38 3130B1XE2 2549001DPIFGXC1TOL40 US3130B1XE27 0001026214 KMB746000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-01-13 2025-01-13 N N N 0.0421 387010615.41 387010615.41 0.0018 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/22/2025 313385AX4 2549001DPIFGXC1TOL40 US313385AX45 FDI163000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-22 2025-01-22 2025-01-22 N N N 0.0431 305212729.32 305212729.32 0.0014 N N Y N RBC Dominion Securities, Inc. FICASH MN 4.444% 01/02/25 4.44 N/A N/A KXA746000_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 KXA746000 2040-05-01 2054-08-01 2.000 - 7.000 N/A 56569118.00 18399495.65 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KXA746000 2025-02-18 2054-11-15 0.000 - 6.375 N/A 457146789.00 425748084.18 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KXA746000 2038-03-15 2054-12-20 2.000 - 7.000 N/A 323751807.00 169701253.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXA746000 2039-10-01 2054-10-01 2.000 - 7.000 N/A 100883999.00 21239371.72 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0444 622212000.00 622212000.00 0.0029 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/26/2025 4.52 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-09-26 2025-09-26 N N N 0.0443 73038909.00 73038909.00 0.0003 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.07% 1/28/25 4.44 N/A 549300HN4UKV1E2R3U73 KRX272000 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 KRX272000 2026-09-24 2054-12-01 1.875 - 6.000 N/A 270015134.00 73932742.32 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KRX272000 2042-02-03 2042-02-03 2.930 N/A 10463000.00 7854569.45 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 KRX272000 2026-06-12 2033-07-11 3.930 - 4.375 N/A 3970000.00 3800397.32 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 KRX272000 2026-12-15 2026-12-15 4.375 N/A 752000.00 755284.04 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KRX272000 2040-07-15 2048-06-20 5.000 N/A 6766091.00 805902.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRX272000 2027-05-17 2054-06-01 2.500 - 6.000 N/A 66871311.00 48645829.84 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-28 2025-01-28 2025-01-28 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0436 132000000.00 132000000.00 0.0006 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 05/01/2025 4.49 3130AVWL2 2549001DPIFGXC1TOL40 US3130AVWL23 0001026214 KDU576000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-01 2025-05-01 N N N 0.0446 24999957.25 24999957.25 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 01/02/2026 4.52 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-01-02 2026-01-02 N N N 0.0444 110110242.68 110110242.68 0.0005 N N N N US Treasury Bill UST BILLS 0% 04/10/2025 912797NB9 254900HROIFWPRGM1V77 US912797NB96 KQV794000 U.S. Treasury Debt Y N/A N/A 2025-04-10 2025-04-10 2025-04-10 N N N 0.0417 799844191.04 799844191.04 0.0038 N Y Y N Societe Generale SGPARGR G RP 4.46% 1/7/25 4.46 N/A O2RNE8IBXP4R0TD8PU41 KXA485000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KXA485000 2028-11-15 2031-09-30 3.125 - 4.625 N/A 804218200.00 791716199.69 U.S. Treasuries (including strips) Y N/A N/A 2025-01-07 2025-01-07 2025-01-07 N N N 0.0437 776000000.00 776000000.00 0.0037 N N Y N RBC Dominion Securities RBCDOMGR *G RP 4.39% 1/7/25 4.39 N/A 549300QJJX6CVVUXLE15 KWS658000 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 KWS658000 2038-03-15 2054-12-20 2.000 - 7.000 N/A 349176682.00 148369476.18 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KWS658000 2025-10-15 2054-02-15 0.000 - 4.625 N/A 60284821.00 35706572.15 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KWS658000 2048-03-01 2054-08-01 2.000 - 7.000 N/A 12264134.00 6731123.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KWS658000 2027-10-08 2054-10-01 0.750 - 6.500 N/A 3897621.00 1281674.83 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-07 2025-01-07 2025-01-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0430 188000000.00 188000000.00 0.0009 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/07/2025 4.39 3130B2AN5 2549001DPIFGXC1TOL40 US3130B2AN55 0001026214 KNW498000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-03-07 2025-03-07 N N N 0.0430 139007763.15 139007763.15 0.0007 N N N N US Treasury Bill UST BILLS 0% 03/04/2025 912797NK9 254900HROIFWPRGM1V77 US912797NK95 KRY223000 U.S. Treasury Debt Y N/A N/A 2025-03-04 2025-03-04 2025-03-04 N N N 0.0409 2436674220.12 2436674220.12 0.0115 N Y Y N MUFG Securities EMEA PLC MUFSECGR T RP 4.43% 1/2/25 4.43 N/A U7M81AY481YLIOR75625 KXA454000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KXA454000 2029-06-30 2029-06-30 3.250 N/A 138848100.00 132578240.48 U.S. Treasuries (including strips) Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0443 130000000.00 130000000.00 0.0006 N Y Y N Fixed Income Clearing Corp - 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4.625 N/A 109600400.00 106680742.30 U.S. Treasuries (including strips) Y N/A N/A 2025-02-07 2025-02-07 2025-02-07 N N N 0.0455 104000000.00 104000000.00 0.0005 N N N Y Canadian Imperial Bank of Commerce CIBCGR *G RP 4.42% 1/13/25 4.42 N/A 2IGI19DL77OX0HC3ZE78 KWC519000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KWC519000 2025-01-23 2054-05-15 0.000 - 5.000 N/A 347666300.00 341524767.37 U.S. Treasuries (including strips) Y N/A N/A 2025-01-07 2025-01-07 2025-01-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0433 334000000.00 334000000.00 0.0016 N N Y N Fixed Income Clearing Corp - BNYM BNY FIT T RP 4.45% 1/2/25 4.45 N/A 549300H47WTHXPU08X20 KXA443000 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 KXA443000 2026-03-31 2054-05-15 0.125 - 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NY FICASH MN 4.444% 01/02/25 4.44 N/A N/A KXA746000_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 KXA746000 2025-02-28 2033-08-15 0.250 - 4.625 N/A 832140631.00 760791850.19 U.S. Treasuries (including strips) Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0444 745690000.00 745690000.00 0.0035 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/12/2026 4.50 3130AYX76 2549001DPIFGXC1TOL40 US3130AYX769 0001026214 KMJ640000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-02-12 2026-02-12 N N N 0.0448 63010194.66 63010194.66 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/05/2025 4.50 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 4003205 JXN769000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-03-05 2025-03-05 N N N 0.0430 216048880.80 216048880.80 0.0010 N N N N Bank of Nova Scotia FICASH MN 4.444% 01/02/25 4.44 N/A N/A KXA746000_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 KXA746000 2025-01-21 2044-08-15 0.000 - 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(U.S.A.) HSBCSECS G RP 4.45% 1/7/25 4.45 N/A CYYGQCGNHMHPSMRL3R97 0000853784 KXA487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KXA487000 2026-01-31 2033-11-15 0.375 - 4.500 N/A 361456600.00 347906008.41 U.S. Treasuries (including strips) Y N/A N/A 2025-01-07 2025-01-07 2025-01-07 N N N 0.0436 341000000.00 341000000.00 0.0016 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/02/2025 4.52 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-07-02 2025-07-02 N N N 0.0439 66039232.38 66039232.38 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 4.53 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-07-25 2025-07-25 N N N 0.0445 128054855.68 128054855.68 0.0006 N N N N MUFG Securities (Canada), Ltd. MFGCAGR *G RP 4.32% 1/30/25 4.32 N/A 549300Y1PMK3RWXMWR72 KWL474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KWL474000 2025-01-28 2054-08-15 0.000 - 4.750 N/A 91987600.00 85826144.63 U.S. Treasuries (including strips) Y N/A N/A 2025-01-07 2025-01-07 2025-01-30 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0424 84000000.00 84000000.00 0.0004 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/05/2026 4.50 3133EP4L6 254900C5LP6DN9OP9V83 US3133EP4L60 4003205 KOU730000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-03-05 2026-03-05 N N N 0.0448 36005297.76 36005297.76 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/30/2026 4.51 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 4003205 KWR776000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-12-30 2026-12-30 N N N 0.0451 60997719.21 60997719.21 0.0003 N N N N JP Morgan Securities, LLC MORGNSEC *RP SOFR+0.02% 1/2/25 4.39 N/A ZBUT11V806EZRVTWT807 0001287279 KVU251000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KVU251000 2026-06-30 2028-05-15 0.750 - 4.250 N/A 5107139900.00 4983749300.55 U.S. Treasuries (including strips) Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0439 4872000000.00 4872000000.00 0.0229 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+1 06/26/2025 4.38 3133ERP54 254900C5LP6DN9OP9V83 US3133ERP542 4003205 KWM994000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-06-26 2025-06-26 N N N 0.0438 49999496.00 49999496.00 0.0002 N N N N RBC Dominion Securities, Inc. FICASH M2 4.46% 01/02/25 4.46 N/A N/A KXA714000_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 KXA714000 2040-05-01 2054-08-01 2.000 - 7.000 N/A 43713667.00 14218171.14 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KXA714000 2025-02-18 2054-11-15 0.000 - 6.375 N/A 353259215.00 328995926.79 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXA714000 2039-10-01 2054-10-01 2.000 - 7.000 N/A 77957896.00 16412679.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KXA714000 2038-03-15 2054-12-20 2.000 - 7.000 N/A 250178523.00 131136282.76 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 480813000.00 480813000.00 0.0023 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/17/2025 4.53 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 4003205 KAD688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-10-17 2025-10-17 N N N 0.0443 36025948.80 36025948.80 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 02/24/2025 4.50 3130AWXC9 2549001DPIFGXC1TOL40 US3130AWXC97 0001026214 JXC927000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-02-24 2025-02-24 N N N 0.0435 282033101.16 282033101.16 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 04/15/2025 4.37 3130B42K6 2549001DPIFGXC1TOL40 US3130B42K69 0001026214 KUM763000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-04-15 2025-04-15 N N N 0.0433 121999552.26 121999552.26 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 07/23/2025 4.42 3133ERLQ2 254900C5LP6DN9OP9V83 US3133ERLQ20 4003205 KMJ685000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-07-23 2025-07-23 N N N 0.0440 45001743.30 45001743.30 0.0002 N N N N Sumitomo Mitsui Banking Corp. FICASH M2 4.46% 01/02/25 4.46 N/A N/A KXA714000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXA714000 2048-12-01 2053-05-01 2.000 - 5.500 N/A 3561458266.00 1081696420.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KXA714000 2042-10-20 2054-11-20 3.000 - 6.500 N/A 3689974885.00 2194749443.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXA714000 2053-02-01 2053-04-01 5.500 N/A 524085985.00 443370460.93 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 3634945000.00 3634945000.00 0.0171 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 01/23/2026 4.53 3133EPX42 254900C5LP6DN9OP9V83 US3133EPX425 4003205 KDO318000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-01-23 2026-01-23 N N N 0.0446 37012720.60 37012720.60 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/14/2025 4.53 3130AXS74 2549001DPIFGXC1TOL40 US3130AXS746 0001026214 KCM620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-11-14 2025-11-14 N N N 0.0438 61072456.41 61072456.41 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 01/28/2025 4.37 3130B24B8 2549001DPIFGXC1TOL40 US3130B24B88 0001026214 KMU079000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-01-28 2025-01-28 N N N 0.0424 335014177.20 335014177.20 0.0016 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 02/26/2025 4.51 3133EPNK7 254900C5LP6DN9OP9V83 US3133EPNK75 4003205 JXN234000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-02-26 2025-02-26 N N N 0.0429 98023170.14 98023170.14 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 01/06/2025 4.39 3130B2K79 2549001DPIFGXC1TOL40 US3130B2K794 0001026214 KPE907000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-01-06 2025-01-06 N N N 0.0423 243002738.61 243002738.61 0.0011 N N Y N Freddie Mac Discount Notes FED HOME LN MRTG CORP 0% 01/31/2025 313397BG5 S6XOOCT0IEG5ABCC6L87 US313397BG58 313397BG5 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-31 2025-01-31 2025-01-31 N N N 0.0432 134510587.20 134510587.20 0.0006 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 05/08/2025 4.39 3130B3KZ5 2549001DPIFGXC1TOL40 US3130B3KZ58 0001026214 KSH080000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-08 2025-05-08 N N N 0.0436 273998668.36 273998668.36 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 4.53 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-08-22 2025-08-22 N N N 0.0445 167886809.72 167886809.72 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 04/30/2025 4.37 3130B43A7 2549001DPIFGXC1TOL40 US3130B43A78 0001026214 KVR274000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-04-30 2025-04-30 N N N 0.0434 243997999.20 243997999.20 0.0011 N N N N Mitsubishi UFJ Securities (U.S.A.), Inc. MUFJGR G RP 4.35% 3/5/25 4.35 N/A K5HU16E3LMSVCCJJJ255 KWK586000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KWK586000 2026-09-30 2040-08-15 0.750 - 1.125 N/A 212325000.00 167562992.92 U.S. Treasuries (including strips) Y N/A N/A 2025-03-05 2025-03-05 2025-03-05 N N N 0.0429 164000000.00 164000000.00 0.0008 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/08/2026 4.45 3133ERKF7 254900C5LP6DN9OP9V83 US3133ERKF73 4003205 KML448000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-01-08 2026-01-08 N N N 0.0437 63046228.77 63046228.77 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/17/2025 4.44 3133ERHJ3 254900C5LP6DN9OP9V83 US3133ERHJ33 4003205 KKW207000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-12-17 2025-12-17 N N N 0.0436 88563807.62 88563807.62 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 02/10/2025 4.53 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 4003205 JQF546000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-02-10 2025-02-10 N N N 0.0435 68007390.24 68007390.24 0.0003 N N N N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.03% 1/24/25 4.40 N/A FOR8UP27PHTHYVLBNG30 0000769993 KWT484000 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 KWT484000 2042-08-20 2054-11-20 3.500 - 7.000 N/A 26564166.00 25878905.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KWT484000 2025-09-01 2054-12-01 1.500 - 7.500 N/A 918654464.00 485736292.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KWT484000 2027-01-01 2054-12-01 1.000 - 6.500 N/A 646468536.00 368539893.06 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KWT484000 2027-12-15 2027-12-15 4.000 N/A 76873600.00 76418526.89 U.S. Treasuries (including strips) Y N/A N/A 2025-01-07 2025-01-07 2025-01-24 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0432 937000000.00 937000000.00 0.0044 N N Y N RBC Dominion Securities RBCDOMGR *G RP 4.3% 1/30/25 4.30 N/A 549300QJJX6CVVUXLE15 KWL492000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KWL492000 2025-04-01 2054-11-15 0.000 - 5.375 N/A 751870900.00 693195792.20 U.S. Treasuries (including strips) Y N/A N/A 2025-01-07 2025-01-07 2025-01-30 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0422 678000000.00 678000000.00 0.0032 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/12/2025 4.47 3133EP5E1 254900C5LP6DN9OP9V83 US3133EP5E19 4003205 KJA241000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-12-12 2025-12-12 N N N 0.0438 134095903.80 134095903.80 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/01/2025 4.47 3130AYC53 2549001DPIFGXC1TOL40 US3130AYC532 0001026214 KCW680000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-04-01 2025-04-01 N N N 0.0432 42010140.90 42010140.90 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 04/21/2026 4.48 3133ERYB1 254900C5LP6DN9OP9V83 US3133ERYB14 4003205 KRK539000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-04-21 2026-04-21 N N N 0.0448 19997585.20 19997585.20 0.0001 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.31% 1/23/25 4.31 N/A 2IGI19DL77OX0HC3ZE78 KWR593000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KWR593000 2026-01-31 2054-08-15 1.000 - 4.750 N/A 192376700.00 175963951.22 U.S. Treasuries (including strips) Y N/A N/A 2025-01-07 2025-01-07 2025-01-23 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 172000000.00 172000000.00 0.0008 N N Y N US Treasury Notes UST NOTES 3.125% 08/15/2025 3.13 91282CFE6 254900HROIFWPRGM1V77 US91282CFE66 JKT375000 U.S. Treasury Debt Y N/A N/A 2025-08-15 2025-08-15 2025-08-15 N N N 0.0426 590871913.80 590871913.80 0.0028 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/11/2025 4.38 3130B44B4 2549001DPIFGXC1TOL40 US3130B44B43 0001026214 KVU941000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-06-11 2025-06-11 N N N 0.0437 85998534.56 85998534.56 0.0004 N N N N RBC Financial Group RBCNYGR *G RP 4.57% 1/30/25 4.57 N/A ES7IP3U3RHIGC71XBU11 KSG124000 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 KSG124000 2025-10-15 2044-11-15 0.000 - 4.458 N/A 2294104.00 2736625.66 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KSG124000 2042-08-01 2053-10-01 3.000 - 6.500 N/A 232202.00 176613.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KSG124000 2052-05-01 2055-01-01 4.000 - 6.500 N/A 2340681.00 2126041.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KSG124000 2053-07-20 2054-11-20 5.505 - 5.855 N/A 44797822.00 44749100.66 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-01-07 2025-01-07 2025-01-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0448 48000000.00 48000000.00 0.0002 N N Y N BMO Capital Markets Corp BMOCAP *G RP 4.51% 1/27/25 4.51 N/A RUC0QBLBRPRCU4W1NE59 0000772028 KUI398000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHLMC REMIC SERIES K-093 A-1 20281225 2.75800 S6XOOCT0IEG5ABCC6L87 KUI398000 2028-12-25 2028-12-25 2.758 N/A 2000000.00 702979.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUI398000 2028-10-25 2054-12-25 0.822 - 6.300 N/A 9906809.00 8804313.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUI398000 2026-10-25 2054-12-25 1.783 - 5.272 N/A 62452116.00 57894645.56 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 KUI398000 2025-01-14 2054-08-15 0.000 - 4.625 N/A 70987600.00 69203893.36 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KUI398000 2047-09-20 2057-12-16 1.750 - 5.000 N/A 10873050.00 9525099.75 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-01-07 2025-01-07 2025-01-27 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0442 142000000.00 142000000.00 0.0007 N N Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+9 01/26/2026 4.46 3134HABP7 S6XOOCT0IEG5ABCC6L87 US3134HABP77 KMR503000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-01-26 2026-01-26 N N N 0.0439 1024745349.12 1024745349.12 0.0048 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/27/2025 4.40 3130B2K87 2549001DPIFGXC1TOL40 US3130B2K877 0001026214 KPE840000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-03-27 2025-03-27 N N N 0.0432 135010264.05 135010264.05 0.0006 N N N N US Treasury Notes UST NOTES 5% 10/31/2025 5.00 91282CJE2 254900HROIFWPRGM1V77 US91282CJE21 KAK088000 U.S. Treasury Debt Y N/A N/A 2025-10-31 2025-10-31 2025-10-31 N N N 0.0428 21121194.15 21121194.15 0.0001 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 02/26/2025 313385CJ3 2549001DPIFGXC1TOL40 US313385CJ33 FEI132000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0434 286075679.04 286075679.04 0.0013 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/19/2025 4.41 3130B2GD1 2549001DPIFGXC1TOL40 US3130B2GD10 0001026214 KOU682000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-19 2025-05-19 N N N 0.0438 269010211.24 269010211.24 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 12/18/2026 4.56 3130B4AV3 2549001DPIFGXC1TOL40 US3130B4AV38 0001026214 KWH850000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-12-18 2026-12-18 N N N 0.0454 297055901.34 297055901.34 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.21% 04/10/2025 5.21 3130B0VV8 2549001DPIFGXC1TOL40 US3130B0VV86 0001026214 KHB955000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-04-10 2025-04-10 2025-04-10 N N N 0.0432 448970480.00 448970480.00 0.0021 N N N N Goldman Sachs & Co LLC GOLDMAN G RP 4.44% 1/7/25 4.44 N/A FOR8UP27PHTHYVLBNG30 0000769993 KXA633000 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 KXA633000 2037-08-20 2060-01-15 3.000 - 7.500 N/A 73883033.00 57599181.33 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KXA633000 2025-01-15 2028-08-15 0.000 - 4.875 N/A 841722500.00 822877950.51 U.S. Treasuries (including strips) Y N/A N/A 2025-01-07 2025-01-07 2025-01-07 N N N 0.0435 863000000.00 863000000.00 0.0041 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 02/04/2025 4.50 3133EPSC0 254900C5LP6DN9OP9V83 US3133EPSC05 4003205 KBQ593000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-02-04 2025-02-04 N N N 0.0431 84167607.78 84167607.78 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 02/25/2026 4.47 3133EP6E0 254900C5LP6DN9OP9V83 US3133EP6E00 4003205 KKG138000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-02-25 2026-02-25 N N N 0.0445 124018782.28 124018782.28 0.0006 N N N N US Treasury Notes UST NOTES 0.25% 06/30/2025 0.25 912828ZW3 254900HROIFWPRGM1V77 US912828ZW33 GCC284000 U.S. Treasury Debt Y N/A N/A 2025-06-30 2025-06-30 2025-06-30 N N N 0.0416 626775463.53 626775463.53 0.0029 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 08/05/2025 4.41 3130B2A39 2549001DPIFGXC1TOL40 US3130B2A399 0001026214 KNO813000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-08-05 2025-08-05 N N N 0.0431 255133201.80 255133201.80 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 08/28/2025 4.44 3133ERRN3 254900C5LP6DN9OP9V83 US3133ERRN35 4003205 KPD642000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-08-28 2025-08-28 N N N 0.0436 46019525.16 46019525.16 0.0002 N N N N US Treasury Bill UST BILLS 0% 01/30/2025 912797LZ8 254900HROIFWPRGM1V77 US912797LZ82 KNB231000 U.S. Treasury Debt Y N/A N/A 2025-01-30 2025-01-30 2025-01-30 N N N 0.0405 2455394961.83 2455394961.83 0.0116 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 07/08/2025 4.53 3130AWTE0 2549001DPIFGXC1TOL40 US3130AWTE00 0001026214 JYP827000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-07-08 2025-07-08 N N N 0.0440 102062699.40 102062699.40 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/09/2025 313385FJ0 2549001DPIFGXC1TOL40 US313385FJ06 313385FJ0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-09 2025-05-09 2025-05-09 N N N 0.0422 255167014.97 255167014.97 0.0012 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 4.49% 3/5/25 4.49 N/A VYVVCKR63DVZZN70PB21 0000276523 KUK640000 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 KUK640000 2025-06-01 2054-12-01 1.500 - 6.500 N/A 391550069.00 331592891.40 Agency Mortgage-Backed Securities Y N/A N/A 2025-03-05 2025-03-05 2025-03-05 N N N 0.0443 324000000.00 324000000.00 0.0015 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/26/2026 4.50 3130B1T31 2549001DPIFGXC1TOL40 US3130B1T318 0001026214 KLG651000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-06-26 2026-06-26 N N N 0.0450 248999150.91 248999150.91 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 04/03/2025 4.50 3133EPXN0 254900C5LP6DN9OP9V83 US3133EPXN05 4003205 JYO897000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-03 2025-04-03 2025-04-03 N N N 0.0443 114005816.28 114005816.28 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/23/2025 4.41 3130B1J24 2549001DPIFGXC1TOL40 US3130B1J244 0001026214 KJX124000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-23 2025-05-23 N N N 0.0439 44999668.35 44999668.35 0.0002 N N N N Bank of Nova Scotia FICASH M2 4.46% 01/02/25 4.46 N/A N/A KXA714000_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 KXA714000 2025-01-21 2044-08-15 0.000 - 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Treasury 254900HROIFWPRGM1V77 KXA460000 2025-03-06 2054-11-15 0.000 - 4.750 N/A 287997100.00 268355229.63 U.S. Treasuries (including strips) Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0445 263000000.00 263000000.00 0.0012 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 04/14/2025 4.50 3130AXHU5 2549001DPIFGXC1TOL40 US3130AXHU52 0001026214 KAD087000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-04-14 2025-04-14 N N N 0.0433 90033764.40 90033764.40 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 08/04/2025 4.52 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-08-04 2025-08-04 N N N 0.0442 62032477.46 62032477.46 0.0003 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11.5 04/02/2026 4.49 3134HAPV9 S6XOOCT0IEG5ABCC6L87 US3134HAPV99 KQR666000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-04-02 2026-04-02 N N N 0.0449 710923076.91 710923076.91 0.0033 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/28/2025 4.50 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-03-28 2025-03-28 N N N 0.0432 53016551.37 53016551.37 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/09/2026 4.51 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 4003205 KPN254000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-09-09 2026-09-09 N N N 0.0451 25998852.36 25998852.36 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 06/24/2026 4.48 3133ERJD4 254900C5LP6DN9OP9V83 US3133ERJD45 4003205 KLG652000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-06-24 2026-06-24 N N N 0.0440 41029784.04 41029784.04 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/10/2026 4.51 3130B2LJ2 2549001DPIFGXC1TOL40 US3130B2LJ25 0001026214 KPK871000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-09-10 2026-09-10 N N N 0.0451 67998582.20 67998582.20 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.375% 07/08/2025 4.38 3130B34Z3 2549001DPIFGXC1TOL40 US3130B34Z39 0001026214 KQW717000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-08 2025-01-08 2025-07-08 N N N 0.0437 555998081.80 555998081.80 0.0026 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 12/08/2025 4.53 3130AXYH5 2549001DPIFGXC1TOL40 US3130AXYH58 0001026214 KCM446000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-12-08 2025-12-08 N N N 0.0444 99425434.75 99425434.75 0.0005 N N N N Credit AG CREDITAG G RP 4.44% 1/6/25 4.44 N/A 1VUV7VQFKUOQSJ21A208 KWY456000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KWY456000 2030-08-15 2030-08-15 0.625 N/A 82662600.00 67336685.31 U.S. Treasuries (including strips) Y N/A N/A 2025-01-06 2025-01-06 2025-01-06 N N N 0.0443 65999122.20 65999122.20 0.0003 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 04/11/2025 4.37 3130B42F7 2549001DPIFGXC1TOL40 US3130B42F74 0001026214 KUM766000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-04-11 2025-04-11 N N N 0.0432 243999321.68 243999321.68 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 01/03/2025 4.52 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 4003205 JSF356000 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 0.0438 38000128.06 38000128.06 0.0002 N N Y N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.03% 1/6/25 4.40 N/A FOR8UP27PHTHYVLBNG30 0000769993 KSH057000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KSH057000 2034-05-15 2034-05-15 4.375 N/A 355579500.00 352455162.32 U.S. Treasuries (including strips) Y N/A N/A 2025-01-06 2025-01-06 2025-01-06 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 6 N N/A N/A N N 0.0431 343000000.00 343000000.00 0.0016 N N Y N US Treasury Bill UST BILLS 0% 01/21/2025 912797MY0 254900HROIFWPRGM1V77 US912797MY09 KQC154000 U.S. Treasury Debt Y N/A N/A 2025-01-21 2025-01-21 2025-01-21 N N N 0.0394 1480674637.96 1480674637.96 0.0070 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/19/2025 4.52 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-19 2025-05-19 N N N 0.0437 260119886.00 260119886.00 0.0012 N N N N ABN AMRO Bank NV ABNGR M RP 4.52% 1/2/25 4.52 N/A N/A KXA449000 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 KXA449000 2040-07-01 2054-02-01 2.000 - 7.000 N/A 273555315.00 175470610.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXA449000 2047-04-01 2054-12-01 3.000 - 6.000 N/A 65743192.00 41578810.17 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KXA449000 2028-07-31 2034-05-15 1.000 - 4.375 N/A 78154200.00 76784435.23 U.S. Treasuries (including strips) Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0452 288000000.00 288000000.00 0.0014 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/21/2025 4.50 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 4003205 KDJ233000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-10-21 2025-10-21 N N N 0.0440 24017276.64 24017276.64 0.0001 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.45% 2/10/25 4.45 N/A 2IGI19DL77OX0HC3ZE78 KVR123000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KVR123000 2025-01-28 2053-08-15 0.000 - 5.000 N/A 350904300.00 263940719.20 U.S. Treasuries (including strips) Y N/A N/A 2025-01-07 2025-01-07 2025-02-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0437 258000000.00 258000000.00 0.0012 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 05/23/2025 4.38 3130B3WM1 2549001DPIFGXC1TOL40 US3130B3WM18 0001026214 KTT266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-23 2025-05-23 N N N 0.0436 143998273.44 143998273.44 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 05/02/2025 4.39 3133ERND9 254900C5LP6DN9OP9V83 US3133ERND98 4003205 KNJ056000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-02 2025-05-02 N N N 0.0436 22999971.94 22999971.94 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 04/23/2025 4.37 3130B42V2 2549001DPIFGXC1TOL40 US3130B42V25 0001026214 KVR220000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-04-23 2025-04-23 N N N 0.0433 243998843.44 243998843.44 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 05/05/2025 4.38 3130B3XJ7 2549001DPIFGXC1TOL40 US3130B3XJ79 0001026214 KUC459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-05 2025-05-05 N N N 0.0435 121999432.70 121999432.70 0.0006 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11 03/05/2026 4.48 3134HAJM6 S6XOOCT0IEG5ABCC6L87 US3134HAJM64 KPM085000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-03-05 2026-03-05 N N N 0.0446 431063503.54 431063503.54 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 08/06/2025 4.41 3130B2AF2 2549001DPIFGXC1TOL40 US3130B2AF22 0001026214 KNR846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-08-06 2025-08-06 N N N 0.0431 219114127.47 219114127.47 0.0010 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/29/2025 313385BE5 2549001DPIFGXC1TOL40 US313385BE54 FDH941000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-29 2025-01-29 2025-01-29 N N N 0.0432 490331436.12 490331436.12 0.0023 N N Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11 05/07/2026 4.48 3134HAVY6 S6XOOCT0IEG5ABCC6L87 US3134HAVY64 KRY196000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-05-07 2026-05-07 N N N 0.0449 231970014.00 231970014.00 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.05% 02/10/2025 5.05 3130B04N6 2549001DPIFGXC1TOL40 US3130B04N62 0001026214 KES382000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-10 2025-02-10 2025-02-10 N N N 0.0441 251117992.59 251117992.59 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/24/2026 4.50 3130B1T56 2549001DPIFGXC1TOL40 US3130B1T565 0001026214 KLG653000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-06-24 2026-06-24 N N N 0.0450 187997997.80 187997997.80 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 4.53 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-08-22 2025-08-22 N N N 0.0445 246105265.86 246105265.86 0.0012 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 4.66% 1/8/25 4.66 N/A VYVVCKR63DVZZN70PB21 0000276523 KSJ323000 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 KSJ323000 2029-08-01 2055-01-01 1.500 - 6.500 N/A 663260043.00 514658178.75 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-08 2025-01-08 2025-01-08 N N N 0.0456 501000000.00 501000000.00 0.0024 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 05/01/2025 4.38 3130B3W33 2549001DPIFGXC1TOL40 US3130B3W334 0001026214 KTP536000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-01 2025-05-01 N N N 0.0434 84999750.95 84999750.95 0.0004 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.32% 1/30/25 4.32 N/A 2IGI19DL77OX0HC3ZE78 KWK568000 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 KWK568000 2028-11-01 2055-01-01 2.050 - 7.000 N/A 237934432.00 197890013.82 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KWK568000 2025-03-25 2053-08-15 0.000 - 4.875 N/A 30420200.00 30658886.47 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KWK568000 2028-04-01 2054-12-01 1.330 - 7.000 N/A 423369845.00 234297407.58 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KWK568000 2073-03-20 2074-10-20 5.690 - 5.782 N/A 3091.00 3292.73 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-07 2025-01-07 2025-01-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 453000000.00 453000000.00 0.0021 N N Y N Fixed Income Clearing Corp - Nomura NOM FIG G RP 4.48% 1/2/25 4.48 N/A XPSKD1VTEQPKCHBEKQ95 KXA526000 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 KXA526000 2025-01-31 2031-10-31 0.000 - 4.875 N/A 1085745900.00 1066165367.59 U.S. Treasuries (including strips) Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0448 1045000000.00 1045000000.00 0.0049 N Y Y N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.03% 1/14/25 4.40 N/A FOR8UP27PHTHYVLBNG30 0000769993 KSO835000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KSO835000 2025-07-10 2041-08-15 0.000 - 4.250 N/A 359067100.00 347929917.11 U.S. Treasuries (including strips) Y N/A N/A 2025-01-07 2025-01-07 2025-01-14 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0431 339000000.00 339000000.00 0.0016 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 04/28/2025 313385EX0 2549001DPIFGXC1TOL40 US313385EX09 ACF317000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-04-28 2025-04-28 2025-04-28 N N N 0.0426 132172834.96 132172834.96 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 07/07/2025 4.53 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 4003205 JVW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-07-07 2025-07-07 N N N 0.0440 26016598.40 26016598.40 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.47% 03/18/2025 4.47 3130B3AP8 2549001DPIFGXC1TOL40 US3130B3AP86 0001026214 KRC390000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-03-18 2025-03-18 2025-03-18 N N N 0.0425 135030812.40 135030812.40 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 06/02/2025 4.39 3130B3WP4 2549001DPIFGXC1TOL40 US3130B3WP49 0001026214 KTT264000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-06-02 2025-06-02 N N N 0.0437 59999257.80 59999257.80 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 03/05/2025 4.38 3130B3KK8 2549001DPIFGXC1TOL40 US3130B3KK89 0001026214 KSB007000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-03-05 2025-03-05 N N N 0.0428 66003519.12 66003519.12 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/24/2026 4.47 3130B1T72 2549001DPIFGXC1TOL40 US3130B1T722 0001026214 KLG655000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-06-24 2026-06-24 N N N 0.0448 78982711.64 78982711.64 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 06/24/2025 4.51 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 4003205 JXE271000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-06-24 2025-06-24 N N N 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Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/16/2025 4.38 3130B47D7 2549001DPIFGXC1TOL40 US3130B47D71 0001026214 KWD039000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-06-16 2025-06-16 N N N 0.0437 304996721.25 304996721.25 0.0014 N N N N Fannie Mae FANNIE MAE VFAC SOFR+14 09/11/2026 4.51 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 0000310522 KPT617000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-09-11 2026-09-11 N N N 0.0451 610975602.77 610975602.77 0.0029 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/21/2025 4.53 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-07-21 2025-07-21 N N N 0.0436 233202115.85 233202115.85 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/17/2025 4.53 3130AXS90 2549001DPIFGXC1TOL40 US3130AXS902 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Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/02/2026 4.50 3133ERWA5 254900C5LP6DN9OP9V83 US3133ERWA58 4003205 KQM206000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-07-02 2026-07-02 N N N 0.0452 134970085.35 134970085.35 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/10/2026 4.45 3133ERGM7 254900C5LP6DN9OP9V83 US3133ERGM70 4003205 KKO797000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-02-10 2026-02-10 N N N 0.0443 58009194.74 58009194.74 0.0003 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 09/04/2026 4.51 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 KPM089000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-09-04 2026-09-04 N N N 0.0451 281988226.50 281988226.50 0.0013 N N N N HSBC Securities (USA), Inc. FICASH MN 4.444% 01/02/25 4.44 N/A N/A KXA746000_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 KXA746000 2025-01-30 2044-08-15 0.000 - 4.625 N/A 120481.00 110356.38 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXA746000 2042-06-01 2054-11-01 2.000 - 7.000 N/A 42605.00 27072.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXA746000 2036-09-01 2054-12-01 1.500 - 7.000 N/A 210843.00 95188.53 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0444 228000.00 228000.00 0.0000 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/13/2026 4.47 3133EREH0 254900C5LP6DN9OP9V83 US3133EREH04 4003205 KJH573000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-05-13 2026-05-13 N N N 0.0448 251966680.56 251966680.56 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/24/2025 4.40 3130B2JS5 2549001DPIFGXC1TOL40 US3130B2JS51 0001026214 KPD674000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-03-24 2025-03-24 N N N 0.0432 58004105.82 58004105.82 0.0003 N N N N Fixed Income Clearing Corp - 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Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 01/02/2026 4.46 3130B26N0 2549001DPIFGXC1TOL40 US3130B26N09 0001026214 KQJ964000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-01-02 2026-01-02 N N N 0.0438 128064170.56 128064170.56 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/15/2025 4.52 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 4003205 KCE402000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-12-15 2025-12-15 N N N 0.0444 103073998.29 103073998.29 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 0.0443 128069585.92 128069585.92 0.0006 N N N 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 0.0441 259190442.70 259190442.70 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/23/2025 4.44 3133ERM81 254900C5LP6DN9OP9V83 US3133ERM812 4003205 KWH743000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-12-23 2025-12-23 N N N 0.0444 21999217.24 21999217.24 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/17/2025 4.48 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-07-17 2025-07-17 N N N 0.0441 60421042.76 60421042.76 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/24/2025 4.53 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-07-24 2025-07-24 N N N 0.0446 217074350.71 217074350.71 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 0.0441 450338683.50 450338683.50 0.0021 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/20/2025 4.41 3130B2GE9 2549001DPIFGXC1TOL40 US3130B2GE92 0001026214 KOU683000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-05-20 2025-05-20 N N N 0.0438 314012170.64 314012170.64 0.0015 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 04/28/2025 4.38 3130B3V59 2549001DPIFGXC1TOL40 US3130B3V591 0001026214 KTO621000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-04-28 2025-04-28 N N N 0.0433 183007781.16 183007781.16 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/25/2026 4.52 3130B2UL7 2549001DPIFGXC1TOL40 US3130B2UL79 0001026214 KQF147000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-09-25 2026-09-25 N N N 0.0451 556988548.08 556988548.08 0.0026 N N N N US Treasury Notes UST NOTES 2.125% 05/15/2025 2.13 912828XB1 254900HROIFWPRGM1V77 US912828XB14 912828XB1 U.S. Treasury Debt Y N/A N/A 2025-05-15 2025-05-15 2025-05-15 N N N 0.0425 141879602.15 141879602.15 0.0007 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 10/23/2026 4.51 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 4003205 KRM359000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-10-23 2026-10-23 N N N 0.0448 67525361.78 67525361.78 0.0003 N N N N US Treasury Bill UST BILLS 0% 06/26/2025 912797NW3 254900HROIFWPRGM1V77 US912797NW34 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HOME LOAN BANKS VFAC SOFR+13 03/27/2025 4.50 3130AXD21 2549001DPIFGXC1TOL40 US3130AXD219 0001026214 JYN688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-03-27 2025-03-27 N N N 0.0432 322098908.74 322098908.74 0.0015 N N N N SMBC Nikko Securities America, Inc. NIKKOGR T RP 4.45% 1/2/25 4.45 N/A 6PJDTY319315T5LR2241 KXA445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KXA445000 2026-03-31 2054-08-15 0.500 - 5.500 N/A 1524819600.00 1397482413.71 U.S. Treasuries (including strips) Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0445 1369000000.00 1369000000.00 0.0064 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/28/2025 4.44 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-11-28 2025-11-28 N N N 0.0436 129592329.62 129592329.62 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 02/20/2026 4.48 3130B2FF7 2549001DPIFGXC1TOL40 US3130B2FF76 0001026214 KOT957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-02-20 2026-02-20 N N N 0.0446 1000149.09 1000149.09 0.0000 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/20/2026 4.50 3133EP3F0 254900C5LP6DN9OP9V83 US3133EP3F02 4003205 KEQ873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-02-20 2026-02-20 N N N 0.0448 64009825.28 64009825.28 0.0003 N N N N Mitsubishi UFJ Securities Holdings Ltd FICASH M2 4.46% 01/02/25 4.46 N/A N/A KXA714000_76664 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 KXA714000 2041-03-15 2065-03-15 2.500 - 7.000 N/A 171012876.00 37404759.63 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KXA714000 2025-10-20 2025-10-20 4.760 N/A 4603107.00 4651864.96 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KXA714000 2029-10-01 2059-01-01 1.500 - 7.360 N/A 723917237.00 358139856.94 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KXA714000 2026-10-15 2027-10-15 0.125 - 1.625 N/A 2600984.00 2767192.57 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KXA714000 2026-06-04 2054-11-01 1.500 - 7.120 N/A 307560176.00 185723523.61 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 576975000.00 576975000.00 0.0027 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/18/2026 4.47 3133ERHP9 254900C5LP6DN9OP9V83 US3133ERHP92 4003205 KKY986000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-06-18 2026-06-18 N N N 0.0445 62013190.50 62013190.50 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/28/2025 4.53 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 4003205 KBP973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-11-28 2025-11-28 N N N 0.0444 162315022.51 162315022.51 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 03/20/2025 4.50 3133EPYZ2 254900C5LP6DN9OP9V83 US3133EPYZ26 4003205 KAH848000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-03-20 2025-03-20 N N N 0.0433 113029066.99 113029066.99 0.0005 N N N N Ficc Cibc Dvp Repo (Gov) CIB FID T RP 4.45% 1/2/25 4.45 N/A N/A KXA481000 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 KXA481000 2030-08-31 2042-05-15 3.250 - 4.125 N/A 969507000.00 888644151.58 U.S. Treasuries (including strips) Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0445 871000000.00 871000000.00 0.0041 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 12/01/2025 4.53 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 4003205 KBU266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-12-01 2025-12-01 N N N 0.0444 125593951.67 125593951.67 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 0.0441 377227214.13 377227214.13 0.0018 N N N N TD Securities (U.S.A.) TDGR T RP 4.45% 1/2/25 4.45 N/A SUVUFHICNZMP2WKHG940 KXA502000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KXA502000 2026-03-31 2034-02-15 3.250 - 4.500 N/A 178630000.00 175483427.15 U.S. Treasuries (including strips) Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0445 172000000.00 172000000.00 0.0008 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. MUFJGR G RP 4.37% 3/5/25 4.37 N/A K5HU16E3LMSVCCJJJ255 KWK588000 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 KWK588000 2025-02-01 2054-10-01 2.000 - 7.500 N/A 269760033.00 145445551.71 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 KWK588000 2040-07-23 2040-07-23 2.150 N/A 3925000.00 2628561.16 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KWK588000 2025-06-01 2055-01-01 2.000 - 7.000 N/A 1358842228.00 664203966.63 Agency Mortgage-Backed Securities Y N/A N/A 2025-03-05 2025-03-05 2025-03-05 N N N 0.0431 795000000.00 795000000.00 0.0037 N N N Y Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/29/2026 4.51 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 KRY193000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2026-10-29 2026-10-29 N N N 0.0451 419986749.00 419986749.00 0.0020 N N N N NatWest Market Securities Inc NATSECGR G RP 4.49% 1/3/25 4.49 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KWU337000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KWU337000 2026-05-31 2029-11-30 2.375 - 4.875 N/A 302471800.00 297042199.41 U.S. Treasuries (including strips) Y N/A N/A 2025-01-03 2025-01-03 2025-01-03 N N N 0.0439 291000000.00 291000000.00 0.0014 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/25/2025 4.51 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-08-25 2025-08-25 N N N 0.0443 129645154.80 129645154.80 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/06/2025 4.50 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-02 2025-03-06 2025-03-06 N N N 0.0430 189045212.58 189045212.58 0.0009 N N N N Fidelity Investments Money Market Government Portfolio 2025-01-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer