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US313385GL43 GAB531000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-04 2025-06-04 2025-06-04 N N N 0.0425 387653466.44 387653466.44 0.0017 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/02/2026 3133ETKD8 254900C5LP6DN9OP9V83 US3133ETKD81 4003205 LGK251000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-02 2026-06-02 2026-06-02 N N N 0.0000 19000000.00 19000000.00 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 01/26/2026 4.34 3130B5PS1 2549001DPIFGXC1TOL40 US3130B5PS19 0001026214 LCT491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-26 2026-01-26 N N N 0.0433 23999776.80 23999776.80 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 09/19/2025 4.41 3130B0HG7 2549001DPIFGXC1TOL40 US3130B0HG75 0001026214 KGS340000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-19 2025-09-19 N N N 0.0430 20004269.60 20004269.60 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 05/20/2027 4.45 3133ETHK6 254900C5LP6DN9OP9V83 US3133ETHK61 4003205 LFQ785000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-05-20 2027-05-20 N N N 0.0444 19999924.60 19999924.60 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/28/2025 4.49 3130AWNS5 2549001DPIFGXC1TOL40 US3130AWNS59 0001026214 JWV095000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-28 2025-07-28 N N N 0.0430 19203931.78 19203931.78 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/24/2026 4.44 3130B3FE8 2549001DPIFGXC1TOL40 US3130B3FE84 0001026214 KRR896000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-04-24 2026-04-24 N N N 0.0445 63994391.68 63994391.68 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 11/26/2025 4.41 3133ERCY5 254900C5LP6DN9OP9V83 US3133ERCY54 4003205 KLD589000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-26 2025-11-26 N N N 0.0435 36009395.64 36009395.64 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/11/2025 4.34 3130B3Y98 2549001DPIFGXC1TOL40 US3130B3Y983 0001026214 KUH492000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-11 2025-06-11 N N N 0.0427 119999280.00 119999280.00 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/11/2025 4.34 3130B3YX5 2549001DPIFGXC1TOL40 US3130B3YX54 0001026214 KUI684000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-11 2025-06-11 N N N 0.0427 241998535.90 241998535.90 0.0010 N N N N Sumitomo Mitsui Banking Corp/New York FICASH MN 4.34% 06/02/25 4.34 N/A N/A LGN206000_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 LGN206000 2025-06-30 2045-08-15 0.250 - 4.875 N/A 1753003.87 1685650.47 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 1652000.00 1652000.00 0.0000 N Y Y N US Treasury Bill UST BILLS 0% 07/15/2025 912797QA8 254900HROIFWPRGM1V77 US912797QA86 LBO735000 U.S. Treasury Debt Y N/A N/A 2025-07-15 2025-07-15 2025-07-15 N N N 0.0399 2300445721.22 2300445721.22 0.0100 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 12/02/2025 4.39 3133ERG21 254900C5LP6DN9OP9V83 US3133ERG210 4003205 KTW131000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-02 2025-12-02 N N N 0.0434 39008207.94 39008207.94 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/14/2025 4.49 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-14 2025-10-14 N N N 0.0438 355116053.05 355116053.05 0.0015 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/08/2025 4.35 3130B4H46 2549001DPIFGXC1TOL40 US3130B4H465 0001026214 KXD284000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-08 2025-10-08 N N N 0.0433 45999384.52 45999384.52 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.33% 04/14/2026 4.33 3130B5L89 2549001DPIFGXC1TOL40 US3130B5L894 0001026214 LBR664000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-04-14 2026-04-14 2026-04-14 N N N 0.0450 200709022.35 200709022.35 0.0009 N N N N Fixed Income Clearing Corp - BNP BNP FIG T RP 4.34% 6/2/25 4.34 N/A N/A LGM571000 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 LGM571000 2026-01-31 2049-05-15 0.875 - 4.875 N/A 1348038300.00 1288725942.58 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 1263000000.00 1263000000.00 0.0055 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/04/2025 4.35 3130B4T50 2549001DPIFGXC1TOL40 US3130B4T502 0001026214 KYL520000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-04 2025-11-04 N N N 0.0434 59999176.80 59999176.80 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 05/28/2026 4.37 3133ETJC2 254900C5LP6DN9OP9V83 US3133ETJC28 4003205 LGC000000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-05-28 2026-05-28 N N N 0.0437 14999972.10 14999972.10 0.0001 N N N N Goldman Sachs & Co LLC GOLDMAN M RP 4.35% 6/2/25 4.35 N/A FOR8UP27PHTHYVLBNG30 0000769993 LGM597000 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 LGM597000 2029-07-31 2039-02-15 2.625 - 3.500 N/A 33257000.00 29749456.25 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGM597000 2052-03-01 2052-03-01 2.000 N/A 18832480.00 12868142.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGM597000 2032-01-01 2059-08-01 3.000 - 5.080 N/A 51032064.00 30035848.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGM597000 2033-05-20 2055-04-20 2.000 - 6.500 N/A 1692482775.00 836496001.05 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 891000000.00 891000000.00 0.0039 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/15/2025 4.35 3130B4LN9 2549001DPIFGXC1TOL40 US3130B4LN92 0001026214 KXO002000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-15 2025-10-15 N N N 0.0433 241996251.42 241996251.42 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 09/15/2025 4.33 3130B5JQ2 2549001DPIFGXC1TOL40 US3130B5JQ27 0001026214 LBO848000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-15 2025-09-15 N N N 0.0429 187998744.16 187998744.16 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 04/08/2026 4.43 3133EP7H2 254900C5LP6DN9OP9V83 US3133EP7H22 4003205 LGK348000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-04-08 2026-04-08 N N N 0.0436 81041898.87 81041898.87 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/26/2026 4.47 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 4003205 KOV336000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-08-26 2026-08-26 N N N 0.0438 103108868.94 103108868.94 0.0004 N N N N MUFG Securities EMEA PLC MUFSECGR *G RP 4.32% 6/9/25 4.32 N/A U7M81AY481YLIOR75625 LFE862000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LFE862000 2027-07-31 2029-11-30 0.500 - 3.875 N/A 559221600.00 548010618.01 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 536000000.00 536000000.00 0.0023 N N Y N BMO Capital Markets Corp BMOCAP G RP 4.35% 6/6/25 4.35 N/A RUC0QBLBRPRCU4W1NE59 0000772028 LGM653000 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 LGM653000 2052-07-20 2065-04-20 4.500 - 6.500 N/A 114581333.00 101996964.83 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-06-06 2025-06-06 2025-06-06 N N N 0.0426 99000000.00 99000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 07/28/2025 4.34 3130B4DR9 2549001DPIFGXC1TOL40 US3130B4DR98 0001026214 KWN012000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-28 2025-07-28 N N N 0.0429 205997398.22 205997398.22 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 4.48 3130AXZ50 2549001DPIFGXC1TOL40 US3130AXZ501 0001026214 KCK257000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-08 2025-12-08 N N N 0.0441 252090319.32 252090319.32 0.0011 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/18/2025 313385JG2 2549001DPIFGXC1TOL40 US313385JG21 313385JG2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-18 2025-07-18 2025-07-18 N N N 0.0424 442462138.30 442462138.30 0.0019 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 01/23/2026 4.42 3133ERBX8 254900C5LP6DN9OP9V83 US3133ERBX80 4003205 KHH468000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-23 2026-01-23 N N N 0.0435 84032818.80 84032818.80 0.0004 N N N N HSBC Securities, Inc. (U.S.A.) HSBCSECS G RP 4.33% 6/3/25 4.33 N/A CYYGQCGNHMHPSMRL3R97 0000853784 LGJ086000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGJ086000 2025-11-28 2044-08-15 0.000 - 4.500 N/A 361218300.00 357257670.06 U.S. Treasuries (including strips) Y N/A N/A 2025-06-03 2025-06-03 2025-06-03 N N N 0.0424 350000000.00 350000000.00 0.0015 N N Y N MUFG Securities (Canada), Ltd. MFGCAGR *G RP 4.32% 6/20/25 4.32 N/A 549300Y1PMK3RWXMWR72 LFG581000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LFG581000 2025-08-15 2054-05-15 0.500 - 4.625 N/A 94687500.00 90029339.48 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-20 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0424 88000000.00 88000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 06/23/2025 4.35 3130B3V75 2549001DPIFGXC1TOL40 US3130B3V757 0001026214 KTO668000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-23 2025-06-23 N N N 0.0428 182997902.82 182997902.82 0.0008 N N N N US Treasury Bill UST BILLS 0% 07/10/2025 912797LW5 254900HROIFWPRGM1V77 US912797LW51 KLV714000 U.S. Treasury Debt Y N/A N/A 2025-07-10 2025-07-10 2025-07-10 N N N 0.0396 522053358.51 522053358.51 0.0023 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 05/14/2026 4.38 3133ETGS0 254900C5LP6DN9OP9V83 US3133ETGS07 4003205 LFG997000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-05-14 2026-05-14 N N N 0.0438 15999895.68 15999895.68 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 3.75% 09/22/2025 3.75 3133ENN22 254900C5LP6DN9OP9V83 US3133ENN223 4003205 LAH464000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-09-22 2025-09-22 2025-09-22 N N N 0.0440 14794168.89 14794168.89 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 10/22/2025 4.33 3130B5M70 2549001DPIFGXC1TOL40 US3130B5M702 0001026214 LBW601000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-22 2025-10-22 N N N 0.0431 251998634.16 251998634.16 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/25/2025 4.34 3130B5XV5 2549001DPIFGXC1TOL40 US3130B5XV55 0001026214 LEA718000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-25 2025-08-25 N N N 0.0429 63000198.45 63000198.45 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 09/17/2026 4.39 3133ER7M7 254900C5LP6DN9OP9V83 US3133ER7M70 4003205 LBQ226000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-09-17 2026-09-17 N N N 0.0442 14992077.75 14992077.75 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 07/16/2026 4.46 3133ERLB5 254900C5LP6DN9OP9V83 US3133ERLB50 4003205 KXL908000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-07-16 2026-07-16 N N N 0.0444 14000242.48 14000242.48 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/12/2025 4.41 3133ERAZ4 254900C5LP6DN9OP9V83 US3133ERAZ48 4003205 KKO755000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-12 2025-12-12 N N N 0.0433 45018184.05 45018184.05 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/04/2026 4.47 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 4003205 KPK923000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-09-04 2026-09-04 N N N 0.0447 43998795.28 43998795.28 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/30/2025 4.35 3130B4T35 2549001DPIFGXC1TOL40 US3130B4T353 0001026214 KYL481000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-30 2025-09-30 N N N 0.0432 168998928.54 168998928.54 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/07/2025 4.33 3130B66Z4 2549001DPIFGXC1TOL40 US3130B66Z48 0001026214 LET069000 U.S. Government Agency Debt (if 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2025-12-26 2025-12-26 N N N 0.0434 28012976.32 28012976.32 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/07/2025 313385HV1 2549001DPIFGXC1TOL40 US313385HV16 AFE767000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-07 2025-07-07 2025-07-07 N N N 0.0423 49778861.00 49778861.00 0.0002 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 12/23/2025 4.43 3130B2TU9 2549001DPIFGXC1TOL40 US3130B2TU97 0001026214 KQE448000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-23 2025-12-23 N N N 0.0434 221091615.55 221091615.55 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+1 06/11/2025 4.34 3133ERJ44 254900C5LP6DN9OP9V83 US3133ERJ446 4003205 KUK294000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-11 2025-06-11 N N N 0.0427 10999931.14 10999931.14 0.0000 N N N N 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2025-07-31 N N N 0.0430 56000000.00 56000000.00 0.0002 N N N Y SMBC Nikko Securities America, Inc. 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NIKKOGR T RP 4.35% 6/2/25 4.35 N/A 6PJDTY319315T5LR2241 LGM584000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGM584000 2025-06-26 2042-02-15 0.000 - 4.500 N/A 1147341900.00 1176486342.92 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 1153000000.00 1153000000.00 0.0050 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 09/22/2025 4.35 3130B5YE2 2549001DPIFGXC1TOL40 US3130B5YE22 0001026214 LEB741000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-22 2025-09-22 N N N 0.0428 62002902.22 62002902.22 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/25/2025 4.48 3133EPZQ1 254900C5LP6DN9OP9V83 US3133EPZQ18 4003205 KAK230000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-25 2025-07-25 N N N 0.0434 212021286.92 212021286.92 0.0009 N N N N Fixed Income Clearing Corp - Goldman GS FIG T RP 4.34% 6/2/25 4.34 N/A 549300H47WTHXPU08X20 LGM593000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 LGM593000 2025-06-17 2054-08-15 0.000 - 4.750 N/A 3210513300.00 2678468362.54 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 2625000000.00 2625000000.00 0.0114 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 06/27/2025 4.48 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 4003205 JYI393000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-27 2025-06-27 N N N 0.0430 203014382.55 203014382.55 0.0009 N N N N US Treasury Notes UST NOTES 2.5% 02/28/2026 2.50 9128286F2 254900HROIFWPRGM1V77 US9128286F22 ECA969000 U.S. Treasury Debt Y N/A N/A 2026-02-28 2026-02-28 2026-02-28 N N N 0.0424 54296386.65 54296386.65 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/29/2025 4.33 3130B5DP0 2549001DPIFGXC1TOL40 US3130B5DP08 0001026214 LAV940000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-29 2025-08-29 N N N 0.0428 185999802.84 185999802.84 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/02/2026 3130B6LW4 2549001DPIFGXC1TOL40 US3130B6LW40 0001026214 LGL744000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-02 2026-02-02 2026-02-02 N N N 0.0000 509000000.00 509000000.00 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/25/2025 4.33 3130B5CE6 2549001DPIFGXC1TOL40 US3130B5CE69 0001026214 LAT940000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-25 2025-08-25 N N N 0.0428 122999541.21 122999541.21 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 07/08/2026 4.45 3133ERKG5 254900C5LP6DN9OP9V83 US3133ERKG56 4003205 KLT188000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-07-08 2026-07-08 N N N 0.0437 125553372.64 125553372.64 0.0005 N N N N Bank of Nova Scotia/The FICASH MN 4.34% 06/02/25 4.34 N/A N/A LGN206000_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 LGN206000 2025-06-05 2045-02-15 0.000 - 6.250 N/A 459951947.02 455919195.84 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 446818000.00 446818000.00 0.0019 N Y Y N Rbc Dominion Securities Inc FICASH MN 4.34% 06/02/25 4.34 N/A N/A LGN206000_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 LGN206000 2027-08-01 2055-05-01 1.500 - 7.500 N/A 190636411.03 57980527.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN206000 2032-02-15 2066-03-15 2.000 - 7.500 N/A 198277381.56 95209703.66 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LGN206000 2025-06-03 2055-02-15 0.000 - 6.625 N/A 397003691.61 372516319.21 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN206000 2030-01-01 2055-06-01 1.500 - 7.500 N/A 138574939.25 62486702.62 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 576199000.00 576199000.00 0.0025 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 10/10/2025 4.48 3130AXYD4 2549001DPIFGXC1TOL40 US3130AXYD45 0001026214 KBW968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-10 2025-10-10 N N N 0.0436 123039458.40 123039458.40 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/15/2026 4.44 3130B1XV4 2549001DPIFGXC1TOL40 US3130B1XV42 0001026214 KYO957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-04-15 2026-04-15 N N N 0.0439 70025674.60 70025674.60 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 10/05/2026 3133ETKG1 254900C5LP6DN9OP9V83 US3133ETKG13 4003205 LGL726000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-05 2026-10-05 2026-10-05 N N N 0.0000 21000000.00 21000000.00 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/21/2025 4.49 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 0001026214 KHC753000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-21 2025-08-21 N N N 0.0437 182026915.98 182026915.98 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 01/05/2026 4.36 3130B66R2 2549001DPIFGXC1TOL40 US3130B66R22 0001026214 LET070000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-05 2026-01-05 N N N 0.0435 62999571.60 62999571.60 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/03/2025 4.32 3130B5QB7 2549001DPIFGXC1TOL40 US3130B5QB74 0001026214 LCW676000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-03 2025-10-03 N N N 0.0430 218995830.24 218995830.24 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/03/2025 4.35 3130B4T43 2549001DPIFGXC1TOL40 US3130B4T437 0001026214 KYL524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-03 2025-10-03 N N N 0.0432 200998683.45 200998683.45 0.0009 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.32% 6/2/25 4.32 N/A 2IGI19DL77OX0HC3ZE78 LFN695000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LFN695000 2025-08-31 2055-02-15 0.875 - 5.000 N/A 359477300.00 308590573.49 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0432 301000000.00 301000000.00 0.0013 N Y Y N Nomura Securities International Inc FICASH MN 4.34% 06/02/25 4.34 N/A N/A LGN206000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN206000 2025-06-25 2055-05-01 1.500 - 9.000 N/A 27879.58 3810.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN206000 2025-06-15 2065-05-15 1.500 - 9.000 N/A 29739.94 1491.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN206000 2030-02-01 2055-05-01 2.000 - 7.628 N/A 45663.76 5922.76 Agency Mortgage-Backed Securities Resolution Funding Corp N/A LGN206000 2030-04-15 2030-04-15 8.875 N/A 0.02 0.03 Agency Debentures and Agency Strips Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 11000.00 11000.00 0.0000 N Y Y N BofA Securities, Inc. BASGR G RP SOFR+0.05% 8/5/25 4.38 N/A 549300HN4UKV1E2R3U73 LFA880000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFA880000 2031-10-01 2055-03-01 1.500 - 6.500 N/A 323130114.00 188220593.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFA880000 2037-02-01 2055-01-01 1.500 - 5.000 N/A 13646943.00 7258060.60 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-05 2025-08-05 2025-08-05 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0432 191000000.00 191000000.00 0.0008 N N N Y Lloyds Bank Corp Mrkts LBCMGR G RP 4.35% 6/5/25 4.35 N/A 213800MBWEIJDM5CU638 LGL352000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGL352000 2026-08-15 2043-11-15 1.125 - 5.375 N/A 477558800.00 473508785.64 U.S. Treasuries (including strips) Y N/A N/A 2025-06-05 2025-06-05 2025-06-05 N N N 0.0426 464000000.00 464000000.00 0.0020 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/04/2025 4.34 3130B4RV5 2549001DPIFGXC1TOL40 US3130B4RV54 0001026214 KYG028000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-04 2025-08-04 N N N 0.0428 179997445.80 179997445.80 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4.5 02/05/2026 4.38 3130B4WT4 2549001DPIFGXC1TOL40 US3130B4WT44 0001026214 KYU805000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-05 2026-02-05 N N N 0.0437 189997438.80 189997438.80 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 11/03/2025 4.49 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 4003205 KAU628000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-03 2025-11-03 N N N 0.0433 82048933.50 82048933.50 0.0004 N N N N US Treasury Bill UST BILLS 0% 05/14/2026 912797QN0 254900HROIFWPRGM1V77 US912797QN08 LFG981000 U.S. Treasury Debt Y N/A N/A 2026-05-14 2026-05-14 2026-05-14 N N N 0.0408 660034241.44 660034241.44 0.0029 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 03/20/2026 4.42 3133ERL58 254900C5LP6DN9OP9V83 US3133ERL582 4003205 KWA894000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-03-20 2026-03-20 N N N 0.0441 26999041.50 26999041.50 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/22/2025 4.43 3130B05P0 2549001DPIFGXC1TOL40 US3130B05P02 0001026214 KJP809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-22 2025-09-22 N N N 0.0432 127027922.22 127027922.22 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/23/2025 4.34 3130B42W0 2549001DPIFGXC1TOL40 US3130B42W08 0001026214 KVR372000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-23 2025-06-23 N N N 0.0427 121998498.18 121998498.18 0.0005 N N N N Federal Reserve Bank of NY FEDRESNY G RP 4.25% 6/2/25 4.25 N/A 254900Y8NKGV541U8Q32 0001457970 LGN024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGN024000 2029-05-15 2032-02-15 1.625 - 2.375 N/A 19462257000.00 17247106222.11 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0425 17241000000.00 17241000000.00 0.0748 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.22% 08/15/2025 4.22 3130B5LG1 2549001DPIFGXC1TOL40 US3130B5LG17 0001026214 LBR968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-15 2025-08-15 2025-08-15 N N N 0.0427 406915860.89 406915860.89 0.0018 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/02/2026 4.47 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 4003205 KTV485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-12-02 2026-12-02 N N N 0.0447 52997742.20 52997742.20 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 09/17/2025 4.33 3130B5JR0 2549001DPIFGXC1TOL40 US3130B5JR00 0001026214 LBO846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-17 2025-09-17 N N N 0.0429 224998335.00 224998335.00 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 10/02/2026 4.38 3133ETBN6 254900C5LP6DN9OP9V83 US3133ETBN64 4003205 LDA956000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-10-02 2026-10-02 N N N 0.0437 84997888.60 84997888.60 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2025 4.34 3130B5XH6 2549001DPIFGXC1TOL40 US3130B5XH61 0001026214 LEA668000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-18 2025-08-18 N N N 0.0429 62999856.36 62999856.36 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 02/27/2026 4.41 3130B1LC9 2549001DPIFGXC1TOL40 US3130B1LC98 0001026214 KKG137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-27 2026-02-27 N N N 0.0439 130013510.90 130013510.90 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 10/22/2025 4.33 3130B6HU3 2549001DPIFGXC1TOL40 US3130B6HU30 0001026214 LFX869000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-22 2025-10-22 N N N 0.0431 63999978.24 63999978.24 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 04/28/2026 4.37 3133ER5B3 254900C5LP6DN9OP9V83 US3133ER5B34 4003205 LAP524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-04-28 2026-04-28 N N N 0.0436 18000342.90 18000342.90 0.0001 N N N N US Treasury Notes UST NOTES 0.25% 09/30/2025 0.25 91282CAM3 254900HROIFWPRGM1V77 US91282CAM38 GFJ893000 U.S. Treasury Debt Y N/A N/A 2025-09-30 2025-09-30 2025-09-30 N N N 0.0424 781536935.52 781536935.52 0.0034 N Y Y N MUFG Securities (Canada) Ltd. FICASH M2 4.346% 06/02/25 4.35 N/A N/A LGN044000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN044000 2027-12-01 2058-01-01 1.460 - 7.325 N/A 832314402.62 425147337.48 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LGN044000 2025-07-15 2055-02-15 0.125 - 4.625 N/A 49870673.56 48630117.53 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN044000 2028-06-01 2055-05-01 1.500 - 7.121 N/A 377832202.35 231226313.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN044000 2039-07-15 2055-01-20 2.000 - 5.500 N/A 127463849.93 48441524.95 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LGN044000 2025-10-20 2025-10-20 4.630 N/A 4742467.85 4768361.72 Agency Debentures and Agency Strips Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 743054000.00 743054000.00 0.0032 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.33% 04/14/2026 4.33 3130B5LC0 2549001DPIFGXC1TOL40 US3130B5LC03 0001026214 LBR777000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-04-14 2026-04-14 2026-04-14 N N N 0.0451 250599509.42 250599509.42 0.0011 N N N N Freddie Mac FED HOME LN MTG CORP 0.64% 11/24/2025 0.64 3134GXEJ9 S6XOOCT0IEG5ABCC6L87 US3134GXEJ92 GIH535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-11-24 2025-11-24 2025-11-24 N N N 0.0445 44188768.35 44188768.35 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/10/2026 4.45 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 4003205 KMA892000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-07-10 2026-07-10 N N N 0.0441 62022308.84 62022308.84 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 06/11/2025 4.38 3133ERSU6 254900C5LP6DN9OP9V83 US3133ERSU68 4003205 KPN255000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-11 2025-06-11 N N N 0.0429 32999974.59 32999974.59 0.0001 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 6/4/25 4.39 N/A 549300HN4UKV1E2R3U73 LBF405000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LBF405000 2050-06-01 2055-03-01 2.000 - 6.500 N/A 77251502.00 64902348.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LBF405000 2032-11-01 2055-01-01 2.500 - 6.000 N/A 1106170.00 1093355.78 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-04 2025-06-04 2025-06-04 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0430 64000000.00 64000000.00 0.0003 N N Y N US Treasury Bill UST BILLS 0% 07/22/2025 912797QB6 254900HROIFWPRGM1V77 US912797QB69 LBY728000 U.S. Treasury Debt Y N/A N/A 2025-07-22 2025-07-22 2025-07-22 N N N 0.0403 1035395112.36 1035395112.36 0.0045 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.35% 03/06/2026 4.35 3130B4X97 2549001DPIFGXC1TOL40 US3130B4X975 0001026214 KYW030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-03-06 2026-03-06 2026-03-06 N N N 0.0455 489239471.00 489239471.00 0.0021 N N N N Wells Fargo Securities LLC FICASH MN 4.34% 06/02/25 4.34 N/A N/A LGN206000_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 LGN206000 2026-03-31 2052-02-15 1.250 - 3.125 N/A 223751905.87 138234424.87 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 134508000.00 134508000.00 0.0006 N Y Y N Fannie Mae FANNIE MAE 0.65% 12/17/2025 0.65 3135G06N8 B1V7KEBTPIMZEU4LTD58 US3135G06N86 0000310522 GJB806000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-12-17 2025-12-17 2025-12-17 N N N 0.0424 45116380.48 45116380.48 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 06/20/2025 4.38 3133ERBW0 254900C5LP6DN9OP9V83 US3133ERBW08 4003205 KJP647000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-20 2025-06-20 N N N 0.0431 64999337.65 64999337.65 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/04/2026 4.37 3133ER5Z0 254900C5LP6DN9OP9V83 US3133ER5Z02 4003205 LAV867000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-06-04 2026-06-04 N N N 0.0437 32000414.40 32000414.40 0.0001 N N N N Nomura Securities International Inc FICASH M2 4.346% 06/02/25 4.35 N/A N/A LGN044000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Resolution Funding Corp N/A LGN044000 2030-04-15 2030-04-15 8.875 N/A 198.17 241.01 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN044000 2025-06-15 2065-05-15 1.500 - 9.000 N/A 267891941.63 13432731.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN044000 2025-06-25 2055-05-01 1.500 - 9.000 N/A 251134205.39 34320280.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN044000 2030-02-01 2055-05-01 2.000 - 7.628 N/A 411330862.53 53351103.41 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 99086000.00 99086000.00 0.0004 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/08/2027 4.48 3133ERS44 254900C5LP6DN9OP9V83 US3133ERS447 4003205 KXD111000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-01-08 2027-01-08 N N N 0.0447 138998762.90 138998762.90 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.35% 06/05/2026 4.35 3130B6BV7 2549001DPIFGXC1TOL40 US3130B6BV76 0001026214 LFB176000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-06-05 2026-06-05 2026-06-05 N N N 0.0458 248431229.22 248431229.22 0.0011 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/22/2025 313385KT2 2549001DPIFGXC1TOL40 US313385KT23 AGG970000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-22 2025-08-22 2025-08-22 N N N 0.0430 282187050.00 282187050.00 0.0012 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 7/24/25 4.41 N/A MBNUM2BPBDO7JBLYG310 0000315030 LGD468000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGD468000 2026-11-15 2026-11-15 2.000 N/A 2284100.00 2220659.62 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGD468000 2055-02-01 2055-02-01 4.500 - 7.000 N/A 360676680.00 355610046.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGD468000 2028-04-01 2055-02-01 4.140 - 7.000 N/A 172381932.00 171171147.40 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-24 2025-07-24 2025-07-24 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0434 518000000.00 518000000.00 0.0022 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/21/2025 4.36 3130B5Z92 2549001DPIFGXC1TOL40 US3130B5Z928 0001026214 LEH524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-21 2025-11-21 N N N 0.0435 37000031.82 37000031.82 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/08/2026 4.45 3133ERPE5 254900C5LP6DN9OP9V83 US3133ERPE53 4003205 KNY434000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-05-08 2026-05-08 N N N 0.0436 64049216.00 64049216.00 0.0003 N N N N Fixed Income Clearing Corp - BONY BNY FIG M RP 4.35% 6/2/25 4.35 N/A N/A LGM566000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGM566000 2036-05-01 2055-05-01 2.000 - 7.000 N/A 4331673801.00 2444068717.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGM566000 2036-04-01 2055-02-01 1.500 - 6.500 N/A 484699868.00 348691389.05 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 2738000000.00 2738000000.00 0.0119 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+10 02/09/2026 4.43 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 KOT976000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-09 2026-02-09 N N N 0.0437 96033834.24 96033834.24 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/17/2025 4.48 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 4003205 KAD692000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-17 2025-07-17 N N N 0.0431 77009341.64 77009341.64 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/14/2025 4.47 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-14 2025-08-14 N N N 0.0434 247040367.21 247040367.21 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/27/2025 4.34 3130B5YL6 2549001DPIFGXC1TOL40 US3130B5YL64 0001026214 LED062000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-27 2025-08-27 N N N 0.0429 124000724.16 124000724.16 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 03/18/2026 4.44 3133EP5N1 254900C5LP6DN9OP9V83 US3133EP5N18 4003205 KML440000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-03-18 2026-03-18 N N N 0.0441 127013020.04 127013020.04 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/11/2027 4.41 3133ETAA5 254900C5LP6DN9OP9V83 US3133ETAA52 4003205 LBQ308000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-03-11 2027-03-11 N N N 0.0441 40999955.31 40999955.31 0.0002 N N N N BofA Securities, Inc. 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4.875 N/A 1450014015.97 1446106601.14 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 1417239000.00 1417239000.00 0.0061 N Y Y N Fixed Income Clearing Corp - Goldman GS FIG T RP 4.34% 6/2/25 4.34 N/A 549300H47WTHXPU08X20 LGM595000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 LGM595000 2026-11-15 2031-11-15 1.375 - 3.625 N/A 463197400.00 453043792.76 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 444000000.00 444000000.00 0.0019 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 09/10/2025 4.33 3130B5FP8 2549001DPIFGXC1TOL40 US3130B5FP89 0001026214 LBE245000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-10 2025-09-10 N N N 0.0429 126999547.88 126999547.88 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/12/2025 4.34 3130B4KM2 2549001DPIFGXC1TOL40 US3130B4KM29 0001026214 KXL800000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-12 2025-08-12 N N N 0.0431 243988358.76 243988358.76 0.0011 N N N N US Treasury Bill UST BILLS 0% 07/29/2025 912797QC4 254900HROIFWPRGM1V77 US912797QC43 LCX676000 U.S. Treasury Debt Y N/A N/A 2025-07-29 2025-07-29 2025-07-29 N N N 0.0407 500622464.16 500622464.16 0.0022 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/15/2025 313385KL9 2549001DPIFGXC1TOL40 US313385KL96 313385KL9 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-15 2025-08-15 2025-08-15 N N N 0.0429 1204998240.00 1204998240.00 0.0052 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/09/2026 4.42 3133ERZR5 254900C5LP6DN9OP9V83 US3133ERZR56 4003205 LAV869000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-09 2026-02-09 N N N 0.0441 34001475.26 34001475.26 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 11/12/2025 4.34 3130B5J74 2549001DPIFGXC1TOL40 US3130B5J740 0001026214 LBN404000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-12 2025-11-12 N N N 0.0432 295002551.75 295002551.75 0.0013 N N N N HSBC Securities Inc. (U.S.A.) FICASH MN 4.34% 06/02/25 4.34 N/A N/A LGN206000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN206000 2033-04-01 2056-04-01 1.500 - 7.500 N/A 170538097.93 93108775.62 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LGN206000 2025-06-15 2050-02-15 0.000 - 6.625 N/A 182025332.92 175011433.64 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN206000 2030-06-01 2053-12-01 2.000 - 7.500 N/A 133957713.98 37541198.89 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 299535000.00 299535000.00 0.0013 N Y Y N Sumitomo Mitsui Banking Corp FICASH M2 4.346% 06/02/25 4.35 N/A N/A LGN044000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN044000 2042-10-20 2055-02-20 3.000 - 6.500 N/A 4088531100.17 2404741000.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN044000 2053-02-01 2053-04-01 5.500 N/A 539952789.06 437852667.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN044000 2048-12-01 2053-05-01 2.000 - 5.500 N/A 3669282101.92 1072524844.66 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 3804438000.00 3804438000.00 0.0165 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/26/2025 4.48 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-26 2025-09-26 N N N 0.0437 73016114.75 73016114.75 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 01/02/2026 4.48 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-02 2026-01-02 N N N 0.0436 110097170.01 110097170.01 0.0005 N N N N Wells Fargo Bank NA FICASH M2 4.346% 06/02/25 4.35 N/A N/A LGN044000_00412 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN044000 2026-02-15 2057-08-15 1.000 - 6.500 N/A 434704159.34 233167429.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN044000 2028-01-25 2056-07-01 0.125 - 7.000 N/A 558630824.46 352166595.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN044000 2051-05-20 2052-06-20 1.500 - 4.500 N/A 31275307.10 23207457.28 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 594443000.00 594443000.00 0.0026 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 02/09/2027 4.43 3133ETGQ4 254900C5LP6DN9OP9V83 US3133ETGQ41 4003205 LFF143000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-02-09 2027-02-09 N N N 0.0443 18999869.66 18999869.66 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 10/28/2025 4.33 3130B5PB8 2549001DPIFGXC1TOL40 US3130B5PB83 0001026214 LCF522000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-28 2025-10-28 N N N 0.0431 200999057.31 200999057.31 0.0009 N N N N US Treasury Notes UST NOTES 2.875% 06/15/2025 2.88 91282CEU1 254900HROIFWPRGM1V77 US91282CEU18 JJQ630000 U.S. Treasury Debt Y N/A N/A 2025-06-15 2025-06-15 2025-06-15 N N N 0.0424 33978750.00 33978750.00 0.0001 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/25/2026 4.43 3130B1S81 2549001DPIFGXC1TOL40 US3130B1S815 0001026214 KLD463000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-06-25 2026-06-25 N N N 0.0444 74987652.00 74987652.00 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/12/2026 4.34 3130B5TR9 2549001DPIFGXC1TOL40 US3130B5TR99 0001026214 LDK706000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-12 2026-01-12 N N N 0.0433 499990455.00 499990455.00 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2025 4.34 3130B4UJ8 2549001DPIFGXC1TOL40 US3130B4UJ89 0001026214 KYN564000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-05 2025-09-05 N N N 0.0430 219000135.78 219000135.78 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 05/05/2027 4.46 3133ETFP7 254900C5LP6DN9OP9V83 US3133ETFP76 4003205 LER808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-05-05 2027-05-05 N N N 0.0443 104040774.24 104040774.24 0.0005 N N N N Fixed Income Clearing Corp - Goldman GS FIG T RP 4.34% 6/2/25 4.34 N/A 549300H47WTHXPU08X20 LGM594000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 LGM594000 2025-11-28 2054-08-15 0.000 - 4.506 N/A 2893503100.00 2678468362.60 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 2625000000.00 2625000000.00 0.0114 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.3% 06/02/2026 4.30 3130B6A55 2549001DPIFGXC1TOL40 US3130B6A556 0001026214 LEU178000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-06-02 2026-06-02 2026-06-02 N N N 0.0437 1000328118.79 1000328118.79 0.0043 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 03/01/2027 4.42 3130B5BF4 2549001DPIFGXC1TOL40 US3130B5BF44 0001026214 LAN784000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-03-01 2027-03-01 N N N 0.0442 51999522.64 51999522.64 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/16/2025 4.33 3130B5TP3 2549001DPIFGXC1TOL40 US3130B5TP34 0001026214 LDK739000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-16 2025-12-16 N N N 0.0433 361998566.48 361998566.48 0.0016 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/25/2025 4.34 3130B5ZH4 2549001DPIFGXC1TOL40 US3130B5ZH44 0001026214 LEI612000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-25 2025-08-25 N N N 0.0429 125000338.75 125000338.75 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/12/2025 4.47 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-12 2025-11-12 N N N 0.0434 239624961.52 239624961.52 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/20/2025 4.49 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-20 2025-10-20 N N N 0.0438 132044317.68 132044317.68 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 4.48 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-08 2025-12-08 N N N 0.0440 72578945.27 72578945.27 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/27/2025 4.34 3130B4SQ5 2549001DPIFGXC1TOL40 US3130B4SQ50 0001026214 KYH059000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-27 2025-08-27 N N N 0.0429 248000706.80 248000706.80 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+0 09/08/2025 4.33 3133ER5P2 254900C5LP6DN9OP9V83 US3133ER5P20 4003205 LAU972000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-08 2025-09-08 N N N 0.0431 16998970.82 16998970.82 0.0001 N N N N Fixed Income Clearing Corp - CIBC CIB FID T RP 4.35% 6/2/25 4.35 N/A N/A LGM521000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 LGM521000 2029-04-30 2050-08-15 1.375 - 4.625 N/A 1117603000.00 919911306.61 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 902000000.00 902000000.00 0.0039 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/11/2025 4.34 3130B5YA0 2549001DPIFGXC1TOL40 US3130B5YA00 0001026214 LEB720000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-11 2025-08-11 N N N 0.0427 52001739.40 52001739.40 0.0002 N N N N BofA Securities, Inc. BASGR *G RP 4.32% 6/27/25 4.32 N/A 549300HN4UKV1E2R3U73 LGK236000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGK236000 2041-11-15 2043-11-15 2.375 - 4.750 N/A 275290400.00 245967495.79 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-27 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0424 241000000.00 241000000.00 0.0010 N N Y N Fixed Income Clearing Corp - Mizuho MIZ FIG M RP 4.35% 6/2/25 4.35 N/A 9845006C81UCE4114A10 LGM553000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 LGM553000 2026-11-15 2026-11-15 2.000 N/A 1065400.00 1035808.75 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGM553000 2046-08-20 2065-12-15 3.000 - 7.000 N/A 165895595.00 160681022.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGM553000 2037-04-01 2055-05-01 2.000 - 7.000 N/A 257465667.00 254308555.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGM553000 2037-02-01 2055-06-01 2.000 - 7.000 N/A 891566914.00 697198010.81 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 1091000000.00 1091000000.00 0.0047 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 06/25/2025 313385HH2 2549001DPIFGXC1TOL40 US313385HH22 GAB533000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-25 2025-06-25 2025-06-25 N N N 0.0426 312049437.78 312049437.78 0.0014 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/12/2026 4.46 3130AYX76 2549001DPIFGXC1TOL40 US3130AYX769 0001026214 KMJ640000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-12 2026-02-12 N N N 0.0444 63006302.52 63006302.52 0.0003 N N N N Freddie Mac Discount Notes FED HOME LN MRTG CORP 0% 06/03/2025 313397GK1 S6XOOCT0IEG5ABCC6L87 US313397GK16 313397GK1 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-03 2025-06-03 2025-06-03 N N N 0.0425 13993458.92 13993458.92 0.0001 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/04/2025 4.33 3130B5SM1 2549001DPIFGXC1TOL40 US3130B5SM12 0001026214 LDH510000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-04 2025-12-04 N N N 0.0429 213040150.50 213040150.50 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/29/2026 4.46 3133ERMQ1 254900C5LP6DN9OP9V83 US3133ERMQ11 4003205 KMR276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-07-29 2026-07-29 N N N 0.0438 69030551.82 69030551.82 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/23/2025 4.34 3130B4RE3 2549001DPIFGXC1TOL40 US3130B4RE30 0001026214 KYE424000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-23 2025-07-23 N N N 0.0428 168997287.55 168997287.55 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 08/19/2026 4.47 3133ERPU9 254900C5LP6DN9OP9V83 US3133ERPU95 4003205 KOF637000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-08-19 2026-08-19 N N N 0.0446 161997067.80 161997067.80 0.0007 N N N N Fannie Mae FANNIE MAE VFAC SOFR+10 06/18/2026 4.43 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 0000310522 KLE478000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-06-18 2026-06-18 N N N 0.0436 319206491.89 319206491.89 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/08/2025 4.34 3130B4JB8 2549001DPIFGXC1TOL40 US3130B4JB82 0001026214 KXK791000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-08 2025-07-08 N N N 0.0427 122998399.77 122998399.77 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.16% 06/09/2026 4.16 3130B6DP8 2549001DPIFGXC1TOL40 US3130B6DP80 0001026214 LFH134000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-06-09 2026-06-09 2026-06-09 N N N 0.0432 443280333.72 443280333.72 0.0019 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 09/05/2025 4.40 3133ERSA0 254900C5LP6DN9OP9V83 US3133ERSA05 4003205 KPK918000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-05 2025-09-05 N N N 0.0429 147024531.36 147024531.36 0.0006 N N N N Fixed Income Clearing Corp - ING ING FID G RP 4.35% 6/2/25 4.35 N/A N/A LGL855000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LGL855000 2028-11-30 2029-01-31 4.000 - 4.375 N/A 895365000.00 909721542.13 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 892000000.00 892000000.00 0.0039 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/23/2026 4.46 3133ERQJ3 254900C5LP6DN9OP9V83 US3133ERQJ32 4003205 LAX628000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-07-23 2026-07-23 N N N 0.0438 20017465.20 20017465.20 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.37% 02/06/2026 4.37 3130B4J69 2549001DPIFGXC1TOL40 US3130B4J693 0001026214 KXI571000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-02-06 2026-02-06 2026-02-06 N N N 0.0460 245612183.46 245612183.46 0.0011 N N N N BMO Chicago Branch BMOCHIGR *G RP 4.31% 6/11/25 4.31 N/A 3Y4U8VZURTYWI1W2K376 LGB782000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGB782000 2046-11-01 2055-03-01 3.500 - 6.500 N/A 383456201.00 111571903.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGB782000 2034-08-01 2057-02-01 2.500 - 5.500 N/A 183643340.00 87613850.08 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-06 2025-06-06 2025-06-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0422 195000000.00 195000000.00 0.0008 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 11/13/2025 4.42 3133ERTJ0 254900C5LP6DN9OP9V83 US3133ERTJ05 4003205 KPS606000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-13 2025-11-13 N N N 0.0432 41015234.78 41015234.78 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/12/2026 4.42 3130B1WK9 2549001DPIFGXC1TOL40 US3130B1WK95 0001026214 KLV562000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-12 2026-01-12 N N N 0.0434 126054059.04 126054059.04 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.37% 02/06/2026 4.37 3130B4J28 2549001DPIFGXC1TOL40 US3130B4J289 0001026214 KXI121000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-02-06 2026-02-06 2026-02-06 N N N 0.0458 244640028.85 244640028.85 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/02/2025 4.48 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-02 2025-07-02 N N N 0.0430 66005701.08 66005701.08 0.0003 N N N N BofA Securities, Inc. BASGR *G RP 4.32% 8/7/25 4.32 N/A 549300HN4UKV1E2R3U73 LFE923000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFE923000 2029-03-01 2055-05-01 2.000 - 6.500 N/A 495625900.00 79162814.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFE923000 2026-12-01 2055-02-01 2.000 - 7.500 N/A 25661260.00 21109060.82 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-06 2025-06-06 2025-08-07 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0426 98000000.00 98000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 4.49 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-25 2025-07-25 N N N 0.0436 128012771.84 128012771.84 0.0006 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 6/3/25 4.39 N/A 549300HN4UKV1E2R3U73 LBI096000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LBI096000 2044-01-01 2055-05-01 2.500 - 7.000 N/A 1649406791.00 155370685.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LBI096000 2048-09-01 2055-06-01 2.000 - 5.500 N/A 247813127.00 109579382.05 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-03 2025-06-03 2025-06-03 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0430 257000000.00 257000000.00 0.0011 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 10/20/2025 4.36 3130B5VW5 2549001DPIFGXC1TOL40 US3130B5VW56 0001026214 LDR817000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-20 2025-10-20 N N N 0.0435 248994432.36 248994432.36 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/17/2025 4.33 3130B5TN8 2549001DPIFGXC1TOL40 US3130B5TN85 0001026214 LDK705000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-17 2025-12-17 N N N 0.0433 136999567.08 136999567.08 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/05/2026 4.46 3133EP4L6 254900C5LP6DN9OP9V83 US3133EP4L60 4003205 KOU730000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-03-05 2026-03-05 N N N 0.0443 36003611.16 36003611.16 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/30/2026 4.47 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 4003205 KWR776000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-12-30 2026-12-30 N N N 0.0447 60997065.29 60997065.29 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 03/26/2026 4.35 3133ETAV9 254900C5LP6DN9OP9V83 US3133ETAV99 4003205 LCF455000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-03-26 2026-03-26 N N N 0.0435 37999414.04 37999414.04 0.0002 N N N N ING Financial Markets LLC INGFIN G RP 4.33% 6/3/25 4.33 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 LGJ088000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGJ088000 2048-05-15 2048-11-15 3.125 - 3.375 N/A 47406300.00 36076034.06 U.S. Treasuries (including strips) Y N/A N/A 2025-06-03 2025-06-03 2025-06-03 N N N 0.0424 35000000.00 35000000.00 0.0002 N N Y N US Treasury Notes UST NOTES 4.625% 03/15/2026 4.63 91282CGR6 254900HROIFWPRGM1V77 US91282CGR60 JRJ983000 U.S. Treasury Debt Y N/A N/A 2026-03-15 2026-03-15 2026-03-15 N N N 0.0424 35808907.26 35808907.26 0.0002 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+1 06/26/2025 4.34 3133ERP54 254900C5LP6DN9OP9V83 US3133ERP542 4003205 KWM994000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-26 2025-06-26 N N N 0.0428 49999355.50 49999355.50 0.0002 N N N N US Treasury Notes UST NOTES 0.25% 07/31/2025 0.25 91282CAB7 254900HROIFWPRGM1V77 US91282CAB72 GDG982000 U.S. Treasury Debt Y N/A N/A 2025-07-31 2025-07-31 2025-07-31 N N N 0.0413 218547656.80 218547656.80 0.0009 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/04/2025 3130B6LH7 2549001DPIFGXC1TOL40 US3130B6LH72 0001026214 LGK351000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-04 2025-12-04 2025-12-04 N N N 0.0000 26000000.00 26000000.00 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/17/2025 4.49 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 4003205 KAD688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-17 2025-10-17 N N N 0.0438 36011960.64 36011960.64 0.0002 N N N N US Treasury Bill UST BILLS 0% 06/17/2025 912797PS0 254900HROIFWPRGM1V77 US912797PS04 LAF601000 U.S. Treasury Debt Y N/A N/A 2025-06-17 2025-06-17 2025-06-17 N N N 0.0358 316439306.25 316439306.25 0.0014 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/24/2027 4.42 3133ER4V0 254900C5LP6DN9OP9V83 US3133ER4V07 4003205 LAN609000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-02-24 2027-02-24 N N N 0.0442 16999869.10 16999869.10 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/10/2025 4.33 3130B5TG3 2549001DPIFGXC1TOL40 US3130B5TG35 0001026214 LDJ831000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-10 2025-11-10 N N N 0.0432 123999583.36 123999583.36 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 07/23/2025 4.38 3133ERLQ2 254900C5LP6DN9OP9V83 US3133ERLQ20 4003205 KMJ685000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-23 2025-07-23 N N N 0.0431 44999878.95 44999878.95 0.0002 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.35% 6/2/25 4.35 N/A 549300H47WTHXPU08X20 LGM501000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGM501000 2026-12-01 2055-05-01 1.500 - 7.500 N/A 2549906798.00 1848970848.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGM501000 2025-06-25 2055-05-01 1.000 - 8.000 N/A 2505755305.00 2199856319.98 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 3968000000.00 3968000000.00 0.0172 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 01/23/2026 4.49 3133EPX42 254900C5LP6DN9OP9V83 US3133EPX425 4003205 KDO318000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-23 2026-01-23 N N N 0.0437 37002767.97 37002767.97 0.0002 N N N N Lloyds Bank PLC LLOYDGR G RP 4.39% 8/26/25 4.39 N/A H7FNTJ4851HG0EXQ1Z70 LGE830000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGE830000 2027-05-31 2033-05-15 0.875 - 4.125 N/A 118349200.00 117443047.88 U.S. Treasuries (including strips) Y N/A N/A 2025-08-26 2025-08-26 2025-08-26 N N N 0.0434 115000000.00 115000000.00 0.0005 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/14/2025 4.49 3130AXS74 2549001DPIFGXC1TOL40 US3130AXS746 0001026214 KCM620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-14 2025-11-14 N N N 0.0434 61036135.18 61036135.18 0.0003 N N N N Bank of America NA FICASH M2 4.346% 06/02/25 4.35 N/A N/A LGN044000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN044000 2047-05-01 2051-04-01 1.250 - 3.500 N/A 1717702620.61 728564820.82 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 713332000.00 713332000.00 0.0031 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 01/06/2027 4.47 3130B4FQ9 2549001DPIFGXC1TOL40 US3130B4FQ97 0001026214 LDC088000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-01-06 2027-01-06 N N N 0.0439 24025693.68 24025693.68 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 04/29/2027 4.46 3133ETFE2 254900C5LP6DN9OP9V83 US3133ETFE20 4003205 LEK877000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-04-29 2027-04-29 N N N 0.0443 159071088.90 159071088.90 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/22/2025 4.34 3130B5Y44 2549001DPIFGXC1TOL40 US3130B5Y442 0001026214 LEB738000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-22 2025-08-22 N N N 0.0427 12000562.44 12000562.44 0.0001 N N N N Fixed Income Clearing Corp - BNP BNP FIG T RP 4.34% 6/2/25 4.34 N/A N/A LGM570000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 LGM570000 2027-04-30 2049-02-15 1.125 - 4.625 N/A 1362481900.00 1288725954.87 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 1263000000.00 1263000000.00 0.0055 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+8 11/05/2026 4.41 3134HBPE5 S6XOOCT0IEG5ABCC6L87 US3134HBPE57 LEU306000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-11-05 2026-11-05 N N N 0.0441 624989087.50 624989087.50 0.0027 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/23/2025 4.34 3130B5C71 2549001DPIFGXC1TOL40 US3130B5C711 0001026214 LAT966000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-23 2025-09-23 N N N 0.0430 183999022.96 183999022.96 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 4.49 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-22 2025-08-22 N N N 0.0437 167839873.54 167839873.54 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.44% 02/09/2026 4.44 3130B4MR9 2549001DPIFGXC1TOL40 US3130B4MR97 0001026214 KXS302000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-02-09 2026-02-09 2026-02-09 N N N 0.0466 968517083.40 968517083.40 0.0042 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 06/02/2025 313385GJ9 2549001DPIFGXC1TOL40 US313385GJ96 AEE312000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0425 36987034.46 36987034.46 0.0002 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/08/2026 4.41 3133ERKF7 254900C5LP6DN9OP9V83 US3133ERKF73 4003205 KML448000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-08 2026-01-08 N N N 0.0433 63026748.54 63026748.54 0.0003 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 7/8/25 4.41 N/A MBNUM2BPBDO7JBLYG310 0000315030 LFB757000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFB757000 2055-04-01 2055-04-01 4.000 - 7.000 N/A 665799756.00 668430836.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFB757000 2055-04-01 2055-04-01 4.500 - 6.000 N/A 241959372.00 242215438.66 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LFB757000 2026-11-15 2026-11-15 2.000 N/A 6336200.00 6160213.42 U.S. Treasuries (including strips) Y N/A N/A 2025-07-08 2025-07-08 2025-07-08 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0434 896000000.00 896000000.00 0.0039 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/17/2025 4.40 3133ERHJ3 254900C5LP6DN9OP9V83 US3133ERHJ33 4003205 KKW207000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-17 2025-12-17 N N N 0.0432 88536123.05 88536123.05 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 06/27/2025 313385HK5 2549001DPIFGXC1TOL40 US313385HK50 313385HK5 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-27 2025-06-27 2025-06-27 N N N 0.0427 302009020.32 302009020.32 0.0013 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/12/2025 4.43 3133EP5E1 254900C5LP6DN9OP9V83 US3133EP5E19 4003205 KJA241000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-12 2025-12-12 N N N 0.0434 134054142.70 134054142.70 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 04/21/2026 4.44 3133ERYB1 254900C5LP6DN9OP9V83 US3133ERYB14 4003205 KRK539000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-04-21 2026-04-21 N N N 0.0436 50033955.50 50033955.50 0.0002 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIT T RP 4.34% 6/2/25 4.34 N/A 549300H47WTHXPU08X20 LGM634000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 LGM634000 2028-02-29 2028-10-31 1.000 - 4.875 N/A 9041919800.00 8833200145.76 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 8660000000.00 8660000000.00 0.0376 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.35% 06/05/2026 4.35 3130B6BQ8 2549001DPIFGXC1TOL40 US3130B6BQ81 0001026214 LFB049000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-06-05 2026-06-05 2026-06-05 N N N 0.0442 497667580.02 497667580.02 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/02/2025 4.34 3130B4T27 2549001DPIFGXC1TOL40 US3130B4T270 0001026214 KYL457000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-02 2025-09-02 N N N 0.0431 290985726.45 290985726.45 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 06/11/2025 4.34 3130B44B4 2549001DPIFGXC1TOL40 US3130B44B43 0001026214 KVU941000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-11 2025-06-11 N N N 0.0427 85999519.26 85999519.26 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/13/2025 313385PE0 2549001DPIFGXC1TOL40 US313385PE09 313385PE0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-11-13 2025-11-13 2025-11-13 N N N 0.0429 214814423.82 214814423.82 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 06/03/2026 4.43 3133ERGC9 254900C5LP6DN9OP9V83 US3133ERGC98 4003205 KUB713000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-03 2026-06-03 2026-06-03 N N N 0.0439 38150781.19 38150781.19 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/28/2026 4.38 3133ETJD0 254900C5LP6DN9OP9V83 US3133ETJD01 4003205 LGC004000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-08-28 2026-08-28 N N N 0.0438 49999906.50 49999906.50 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/25/2025 313385JP2 2549001DPIFGXC1TOL40 US313385JP20 313385JP2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-25 2025-07-25 2025-07-25 N N N 0.0424 114250455.30 114250455.30 0.0005 N N Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+9 01/26/2026 4.42 3134HABP7 S6XOOCT0IEG5ABCC6L87 US3134HABP77 KMR503000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-26 2026-01-26 N N N 0.0434 1143021743.48 1143021743.48 0.0050 N N N N US Treasury Notes UST NOTES 5% 10/31/2025 5.00 91282CJE2 254900HROIFWPRGM1V77 US91282CJE21 KAK088000 U.S. Treasury Debt Y N/A N/A 2025-10-31 2025-10-31 2025-10-31 N N N 0.0441 21049546.77 21049546.77 0.0001 N Y Y N RBC Financial Group RBCNYGR *G RP 4.33% 6/30/25 4.33 N/A ES7IP3U3RHIGC71XBU11 LEL926000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Banks 2549001DPIFGXC1TOL40 LEL926000 2028-05-05 2037-03-13 4.100 - 4.875 N/A 3630000.00 3668413.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LEL926000 2029-07-01 2055-05-01 3.500 - 7.000 N/A 280749184.00 253638744.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LEL926000 2051-08-20 2055-03-20 2.250 - 5.528 N/A 84902112.00 71554626.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LEL926000 2033-03-01 2055-05-25 1.500 - 6.500 N/A 965015513.00 533571469.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LEL926000 2025-07-03 2053-11-15 0.000 - 4.750 N/A 193580900.00 186966273.09 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0425 1022000000.00 1022000000.00 0.0044 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 12/18/2026 4.52 3130B4AV3 2549001DPIFGXC1TOL40 US3130B4AV38 0001026214 KWH850000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-12-18 2026-12-18 N N N 0.0450 297029866.32 297029866.32 0.0013 N N N N RBC Dominion Securities RBCDOMGR *G RP 4.32% 6/20/25 4.32 N/A 549300QJJX6CVVUXLE15 LFG718000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LFG718000 2025-08-07 2054-11-15 0.000 - 6.375 N/A 550508300.00 542360604.02 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 530000000.00 530000000.00 0.0023 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 09/26/2025 4.32 3130B5R75 2549001DPIFGXC1TOL40 US3130B5R750 0001026214 LCY000000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-26 2025-09-26 N N N 0.0429 125998475.40 125998475.40 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.33% 04/14/2026 4.33 3130B5LB2 2549001DPIFGXC1TOL40 US3130B5LB20 0001026214 LBR804000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-04-14 2026-04-14 2026-04-14 N N N 0.0451 251597913.84 251597913.84 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 02/25/2026 4.43 3133EP6E0 254900C5LP6DN9OP9V83 US3133EP6E00 4003205 KKG138000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-25 2026-02-25 N N N 0.0441 124012936.92 124012936.92 0.0005 N N N N US Treasury Notes UST NOTES 0.375% 01/31/2026 0.38 91282CBH3 254900HROIFWPRGM1V77 US91282CBH34 HBA016000 U.S. Treasury Debt Y N/A N/A 2026-01-31 2026-01-31 2026-01-31 N N N 0.0425 170558349.50 170558349.50 0.0007 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/02/2025 313385HQ2 2549001DPIFGXC1TOL40 US313385HQ21 GAJ534000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0423 137469965.46 137469965.46 0.0006 N N Y N US Treasury Notes UST NOTES 0.25% 06/30/2025 0.25 912828ZW3 254900HROIFWPRGM1V77 US912828ZW33 GCC284000 U.S. Treasury Debt Y N/A N/A 2025-06-30 2025-06-30 2025-06-30 N N N 0.0403 953909684.31 953909684.31 0.0041 N Y Y N Citigroup Global Capital Markets Inc. FICASH MN 4.34% 06/02/25 4.34 N/A N/A LGN206000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN206000 2051-11-20 2055-05-20 2.000 - 7.000 N/A 84602062.21 73986152.75 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LGN206000 2025-11-30 2052-02-15 0.875 - 4.875 N/A 568572027.12 476858026.10 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 539051000.00 539051000.00 0.0023 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 08/05/2025 4.37 3130B2A39 2549001DPIFGXC1TOL40 US3130B2A399 0001026214 KNO813000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-05 2025-08-05 N N N 0.0423 255037615.05 255037615.05 0.0011 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/09/2025 313385HX7 2549001DPIFGXC1TOL40 US313385HX71 313385HX7 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-09 2025-07-09 2025-07-09 N N N 0.0423 268742998.80 268742998.80 0.0012 N N Y N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 7/16/25 4.41 N/A MBNUM2BPBDO7JBLYG310 0000315030 LFQ515000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LFQ515000 2026-11-15 2026-11-15 2.000 N/A 3480800.00 3384121.54 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFQ515000 2055-03-01 2055-03-01 5.000 - 7.000 N/A 97779542.00 96870750.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFQ515000 2055-03-01 2055-03-01 3.500 - 7.000 N/A 437377598.00 431304861.35 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-16 2025-07-16 2025-07-16 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0434 520000000.00 520000000.00 0.0023 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/04/2025 4.34 3130B4UT6 2549001DPIFGXC1TOL40 US3130B4UT61 0001026214 KYN598000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-04 2025-08-04 N N N 0.0428 244996846.85 244996846.85 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 08/28/2025 4.40 3133ERRN3 254900C5LP6DN9OP9V83 US3133ERRN35 4003205 KPD642000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-28 2025-08-28 N N N 0.0428 46007278.58 46007278.58 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.21% 01/02/2026 4.21 3130B6GE0 2549001DPIFGXC1TOL40 US3130B6GE07 0001026214 LFQ786000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-01-02 2026-01-02 2026-01-02 N N N 0.0428 259886109.60 259886109.60 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/04/2025 4.34 3130B4H79 2549001DPIFGXC1TOL40 US3130B4H796 0001026214 KXD297000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-04 2025-08-04 N N N 0.0429 241997984.14 241997984.14 0.0010 N N N N US Treasury Bill UST BILLS 0% 06/05/2025 912797NP8 254900HROIFWPRGM1V77 US912797NP82 KTW829000 U.S. Treasury Debt Y N/A N/A 2025-06-05 2025-06-05 2025-06-05 N N N 0.0215 1530487632.62 1530487632.62 0.0066 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/29/2025 313385LA2 2549001DPIFGXC1TOL40 US313385LA23 313385LA2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-29 2025-08-29 2025-08-29 N N N 0.0432 302728095.00 302728095.00 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+0.5 12/03/2025 3133ETKA4 254900C5LP6DN9OP9V83 US3133ETKA43 4003205 LGL710000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-03 2025-12-03 2025-12-03 N N N 0.0000 40000000.00 40000000.00 0.0002 N N N N Societe Generale SOCGENFR G RP 4.35% 6/4/25 4.35 N/A O2RNE8IBXP4R0TD8PU41 LGK238000 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 LGK238000 2050-09-01 2050-11-01 2.000 - 2.500 N/A 579922278.00 301081793.84 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-04 2025-06-04 2025-06-04 N N N 0.0426 295000000.00 295000000.00 0.0013 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 07/08/2025 4.49 3130AWTE0 2549001DPIFGXC1TOL40 US3130AWTE00 0001026214 JYP827000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-08 2025-07-08 N N N 0.0431 102010846.68 102010846.68 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/26/2026 4.46 3130B1T31 2549001DPIFGXC1TOL40 US3130B1T318 0001026214 KLG651000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-06-26 2026-06-26 N N N 0.0446 248996409.42 248996409.42 0.0011 N N N N Barclays Bank PLC BPLCGR *G RP 4.33% 6/27/25 4.33 N/A G5GSEF7VJP5I7OUK5573 LGJ188000 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 LGJ188000 2026-04-20 2065-01-15 2.000 - 6.500 N/A 261832759.00 162484684.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGJ188000 2028-04-15 2054-10-01 2.000 - 5.500 N/A 54243577.00 39018493.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGJ188000 2025-09-01 2055-05-01 3.000 - 6.000 N/A 142363825.00 99938207.65 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-06 2025-06-06 2025-06-27 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 295000000.00 295000000.00 0.0013 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 06/06/2025 313385GN0 2549001DPIFGXC1TOL40 US313385GN09 313385GN0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-06 2025-06-06 2025-06-06 N N N 0.0426 115905153.76 115905153.76 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/03/2025 4.34 3130B4VJ7 2549001DPIFGXC1TOL40 US3130B4VJ70 0001026214 KYP985000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-03 2025-09-03 2025-09-03 N N N 0.0429 257001063.98 257001063.98 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/26/2026 4.43 3130B1T80 2549001DPIFGXC1TOL40 US3130B1T805 0001026214 KLG735000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-06-26 2026-06-26 N N N 0.0444 124979303.75 124979303.75 0.0005 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/16/2026 4.47 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 KRL422000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-10-16 2026-10-16 N N N 0.0443 615318895.95 615318895.95 0.0027 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/19/2025 4.43 3130B03E7 2549001DPIFGXC1TOL40 US3130B03E72 0001026214 KOC474000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-19 2025-09-19 N N N 0.0432 26005612.88 26005612.88 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/28/2025 4.34 3130B4S28 2549001DPIFGXC1TOL40 US3130B4S280 0001026214 KYG073000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-28 2025-07-28 N N N 0.0428 71999059.68 71999059.68 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 11/27/2026 4.41 3130B6HX7 2549001DPIFGXC1TOL40 US3130B6HX78 0001026214 LFX926000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-11-27 2026-11-27 N N N 0.0441 31999872.64 31999872.64 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/17/2025 313385LV6 2549001DPIFGXC1TOL40 US313385LV69 GEB186000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-17 2025-09-17 2025-09-17 N N N 0.0433 24680312.50 24680312.50 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 10/14/2025 4.34 3130B53A4 2549001DPIFGXC1TOL40 US3130B53A42 0001026214 LAF589000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-14 2025-10-14 N N N 0.0432 48999672.68 48999672.68 0.0002 N N N N US Treasury Bill UST BILLS 0% 06/03/2025 912797PL5 254900HROIFWPRGM1V77 US912797PL50 KYM635000 U.S. Treasury Debt Y N/A N/A 2025-06-03 2025-06-03 2025-06-03 N N N 0.0107 2499706450.00 2499706450.00 0.0108 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/21/2025 4.34 3130B4KJ9 2549001DPIFGXC1TOL40 US3130B4KJ99 0001026214 KXL839000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-21 2025-07-21 N N N 0.0428 121998063.86 121998063.86 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 01/27/2027 4.46 3133ERX48 254900C5LP6DN9OP9V83 US3133ERX488 4003205 LEJ326000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-01-27 2027-01-27 N N N 0.0444 95022057.10 95022057.10 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/21/2026 4.47 3130B2H32 2549001DPIFGXC1TOL40 US3130B2H329 0001026214 KOV356000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-08-21 2026-08-21 N N N 0.0447 268995626.06 268995626.06 0.0012 N N N N US Treasury Notes UST NOTES 2.625% 12/31/2025 2.63 9128285T3 254900HROIFWPRGM1V77 US9128285T35 DJG351000 U.S. Treasury Debt Y N/A N/A 2025-12-31 2025-12-31 2025-12-31 N N N 0.0425 102037392.90 102037392.90 0.0004 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/08/2025 4.32 3130B5S90 2549001DPIFGXC1TOL40 US3130B5S907 0001026214 LDG690000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-08 2025-10-08 N N N 0.0430 127997591.04 127997591.04 0.0006 N N N N SMBC Nikko Securities America, Inc. 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The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. 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8.000 N/A 639084573.00 528663771.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFE831000 2028-08-01 2055-05-01 1.731 - 7.500 N/A 844615508.00 411638784.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFE831000 2033-07-01 2055-05-01 2.000 - 7.308 N/A 447211453.00 408921789.66 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LFE831000 2025-08-15 2054-02-15 0.000 - 6.875 N/A 109386098.99 51993277.74 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 1369000000.00 1369000000.00 0.0059 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/18/2025 4.34 3130B3YY3 2549001DPIFGXC1TOL40 US3130B3YY38 0001026214 KUI690000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-18 2025-06-18 N N N 0.0428 59999377.80 59999377.80 0.0003 N N N N US Treasury Notes UST NOTES 2.25% 03/31/2026 2.25 9128286L9 254900HROIFWPRGM1V77 US9128286L99 EDC154000 U.S. Treasury Debt Y N/A N/A 2026-03-31 2026-03-31 2026-03-31 N N N 0.0418 55117562.64 55117562.64 0.0002 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/28/2025 313385PV2 2549001DPIFGXC1TOL40 US313385PV24 AJG680000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-11-28 2025-11-28 2025-11-28 N N N 0.0430 84208715.46 84208715.46 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 08/04/2025 4.48 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-04 2025-08-04 N N N 0.0433 62008978.22 62008978.22 0.0003 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11.5 04/02/2026 4.45 3134HAPV9 S6XOOCT0IEG5ABCC6L87 US3134HAPV99 KQR666000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-04-02 2026-04-02 N N N 0.0435 711512503.02 711512503.02 0.0031 N N N N HSBC Securities Inc. 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BCAP T RP 4.34% 6/2/25 4.34 N/A AC28XWWI3WIBK2824319 0000851376 LGM545000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGM545000 2028-08-31 2031-01-31 4.000 - 4.375 N/A 356289300.00 362230984.24 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 355000000.00 355000000.00 0.0015 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/29/2025 4.33 3130B5DQ8 2549001DPIFGXC1TOL40 US3130B5DQ80 0001026214 LAV898000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-29 2025-08-29 N N N 0.0428 123999871.04 123999871.04 0.0005 N N N N Royal Bank of Canada RBC (GR) G RP 4.33% 6/3/25 4.33 N/A ES7IP3U3RHIGC71XBU11 LGJ091000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGJ091000 2026-08-31 2051-08-15 1.625 - 3.750 N/A 721998900.00 484253742.25 U.S. Treasuries (including strips) Y N/A N/A 2025-06-03 2025-06-03 2025-06-03 N N N 0.0424 472000000.00 472000000.00 0.0020 N N Y N BNP Paribas, SA BNP (GR) *G RP 4.32% 6/10/25 4.32 N/A R0MUWSFPU8MPRO8K5P83 LFE827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LFE827000 2026-10-31 2053-05-15 1.250 - 4.625 N/A 545489700.00 546379492.50 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 534000000.00 534000000.00 0.0023 N N Y N MUFG Securities EMEA PLC MUFSECGR T RP 4.35% 6/2/25 4.35 N/A U7M81AY481YLIOR75625 LGM549000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LGM549000 2025-06-17 2029-11-30 0.000 - 4.125 N/A 275078300.00 275321252.39 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 270000000.00 270000000.00 0.0012 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/07/2025 4.32 3130B5S66 2549001DPIFGXC1TOL40 US3130B5S667 0001026214 LDG689000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-07 2025-10-07 N N N 0.0430 511991127.04 511991127.04 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/05/2027 4.46 3130B4SP7 2549001DPIFGXC1TOL40 US3130B4SP77 0001026214 KYH019000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-02-05 2027-02-05 N N N 0.0446 69498851.86 69498851.86 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/21/2025 4.46 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 4003205 KDJ233000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-21 2025-10-21 N N N 0.0435 24008114.40 24008114.40 0.0001 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 4.35% 6/2/25 4.35 N/A N/A LGL856000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 LGL856000 2028-12-31 2051-05-15 2.375 - 4.375 N/A 4616535000.00 4283942257.69 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 4168000000.00 4168000000.00 0.0181 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 02/25/2027 4.43 3133ER5A5 254900C5LP6DN9OP9V83 US3133ER5A50 4003205 LAP530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-02-25 2027-02-25 N N N 0.0442 26999862.03 26999862.03 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/08/2025 313385KD7 2549001DPIFGXC1TOL40 US313385KD70 313385KD7 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-08 2025-08-08 2025-08-08 N N N 0.0429 46613425.00 46613425.00 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/15/2025 4.34 3130B4JV4 2549001DPIFGXC1TOL40 US3130B4JV47 0001026214 KXK794000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-15 2025-07-15 N N N 0.0428 85998826.10 85998826.10 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 12/18/2026 4.47 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 4003205 LEJ325000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-12-18 2026-12-18 N N N 0.0444 62017534.22 62017534.22 0.0003 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID T RP 4.35% 6/2/25 4.35 N/A N/A LGM528000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 LGM528000 2026-04-30 2033-11-15 0.625 - 4.875 N/A 1133188700.00 1122440743.06 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 1101000000.00 1101000000.00 0.0048 N Y Y N Wells Fargo Securities, LLC WELLSFAR G RP 4.37% 6/5/25 4.37 N/A VYVVCKR63DVZZN70PB21 0000276523 LBG930000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LBG930000 2033-09-01 2055-06-01 1.500 - 6.500 N/A 429208134.00 344360574.28 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-05 2025-06-05 2025-06-05 N N N 0.0428 334000000.00 334000000.00 0.0014 N N Y N Fixed Income Clearing Corp - BNYM BNY FIT T RP 4.34% 6/2/25 4.34 N/A 549300H47WTHXPU08X20 LGM567000 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 LGM567000 2027-11-15 2029-10-31 0.875 - 4.375 N/A 6050819900.00 6441300048.68 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 6315000000.00 6315000000.00 0.0274 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11 03/05/2026 4.44 3134HAJM6 S6XOOCT0IEG5ABCC6L87 US3134HAJM64 KPM085000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-03-05 2026-03-05 N N N 0.0433 431323900.81 431323900.81 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 08/06/2025 4.37 3130B2AF2 2549001DPIFGXC1TOL40 US3130B2AF22 0001026214 KNR846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-06 2025-08-06 N N N 0.0423 219032341.92 219032341.92 0.0009 N N N N BNP Paribas, SA BNP (GR) *G RP 4.32% 6/20/25 4.32 N/A R0MUWSFPU8MPRO8K5P83 LFQ825000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LFQ825000 2025-08-31 2054-11-15 0.000 - 5.500 N/A 1253953000.00 1176665571.16 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 1151000000.00 1151000000.00 0.0050 N N Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11 05/07/2026 4.44 3134HAVY6 S6XOOCT0IEG5ABCC6L87 US3134HAVY64 KRY196000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-05-07 2026-05-07 N N N 0.0436 232156379.60 232156379.60 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 04/02/2027 4.41 3133ETBZ9 254900C5LP6DN9OP9V83 US3133ETBZ94 4003205 LDJ537000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-04-02 2027-04-02 N N N 0.0440 41998904.64 41998904.64 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/24/2026 4.46 3130B1T56 2549001DPIFGXC1TOL40 US3130B1T565 0001026214 KLG653000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-06-24 2026-06-24 N N N 0.0446 187996950.64 187996950.64 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 4.49 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-22 2025-08-22 N N N 0.0437 246036462.12 246036462.12 0.0011 N N N N Lloyds Bank PLC LLOYDGR G RP 4.4% 8/28/25 4.40 N/A H7FNTJ4851HG0EXQ1Z70 LGK228000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGK228000 2026-11-15 2033-05-15 0.500 - 4.625 N/A 116837200.00 117371730.12 U.S. Treasuries (including strips) Y N/A N/A 2025-08-28 2025-08-28 2025-08-28 N N N 0.0435 115000000.00 115000000.00 0.0005 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/15/2025 4.35 3130B4L58 2549001DPIFGXC1TOL40 US3130B4L582 0001026214 KXN097000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-15 2025-09-15 N N N 0.0431 243999917.04 243999917.04 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 07/10/2025 4.33 3130B4VB4 2549001DPIFGXC1TOL40 US3130B4VB45 0001026214 KYO698000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-10 2025-07-10 N N N 0.0427 126998429.01 126998429.01 0.0006 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.33% 6/12/25 4.33 N/A 2IGI19DL77OX0HC3ZE78 LFP159000 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 LFP159000 2050-12-20 2055-01-20 3.000 - 8.000 N/A 3434714.00 3453661.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFP159000 2028-08-01 2054-11-01 1.340 - 6.939 N/A 467560591.00 216790425.88 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LFP159000 2026-11-15 2047-02-15 0.000 - 3.875 N/A 20227100.00 18570460.78 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFP159000 2043-02-01 2055-05-01 1.500 - 7.000 N/A 359826346.00 159958673.46 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-06 2025-06-06 2025-06-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 390000000.00 390000000.00 0.0017 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/10/2025 4.34 3130B4GW5 2549001DPIFGXC1TOL40 US3130B4GW56 0001026214 KXD188000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-10 2025-07-10 N N N 0.0428 28999582.98 28999582.98 0.0001 N N N N Ficc Natwest Gc Repo (Gov) NTW FIG T RP 4.35% 6/2/25 4.35 N/A N/A LGM568000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGM568000 2026-06-30 2026-06-30 0.875 N/A 18949300.00 18366660.02 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 18000000.00 18000000.00 0.0001 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 07/07/2025 4.49 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 4003205 JVW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-07 2025-07-07 N N N 0.0431 26002770.04 26002770.04 0.0001 N N N N TD Securities (U.S.A.) 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14003593.24 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 11/04/2026 4.47 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 4003205 KRY786000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-11-04 2026-11-04 N N N 0.0447 44000124.52 44000124.52 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/21/2027 4.48 3133ERV99 254900C5LP6DN9OP9V83 US3133ERV995 4003205 KXW034000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-01-21 2027-01-21 N N N 0.0447 70999267.99 70999267.99 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/20/2026 4.43 3133EREY3 254900C5LP6DN9OP9V83 US3133EREY37 4003205 KJO863000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-05-20 2026-05-20 N N N 0.0444 25997516.22 25997516.22 0.0001 N N N N Federal Home 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246996653.15 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/23/2026 4.48 3133ERN56 254900C5LP6DN9OP9V83 US3133ERN562 4003205 KWK406000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-12-23 2026-12-23 N N N 0.0448 72997044.96 72997044.96 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 05/27/2027 4.45 3133ETJA6 254900C5LP6DN9OP9V83 US3133ETJA61 4003205 LGA851000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-05-27 2027-05-27 N N N 0.0444 50999903.61 50999903.61 0.0002 N N N N US Treasury Notes UST NOTES 4.125% 06/15/2026 4.13 91282CHH7 254900HROIFWPRGM1V77 US91282CHH79 JUO628000 U.S. Treasury Debt Y N/A N/A 2026-06-15 2026-06-15 2026-06-15 N N N 0.0414 532895899.77 532895899.77 0.0023 N Y Y N US Treasury Bill UST BILLS 0% 07/24/2025 912797PF8 254900HROIFWPRGM1V77 US912797PF82 KXW098000 U.S. Treasury Debt Y N/A N/A 2025-07-24 2025-07-24 2025-07-24 N N N 0.0404 2152675729.35 2152675729.35 0.0093 N Y Y N Sumitomo Mitsui Banking Corp SUMITRGT *G RP 4.36% 6/11/25 4.36 N/A 5493006GGLR4BTEL8O61 LGD559000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGD559000 2029-08-15 2029-08-15 1.625 N/A 46299000.00 42463892.15 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-11 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0427 41500000.00 41500000.00 0.0002 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/15/2025 4.49 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 4003205 JYB484000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-15 2025-09-15 N N N 0.0437 113023918.71 113023918.71 0.0005 N N N N Barclays Bank PLC BPLCGR T RP 4.34% 6/2/25 4.34 N/A 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0.0431 116011664.96 116011664.96 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/06/2025 4.38 3133ERGJ4 254900C5LP6DN9OP9V83 US3133ERGJ42 4003205 KKN689000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-06 2025-08-06 N N N 0.0424 141021003.36 141021003.36 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 07/03/2025 4.35 3130B3WN9 2549001DPIFGXC1TOL40 US3130B3WN90 0001026214 KTT265000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-03 2025-07-03 N N N 0.0429 239994350.40 239994350.40 0.0010 N N N N Ficc ING Fin Mkts Gc (Gov) ING FIG T RP 4.35% 6/2/25 4.35 N/A N/A LGM562000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 LGM562000 2027-06-30 2033-11-15 0.500 - 4.500 N/A 1745855000.00 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Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/03/2025 4.33 3130B5RZ3 2549001DPIFGXC1TOL40 US3130B5RZ34 0001026214 LDB983000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-03 2025-11-03 N N N 0.0431 126999394.21 126999394.21 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 06/20/2025 4.45 3133EPQ40 254900C5LP6DN9OP9V83 US3133EPQ403 4003205 KCP970000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-20 2025-06-20 N N N 0.0430 31001162.81 31001162.81 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 11/18/2025 4.39 3133ERB42 254900C5LP6DN9OP9V83 US3133ERB427 4003205 KSN165000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-18 2025-11-18 N N N 0.0434 80014616.00 80014616.00 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 06/18/2025 313385HA7 2549001DPIFGXC1TOL40 US313385HA78 GAB534000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-06-18 2025-06-18 2025-06-18 N N N 0.0426 19955613.80 19955613.80 0.0001 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/15/2025 4.34 3130B4KS9 2549001DPIFGXC1TOL40 US3130B4KS98 0001026214 KXL840000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-15 2025-08-15 N N N 0.0429 60999741.97 60999741.97 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 06/05/2025 4.34 3130B3WU3 2549001DPIFGXC1TOL40 US3130B3WU34 0001026214 KTV995000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-05 2025-06-05 N N N 0.0428 180999183.69 180999183.69 0.0008 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/15/2025 4.34 3130B4LC3 2549001DPIFGXC1TOL40 US3130B4LC38 0001026214 KXN102000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-15 2025-08-15 N N N 0.0429 32999855.46 32999855.46 0.0001 N N N N Barclays Bank PLC BPLCGR *G RP 4.33% 6/17/25 4.33 N/A G5GSEF7VJP5I7OUK5573 LFQ658000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 LFQ658000 2034-07-20 2059-11-15 2.000 - 6.000 N/A 124359271.00 60411554.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFQ658000 2030-09-25 2055-05-01 2.000 - 6.000 N/A 146293594.00 81263436.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFQ658000 2037-09-01 2055-01-01 2.500 - 6.000 N/A 70971551.00 59720845.87 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-06 2025-06-06 2025-06-17 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 197000000.00 197000000.00 0.0009 N N Y N Ficc ING Fin Mkts Gc (Gov) ING FIG M RP 4.35% 6/2/25 4.35 N/A N/A LGM561000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGM561000 2054-01-01 2054-01-01 6.500 N/A 112635987.00 102769353.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGM561000 2054-11-01 2054-11-01 5.000 N/A 150000000.00 140078647.85 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 238000000.00 238000000.00 0.0010 N Y Y N US Treasury Bill UST BILLS 0% 09/18/2025 912797PX9 254900HROIFWPRGM1V77 US912797PX98 LBR658000 U.S. Treasury Debt Y N/A N/A 2025-09-18 2025-09-18 2025-09-18 N N N 0.0424 218206781.00 218206781.00 0.0009 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/28/2025 4.35 3130B5XK9 2549001DPIFGXC1TOL40 US3130B5XK90 0001026214 LEA538000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-28 2025-10-28 N N N 0.0434 125998254.90 125998254.90 0.0005 N N N N Sumitomo Mitsui Banking Corp/New York FICASH M2 4.346% 06/02/25 4.35 N/A N/A LGN044000_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 LGN044000 2025-06-30 2045-08-15 0.250 - 4.875 N/A 1233695573.40 1186294886.95 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 1162613000.00 1162613000.00 0.0050 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/10/2025 4.37 3133ERGQ8 254900C5LP6DN9OP9V83 US3133ERGQ84 4003205 KKP619000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-10 2025-06-10 N N N 0.0430 41999774.88 41999774.88 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 03/11/2026 4.44 3133ERSF9 254900C5LP6DN9OP9V83 US3133ERSF91 4003205 KPM114000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-03-11 2026-03-11 N N N 0.0434 80054736.80 80054736.80 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 02/13/2026 4.39 3133ERS85 254900C5LP6DN9OP9V83 US3133ERS850 4003205 KXK640000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-13 2026-02-13 N N N 0.0438 47000075.67 47000075.67 0.0002 N N N N NatWest Market Securities Inc NATSECGR T RP 4.34% 6/2/25 4.34 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 LGM527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGM527000 2029-04-30 2030-05-31 3.750 - 4.625 N/A 88352100.00 90812901.79 U.S. Treasuries 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06/16/2025 4.34 3130B47D7 2549001DPIFGXC1TOL40 US3130B47D71 0001026214 KWD039000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-16 2025-06-16 N N N 0.0429 304994647.25 304994647.25 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/11/2025 4.33 3130B5VL9 2549001DPIFGXC1TOL40 US3130B5VL91 0001026214 LFO052000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-11 2025-08-11 N N N 0.0433 99988006.00 99988006.00 0.0004 N N N N Fannie Mae FANNIE MAE VFAC SOFR+14 09/11/2026 4.47 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 0000310522 KPT617000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-09-11 2026-09-11 N N N 0.0438 611647067.33 611647067.33 0.0027 N N N N Mitsubishi UFJ Securities (U.S.A.), Inc. 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MFGCAGR G RP 4.37% 7/25/25 4.37 N/A 549300Y1PMK3RWXMWR72 LFF344000 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 LFF344000 2044-04-20 2054-07-20 2.000 - 5.500 N/A 139862103.00 73727908.21 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LFF344000 2025-07-15 2054-11-15 0.000 - 4.875 N/A 2652090.00 2618482.50 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFF344000 2027-12-01 2056-06-01 1.500 - 6.500 N/A 56573512.00 28377837.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFF344000 2037-12-01 2054-09-01 1.899 - 7.121 N/A 167022971.00 80456178.72 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-25 2025-07-25 2025-07-25 N N N 0.0431 181000000.00 181000000.00 0.0008 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/22/2025 4.42 3133EP3G8 254900C5LP6DN9OP9V83 US3133EP3G84 4003205 KJP831000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-22 2025-09-22 N N N 0.0431 88519400.97 88519400.97 0.0004 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 8/1/25 4.39 N/A 549300HN4UKV1E2R3U73 LDH446000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LDH446000 2026-07-01 2055-05-01 2.000 - 6.500 N/A 309589742.00 167149981.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LDH446000 2026-01-01 2055-06-01 1.500 - 7.000 N/A 1403947925.00 942771994.59 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0433 1080000000.00 1080000000.00 0.0047 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/12/2025 4.34 3130B4Z95 2549001DPIFGXC1TOL40 US3130B4Z954 0001026214 LAE629000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-12 2025-08-12 N N N 0.0429 73999251.12 73999251.12 0.0003 N N N N BMO Chicago Branch BMOCHIGR *G RP 4.33% 6/2/25 4.33 N/A 3Y4U8VZURTYWI1W2K376 LFN692000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 LFN692000 2053-11-20 2054-11-20 5.428 - 5.978 N/A 589401418.00 453312106.34 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0433 439000000.00 439000000.00 0.0019 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.33% 04/14/2026 4.33 3130B5LD8 2549001DPIFGXC1TOL40 US3130B5LD85 0001026214 LBR790000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-04-14 2026-04-14 2026-04-14 N N N 0.0451 251597913.84 251597913.84 0.0011 N N N N BofA Securities Inc FICASH M2 4.346% 06/02/25 4.35 N/A N/A LGN044000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN044000 2029-02-01 2055-05-01 2.000 - 7.000 N/A 114561259.08 72615142.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN044000 2026-01-01 2055-05-01 1.500 - 7.044 N/A 1025907406.08 343916115.65 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 408216000.00 408216000.00 0.0018 N Y Y N US Treasury Notes UST NOTES 1.625% 05/15/2026 1.63 912828R36 254900HROIFWPRGM1V77 US912828R366 AEJ953000 U.S. Treasury Debt Y N/A N/A 2026-05-15 2026-05-15 2026-05-15 N N N 0.0415 555628500.00 555628500.00 0.0024 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 06/09/2025 4.35 3130B3LZ4 2549001DPIFGXC1TOL40 US3130B3LZ40 0001026214 KSH111000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-06-09 2025-06-09 N N N 0.0428 445997600.52 445997600.52 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 12/22/2026 4.52 3130B4BB6 2549001DPIFGXC1TOL40 US3130B4BB64 0001026214 KWH851000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-12-22 2026-12-22 N N N 0.0452 342995626.75 342995626.75 0.0015 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 05/05/2026 4.43 3133ERKD2 254900C5LP6DN9OP9V83 US3133ERKD26 4003205 KLP328000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-05-05 2026-05-05 N N N 0.0443 72993509.57 72993509.57 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/22/2025 4.34 3130B5CF3 2549001DPIFGXC1TOL40 US3130B5CF35 0001026214 LAT972000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-22 2025-09-22 N N N 0.0430 122999367.78 122999367.78 0.0005 N N N N US Treasury Notes UST NOTES 4.25% 12/31/2025 4.25 91282CJS1 254900HROIFWPRGM1V77 US91282CJS17 KCS513000 U.S. Treasury Debt Y N/A N/A 2025-12-31 2025-12-31 2025-12-31 N N N 0.0428 902797177.17 902797177.17 0.0039 N Y Y N BNP Paribas, SA BNP (GR) *G RP 4.32% 6/27/25 4.32 N/A R0MUWSFPU8MPRO8K5P83 LGJ128000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGJ128000 2025-06-26 2054-11-15 0.000 - 4.875 N/A 567913600.00 545367714.08 U.S. Treasuries (including strips) Y N/A N/A 2025-06-06 2025-06-06 2025-06-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 534000000.00 534000000.00 0.0023 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 12/30/2025 4.39 3133ERQ87 254900C5LP6DN9OP9V83 US3133ERQ870 4003205 KWS708000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-30 2025-12-30 N N N 0.0435 53007635.18 53007635.18 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 08/08/2025 4.38 3130B2BK0 2549001DPIFGXC1TOL40 US3130B2BK08 0001026214 KNY760000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-08 2025-08-08 N N N 0.0424 308547438.05 308547438.05 0.0013 N N N N Prudential Insurance Co. of America PRUINSGR T RP 4.36% 6/2/25 4.36 N/A X574KRZ6V5A7UBU45C31 LGM540000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LGM540000 2025-08-07 2045-02-15 0.000 - 5.500 N/A 843800000.00 800440861.97 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0436 784500850.00 784500850.00 0.0034 N Y Y N US Treasury Notes UST NOTES 4% 02/15/2026 4.00 91282CGL9 254900HROIFWPRGM1V77 US91282CGL90 JQD881000 U.S. Treasury Debt Y N/A N/A 2026-02-15 2026-02-15 2026-02-15 N N N 0.0426 32938640.46 32938640.46 0.0001 N Y Y N Citigroup Global Capital Markets Inc. FICASH M2 4.346% 06/02/25 4.35 N/A N/A LGN044000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN044000 2051-11-20 2055-05-20 2.000 - 7.000 N/A 379168616.57 331590347.21 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LGN044000 2025-11-30 2052-02-15 0.875 - 4.875 N/A 2548220023.25 2137177195.52 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 2415913000.00 2415913000.00 0.0105 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 07/03/2025 4.33 3130B4QJ3 2549001DPIFGXC1TOL40 US3130B4QJ36 0001026214 KYO700000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-03 2025-07-03 N N N 0.0427 50999453.79 50999453.79 0.0002 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.35% 6/2/25 4.35 N/A 549300H47WTHXPU08X20 LGM500000 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 LGM500000 2025-06-25 2055-05-01 1.500 - 8.000 N/A 2799991905.00 2003942848.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGM500000 2027-09-01 2055-05-01 1.500 - 8.500 N/A 2203439045.00 1942847345.14 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 3868000000.00 3868000000.00 0.0168 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 08/04/2025 4.49 3133EPRW7 254900C5LP6DN9OP9V83 US3133EPRW77 4003205 KSG274000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-04 2025-08-04 N N N 0.0435 12001733.16 12001733.16 0.0001 N N N N US Treasury Notes UST NOTES 4.25% 01/31/2026 4.25 91282CJV4 254900HROIFWPRGM1V77 US91282CJV46 KDP083000 U.S. Treasury Debt Y N/A N/A 2026-01-31 2026-01-31 2026-01-31 N N N 0.0430 332866670.13 332866670.13 0.0014 N Y Y N US Treasury Notes UST NOTES 4.875% 05/31/2026 4.88 91282CKS9 254900HROIFWPRGM1V77 US91282CKS97 KJY072000 U.S. Treasury Debt Y N/A N/A 2026-05-31 2026-05-31 2026-05-31 N N N 0.0417 191300312.50 191300312.50 0.0008 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/09/2025 4.40 3133ERJ36 254900C5LP6DN9OP9V83 US3133ERJ362 4003205 KUI523000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-09 2025-12-09 N N N 0.0440 38999225.07 38999225.07 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/27/2025 4.35 3130B4DS7 2549001DPIFGXC1TOL40 US3130B4DS71 0001026214 KWN034000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-27 2025-08-27 N N N 0.0430 36999926.74 36999926.74 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 01/02/2026 4.42 3130B26N0 2549001DPIFGXC1TOL40 US3130B26N09 0001026214 KQJ964000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-02 2026-01-02 N N N 0.0434 128023151.06 128023151.06 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 01/15/2026 4.38 3133ETDP9 254900C5LP6DN9OP9V83 US3133ETDP94 4003205 LDT656000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-01-15 2026-01-15 N N N 0.0438 25999606.88 25999606.88 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/15/2025 4.48 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 4003205 KCE402000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-15 2025-12-15 N N N 0.0440 103041838.60 103041838.60 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 02/10/2027 4.47 3133ER3D1 254900C5LP6DN9OP9V83 US3133ER3D18 4003205 KYU592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-02-10 2027-02-10 N N N 0.0446 214996729.85 214996729.85 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/23/2025 4.40 3133ERM81 254900C5LP6DN9OP9V83 US3133ERM812 4003205 KWH743000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-23 2025-12-23 N N N 0.0440 21999330.32 21999330.32 0.0001 N N N N US Treasury Bill UST BILLS 0% 03/19/2026 912797PV3 254900HROIFWPRGM1V77 US912797PV33 LBR651000 U.S. Treasury Debt Y N/A N/A 2026-03-19 2026-03-19 2026-03-19 N N N 0.0415 160628410.98 160628410.98 0.0007 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/17/2025 4.44 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-17 2025-07-17 N N N 0.0432 60404046.80 60404046.80 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/24/2025 4.49 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-24 2025-07-24 N N N 0.0437 217016283.68 217016283.68 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/10/2025 4.33 3130B5TK4 2549001DPIFGXC1TOL40 US3130B5TK47 0001026214 LDK725000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-10 2025-11-10 N N N 0.0432 499998225.00 499998225.00 0.0022 N N N N RBC Financial Group RBCNYGR *G RP 4.32% 7/8/25 4.32 N/A ES7IP3U3RHIGC71XBU11 LES927000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LES927000 2025-06-05 2055-02-15 0.000 - 4.875 N/A 778596600.00 786149255.71 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LES927000 2047-02-01 2055-03-25 3.500 - 5.672 N/A 3767361.00 1807459.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LES927000 2051-04-01 2055-05-25 2.000 - 5.622 N/A 273321432.00 211185649.06 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-06 2025-06-06 2025-07-08 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0425 974000000.00 974000000.00 0.0042 N N Y N Canadian Imperial Bank of Commerce CIBCGR G RP 4.37% 6/20/25 4.37 N/A 2IGI19DL77OX0HC3ZE78 LFF341000 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 LFF341000 2050-10-20 2075-04-20 0.000 - 5.844 N/A 29038815.00 3685137.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFF341000 2051-02-25 2052-10-01 2.000 - 5.000 N/A 788611.00 81795.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFF341000 2054-09-25 2055-01-25 5.372 - 5.622 N/A 10402240.00 9913890.46 Agency Debentures and Agency Strips Y N/A N/A 2025-06-20 2025-06-20 2025-06-20 N N N 0.0429 13000000.00 13000000.00 0.0001 N N N Y US Treasury Notes UST NOTES 0.75% 04/30/2026 0.75 91282CBW0 254900HROIFWPRGM1V77 US91282CBW01 HEI686000 U.S. Treasury Debt Y N/A N/A 2026-04-30 2026-04-30 2026-04-30 N N N 0.0416 50417250.00 50417250.00 0.0002 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 04/08/2027 4.42 3133ETBW6 254900C5LP6DN9OP9V83 US3133ETBW63 4003205 LDH505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2027-04-08 2027-04-08 N N N 0.0441 211993495.84 211993495.84 0.0009 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIG M RP 4.35% 6/2/25 4.35 N/A N/A LGM635000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGM635000 2035-06-01 2055-04-01 2.000 - 7.500 N/A 1511895976.00 830454203.48 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LGM635000 2026-07-31 2033-08-15 3.750 - 4.500 N/A 2600.00 2577.20 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGM635000 2049-03-01 2055-05-01 2.500 - 6.500 N/A 355036154.00 288481778.72 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 1091000000.00 1091000000.00 0.0047 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/25/2025 4.34 3130B5DD7 2549001DPIFGXC1TOL40 US3130B5DD77 0001026214 LAV109000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-09-25 2025-09-25 N N N 0.0430 122999512.92 122999512.92 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/25/2026 4.48 3130B2UL7 2549001DPIFGXC1TOL40 US3130B2UL79 0001026214 KQF147000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-09-25 2026-09-25 N N N 0.0442 557351823.48 557351823.48 0.0024 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/28/2025 4.34 3130B4R60 2549001DPIFGXC1TOL40 US3130B4R605 0001026214 KYE430000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-28 2025-08-28 N N N 0.0431 361982417.66 361982417.66 0.0016 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2025 4.34 3130B4LL3 2549001DPIFGXC1TOL40 US3130B4LL37 0001026214 KXO004000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-18 2025-08-18 N N N 0.0429 182999665.11 182999665.11 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/30/2025 4.34 3130B6M45 2549001DPIFGXC1TOL40 US3130B6M452 0001026214 LGL760000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-30 2025-12-30 N N N 0.0437 254949000.00 254949000.00 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/29/2025 4.34 3130B4T76 2549001DPIFGXC1TOL40 US3130B4T767 0001026214 KYL654000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-29 2025-07-29 N N N 0.0428 119998461.60 119998461.60 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 10/23/2026 4.47 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 4003205 KRM359000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-10-23 2026-10-23 N N N 0.0443 130561196.67 130561196.67 0.0006 N N N N US Treasury Bill UST BILLS 0% 06/26/2025 912797NW3 254900HROIFWPRGM1V77 US912797NW34 KWL690000 U.S. Treasury Debt Y N/A N/A 2025-06-26 2025-06-26 2025-06-26 N N N 0.0381 1640362465.35 1640362465.35 0.0071 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 11/27/2026 4.48 3133ERD73 254900C5LP6DN9OP9V83 US3133ERD738 4003205 KTN607000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-11-27 2026-11-27 N N N 0.0448 119995590.00 119995590.00 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/25/2025 4.48 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-07-25 2025-07-25 N N N 0.0434 65006494.80 65006494.80 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 02/23/2026 4.35 3130B6K39 2549001DPIFGXC1TOL40 US3130B6K399 0001026214 LGC119000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-23 2026-02-23 N N N 0.0434 251999564.04 251999564.04 0.0011 N N N N JPMorgan Securities LLC FICASH MN 4.34% 06/02/25 4.34 N/A N/A LGN206000_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 LGN206000 2026-08-31 2042-11-15 0.750 - 4.875 N/A 2060575.69 2055022.97 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 2014000.00 2014000.00 0.0000 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/24/2025 4.35 3130B4QF1 2549001DPIFGXC1TOL40 US3130B4QF14 0001026214 KXX278000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-10-24 2025-10-24 N N N 0.0433 240996683.84 240996683.84 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 06/09/2026 4.37 3133ETCG0 254900C5LP6DN9OP9V83 US3133ETCG05 4003205 LDK700000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-06-09 2026-06-09 N N N 0.0436 49999925.00 49999925.00 0.0002 N N N N Rbc Dominion Securities Inc FICASH M2 4.346% 06/02/25 4.35 N/A N/A LGN044000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGN044000 2030-01-01 2055-06-01 1.500 - 7.500 N/A 455020332.79 205179380.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGN044000 2032-02-15 2066-03-15 2.000 - 7.500 N/A 651057403.55 312627602.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGN044000 2027-08-01 2055-05-01 1.500 - 7.500 N/A 625967751.88 190383044.39 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LGN044000 2025-06-03 2055-02-15 0.000 - 6.625 N/A 1303588894.60 1223182925.11 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 1891989000.00 1891989000.00 0.0082 N Y Y N TD Securities (U.S.A.) TDGR M RP 4.36% 6/2/25 4.36 N/A SUVUFHICNZMP2WKHG940 LGM518000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGM518000 2042-08-01 2055-05-01 2.000 - 6.500 N/A 507005325.00 247049406.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGM518000 2036-04-01 2055-01-01 2.000 - 6.500 N/A 366348563.00 205995140.05 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0436 444000000.00 444000000.00 0.0019 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/28/2025 4.40 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-28 2025-11-28 N N N 0.0432 129550719.97 129550719.97 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 02/20/2026 4.44 3130B2FF7 2549001DPIFGXC1TOL40 US3130B2FF76 0001026214 KOT957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-20 2026-02-20 N N N 0.0441 1000103.91 1000103.91 0.0000 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/20/2026 4.46 3133EP3F0 254900C5LP6DN9OP9V83 US3133EP3F02 4003205 KEQ873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-02-20 2026-02-20 N N N 0.0444 64006573.44 64006573.44 0.0003 N N N N Fixed Income Clearing Corp - ING ING FID T RP 4.35% 6/2/25 4.35 N/A N/A LGM560000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LGM560000 2031-07-31 2031-07-31 4.125 N/A 271774000.00 275183256.12 U.S. Treasuries (including strips) Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 270000000.00 270000000.00 0.0012 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/07/2025 4.33 3130B5T73 2549001DPIFGXC1TOL40 US3130B5T731 0001026214 LDJ625000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-07 2025-11-07 N N N 0.0431 48999773.13 48999773.13 0.0002 N N N N PNC Bank NA PNC GR M RP 4.35% 6/2/25 4.35 N/A AD6GFRVSDT01YPT1CS68 LGM563000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGM563000 2036-03-01 2036-03-01 2.000 N/A 198127864.00 101016605.65 Agency Mortgage-Backed Securities Y N/A N/A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 99000000.00 99000000.00 0.0004 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/08/2025 313385HW9 2549001DPIFGXC1TOL40 US313385HW98 GAJ539000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-08 2025-07-08 2025-07-08 N N N 0.0423 206060391.81 206060391.81 0.0009 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/18/2026 4.43 3133ERHP9 254900C5LP6DN9OP9V83 US3133ERHP92 4003205 KKY986000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-06-18 2026-06-18 N N N 0.0437 124067878.84 124067878.84 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/28/2025 4.49 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 4003205 KBP973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-28 2025-11-28 N N N 0.0440 162263579.16 162263579.16 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/07/2026 4.44 3130B33C5 2549001DPIFGXC1TOL40 US3130B33C52 0001026214 LDT940000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-04-07 2026-04-07 N N N 0.0443 62003959.32 62003959.32 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 12/01/2025 4.49 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 4003205 KBU266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-01 2025-12-01 N N N 0.0440 125554884.47 125554884.47 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 11/25/2025 4.33 3130B5Q35 2549001DPIFGXC1TOL40 US3130B5Q356 0001026214 LCW611000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-25 2025-11-25 N N N 0.0433 126000592.20 126000592.20 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 12/04/2025 4.36 3130B5ZP6 2549001DPIFGXC1TOL40 US3130B5ZP69 0001026214 LEI363000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-12-04 2025-12-04 N N N 0.0435 249002950.65 249002950.65 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/05/2025 4.34 3130B4SJ1 2549001DPIFGXC1TOL40 US3130B4SJ18 0001026214 KYH043000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-05 2025-08-05 N N N 0.0429 110998247.31 110998247.31 0.0005 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/29/2026 4.47 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 KRY193000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2026-10-29 2026-10-29 N N N 0.0443 420225246.00 420225246.00 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/03/2025 4.35 3130B5YF9 2549001DPIFGXC1TOL40 US3130B5YF96 0001026214 LEB744000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-11-03 2025-11-03 N N N 0.0432 187016104.44 187016104.44 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/22/2025 4.34 3130B5YW2 2549001DPIFGXC1TOL40 US3130B5YW20 0001026214 LEH489000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-22 2025-08-22 N N N 0.0429 398000581.08 398000581.08 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/25/2025 4.47 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-06-02 2025-08-25 2025-08-25 N N N 0.0435 129610020.36 129610020.36 0.0006 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/23/2025 313385JM9 2549001DPIFGXC1TOL40 US313385JM98 313385JM9 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-23 2025-07-23 2025-07-23 N N N 0.0424 50679465.00 50679465.00 0.0002 N N Y N Fidelity Investments Money Market Government Portfolio 2025-06-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer