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5.226 N/A 1934814.00 970939.68 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 KNR594000 2048-09-01 2054-08-01 4.500 - 6.500 N/A 17662749.00 17447060.66 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KNR594000 2064-06-20 2064-06-20 2.500 N/A 13392.00 11187.55 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KNR594000 2033-11-21 2042-01-24 2.820 - 4.070 N/A 23000.00 18195.06 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNR594000 2034-09-01 2054-02-01 2.310 - 7.000 N/A 4021908.00 3071879.57 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 21000000.00 21000000.00 0.0024 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/06/2025 5.37 3133ERGG0 254900C5LP6DN9OP9V83 US3133ERGG03 4003205 KKH698000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-06 2025-06-06 N N N 0.0535 1000040.90 1000040.90 0.0001 N N N N Fixed Income Clearing Corp - 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6.353 N/A 5933886.00 5785747.21 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 KPE714000 2024-10-22 2054-02-15 0.000 - 5.226 N/A 4322400.00 4479624.20 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-10-16 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0512 10000000.00 10000000.00 0.0012 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/12/2024 5.34 3130B0UJ6 2549001DPIFGXC1TOL40 US3130B0UJ67 0001026214 KPE120000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-12 2024-11-12 N N N 0.0549 4997682.00 4997682.00 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/17/2026 5.41 3133ERET4 254900C5LP6DN9OP9V83 US3133ERET42 4003205 KJO854000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-17 2026-02-17 N N N 0.0541 999940.65 999940.65 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/12/2026 5.46 3133ERNW7 254900C5LP6DN9OP9V83 US3133ERNW79 4003205 KNW360000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-08-12 2026-08-12 N N N 0.0543 4001970.60 4001970.60 0.0005 N N N N ING Financial Markets LLC INGFIN G RP 5.39% 9/19/24 5.39 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KNN939000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNN939000 2052-02-20 2052-02-20 2.500 N/A 26622046.00 19475753.40 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0526 19000000.00 19000000.00 0.0022 N N N Y ING Financial Markets LLC INGFIN G RP 5.34% 9/6/24 5.34 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KPG264000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPG264000 2025-01-30 2025-01-30 0.000 N/A 4163900.00 4082429.13 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 N N N 0.0521 4000000.00 4000000.00 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 07/08/2025 5.45 3130AYEN2 2549001DPIFGXC1TOL40 US3130AYEN20 0001026214 KDD806000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-08 2025-07-08 N N N 0.0535 5003726.60 5003726.60 0.0006 N N N N Barclays Bank PLC BPLCGR M RP 5.34% 9/3/24 5.34 N/A G5GSEF7VJP5I7OUK5573 KPG267000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG267000 2054-01-20 2054-01-20 4.000 N/A 17114471.00 16329683.68 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 16000000.00 16000000.00 0.0019 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/25/2025 5.06 3130B0B65 2549001DPIFGXC1TOL40 US3130B0B656 0001026214 KFC449000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0468 11019736.09 11019736.09 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 11/07/2024 5.45 3130AWTB6 2549001DPIFGXC1TOL40 US3130AWTB60 0001026214 JWP901000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-07 2024-11-07 N N N 0.0523 10002352.10 10002352.10 0.0012 N N N N Nomura Securities International FICASH MK 5.327% 09/03/24 5.33 N/A N/A KPG829000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG829000 2025-03-01 2054-09-01 1.500 - 7.500 N/A 18583794.00 4689524.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG829000 2031-05-01 2054-08-01 1.500 - 8.500 N/A 2888749.00 2438202.18 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG829000 2024-09-12 2041-11-15 0.000 - 6.125 N/A 6729666.00 6688098.40 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG829000 2031-12-20 2064-05-15 2.000 - 7.500 N/A 1858064.00 939041.43 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 14457000.00 14457000.00 0.0017 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/03/2024 5.34 3130B1ML8 2549001DPIFGXC1TOL40 US3130B1ML88 0001026214 KKH555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-03 2024-10-03 N N N 0.0522 13000078.91 13000078.91 0.0015 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP 5.37% 10/7/24 5.37 N/A MBNUM2BPBDO7JBLYG310 0000315030 KNY252000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNY252000 2028-04-30 2028-04-30 1.250 N/A 101000.00 92842.33 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNY252000 2054-04-01 2054-04-01 5.000 - 6.500 N/A 22041347.00 22440923.77 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-07 2024-10-07 2024-10-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0526 22000000.00 22000000.00 0.0025 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/29/2024 5.36 3130B16U6 2549001DPIFGXC1TOL40 US3130B16U69 0001026214 KIK661000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-29 2024-11-29 N N N 0.0523 3000169.02 3000169.02 0.0003 N N N N Natixis SA NATIXGR *G RP 5.34% 9/18/24 5.34 N/A KX1WK48MPD4Y2NCUIZ63 KNI185000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNI185000 2024-11-29 2052-11-15 0.000 - 4.875 N/A 15916200.00 15381902.80 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 15000000.00 15000000.00 0.0017 N N Y N MUFG Securities (Canada), Ltd. MFGCAGR G RP 5.38% 10/23/24 5.38 N/A 549300Y1PMK3RWXMWR72 KNO446000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO446000 2024-11-29 2053-02-15 0.000 - 5.214 N/A 7763100.00 7177275.68 U.S. Treasuries (including strips) Y N/A N/A 2024-10-23 2024-10-23 2024-10-23 N N N 0.0528 7000000.00 7000000.00 0.0008 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/06/2024 5.43 3130AVBG6 2549001DPIFGXC1TOL40 US3130AVBG66 0001026214 JXJ659000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-06 2024-09-06 N N N 0.0525 5000039.00 5000039.00 0.0006 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/09/2024 5.34 3130B1LS4 2549001DPIFGXC1TOL40 US3130B1LS41 0001026214 KKG650000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-09 2024-12-09 N N N 0.0525 1000087.09 1000087.09 0.0001 N N N N US Treasury Bill UST BILLS 0% 10/22/2024 912797LU9 254900HROIFWPRGM1V77 US912797LU95 KLE509000 U.S. Treasury Debt Y N/A N/A 2024-10-22 2024-10-22 2024-10-22 N N N 0.0484 189768894.86 189768894.86 0.0220 N Y Y N TD Securities (U.S.A.) TDGR M RP 5.34% 9/3/24 5.34 N/A SUVUFHICNZMP2WKHG940 KPG230000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG230000 2032-07-15 2032-07-15 6.250 N/A 14032000.00 16330055.72 Agency Debentures and Agency Strips Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 16000000.00 16000000.00 0.0019 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 03/07/2025 5.51 3133EPLN3 254900C5LP6DN9OP9V83 US3133EPLN33 4003205 KBQ590000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-07 2025-03-07 N N N 0.0534 6005067.30 6005067.30 0.0007 N N N N Citibank NA CITIBK G RP 5.36% 9/4/24 5.36 N/A E57ODZWZ7FF32TWEFA76 0000036684 KPE632000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Resolution Funding Corp N/A KPE632000 2025-01-15 2025-01-15 0.000 N/A 22000.00 21590.56 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPE632000 2030-05-01 2054-09-01 2.000 - 7.130 N/A 7250205.00 2371513.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPE632000 2031-09-01 2054-08-01 1.500 - 6.000 N/A 2538928.00 2261222.85 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KPE632000 2052-03-20 2074-06-20 3.500 - 7.015 N/A 7423132.00 7596639.52 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0522 12000000.00 12000000.00 0.0014 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.97% 11/15/2024 4.97 3130AYA63 2549001DPIFGXC1TOL40 US3130AYA635 0001026214 KCP988000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-15 2024-11-15 2024-11-15 N N N 0.0528 2997629.10 2997629.10 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/24/2025 5.48 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-24 2025-07-24 N N N 0.0535 4004216.28 4004216.28 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 01/27/2025 5.46 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-27 2025-01-27 N N N 0.0529 10005619.80 10005619.80 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 09/26/2025 5.49 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-26 2025-09-26 N N N 0.0536 4005013.84 4005013.84 0.0005 N N N N RBC Dominion Securities, Inc. FICASH MK 5.327% 09/03/24 5.33 N/A N/A KPG829000_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 KPG829000 2036-05-01 2054-02-01 1.500 - 7.000 N/A 14591406.00 5559860.48 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG829000 2024-09-05 2054-05-15 0.000 - 6.000 N/A 47942878.00 44076801.54 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG829000 2041-01-20 2054-05-20 2.000 - 7.000 N/A 26948294.00 13803203.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG829000 2026-11-01 2054-03-01 2.000 - 7.000 N/A 18802065.00 5765282.86 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 67771000.00 67771000.00 0.0078 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/19/2025 5.39 3130B2GB5 2549001DPIFGXC1TOL40 US3130B2GB53 0001026214 KOU675000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-19 2025-08-19 N N N 0.0537 16002253.76 16002253.76 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2024 5.34 3130AYP91 2549001DPIFGXC1TOL40 US3130AYP914 0001026214 KDU919000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-05 2024-09-05 N N N 0.0520 9000011.70 9000011.70 0.0010 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 07/16/2025 5.42 3130AYWR3 2549001DPIFGXC1TOL40 US3130AYWR32 0001026214 KGS341000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-16 2025-07-16 N N N 0.0536 4001682.20 4001682.20 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 05/19/2025 5.46 3130AXTF5 2549001DPIFGXC1TOL40 US3130AXTF57 0001026214 KBI506000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-19 2025-05-19 N N N 0.0533 6004657.26 6004657.26 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/20/2025 5.46 3130AXAS7 2549001DPIFGXC1TOL40 US3130AXAS79 0001026214 JYC512000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-20 2025-03-20 N N N 0.0532 8005842.08 8005842.08 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 09/19/2025 5.41 3130B0HG7 2549001DPIFGXC1TOL40 US3130B0HG75 0001026214 KGS340000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-19 2025-09-19 N N N 0.0538 1000172.63 1000172.63 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/09/2024 313384J91 2549001DPIFGXC1TOL40 US313384J917 EJG654000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-09 2024-10-09 2024-10-09 N N N 0.0517 3977511.12 3977511.12 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/06/2025 5.35 3130B2AR6 2549001DPIFGXC1TOL40 US3130B2AR69 0001026214 KNW366000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-06 2025-02-06 N N N 0.0533 5999869.02 5999869.02 0.0007 N N N N US Treasury Notes USTN 3MB+14 10/31/24 5.18 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2024-09-03 2024-10-31 2024-10-31 N N N 0.0521 8998239.42 8998239.42 0.0010 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 11/26/2025 5.41 3133ERCY5 254900C5LP6DN9OP9V83 US3133ERCY54 4003205 KLD589000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-26 2025-11-26 N N N 0.0539 2000266.42 2000266.42 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 01/22/2025 5.38 3133EPX26 254900C5LP6DN9OP9V83 US3133EPX268 4003205 KDN620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-22 2025-01-22 N N N 0.0535 2999992.53 2999992.53 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 04/03/2025 5.34 3130B25J0 2549001DPIFGXC1TOL40 US3130B25J06 0001026214 KND199000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-03 2025-04-03 N N N 0.0533 7999960.08 7999960.08 0.0009 N N N N Mitsubishi UFJ Securities (U.S.A.), Inc. MUFJGR G RP 5.39% 10/23/24 5.39 N/A K5HU16E3LMSVCCJJJ255 KNO444000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNO444000 2048-02-01 2048-02-01 3.500 N/A 79329.00 10675.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNO444000 2024-12-01 2054-07-01 1.500 - 6.000 N/A 71117149.00 35865712.56 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-23 2024-10-23 2024-10-23 N N N 0.0529 35000000.00 35000000.00 0.0041 N N N Y BofA Securities, Inc. BASGR G RP 5.29% 11/1/24 5.29 N/A 549300HN4UKV1E2R3U73 KNO791000 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 KNO791000 2049-05-01 2054-03-01 3.500 - 5.500 N/A 7800124.00 7594261.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNO791000 2044-08-01 2044-08-01 4.000 N/A 3528320.00 605308.73 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0520 8000000.00 8000000.00 0.0009 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/05/2024 5.34 3130B0PH6 2549001DPIFGXC1TOL40 US3130B0PH66 0001026214 KGO533000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-05 2024-11-05 N N N 0.0523 10000433.80 10000433.80 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 05/27/2025 5.48 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 4003205 JWD539000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-27 2025-05-27 N N N 0.0535 2001692.02 2001692.02 0.0002 N N N N BNP Paribas, S.A. FICASH MK 5.327% 09/03/24 5.33 N/A N/A KPG829000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KPG829000 2033-11-21 2042-02-03 2.780 - 4.070 N/A 7694.00 6198.47 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 KPG829000 2025-09-30 2027-04-15 0.250 - 4.500 N/A 36355.00 37587.60 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG829000 2025-07-01 2054-07-01 2.000 - 7.501 N/A 4999387.00 2372184.05 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KPG829000 2039-10-15 2054-04-20 3.000 - 7.000 N/A 1602451.00 1056504.35 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 KPG829000 2043-06-12 2043-06-12 3.740 N/A 4485.00 3991.77 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG829000 2027-09-01 2054-09-01 2.000 - 7.939 N/A 8127069.00 4922084.62 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 8229000.00 8229000.00 0.0010 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/14/2025 5.49 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-14 2025-10-14 N N N 0.0537 14017641.26 14017641.26 0.0016 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/04/2025 5.34 3130B26Q3 2549001DPIFGXC1TOL40 US3130B26Q30 0001026214 KNJ057000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-04 2025-02-04 N N N 0.0529 4000400.80 4000400.80 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 09/20/2024 5.38 3133EPQ65 254900C5LP6DN9OP9V83 US3133EPQ650 4003205 KCP971000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-20 2024-09-20 N N N 0.0521 1000024.36 1000024.36 0.0001 N N N N BMO Chicago Branch BMOCHIGR *G RP 5.35% 9/13/24 5.35 N/A 3Y4U8VZURTYWI1W2K376 KOG931000 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 KOG931000 2054-07-20 2054-07-20 6.500 N/A 8295795.00 8265716.58 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-09-06 2024-09-06 2024-09-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 8000000.00 8000000.00 0.0009 N N Y N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 5.34% 9/4/24 5.34 N/A N/A KPG689000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0520 119000000.00 119000000.00 0.0138 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/03/2024 5.46 3133EPNQ4 254900C5LP6DN9OP9V83 US3133EPNQ46 4003205 JVB493000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-03 2024-10-03 N N N 0.0522 2000228.92 2000228.92 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/24/2025 5.36 3130B2JG1 2549001DPIFGXC1TOL40 US3130B2JG14 0001026214 KPC271000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-24 2025-03-24 N N N 0.0533 3000440.49 3000440.49 0.0003 N N N N US Treasury Bill UST BILLS 0% 12/03/2024 912797ME4 254900HROIFWPRGM1V77 US912797ME45 KNI933000 U.S. Treasury Debt Y N/A N/A 2024-12-03 2024-12-03 2024-12-03 N N N 0.0486 62808223.88 62808223.88 0.0073 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/26/2026 5.47 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 4003205 KOV336000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-08-26 2026-08-26 N N N 0.0547 3999960.56 3999960.56 0.0005 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 5.39% 9/19/24 5.39 N/A VYVVCKR63DVZZN70PB21 0000276523 KKV481000 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 KKV481000 2050-12-01 2053-05-01 2.500 - 4.500 N/A 13752680.00 11361110.33 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0526 11000000.00 11000000.00 0.0013 N N N Y Bny Mellon Capital Markets LLC BNYMGR G RP 5.39% 9/19/24 5.39 N/A VJW2DOOHGDT6PR0ZRO63 KNO463000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp N/A KNO463000 2052-04-01 2054-09-01 3.000 - 5.500 N/A 4438769.00 4517657.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KNO463000 2024-09-10 2028-05-31 0.000 - 4.875 N/A 8861700.00 8775755.75 U.S. Treasuries (including strips) Federal National Mortgage Association N/A KNO463000 2054-09-01 2054-09-01 5.500 N/A 2045210.00 2082859.36 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0526 15000000.00 15000000.00 0.0017 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 11/06/2024 5.35 3133EP2A2 254900C5LP6DN9OP9V83 US3133EP2A24 4003205 KEB681000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-06 2024-11-06 N N N 0.0523 2000123.02 2000123.02 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/03/2024 5.34 3130B1LV7 2549001DPIFGXC1TOL40 US3130B1LV79 0001026214 KKG840000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-03 2024-10-03 N N N 0.0521 16000231.04 16000231.04 0.0019 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/01/2024 313384M89 2549001DPIFGXC1TOL40 US313384M895 313384M89 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0510 2974012.50 2974012.50 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 5.48 3130AXZ50 2549001DPIFGXC1TOL40 US3130AXZ501 0001026214 KCK257000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-08 2025-12-08 N N N 0.0537 11063139.44 11063139.44 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 01/23/2026 5.42 3133ERBX8 254900C5LP6DN9OP9V83 US3133ERBX80 4003205 KHH468000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-23 2026-01-23 N N N 0.0541 1000069.62 1000069.62 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 02/12/2025 5.38 3133EP2N4 254900C5LP6DN9OP9V83 US3133EP2N45 4003205 KEK028000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-12 2025-02-12 N N N 0.0533 2000292.10 2000292.10 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 04/10/2025 5.49 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 4003205 JSK883000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-10 2025-04-10 N N N 0.0524 2000298.42 2000298.42 0.0002 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 5.39% 9/19/24 5.39 N/A VYVVCKR63DVZZN70PB21 0000276523 KKX081000 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 KKX081000 2053-02-01 2053-02-01 5.000 N/A 12405225.00 11359430.74 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0526 11000000.00 11000000.00 0.0013 N N N Y US Treasury Bill UST BILLS 0% 11/29/2024 912797HP5 254900HROIFWPRGM1V77 US912797HP56 KBQ503000 U.S. Treasury Debt Y N/A N/A 2024-11-29 2024-11-29 2024-11-29 N N N 0.0491 14227218.00 14227218.00 0.0016 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/04/2024 5.34 3130B1LX3 2549001DPIFGXC1TOL40 US3130B1LX36 0001026214 KKG653000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-04 2024-10-04 N N N 0.0521 5000069.55 5000069.55 0.0006 N N N N US Treasury Bill UST BILLS 0% 10/17/2024 912797KU0 254900HROIFWPRGM1V77 US912797KU05 KHC653000 U.S. Treasury Debt Y N/A N/A 2024-10-17 2024-10-17 2024-10-17 N N N 0.0478 25838092.28 25838092.28 0.0030 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/12/2025 5.41 3133ERAZ4 254900C5LP6DN9OP9V83 US3133ERAZ48 4003205 KKO755000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-12 2025-12-12 N N N 0.0541 999850.08 999850.08 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 01/08/2025 5.34 3130B2BG9 2549001DPIFGXC1TOL40 US3130B2BG95 0001026214 KOA717000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-08 2025-01-08 N N N 0.0530 4999973.60 4999973.60 0.0006 N N N N MUFG Securities EMEA PLC MUFSECGR *G RP 5.34% 9/19/24 5.34 N/A U7M81AY481YLIOR75625 KNI871000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KNI871000 2028-02-29 2028-11-30 4.000 - 4.375 N/A 22940500.00 23590785.65 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 23000000.00 23000000.00 0.0027 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/20/2024 5.35 3130B02B4 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7.500 N/A 23850848.00 17283307.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A KNK275000 2024-09-25 2059-11-25 0.959 - 6.500 N/A 51924654.00 38234926.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KNK275000 2024-11-15 2052-02-15 0.000 - 5.000 N/A 12915502.00 11334084.31 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNK275000 2034-12-25 2054-09-01 2.000 - 6.500 N/A 52795760.00 19613544.09 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0523 84000000.00 84000000.00 0.0097 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 10/21/2025 5.41 3133EP6C4 254900C5LP6DN9OP9V83 US3133EP6C44 4003205 KGG110000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-21 2025-10-21 N N N 0.0537 2000766.92 2000766.92 0.0002 N N N N US Treasury Notes UST NOTES 2.75% 05/15/2025 2.75 91282CEQ0 254900HROIFWPRGM1V77 US91282CEQ06 JBA755000 U.S. Treasury Debt Y N/A N/A 2025-05-15 2025-05-15 2025-05-15 N N N 0.0460 27641250.00 27641250.00 0.0032 N Y Y N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.02% 9/20/24 5.35 N/A FOR8UP27PHTHYVLBNG30 0000769993 KOU622000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOU622000 2028-02-29 2029-08-31 1.125 - 3.125 N/A 7240300.00 7154851.89 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-20 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 7000000.00 7000000.00 0.0008 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 01/08/2026 5.44 3133EP4W2 254900C5LP6DN9OP9V83 US3133EP4W26 4003205 KOE077000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-08 2026-01-08 N N N 0.0540 4001591.00 4001591.00 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2024 5.34 3130AYQX7 2549001DPIFGXC1TOL40 US3130AYQX73 0001026214 KEA749000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-05 2024-09-05 N N N 0.0520 9000011.70 9000011.70 0.0010 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 04/09/2025 5.47 3130AWUC2 2549001DPIFGXC1TOL40 US3130AWUC25 0001026214 JWR430000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-09 2025-04-09 N N N 0.0531 2001711.94 2001711.94 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/25/2025 5.48 3133EPZQ1 254900C5LP6DN9OP9V83 US3133EPZQ18 4003205 KAK230000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-25 2025-07-25 N N N 0.0535 9009490.32 9009490.32 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 06/27/2025 5.48 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 4003205 JYI393000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-27 2025-06-27 N N N 0.0537 7005282.62 7005282.62 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/13/2025 5.34 3130B1XF9 2549001DPIFGXC1TOL40 US3130B1XF91 0001026214 KMB800000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-13 2025-01-13 N N N 0.0530 4999886.20 4999886.20 0.0006 N N N N US Treasury Bill UST BILLS 0% 10/31/2024 912797HE0 254900HROIFWPRGM1V77 US912797HE00 KAQ272000 U.S. Treasury Debt Y N/A N/A 2024-10-31 2024-10-31 2024-10-31 N N N 0.0488 17853114.96 17853114.96 0.0021 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 11/12/2024 5.45 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-12 2024-11-12 N N N 0.0523 10002674.70 10002674.70 0.0012 N N N N Barclays Bank PLC BPLCGR *G RP 5.34% 9/19/24 5.34 N/A G5GSEF7VJP5I7OUK5573 KNR706000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNR706000 2029-07-31 2029-07-31 4.000 N/A 8063400.00 8195106.53 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 8000000.00 8000000.00 0.0009 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 07/08/2026 5.45 3133ERKG5 254900C5LP6DN9OP9V83 US3133ERKG56 4003205 KLT188000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-07-08 2026-07-08 N N N 0.0543 6000808.92 6000808.92 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 10/10/2025 5.48 3130AXYD4 2549001DPIFGXC1TOL40 US3130AXYD45 0001026214 KBW968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-10 2025-10-10 N N N 0.0537 6006513.84 6006513.84 0.0007 N N N N MUFG Securities (Canada), Ltd. MFGCAGR *G RP 5.35% 9/19/24 5.35 N/A 549300Y1PMK3RWXMWR72 KNN786000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNN786000 2024-10-15 2050-02-15 0.625 - 4.625 N/A 4335200.00 4106185.13 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0523 4000000.00 4000000.00 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 05/05/2025 5.35 3130B26P5 2549001DPIFGXC1TOL40 US3130B26P56 0001026214 KNI885000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-05 2025-05-05 N N N 0.0533 15000274.05 15000274.05 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/14/2025 5.35 3130B1XW2 2549001DPIFGXC1TOL40 US3130B1XW25 0001026214 KMC663000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-14 2025-02-14 N N N 0.0529 3000153.12 3000153.12 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 04/30/2025 5.35 3130B24V4 2549001DPIFGXC1TOL40 US3130B24V43 0001026214 KNB311000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-30 2025-04-30 N N N 0.0534 4999924.40 4999924.40 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/21/2025 5.49 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 0001026214 KHC753000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-21 2025-08-21 N N N 0.0537 7007413.77 7007413.77 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 10/01/2024 5.44 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 JRI350000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-01 2024-10-01 N N N 0.0521 5000461.05 5000461.05 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 02/05/2025 5.38 3130AYT89 2549001DPIFGXC1TOL40 US3130AYT890 0001026214 KED585000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-05 2025-02-05 N N N 0.0530 21005431.65 21005431.65 0.0024 N N N N US Treasury Bill UST BILLS 0% 10/24/2024 912797KV8 254900HROIFWPRGM1V77 US912797KV87 KIG103000 U.S. Treasury Debt Y N/A N/A 2024-10-24 2024-10-24 2024-10-24 N N N 0.0485 97290330.06 97290330.06 0.0113 N Y Y N Ficc ING Fin Mkts Dvp (Gov) ING FID T RP 5.32% 9/3/24 5.32 N/A N/A KPG245000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KPG245000 2029-06-30 2029-06-30 4.250 N/A 128634000.00 132615362.12 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 130000000.00 130000000.00 0.0150 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 11/03/2025 5.49 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 4003205 KAU628000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-03 2025-11-03 N N N 0.0537 4004834.32 4004834.32 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/27/2024 5.35 3130B1J57 2549001DPIFGXC1TOL40 US3130B1J574 0001026214 KJX142000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-27 2024-12-27 N N N 0.0526 3000337.44 3000337.44 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/22/2025 5.43 3130B05P0 2549001DPIFGXC1TOL40 US3130B05P02 0001026214 KJP809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-22 2025-09-22 N N N 0.0537 5002595.60 5002595.60 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 02/03/2025 5.46 3130AWSX9 2549001DPIFGXC1TOL40 US3130AWSX99 0001026214 KBQ592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-03 2025-02-03 N N N 0.0530 5002856.35 5002856.35 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 02/27/2026 5.41 3130B1LC9 2549001DPIFGXC1TOL40 US3130B1LC98 0001026214 KKG137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-27 2026-02-27 N N N 0.0541 4999744.70 4999744.70 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.84% 01/03/2025 4.84 3130AYEP7 2549001DPIFGXC1TOL40 US3130AYEP77 0001026214 KDD805000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-03 2025-01-03 2025-01-03 N N N 0.0509 24975754.50 24975754.50 0.0029 N N N N Mizuho Bank, Ltd. MIZBKGR G RP 5.33% 9/3/24 5.33 N/A RB0PEZSDGCO3JS6CEU02 KPG332000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KPG332000 2031-05-15 2031-05-15 1.625 N/A 22094000.00 19409023.65 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 19000000.00 19000000.00 0.0022 N Y Y N BMO Chicago Branch BMOCHIGR *G RP 5.33% 9/19/24 5.33 N/A 3Y4U8VZURTYWI1W2K376 KOS751000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOS751000 2025-02-27 2025-02-27 0.000 N/A 4185400.00 4089098.13 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 4000000.00 4000000.00 0.0005 N N Y N Goldman Sachs & Co LLC GOLDMAN T RP 5.32% 9/3/24 5.32 N/A FOR8UP27PHTHYVLBNG30 0000769993 KPG248000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPG248000 2025-02-28 2043-08-15 1.625 - 3.625 N/A 13217500.00 13267881.18 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 13000000.00 13000000.00 0.0015 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.07% 02/25/2025 5.07 3130B0BD0 2549001DPIFGXC1TOL40 US3130B0BD09 0001026214 KFC503000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0468 11020249.57 11020249.57 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/10/2024 5.43 3133EPB61 254900C5LP6DN9OP9V83 US3133EPB611 4003205 KAX017000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-10 2024-12-10 N N N 0.0525 9002890.17 9002890.17 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+20 12/05/2024 5.53 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 4003205 JMX819000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-05 2024-12-05 N N N 0.0524 2001162.44 2001162.44 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 11/18/2024 5.45 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-18 2024-11-18 N N N 0.0522 10003166.20 10003166.20 0.0012 N N N N BNP Paribas, SA BNP (GR) *G RP 5.33% 9/19/24 5.33 N/A R0MUWSFPU8MPRO8K5P83 KNR593000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNR593000 2025-11-30 2053-05-15 0.625 - 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BASGR G RP 5.14% 11/27/24 5.14 N/A 549300HN4UKV1E2R3U73 KPD400000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPD400000 2045-01-01 2048-02-01 3.000 - 5.000 N/A 1442229.00 320367.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KPD400000 2037-10-20 2054-06-20 1.500 - 6.000 N/A 4071988.00 4165656.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPD400000 2025-12-01 2050-03-01 3.500 - 6.218 N/A 5238411.00 619073.87 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-27 2024-11-27 2024-11-27 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0507 5000000.00 5000000.00 0.0006 N N N Y BofA Securities, Inc. 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BASGR G RP SOFR+0.04% 10/25/24 5.37 N/A 549300HN4UKV1E2R3U73 KNA816000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNA816000 2024-11-15 2051-02-15 0.000 - 4.250 N/A 9160600.00 9234862.29 U.S. Treasuries (including strips) Y N/A N/A 2024-10-25 2024-10-25 2024-10-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0527 9000000.00 9000000.00 0.0010 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/08/2026 5.45 3133ERPE5 254900C5LP6DN9OP9V83 US3133ERPE53 4003205 KNY434000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-05-08 2026-05-08 N N N 0.0545 1999960.66 1999960.66 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 12/05/2024 5.35 3130B1AB3 2549001DPIFGXC1TOL40 US3130B1AB35 0001026214 KIY137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-05 2024-12-05 N N N 0.0524 17001978.12 17001978.12 0.0020 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/17/2025 5.48 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 4003205 KAD692000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-17 2025-07-17 N N N 0.0536 3002827.23 3002827.23 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/14/2025 5.47 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-14 2025-08-14 N N N 0.0537 12010749.12 12010749.12 0.0014 N N N N MUFG Securities EMEA PLC MUFSECGR T RP 5.32% 9/3/24 5.32 N/A U7M81AY481YLIOR75625 KPG242000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KPG242000 2024-12-05 2048-05-15 0.000 - 4.625 N/A 7309400.00 7145678.99 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 7000000.00 7000000.00 0.0008 N Y Y N US Treasury Bill UST BILLS 0% 12/17/2024 912797MP9 254900HROIFWPRGM1V77 US912797MP91 KOH442000 U.S. Treasury Debt Y N/A N/A 2024-12-17 2024-12-17 2024-12-17 N N N 0.0489 20698496.91 20698496.91 0.0024 N Y Y N US Treasury Bill UST BILLS 0% 09/19/2024 912797KL0 254900HROIFWPRGM1V77 US912797KL06 KFX063000 U.S. Treasury Debt Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0429 249418890.00 249418890.00 0.0289 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 03/18/2026 5.44 3133EP5N1 254900C5LP6DN9OP9V83 US3133EP5N18 4003205 KML440000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-03-18 2026-03-18 N N N 0.0543 5000218.25 5000218.25 0.0006 N N N N BofA Securities, Inc. 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NIKKOGR M RP 5.33% 9/3/24 5.33 N/A 6PJDTY319315T5LR2241 KPG320000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG320000 2047-07-01 2054-01-01 3.000 - 6.500 N/A 8836647.00 6683242.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG320000 2047-12-01 2054-07-01 3.500 - 6.000 N/A 7071377.00 3522797.95 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 10000000.00 10000000.00 0.0012 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 10/06/2025 5.49 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 4003205 JYU452000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-06 2025-10-06 N N N 0.0537 1001182.22 1001182.22 0.0001 N N N N Citigroup Global Markets, Inc. FICASH MK 5.327% 09/03/24 5.33 N/A N/A KPG829000_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 KPG829000 2024-09-15 2064-08-20 2.000 - 9.500 N/A 69297325.00 23180948.06 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG829000 2028-01-31 2053-11-15 0.750 - 4.750 N/A 26762864.00 20100967.19 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0533 42249000.00 42249000.00 0.0049 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/27/2025 5.49 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 4003205 KAO066000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-27 2025-10-27 N N N 0.0538 2002374.42 2002374.42 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/14/2025 5.49 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-14 2025-07-14 N N N 0.0535 2002126.94 2002126.94 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 12/26/2024 5.44 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 4003205 JSQ675000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-26 2024-12-26 N N N 0.0526 1000411.15 1000411.15 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.81% 01/10/2025 4.81 3130AYKN5 2549001DPIFGXC1TOL40 US3130AYKN55 0001026214 KEE405000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-10 2025-01-10 2025-01-10 N N N 0.0508 998914.92 998914.92 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 04/04/2025 5.36 3130B2JL0 2549001DPIFGXC1TOL40 US3130B2JL09 0001026214 KPD629000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-04 2025-04-04 N N N 0.0535 18999943.95 18999943.95 0.0022 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 07/17/2025 5.49 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 4003205 JVX030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-17 2025-07-17 N N N 0.0536 3003087.90 3003087.90 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.08% 02/26/2025 5.08 3130B0BC2 2549001DPIFGXC1TOL40 US3130B0BC26 0001026214 KFC504000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0468 4007616.16 4007616.16 0.0005 N N N N Fixed Income Clearing Corp - Nomura NOM FIG G RP 5.33% 9/3/24 5.33 N/A XPSKD1VTEQPKCHBEKQ95 KPG417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG417000 2025-08-07 2029-02-15 0.000 - 5.250 N/A 64973200.00 64298080.65 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 63000000.00 63000000.00 0.0073 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/22/2025 5.47 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 4003205 KBL768000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-22 2025-08-22 N N N 0.0536 6006080.22 6006080.22 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/04/2024 5.34 3130AYNM4 2549001DPIFGXC1TOL40 US3130AYNM46 0001026214 KDU085000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0521 20999984.04 20999984.04 0.0024 N N Y N US Treasury Bill UST BILLS 0% 10/08/2024 912797LS4 254900HROIFWPRGM1V77 US912797LS40 KKO841000 U.S. Treasury Debt Y N/A N/A 2024-10-08 2024-10-08 2024-10-08 N N N 0.0471 173927992.72 173927992.72 0.0201 N Y Y N US Treasury Notes UST NOTES 0.5% 03/31/2025 0.50 912828ZF0 254900HROIFWPRGM1V77 US912828ZF00 FIB982000 U.S. Treasury Debt Y N/A N/A 2025-03-31 2025-03-31 2025-03-31 N N N 0.0464 976390.62 976390.62 0.0001 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/09/2024 5.39 3133EM4L3 254900C5LP6DN9OP9V83 US3133EM4L34 4003205 KDO332000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-09 2024-09-09 N N N 0.0522 1000010.39 1000010.39 0.0001 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/03/2024 5.36 3130AYSJ6 2549001DPIFGXC1TOL40 US3130AYSJ61 0001026214 KEC894000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 18000000.00 18000000.00 0.0021 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/13/2024 5.42 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 4003205 JRO196000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-13 2024-09-13 N N N 0.0522 4000104.96 4000104.96 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 01/29/2025 5.33 3130B24N2 2549001DPIFGXC1TOL40 US3130B24N27 0001026214 KNB199000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-29 2025-01-29 N N N 0.0531 23999464.08 23999464.08 0.0028 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/11/2025 5.35 3130B2BM6 2549001DPIFGXC1TOL40 US3130B2BM63 0001026214 KOA817000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-11 2025-03-11 N N N 0.0532 3000370.17 3000370.17 0.0003 N N N N Sumitomo Mitsui Banking Corp. NY FICASH MK 5.327% 09/03/24 5.33 N/A N/A KPG829000_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 KPG829000 2024-12-31 2050-02-15 0.250 - 5.250 N/A 53849178.00 49739019.46 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 48703000.00 48703000.00 0.0056 N Y Y N Bmo Capital Markets Corp BMOCAP *G RP 5.34% 9/11/24 5.34 N/A RUC0QBLBRPRCU4W1NE59 0000772028 KPE711000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPE711000 2024-10-22 2051-11-15 0.000 - 4.500 N/A 4056300.00 4083670.88 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-11 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 4000000.00 4000000.00 0.0005 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 09/17/2024 5.43 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 4003205 JTP908000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-17 2024-09-17 N N N 0.0522 4000164.88 4000164.88 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/16/2024 313384K81 2549001DPIFGXC1TOL40 US313384K816 EJG658000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-16 2024-10-16 2024-10-16 N N N 0.0518 1986787.78 1986787.78 0.0002 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/13/2025 5.34 3130B1XE2 2549001DPIFGXC1TOL40 US3130B1XE27 0001026214 KMB746000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-13 2025-01-13 N N N 0.0530 16999593.53 16999593.53 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/26/2025 5.48 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-26 2025-09-26 N N N 0.0539 3002522.70 3002522.70 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 05/01/2025 5.45 3130AVWL2 2549001DPIFGXC1TOL40 US3130AVWL23 0001026214 KDU576000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-01 2025-05-01 N N N 0.0535 26014256.84 26014256.84 0.0030 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 01/02/2026 5.48 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-02 2026-01-02 N N N 0.0539 5005251.85 5005251.85 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 03/07/2025 5.35 3130B2AN5 2549001DPIFGXC1TOL40 US3130B2AN55 0001026214 KNW498000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-07 2025-03-07 N N N 0.0532 6000862.44 6000862.44 0.0007 N N N N US Treasury Bill UST BILLS 0% 09/17/2024 912797LH8 254900HROIFWPRGM1V77 US912797LH84 KJO941000 U.S. Treasury Debt Y N/A N/A 2024-09-17 2024-09-17 2024-09-17 N N N 0.0417 9979631.90 9979631.90 0.0012 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 11/29/2024 5.35 3130B1J32 2549001DPIFGXC1TOL40 US3130B1J327 0001026214 KJX151000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-29 2024-11-29 N N N 0.0523 2000081.98 2000081.98 0.0002 N N N N Ficc Mizuho Secs Gc Repo(Gov) MIZ FIG T RP 5.32% 9/3/24 5.32 N/A 9845006C81UCE4114A10 KPG276000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG276000 2025-12-31 2026-08-15 1.500 - 4.250 N/A 22281000.00 22453324.08 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 22000000.00 22000000.00 0.0025 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/25/2026 5.43 3130B1S81 2549001DPIFGXC1TOL40 US3130B1S815 0001026214 KLD463000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-25 2026-06-25 N N N 0.0542 3000310.29 3000310.29 0.0003 N N N N Canadian Imperial Bank of Commerce CIBCGR G RP 5.41% 9/19/24 5.41 N/A 2IGI19DL77OX0HC3ZE78 KMP909000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KMP909000 2025-02-28 2053-08-15 0.125 - 4.125 N/A 6800.00 6716.39 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KMP909000 2047-05-01 2054-07-01 2.500 - 6.500 N/A 856133.00 809051.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KMP909000 2052-05-20 2052-05-20 3.000 N/A 1327.00 1030.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KMP909000 2044-07-01 2054-06-01 3.500 - 7.000 N/A 626159.00 209884.61 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0528 1000000.00 1000000.00 0.0001 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/30/2024 5.35 3130B1K30 2549001DPIFGXC1TOL40 US3130B1K309 0001026214 KJY034000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-30 2024-12-30 N N N 0.0526 3000336.63 3000336.63 0.0003 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 5.33% 9/10/24 5.33 N/A 2IGI19DL77OX0HC3ZE78 KOU515000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOU515000 2025-01-31 2053-08-15 0.375 - 4.625 N/A 5334600.00 5110784.36 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 5000000.00 5000000.00 0.0006 N N Y N Ficc Natixis Dvp Repo NAT FID T RP 5.32% 9/3/24 5.32 N/A KX1WK48MPD4Y2NCUIZ63 KPG304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KPG304000 2027-06-15 2027-06-15 4.625 N/A 29648000.00 30595181.71 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 30000000.00 30000000.00 0.0035 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/06/2024 313384E88 2549001DPIFGXC1TOL40 US313384E884 313384E88 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 N N N 0.0523 5994038.34 5994038.34 0.0007 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/12/2025 5.47 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-12 2025-11-12 N N N 0.0536 11011699.82 11011699.82 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/07/2025 5.35 3130B2AP0 2549001DPIFGXC1TOL40 US3130B2AP04 0001026214 KNW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-07 2025-02-07 N N N 0.0533 10999808.16 10999808.16 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/20/2025 5.49 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-20 2025-10-20 N N N 0.0537 5006387.50 5006387.50 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 5.48 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-08 2025-12-08 N N N 0.0537 3003567.27 3003567.27 0.0003 N N N N ABN AMRO Bank NV ABNGR M RP 5.35% 9/3/24 5.35 N/A N/A KPG235000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG235000 2040-07-01 2054-02-01 2.000 - 6.000 N/A 23670442.00 9836362.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG235000 2051-06-01 2053-05-01 3.000 - 5.500 N/A 3139158.00 2396697.56 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG235000 2027-09-30 2027-09-30 0.375 N/A 15800.00 14283.90 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0535 12000000.00 12000000.00 0.0014 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/04/2024 5.34 3130B1KW6 2549001DPIFGXC1TOL40 US3130B1KW61 0001026214 KKG119000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-04 2024-10-04 N N N 0.0521 6000083.46 6000083.46 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/12/2026 5.46 3130AYX76 2549001DPIFGXC1TOL40 US3130AYX769 0001026214 KMJ640000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-12 2026-02-12 N N N 0.0543 3001324.17 3001324.17 0.0003 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 10/2/24 5.39 N/A 549300HN4UKV1E2R3U73 KLU755000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KLU755000 2040-08-15 2040-08-15 5.000 N/A 1075630.00 194612.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLU755000 2028-11-01 2053-07-01 2.000 - 5.500 N/A 13484937.00 9459756.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLU755000 2027-05-01 2054-05-01 2.500 - 6.000 N/A 32895313.00 22264344.24 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-02 2024-10-02 2024-10-02 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0527 31000000.00 31000000.00 0.0036 N N N Y Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/11/2024 313384F53 2549001DPIFGXC1TOL40 US313384F535 EIE699000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-11 2024-09-11 2024-09-11 N N N 0.0523 3993186.68 3993186.68 0.0005 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/02/2024 313384J26 2549001DPIFGXC1TOL40 US313384J263 313384J26 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-02 2024-10-02 2024-10-02 N N N 0.0517 1990723.34 1990723.34 0.0002 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/05/2025 5.46 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 4003205 JXN769000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-05 2025-03-05 N N N 0.0532 9005952.69 9005952.69 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/29/2026 5.46 3133ERMQ1 254900C5LP6DN9OP9V83 US3133ERMQ11 4003205 KMR276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-07-29 2026-07-29 N N N 0.0543 3001045.29 3001045.29 0.0003 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 10/18/24 5.39 N/A 549300HN4UKV1E2R3U73 KML209000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KML209000 2031-12-01 2053-04-01 1.500 - 6.500 N/A 3427000.00 1670929.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KML209000 2052-10-20 2052-10-20 4.500 N/A 10496000.00 9251620.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KML209000 2028-05-01 2053-01-01 3.000 - 5.500 N/A 14546383.00 6539635.60 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-18 2024-10-18 2024-10-18 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 17000000.00 17000000.00 0.0020 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 08/19/2026 5.47 3133ERPU9 254900C5LP6DN9OP9V83 US3133ERPU95 4003205 KOF637000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-08-19 2026-08-19 N N N 0.0544 7002865.59 7002865.59 0.0008 N N N N Fannie Mae FANNIE MAE VFAC SOFR+ 06/18/2026 5.43 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 0000310522 KLE478000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-18 2026-06-18 N N N 0.0543 13999029.24 13999029.24 0.0016 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/10/2025 5.35 3130B2AW5 2549001DPIFGXC1TOL40 US3130B2AW54 0001026214 KNW365000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-10 2025-02-10 N N N 0.0533 2999943.51 2999943.51 0.0003 N N N N US Treasury Bill UST BILLS 0% 09/12/2024 912797KK2 254900HROIFWPRGM1V77 US912797KK23 KFN109000 U.S. Treasury Debt Y N/A N/A 2024-09-12 2024-09-12 2024-09-12 N N N 0.0370 207728560.00 207728560.00 0.0240 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 03/11/2025 5.44 3133EPC29 254900C5LP6DN9OP9V83 US3133EPC296 4003205 KAX601000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-11 2025-03-11 N N N 0.0532 1000598.53 1000598.53 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/18/2024 313384L23 2549001DPIFGXC1TOL40 US313384L236 313384L23 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-18 2024-10-18 2024-10-18 N N N 0.0518 9931127.80 9931127.80 0.0011 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 04/15/2025 5.45 3133EPD77 254900C5LP6DN9OP9V83 US3133EPD773 4003205 KBE353000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-15 2025-04-15 N N N 0.0531 3002261.16 3002261.16 0.0003 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 5.35% 9/3/24 5.35 N/A N/A KPF739000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KPF739000 2027-12-31 2027-12-31 3.875 N/A 121844000.00 123163976.67 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0535 120000000.00 120000000.00 0.0139 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 03/05/2025 5.34 3130B26R1 2549001DPIFGXC1TOL40 US3130B26R13 0001026214 KNI898000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-05 2025-03-05 N N N 0.0532 11000803.99 11000803.99 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 10/11/2024 5.36 3130AYHQ2 2549001DPIFGXC1TOL40 US3130AYHQ24 0001026214 KDJ425000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-11 2024-10-11 N N N 0.0522 9000282.69 9000282.69 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/12/2026 5.42 3130B1WK9 2549001DPIFGXC1TOL40 US3130B1WK95 0001026214 KLV562000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-12 2026-01-12 N N N 0.0542 4999865.40 4999865.40 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/02/2025 5.48 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-02 2025-07-02 N N N 0.0534 3002950.98 3002950.98 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 5.49 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-25 2025-07-25 N N N 0.0535 5005943.70 5005943.70 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/05/2026 5.46 3133EP4L6 254900C5LP6DN9OP9V83 US3133EP4L60 4003205 KOU730000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-03-05 2026-03-05 N N N 0.0543 1000305.89 1000305.89 0.0001 N N N N ING Financial Markets LLC INGFIN G RP 5.39% 9/20/24 5.39 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KNR510000 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 KNR510000 2054-01-20 2054-01-20 6.000 N/A 8196941.00 8199096.10 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-20 2024-09-20 2024-09-20 N N N 0.0526 8000000.00 8000000.00 0.0009 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 12/03/2024 5.35 3130B16Z5 2549001DPIFGXC1TOL40 US3130B16Z56 0001026214 KIL311000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-03 2024-12-03 N N N 0.0524 5000573.65 5000573.65 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 09/03/2024 5.44 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 4003205 JRI378000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0544 5000000.00 5000000.00 0.0006 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 10/24/2024 5.44 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 JMF131000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-24 2024-10-24 N N N 0.0523 2000338.70 2000338.70 0.0002 N N N N Mitsubishi Ufj Securities (USA FICASH MK 5.327% 09/03/24 5.33 N/A N/A KPG829000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG829000 2026-11-01 2060-07-01 2.000 - 6.500 N/A 13040756.00 4196700.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG829000 2044-02-01 2047-10-01 3.500 N/A 1900.00 291.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG829000 2035-05-20 2047-09-20 3.000 - 6.500 N/A 16621.00 2793.87 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 4115000.00 4115000.00 0.0005 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/17/2025 5.49 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 4003205 KAD688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-17 2025-10-17 N N N 0.0537 1001268.24 1001268.24 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 02/24/2025 5.46 3130AWXC9 2549001DPIFGXC1TOL40 US3130AWXC97 0001026214 JXC927000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-24 2025-02-24 N N N 0.0531 11007291.24 11007291.24 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 07/23/2025 5.38 3133ERLQ2 254900C5LP6DN9OP9V83 US3133ERLQ20 4003205 KMJ685000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-23 2025-07-23 N N N 0.0535 2000325.76 2000325.76 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 01/23/2026 5.49 3133EPX42 254900C5LP6DN9OP9V83 US3133EPX425 4003205 KDO318000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-23 2026-01-23 N N N 0.0545 2000499.68 2000499.68 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/14/2025 5.49 3130AXS74 2549001DPIFGXC1TOL40 US3130AXS746 0001026214 KCM620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-14 2025-11-14 N N N 0.0541 3002383.68 3002383.68 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 01/28/2025 5.33 3130B24B8 2549001DPIFGXC1TOL40 US3130B24B88 0001026214 KMU079000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-28 2025-01-28 N N N 0.0531 13999725.46 13999725.46 0.0016 N N N N ABN AMRO Bank NV ABNGR T RP 5.32% 9/3/24 5.32 N/A N/A KPG236000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPG236000 2025-11-15 2045-08-15 0.375 - 4.250 N/A 13851000.00 13274402.97 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 13000000.00 13000000.00 0.0015 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 02/26/2025 5.47 3133EPNK7 254900C5LP6DN9OP9V83 US3133EPNK75 4003205 JXN234000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-26 2025-02-26 N N N 0.0531 4002982.32 4002982.32 0.0005 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 5.39% 9/19/24 5.39 N/A VYVVCKR63DVZZN70PB21 0000276523 KLH665000 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 KLH665000 2053-02-01 2053-02-01 5.500 N/A 17111803.00 17532117.92 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0526 17000000.00 17000000.00 0.0020 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 01/06/2025 5.37 3130B2K79 2549001DPIFGXC1TOL40 US3130B2K794 0001026214 KPE907000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-04 2025-01-06 2025-01-06 N N N 0.0516 10005732.60 10005732.60 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 5.49 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-22 2025-08-22 N N N 0.0536 8009282.80 8009282.80 0.0009 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/23/2024 313384L72 2549001DPIFGXC1TOL40 US313384L723 EJG662000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-23 2024-10-23 2024-10-23 N N N 0.0518 19848200.00 19848200.00 0.0023 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/08/2026 5.41 3133ERKF7 254900C5LP6DN9OP9V83 US3133ERKF73 4003205 KML448000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-08 2026-01-08 N N N 0.0540 3000199.11 3000199.11 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/24/2024 5.35 3130B0ZU6 2549001DPIFGXC1TOL40 US3130B0ZU67 0001026214 KHI155000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-24 2024-12-24 N N N 0.0526 5000539.40 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FEDERAL HOME LOAN BK DN 0% 10/25/2024 313384L98 2549001DPIFGXC1TOL40 US313384L988 313384L98 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-25 2024-10-25 2024-10-25 N N N 0.0484 7941182.40 7941182.40 0.0009 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/12/2025 5.43 3133EP5E1 254900C5LP6DN9OP9V83 US3133EP5E19 4003205 KJA241000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-12 2025-12-12 N N N 0.0542 3999881.00 3999881.00 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/01/2025 5.43 3130AYC53 2549001DPIFGXC1TOL40 US3130AYC532 0001026214 KCW680000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-01 2025-04-01 N N N 0.0532 2001132.08 2001132.08 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 11/15/2024 5.44 3133EPTG0 254900C5LP6DN9OP9V83 US3133EPTG00 4003205 JWW566000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-15 2024-11-15 N N N 0.0523 1000260.25 1000260.25 0.0001 N N N N RBC Dominion Securities RBCDOMGR G RP 5.36% 9/3/24 5.36 N/A 549300QJJX6CVVUXLE15 KPD307000 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 KPD307000 2026-11-01 2054-03-01 1.500 - 7.000 N/A 522033.00 325820.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPD307000 2041-11-20 2054-05-20 2.500 - 7.000 N/A 7572483.00 1471584.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPD307000 2040-05-01 2053-10-01 2.500 - 6.500 N/A 236554.00 51868.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPD307000 2024-10-31 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BASGR G RP SOFR+0.06% 9/6/24 5.39 N/A 549300HN4UKV1E2R3U73 KKQ851000 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 KKQ851000 2031-10-01 2054-04-01 2.000 - 6.500 N/A 4864565.00 2230115.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KKQ851000 2029-12-01 2052-11-01 3.000 - 7.000 N/A 18770813.00 8953336.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KKQ851000 2032-06-20 2040-12-15 3.500 - 6.000 N/A 7189792.00 186174.05 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0525 11000000.00 11000000.00 0.0013 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 05/15/2025 5.46 3130AXSW9 2549001DPIFGXC1TOL40 US3130AXSW99 0001026214 KBF183000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-15 2025-05-15 N N N 0.0533 12009119.40 12009119.40 0.0014 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3 11/27/2024 5.36 3133EP3R4 254900C5LP6DN9OP9V83 US3133EP3R40 4003205 KEW117000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-27 2024-11-27 N N N 0.0524 1000124.44 1000124.44 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 09/25/2025 5.42 3133EP6A8 254900C5LP6DN9OP9V83 US3133EP6A87 4003205 KKO804000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-25 2025-09-25 N N N 0.0536 1000266.03 1000266.03 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 10/03/2025 5.46 3130AYDK9 2549001DPIFGXC1TOL40 US3130AYDK99 0001026214 KGG338000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-03 2025-10-03 N N N 0.0537 10009004.10 10009004.10 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 01/28/2025 5.37 3133EP4F9 254900C5LP6DN9OP9V83 US3133EP4F92 4003205 KGG959000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-28 2025-01-28 N N N 0.0529 1000202.65 1000202.65 0.0001 N N N N Fannie Mae FANNIE MAE VFAC SOFR+13.5 08/21/2026 5.47 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 0000310522 KOW136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-08-21 2026-08-21 N N N 0.0547 1999780.82 1999780.82 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/24/2026 5.43 3133ERHZ7 254900C5LP6DN9OP9V83 US3133ERHZ74 4003205 KLE488000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-24 2026-06-24 N N N 0.0543 2999775.72 2999775.72 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/10/2025 5.49 3130AWLH1 2549001DPIFGXC1TOL40 US3130AWLH13 0001026214 KHC756000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-10 2025-07-10 N N N 0.0535 4004207.32 4004207.32 0.0005 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP 5.36% 9/4/24 5.36 N/A MBNUM2BPBDO7JBLYG310 0000315030 KPE630000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPE630000 2037-04-01 2037-05-01 1.500 - 3.000 N/A 14702249.00 10846641.54 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPE630000 2027-02-28 2027-02-28 1.125 N/A 17900.00 16860.64 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPE630000 2037-04-01 2037-05-01 2.000 - 4.000 N/A 10631657.00 8533853.64 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0522 19000000.00 19000000.00 0.0022 N N Y N BNP Paribas, SA BNP (GR) G RP SOFR+0.05% 9/3/24 5.38 N/A R0MUWSFPU8MPRO8K5P83 KJC909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KJC909000 2024-10-31 2054-05-15 0.000 - 5.289 N/A 5392200.00 5241417.33 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0538 5000000.00 5000000.00 0.0006 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/23/2024 5.34 3130AYMB9 2549001DPIFGXC1TOL40 US3130AYMB99 0001026214 KDP279000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-23 2024-09-23 N N N 0.0521 16000135.68 16000135.68 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/24/2024 5.35 3130B0ZM4 2549001DPIFGXC1TOL40 US3130B0ZM42 0001026214 KHI050000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-24 2024-12-24 N N N 0.0526 20002157.60 20002157.60 0.0023 N N N N MUFG Securities EMEA PLC MUFSECGR *G RP 5.34% 9/9/24 5.34 N/A U7M81AY481YLIOR75625 KNK324000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KNK324000 2024-10-31 2028-11-30 2.875 - 4.375 N/A 23499400.00 23603405.14 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 23000000.00 23000000.00 0.0027 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 05/27/2025 5.47 3133EPZU2 254900C5LP6DN9OP9V83 US3133EPZU20 4003205 KAK867000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-27 2025-05-27 N N N 0.0533 6005505.24 6005505.24 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 04/24/2026 5.44 3133ERME8 254900C5LP6DN9OP9V83 US3133ERME80 4003205 KML467000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-04-24 2026-04-24 N N N 0.0542 1000114.76 1000114.76 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/11/2024 313384K32 2549001DPIFGXC1TOL40 US313384K329 313384K32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-11 2024-10-11 2024-10-11 N N N 0.0517 6958676.69 6958676.69 0.0008 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/19/2024 5.35 3130B0ZL6 2549001DPIFGXC1TOL40 US3130B0ZL68 0001026214 KHI056000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-19 2024-12-19 N N N 0.0525 15001595.85 15001595.85 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 01/30/2025 5.33 3130B24L6 2549001DPIFGXC1TOL40 US3130B24L60 0001026214 KNB192000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-30 2025-01-30 N N N 0.0528 31003039.86 31003039.86 0.0036 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP 5.37% 10/29/24 5.37 N/A MBNUM2BPBDO7JBLYG310 0000315030 KPD624000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPD624000 2028-04-30 2028-04-30 1.250 N/A 25900.00 23808.08 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPD624000 2054-04-01 2054-04-01 6.000 - 6.500 N/A 27295114.00 27540901.50 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-29 2024-10-29 2024-10-29 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0527 27000000.00 27000000.00 0.0031 N N N Y TD Securities (U.S.A.) TDGR T RP 5.32% 9/3/24 5.32 N/A SUVUFHICNZMP2WKHG940 KPG231000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPG231000 2024-10-31 2027-11-30 3.875 - 4.375 N/A 11101500.00 11226632.69 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 11000000.00 11000000.00 0.0013 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/06/2025 5.49 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 4003205 JYV240000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-06 2025-10-06 N N N 0.0537 2002472.62 2002472.62 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 02/20/2025 5.44 3133EPE35 254900C5LP6DN9OP9V83 US3133EPE359 4003205 KBF097000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-20 2025-02-20 N N N 0.0532 6003034.26 6003034.26 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/12/2025 5.48 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-12 2025-05-12 N N N 0.0533 10009266.40 10009266.40 0.0012 N N N N Pnc Bank NA PNC GR M RP 5.34% 9/3/24 5.34 N/A AD6GFRVSDT01YPT1CS68 KPG307000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG307000 2036-03-01 2036-03-01 2.000 N/A 3598129.00 2042776.32 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 2000000.00 2000000.00 0.0002 N Y Y N Mizuho Securities U.S.A., Inc. MIZUHO G RP 5.36% 9/3/24 5.36 N/A 7TK5RJIZDFROZCA6XF66 0000812291 KPD478000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPD478000 2028-05-15 2028-05-15 2.875 N/A 5219400.00 5105342.41 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 5000000.00 5000000.00 0.0006 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/10/2025 5.35 3130B2B46 2549001DPIFGXC1TOL40 US3130B2B462 0001026214 KNY709000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-10 2025-03-10 N N N 0.0534 4000049.08 4000049.08 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 04/14/2025 5.46 3130AXHU5 2549001DPIFGXC1TOL40 US3130AXHU52 0001026214 KAD087000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-14 2025-04-14 N N N 0.0531 4003240.88 4003240.88 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 08/04/2025 5.48 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-04 2025-08-04 N N N 0.0537 3002732.22 3002732.22 0.0003 N N N N Lloyds Bank PLC LLOYDGR G RP 5.38% 9/25/24 5.38 N/A H7FNTJ4851HG0EXQ1Z70 KMT977000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KMT977000 2031-05-15 2031-05-15 1.625 N/A 2349400.00 2063521.75 U.S. Treasuries (including strips) Y N/A N/A 2024-09-25 2024-09-25 2024-09-25 N N N 0.0526 2000000.00 2000000.00 0.0002 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 03/28/2025 5.46 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-28 2025-03-28 N N N 0.0532 2001508.78 2001508.78 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 06/24/2026 5.44 3133ERJD4 254900C5LP6DN9OP9V83 US3133ERJD45 4003205 KLG652000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-24 2026-06-24 N N N 0.0542 2000395.00 2000395.00 0.0002 N N N N Jpmorgan Secs LLC MORGNSEC *G RP SOFR+0.02% 9/13/24 5.35 N/A ZBUT11V806EZRVTWT807 0001287279 KOK730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOK730000 2024-12-31 2026-04-30 1.750 - 4.875 N/A 209947100.00 215859819.32 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-13 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 211000000.00 211000000.00 0.0244 N N Y N BofA Securities, Inc. BASGR *G RP SOFR+0.04% 10/2/24 5.37 N/A 549300HN4UKV1E2R3U73 KLU757000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLU757000 2052-09-01 2053-04-01 4.000 - 5.500 N/A 5192318.00 4519004.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLU757000 2051-10-01 2051-10-01 2.500 N/A 3864480.00 2688198.02 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-10-02 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0525 7000000.00 7000000.00 0.0008 N N Y N US Treasury Bill UST BILLS 0% 11/19/2024 912797MC8 254900HROIFWPRGM1V77 US912797MC88 KMJ704000 U.S. Treasury Debt Y N/A N/A 2024-11-19 2024-11-19 2024-11-19 N N N 0.0490 79147011.20 79147011.20 0.0092 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/16/2024 5.35 3130AYYN0 2549001DPIFGXC1TOL40 US3130AYYN00 0001026214 KEQ290000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-16 2024-09-16 N N N 0.0520 14000118.30 14000118.30 0.0016 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 12/08/2025 5.49 3130AXYH5 2549001DPIFGXC1TOL40 US3130AXYH58 0001026214 KCM446000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-08 2025-12-08 N N N 0.0537 5006253.05 5006253.05 0.0006 N N N N Lloyds Bank Corp Mrkts LBCMGR G RP 5.35% 9/10/24 5.35 N/A 213800MBWEIJDM5CU638 KPF620000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-09-10 2024-09-10 2024-09-10 N N N 0.0522 21000000.00 21000000.00 0.0024 N N N N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 01/03/2025 5.48 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 4003205 JSF356000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-01-03 2025-01-03 N N N 0.0527 2001140.06 2001140.06 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/18/2024 5.35 3130B0YW3 2549001DPIFGXC1TOL40 US3130B0YW33 0001026214 KHH553000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-18 2024-12-18 N N N 0.0525 11001172.82 11001172.82 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 10/25/2024 5.44 3130AWPY0 2549001DPIFGXC1TOL40 US3130AWPY00 0001026214 JWE348000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-25 2024-10-25 N N N 0.0523 7001218.49 7001218.49 0.0008 N N N N Credit AG CREDITAG *G RP 5.35% 9/19/24 5.35 N/A 1VUV7VQFKUOQSJ21A208 KOL132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOL132000 2026-04-30 2026-04-30 4.875 N/A 6955300.00 7160200.95 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 7000000.00 7000000.00 0.0008 N N Y N Sumitomo Mitsui Banking Corp. FICASH MK 5.327% 09/03/24 5.33 N/A N/A KPG829000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG829000 2048-12-01 2053-05-01 2.000 - 5.500 N/A 152387533.00 49532888.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG829000 2042-10-20 2054-06-20 3.000 - 6.500 N/A 130203536.00 78255610.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG829000 2053-02-01 2053-04-01 5.500 N/A 22424570.00 20123735.74 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 144011000.00 144011000.00 0.0167 N Y Y N US Treasury Bill UST BILLS 0% 11/14/2024 912797LD7 254900HROIFWPRGM1V77 US912797LD70 KJJ104000 U.S. Treasury Debt Y N/A N/A 2024-11-14 2024-11-14 2024-11-14 N N N 0.0489 44550450.00 44550450.00 0.0052 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/19/2025 5.48 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-19 2025-05-19 N N N 0.0533 10009563.10 10009563.10 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 12/18/2024 5.44 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 4003205 JSQ681000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-18 2024-12-18 N N N 0.0525 2000771.88 2000771.88 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/21/2025 5.46 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 4003205 KDJ233000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-10-21 2025-10-21 N N N 0.0537 1000888.00 1000888.00 0.0001 N N N N BNP Paribas, SA BNP (GR) *G RP 5.35% 9/19/24 5.35 N/A R0MUWSFPU8MPRO8K5P83 KNC876000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNC876000 2024-10-31 2053-11-15 0.000 - 5.289 N/A 29638800.00 23597618.74 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 23000000.00 23000000.00 0.0027 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.875% 09/13/2024 4.88 3130ATVD6 2549001DPIFGXC1TOL40 US3130ATVD69 0001026214 JOS406000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-13 2024-09-13 2024-09-13 N N N 0.0532 24994925.00 24994925.00 0.0029 N N N N Barclays Capital Inc. BCAP T RP 5.32% 9/3/24 5.32 N/A AC28XWWI3WIBK2824319 0000851376 KPG271000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPG271000 2028-11-30 2028-11-30 4.375 N/A 6895300.00 7144225.38 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 7000000.00 7000000.00 0.0008 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 05/02/2025 5.35 3133ERND9 254900C5LP6DN9OP9V83 US3133ERND98 4003205 KNJ056000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-02 2025-05-02 N N N 0.0534 1000018.30 1000018.30 0.0001 N N N N ING Financial Markets LLC INGFIN G RP 5.36% 9/3/24 5.36 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KPD273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPD273000 2025-01-30 2025-01-30 0.000 N/A 3124400.00 3063267.99 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 3000000.00 3000000.00 0.0003 N Y Y N Wells Fargo Securities LLC FICASH MK 5.327% 09/03/24 5.33 N/A N/A KPG829000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT N/A KPG829000 2049-10-25 2049-10-25 8.713 N/A 13000.00 11873.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association N/A KPG829000 2036-03-25 2036-03-25 5.417 N/A 7379.00 42.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG829000 2024-11-15 2064-08-20 1.500 - 8.500 N/A 83805070.00 29158235.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A KPG829000 2029-02-25 2029-02-25 7.816 N/A 58067.00 19708.58 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 KPG829000 2029-04-30 2052-05-15 2.000 - 4.500 N/A 1713271.00 1398089.75 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 29962000.00 29962000.00 0.0035 N Y Y N Wells Fargo Securities, LLC WELLSFAR G RP 5.39% 9/16/24 5.39 N/A VYVVCKR63DVZZN70PB21 0000276523 KMJ540000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KMJ540000 2027-09-01 2054-06-01 1.000 - 6.000 N/A 51798591.00 11302314.94 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-16 2024-09-16 2024-09-16 N N N 0.0526 11000000.00 11000000.00 0.0013 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 08/06/2025 5.37 3130B2AF2 2549001DPIFGXC1TOL40 US3130B2AF22 0001026214 KNR846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-06 2025-08-06 N N N 0.0537 8999766.99 8999766.99 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.05% 02/10/2025 5.05 3130B04N6 2549001DPIFGXC1TOL40 US3130B04N62 0001026214 KES382000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-10 2025-02-10 2025-02-10 N N N 0.0514 10995221.71 10995221.71 0.0013 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP 5.38% 10/17/24 5.38 N/A MBNUM2BPBDO7JBLYG310 0000315030 KOM056000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOM056000 2028-04-30 2028-04-30 1.250 N/A 64700.00 59474.25 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KOM056000 2054-04-01 2054-04-01 5.000 - 6.500 N/A 22395643.00 22440901.35 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-17 2024-10-17 2024-10-17 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0528 22000000.00 22000000.00 0.0025 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/06/2024 5.34 3130B1LR6 2549001DPIFGXC1TOL40 US3130B1LR67 0001026214 KKG658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-06 2024-12-06 N N N 0.0524 10000871.00 10000871.00 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/24/2026 5.46 3130B1T56 2549001DPIFGXC1TOL40 US3130B1T565 0001026214 KLG653000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-24 2026-06-24 N N N 0.0541 8002212.00 8002212.00 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 5.49 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-22 2025-08-22 N N N 0.0536 10011603.50 10011603.50 0.0012 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIT T RP 5.32% 9/3/24 5.32 N/A 549300H47WTHXPU08X20 KPG255000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KPG255000 2027-11-30 2027-12-31 0.630 - 3.880 N/A 213889500.00 205082714.48 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 201000000.00 201000000.00 0.0233 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/09/2024 5.34 3130B1LN5 2549001DPIFGXC1TOL40 US3130B1LN53 0001026214 KKG655000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-09 2024-12-09 N N N 0.0524 9000808.02 9000808.02 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 07/07/2025 5.49 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 4003205 JVW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-07 2025-07-07 N N N 0.0534 1001123.74 1001123.74 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/24/2026 5.43 3130B1T72 2549001DPIFGXC1TOL40 US3130B1T722 0001026214 KLG655000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-24 2026-06-24 N N N 0.0543 2999792.85 2999792.85 0.0003 N N N N BNP Paribas, SA BNP (GR) *G RP 5.31% 10/1/24 5.31 N/A R0MUWSFPU8MPRO8K5P83 KNO417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO417000 2024-10-31 2053-05-15 0.500 - 5.214 N/A 26041100.00 26649799.21 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-10-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 26000000.00 26000000.00 0.0030 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 06/24/2025 5.47 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 4003205 JXE271000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-24 2025-06-24 N N N 0.0536 4003088.20 4003088.20 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 11/08/2024 5.44 3130AVX64 2549001DPIFGXC1TOL40 US3130AVX641 0001026214 JYO793000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-08 2024-11-08 N N N 0.0523 1000221.93 1000221.93 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 11/06/2024 5.45 3130AWSP6 2549001DPIFGXC1TOL40 US3130AWSP65 0001026214 KAE658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-06 2024-11-06 N N N 0.0523 5001155.85 5001155.85 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/04/2025 5.43 3130AYD60 2549001DPIFGXC1TOL40 US3130AYD605 0001026214 KDC555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-04 2025-04-04 N N N 0.0532 5002862.70 5002862.70 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/28/2026 5.41 3133ERFS5 254900C5LP6DN9OP9V83 US3133ERFS59 4003205 KJW044000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-28 2026-01-28 N N N 0.0541 2999800.59 2999800.59 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/23/2026 5.45 3133ERMC2 254900C5LP6DN9OP9V83 US3133ERMC25 4003205 KML474000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-07-23 2026-07-23 N N N 0.0545 2999919.93 2999919.93 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/08/2024 5.41 3133ENDJ6 254900C5LP6DN9OP9V83 US3133ENDJ64 4003205 KML530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-08 2024-11-08 N N N 0.0527 1000089.20 1000089.20 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 08/19/2025 5.39 3133ERQE4 254900C5LP6DN9OP9V83 US3133ERQE45 4003205 KOM444000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-19 2025-08-19 N N N 0.0537 3000286.05 3000286.05 0.0003 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 5.34% 9/19/24 5.34 N/A 2IGI19DL77OX0HC3ZE78 KNO276000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO276000 2025-01-31 2054-02-15 0.750 - 4.625 N/A 7161900.00 6149960.87 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 6000000.00 6000000.00 0.0007 N N Y N Lloyds Bank Corp Mrkts LBCMGR G RP 5.35% 9/3/24 5.35 N/A 213800MBWEIJDM5CU638 KOX104000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KOX104000 2028-10-31 2028-10-31 1.375 N/A 23469200.00 21460872.10 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0535 21000000.00 21000000.00 0.0024 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.98% 11/15/2024 4.98 3130AY7E0 2549001DPIFGXC1TOL40 US3130AY7E05 0001026214 KCM669000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-15 2024-11-15 2024-11-15 N N N 0.0530 11990157.60 11990157.60 0.0014 N N N N US Treasury Notes UST NOTES 3.875% 03/31/2025 3.88 91282CGU9 254900HROIFWPRGM1V77 US91282CGU99 JSB202000 U.S. Treasury Debt Y N/A N/A 2025-03-31 2025-03-31 2025-03-31 N N N 0.0469 4976484.35 4976484.35 0.0006 N Y Y N Bank of Nova Scotia FICASH MK 5.327% 09/03/24 5.33 N/A N/A KPG829000_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 KPG829000 2024-09-24 2043-08-15 0.000 - 5.000 N/A 19115690.00 18693363.73 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 18316000.00 18316000.00 0.0021 N Y Y N US Treasury Bill UST BILLS 0% 02/27/2025 912797ML8 254900HROIFWPRGM1V77 US912797ML87 KOW157000 U.S. Treasury Debt Y N/A N/A 2025-02-27 2025-02-27 2025-02-27 N N N 0.0480 103850116.66 103850116.66 0.0120 N Y Y N US Treasury Bill UST BILLS 0% 09/10/2024 912797LG0 254900HROIFWPRGM1V77 US912797LG02 KJH498000 U.S. Treasury Debt Y N/A N/A 2024-09-10 2024-09-10 2024-09-10 N N N 0.0340 42656638.58 42656638.58 0.0049 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/20/2026 5.43 3133EREY3 254900C5LP6DN9OP9V83 US3133EREY37 4003205 KJO863000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-05-20 2026-05-20 N N N 0.0542 1000068.41 1000068.41 0.0001 N N N N US Treasury Bill UST BILLS 0% 02/13/2025 912797MK0 254900HROIFWPRGM1V77 US912797MK05 KOC172000 U.S. Treasury Debt Y N/A N/A 2025-02-13 2025-02-13 2025-02-13 N N N 0.0480 84165978.62 84165978.62 0.0097 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/28/2025 5.38 3130B2KE4 2549001DPIFGXC1TOL40 US3130B2KE47 0001026214 KPE854000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-28 2025-03-28 N N N 0.0537 2999999.43 2999999.43 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 05/15/2025 5.49 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 4003205 JTO600000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-15 2025-05-15 N N N 0.0525 4001286.76 4001286.76 0.0005 N N N N HSBC Securities (USA), Inc. FICASH MK 5.327% 09/03/24 5.33 N/A N/A KPG829000_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 KPG829000 2040-12-01 2054-07-01 2.000 - 7.500 N/A 9467130.00 3647265.44 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG829000 2025-02-28 2039-05-15 0.750 - 4.625 N/A 11002220.00 11209452.64 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG829000 2029-01-01 2054-09-01 2.500 - 7.000 N/A 159507.00 139005.29 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 14693000.00 14693000.00 0.0017 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/26/2024 5.47 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-26 2024-09-26 N N N 0.0522 10000966.20 10000966.20 0.0012 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.1% 11/29/24 5.43 N/A 549300HN4UKV1E2R3U73 KOO018000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KOO018000 2032-04-01 2054-08-01 6.000 - 7.000 N/A 30901948.00 6245722.09 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KOO018000 2030-10-15 2054-02-20 7.000 - 8.000 N/A 1146906.00 1062045.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KOO018000 2026-01-01 2052-05-01 2.000 - 5.000 N/A 17851613.00 5988234.10 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-29 2024-11-29 2024-11-29 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0536 13000000.00 13000000.00 0.0015 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+19 11/25/2024 5.52 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 4003205 JMS524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-25 2024-11-25 N N N 0.0528 4001517.04 4001517.04 0.0005 N N N N Fixed Income Clearing Corp - Citi CITG FIG T RP 5.32% 9/3/24 5.32 N/A 6SHGI4ZSSLCXXQSBB395 KPG273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG273000 2024-09-30 2052-08-15 0.500 - 7.500 N/A 66470600.00 56133161.91 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 55000000.00 55000000.00 0.0064 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/15/2025 5.49 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 4003205 JYB484000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-15 2025-09-15 N N N 0.0536 4547384.90 4547384.90 0.0005 N N N N Fixed Income Clearing Corp - BNP BNP FIG T RP 5.32% 9/3/24 5.32 N/A N/A KPG285000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KPG285000 2024-10-31 2054-05-15 0.000 - 5.289 N/A 84763000.00 72462808.35 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 71000000.00 71000000.00 0.0082 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/10/2025 5.48 3133EPYA7 254900C5LP6DN9OP9V83 US3133EPYA74 4003205 JYV262000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-10 2025-07-10 N N N 0.0535 5004612.20 5004612.20 0.0006 N N N N Barclays Bank PLC BPLCGR *G RP 5.34% 9/19/24 5.34 N/A G5GSEF7VJP5I7OUK5573 KNN899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNN899000 2029-07-31 2029-07-31 4.000 N/A 38323800.00 38949775.97 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 38000000.00 38000000.00 0.0044 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/06/2025 5.38 3133ERGJ4 254900C5LP6DN9OP9V83 US3133ERGJ42 4003205 KKN689000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-06 2025-08-06 N N N 0.0538 5999864.88 5999864.88 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 11/26/2024 5.34 3130B1HE0 2549001DPIFGXC1TOL40 US3130B1HE01 0001026214 KJY017000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-26 2024-11-26 N N N 0.0524 4000297.04 4000297.04 0.0005 N N N N JP Morgan Securities LLC FICASH MK 5.327% 09/03/24 5.33 N/A N/A KPG829000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by 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Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KPE729000 2027-02-15 2033-02-15 2.250 - 3.500 N/A 7305800.00 7140099.64 U.S. Treasuries (including strips) Y N/A N/A 2024-11-29 2024-11-29 2024-11-29 N N N 0.0509 7000000.00 7000000.00 0.0008 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 12/23/2024 5.45 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 4003205 JUC731000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-23 2024-12-23 N N N 0.0526 4001667.84 4001667.84 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/16/2025 313385AR7 2549001DPIFGXC1TOL40 US313385AR76 KCI696000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-16 2025-01-16 2025-01-16 N N N 0.0490 21599911.74 21599911.74 0.0025 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/06/2024 5.34 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N/A N/A 2024-10-10 2024-10-10 2024-10-10 N N N 0.0474 185913609.08 185913609.08 0.0215 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/10/2025 5.37 3133ERGQ8 254900C5LP6DN9OP9V83 US3133ERGQ84 4003205 KKP619000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-06-10 2025-06-10 N N N 0.0535 2000075.68 2000075.68 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/03/2026 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 4003205 KPD773000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-03 2026-09-03 2026-09-03 N N N 0.0000 4002409.00 4002409.00 0.0005 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 5.21% 11/19/24 5.21 N/A VYVVCKR63DVZZN70PB21 0000276523 KOT579000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KOT579000 2039-05-01 2039-05-01 5.500 N/A 21990464.00 22488714.16 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-19 2024-11-19 2024-11-19 N N N 0.0514 22000000.00 22000000.00 0.0025 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 11/22/2024 5.44 3133EPWQ4 254900C5LP6DN9OP9V83 4003205 JYH775000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-22 2024-11-22 N N N 0.0522 2000603.72 2000603.72 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 07/29/2025 5.37 3133ERMP3 254900C5LP6DN9OP9V83 US3133ERMP38 4003205 KMR130000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-29 2025-07-29 N N N 0.0536 3000099.63 3000099.63 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+ 01/30/2026 5.47 3133EPZ57 254900C5LP6DN9OP9V83 US3133EPZ578 4003205 KDU758000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-30 2026-01-30 N N N 0.0541 2001526.78 2001526.78 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 02/20/2025 5.46 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-20 2025-02-20 N N N 0.0532 3001796.19 3001796.19 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/04/2026 5.41 3133ERGB1 254900C5LP6DN9OP9V83 US3133ERGB16 4003205 KKH401000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-04 2026-03-04 2026-03-04 N N N 0.0541 2999839.77 2999839.77 0.0003 N N N N Citigroup Global Capital Markets, Inc. CITIGRP *G RP 5.34% 9/6/24 5.34 N/A MBNUM2BPBDO7JBLYG310 0000315030 KOA299000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KOA299000 2028-04-30 2028-04-30 1.250 N/A 52400.00 48167.71 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KOA299000 2039-07-01 2039-08-01 4.000 - 5.500 N/A 239932.00 240892.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KOA299000 2039-08-01 2039-08-01 5.500 N/A 12034311.00 11999999.02 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0521 12000000.00 12000000.00 0.0014 N N Y N MUFG Securities (Canada), Ltd. MFGCAGR G RP 5.39% 10/23/24 5.39 N/A 549300Y1PMK3RWXMWR72 KNO445000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNO445000 2037-02-01 2054-05-01 2.000 - 6.500 N/A 7661723.00 4794490.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNO445000 2032-08-15 2054-04-20 2.500 - 6.500 N/A 424737.00 299324.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNO445000 2035-10-01 2054-08-01 1.500 - 6.500 N/A 5276116.00 3043088.21 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KNO445000 2026-01-15 2053-02-15 0.125 - 3.750 N/A 50300.00 64033.62 U.S. Treasuries (including strips) Y N/A N/A 2024-10-23 2024-10-23 2024-10-23 N N N 0.0529 8000000.00 8000000.00 0.0009 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.92% 01/14/2025 4.92 3130AYUG9 2549001DPIFGXC1TOL40 US3130AYUG94 0001026214 KEI818000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-14 2025-01-14 2025-01-14 N N N 0.0508 9992964.00 9992964.00 0.0012 N N N N ING Financial Markets LLC FICASH MK 5.327% 09/03/24 5.33 N/A N/A KPG829000_03735 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 KPG829000 2036-09-01 2054-08-01 2.000 - 6.500 N/A 1772642.00 1500916.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG829000 2050-12-01 2054-08-01 2.000 - 6.000 N/A 4024884.00 3549026.98 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 4948000.00 4948000.00 0.0006 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 11/17/2025 5.40 3133ERES6 254900C5LP6DN9OP9V83 US3133ERES68 4003205 KJO180000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-17 2025-11-17 N N N 0.0538 2000363.60 2000363.60 0.0002 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 10/30/24 5.39 N/A 549300HN4UKV1E2R3U73 KNI768000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNI768000 2029-09-01 2054-06-01 2.000 - 6.500 N/A 25314129.00 14486928.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNI768000 2036-01-15 2054-01-20 6.000 - 7.500 N/A 1993132.00 2002805.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNI768000 2025-06-01 2053-07-01 2.000 - 5.500 N/A 18047613.00 6067970.29 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-30 2024-10-30 2024-10-30 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 22000000.00 22000000.00 0.0025 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 02/26/2025 5.44 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 4003205 JTO296000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-02-26 2025-02-26 N N N 0.0531 7004032.77 7004032.77 0.0008 N N N N RBC Dominion Securities RBCDOMGR *G RP 5.34% 9/19/24 5.34 N/A 549300QJJX6CVVUXLE15 KNO193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO193000 2024-09-26 2053-08-15 0.000 - 6.000 N/A 31311200.00 30750240.55 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 30000000.00 30000000.00 0.0035 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 01/16/2026 5.47 3130AYJ80 2549001DPIFGXC1TOL40 US3130AYJ800 0001026214 KMJ618000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-16 2026-01-16 N N N 0.0542 3001720.08 3001720.08 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/21/2025 5.39 3130B2G90 2549001DPIFGXC1TOL40 US3130B2G909 0001026214 KOU677000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-21 2025-08-21 N N N 0.0539 15999889.44 15999889.44 0.0019 N N N N Bank of America, N.A. FICASH MK 5.327% 09/03/24 5.33 N/A N/A KPG829000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG829000 2040-09-20 2052-05-20 2.000 - 4.500 N/A 196451828.00 30232333.66 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 29622000.00 29622000.00 0.0034 N Y Y N Royal Bank of Canada FICASH MK 5.327% 09/03/24 5.33 N/A N/A KPG829000_07750 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KPG829000 2024-11-15 2053-08-15 0.250 - 4.625 N/A 5882209.00 5449239.77 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 5332000.00 5332000.00 0.0006 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/02/2026 5.42 3133ERDN8 254900C5LP6DN9OP9V83 US3133ERDN80 4003205 KIT368000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-02 2026-02-02 N N N 0.0543 1999519.94 1999519.94 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/16/2026 5.42 3130B0YQ6 2549001DPIFGXC1TOL40 US3130B0YQ64 0001026214 KHH555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-01-16 2026-01-16 N N N 0.0539 3001003.62 3001003.62 0.0003 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID T RP 5.32% 9/3/24 5.32 N/A N/A KPG291000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KPG291000 2048-08-15 2048-08-15 3.000 N/A 22771000.00 18358499.97 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 18000000.00 18000000.00 0.0021 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. MUFJGR G RP 5.38% 10/23/24 5.38 N/A K5HU16E3LMSVCCJJJ255 KNO439000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO439000 2024-09-30 2032-05-15 0.000 - 4.875 N/A 7087700.00 7175212.23 U.S. Treasuries (including strips) Y N/A N/A 2024-10-23 2024-10-23 2024-10-23 N N N 0.0528 7000000.00 7000000.00 0.0008 N N N Y NatWest Market Securities Inc NATSECGR G RP 5.36% 9/3/24 5.36 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KPD155000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPD155000 2027-08-15 2027-08-15 3.750 N/A 15299900.00 15315988.35 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 15000000.00 15000000.00 0.0017 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/21/2025 5.49 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-21 2025-07-21 N N N 0.0535 8009381.68 8009381.68 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/17/2025 5.49 3130AXS90 2549001DPIFGXC1TOL40 US3130AXS902 0001026214 KCK819000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-17 2025-11-17 N N N 0.0536 18023652.90 18023652.90 0.0021 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/10/2026 5.41 3133ERGM7 254900C5LP6DN9OP9V83 US3133ERGM70 4003205 KKO797000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-10 2026-02-10 N N N 0.0541 1999874.28 1999874.28 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2024 5.34 3130AYP83 2549001DPIFGXC1TOL40 US3130AYP831 0001026214 KDU918000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-09-05 2024-09-05 N N N 0.0520 7000009.10 7000009.10 0.0008 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/13/2026 5.43 3133EREH0 254900C5LP6DN9OP9V83 US3133EREH04 4003205 KJH573000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-05-13 2026-05-13 N N N 0.0542 11000688.38 11000688.38 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/24/2025 5.37 3130B2JS5 2549001DPIFGXC1TOL40 US3130B2JS51 0001026214 KPD674000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-24 2025-03-24 N N N 0.0536 2000000.00 2000000.00 0.0002 N N N N US Treasury Bill UST BILLS 0% 11/21/2024 912797LE5 254900HROIFWPRGM1V77 US912797LE53 KJQ646000 U.S. Treasury Debt Y N/A N/A 2024-11-21 2024-11-21 2024-11-21 N N N 0.0491 27693392.16 27693392.16 0.0032 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 07/18/2025 5.38 3133EP5P6 254900C5LP6DN9OP9V83 US3133EP5P65 4003205 KGS333000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-18 2025-07-18 N N N 0.0536 2000234.80 2000234.80 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/22/2025 5.42 3133EP3G8 254900C5LP6DN9OP9V83 US3133EP3G84 4003205 KJP831000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-09-22 2025-09-22 N N N 0.0537 4001857.12 4001857.12 0.0005 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 5.33% 9/27/24 5.33 N/A 2IGI19DL77OX0HC3ZE78 KNK270000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNK270000 2025-01-31 2050-08-15 0.500 - 4.625 N/A 8248300.00 8202139.82 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-27 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 8000000.00 8000000.00 0.0009 N N Y N Goldman Sachs & Co LLC GOLDMAN *RP SOFR+0.02% 9/20/24 5.35 N/A FOR8UP27PHTHYVLBNG30 0000769993 KON117000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KON117000 2024-11-15 2027-08-15 0.750 - 3.750 N/A 7151600.00 7159107.18 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-20 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 7000000.00 7000000.00 0.0008 N N Y N US Treasury Bill UST BILLS 0% 09/05/2024 912797GL5 254900HROIFWPRGM1V77 US912797GL51 JXO887000 U.S. Treasury Debt Y N/A N/A 2024-09-05 2024-09-05 2024-09-05 N N N 0.0178 109968100.00 109968100.00 0.0127 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/18/2024 5.35 3130AYLU8 2549001DPIFGXC1TOL40 US3130AYLU89 0001026214 KDP177000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-18 2024-10-18 N N N 0.0522 22000770.22 22000770.22 0.0025 N N N N Credit Agricole CIB New York Branch FICASH MK 5.327% 09/03/24 5.33 N/A N/A KPG829000_02102 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 N/A KPG829000 2035-04-20 2054-08-20 2.000 - 7.500 N/A 14953294.00 5049057.02 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG829000 2042-02-15 2054-02-15 1.375 - 4.750 N/A 26250618.00 20122702.23 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 24542000.00 24542000.00 0.0028 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 05/05/2026 5.43 3133ERKD2 254900C5LP6DN9OP9V83 US3133ERKD26 4003205 KLP328000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-05-05 2026-05-05 N N N 0.0541 3000518.37 3000518.37 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/04/2024 5.34 3130B0PW3 2549001DPIFGXC1TOL40 US3130B0PW34 0001026214 KGS514000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-04 2024-11-04 N N N 0.0523 10000414.70 10000414.70 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+ 05/20/2025 5.46 3133EPE76 254900C5LP6DN9OP9V83 US3133EPE763 4003205 KBJ658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-20 2025-05-20 N N N 0.0533 2001562.40 2001562.40 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 04/09/2025 5.36 3130B2BL8 2549001DPIFGXC1TOL40 US3130B2BL80 0001026214 KOA832000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-04-09 2025-04-09 N N N 0.0532 3000385.98 3000385.98 0.0003 N N N N US Treasury Bill UST BILLS 0% 01/02/2025 912797LR6 254900HROIFWPRGM1V77 US912797LR66 KLO543000 U.S. Treasury Debt Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0481 6887537.23 6887537.23 0.0008 N Y Y N BNP Paribas, SA BNP (GR) *G RP SOFR+0.02% 9/26/24 5.35 N/A R0MUWSFPU8MPRO8K5P83 KNC978000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNC978000 2026-12-31 2054-05-15 0.500 - 4.625 N/A 7130800.00 7181495.70 U.S. Treasuries (including strips) Y N/A N/A 2024-09-06 2024-09-06 2024-09-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 7000000.00 7000000.00 0.0008 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 11/21/2024 5.44 3130AWWC0 2549001DPIFGXC1TOL40 US3130AWWC07 0001026214 JXB534000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-21 2024-11-21 N N N 0.0527 4000844.60 4000844.60 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 08/08/2025 5.38 3130B2BK0 2549001DPIFGXC1TOL40 US3130B2BK08 0001026214 KNY760000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-08 2025-08-08 N N N 0.0538 12999710.49 12999710.49 0.0015 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/16/2025 5.48 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-16 2025-05-16 N N N 0.0533 4003777.48 4003777.48 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+ 12/15/2025 5.48 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 4003205 KCE402000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-15 2025-12-15 N N N 0.0538 4004320.00 4004320.00 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5% 02/20/2025 5.00 3130B06H7 2549001DPIFGXC1TOL40 US3130B06H76 0001026214 KEY322000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-20 2025-02-20 2025-02-20 N N N 0.0510 4997628.05 4997628.05 0.0006 N N N N US Treasury Bill UST BILLS 0% 10/01/2024 912797LK1 254900HROIFWPRGM1V77 US912797LK14 KKG054000 U.S. Treasury Debt Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0462 145213013.57 145213013.57 0.0168 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/25/2025 5.06 3130B0AT6 2549001DPIFGXC1TOL40 US3130B0AT69 0001026214 KFC397000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0468 11019736.09 11019736.09 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/17/2025 5.44 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-17 2025-07-17 N N N 0.0536 2701716.09 2701716.09 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/24/2025 5.49 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-24 2025-07-24 N N N 0.0535 9010667.52 9010667.52 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/26/2025 5.06 3130B0A58 2549001DPIFGXC1TOL40 US3130B0A583 0001026214 KEY125000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0468 18032582.34 18032582.34 0.0021 N N N N Norinchukin Bank NORGR G RP 5.36% 9/3/24 5.36 N/A 5493007VSMFZCPV1NB83 KPD205000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES OF A 254900HROIFWPRGM1V77 KPD205000 2032-05-15 2032-05-15 0.000 N/A 7616200.00 7143233.98 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 7000000.00 7000000.00 0.0008 N Y Y N BofA Securities, Inc. BASGR G RP SOFR+0.04% 10/1/24 5.37 N/A 549300HN4UKV1E2R3U73 KLT185000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLT185000 2030-02-28 2042-11-15 2.750 - 4.000 N/A 3785100.00 3089323.22 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0525 3000000.00 3000000.00 0.0003 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/20/2025 5.37 3130B2GE9 2549001DPIFGXC1TOL40 US3130B2GE92 0001026214 KOU683000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-05-20 2025-05-20 N N N 0.0536 11999855.64 11999855.64 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 10/21/2024 5.44 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-10-21 2024-10-21 N N N 0.0522 8001280.72 8001280.72 0.0009 N N N N Norinchukin Bank NORGR T RP 5.35% 9/3/24 5.35 N/A 5493007VSMFZCPV1NB83 KPG257000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES OF A 254900HROIFWPRGM1V77 KPG257000 2028-04-30 2028-04-30 0.000 N/A 2057200.00 2040330.96 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0535 2000000.00 2000000.00 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/25/2025 5.48 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-07-25 2025-07-25 N N N 0.0535 3003171.42 3003171.42 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/27/2025 5.46 3130AXD21 2549001DPIFGXC1TOL40 US3130AXD219 0001026214 JYN688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-27 2025-03-27 N N N 0.0532 13009772.62 13009772.62 0.0015 N N N N BNY Mellon Capital Markets LLC FICASH MK 5.327% 09/03/24 5.33 N/A N/A KPG829000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPG829000 2024-09-25 2054-09-01 1.500 - 8.500 N/A 6523311.00 5945931.19 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPG829000 2024-09-12 2046-02-15 0.000 - 4.375 N/A 350745.00 351569.40 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KPG829000 2029-09-10 2029-09-10 1.230 N/A 1413.00 1248.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPG829000 2024-10-01 2054-09-01 1.500 - 8.000 N/A 4184310.00 3889068.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPG829000 2024-12-15 2054-08-20 1.500 - 9.000 N/A 843354.00 365094.18 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 KPG829000 2025-08-21 2031-06-13 1.520 - 4.625 N/A 127947.00 128774.61 Agency Debentures and Agency Strips Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 10466000.00 10466000.00 0.0012 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/28/2025 5.40 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-28 2025-11-28 N N N 0.0538 5000989.60 5000989.60 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 02/20/2026 5.44 3130B2FF7 2549001DPIFGXC1TOL40 US3130B2FF76 0001026214 KOT957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-20 2026-02-20 N N N 0.0543 4999944.30 4999944.30 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/20/2026 5.46 3133EP3F0 254900C5LP6DN9OP9V83 US3133EP3F02 4003205 KEQ873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-02-20 2026-02-20 N N N 0.0541 3001982.34 3001982.34 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/10/2024 5.34 3130B1MM6 2549001DPIFGXC1TOL40 US3130B1MM61 0001026214 KKH682000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-12-10 2024-12-10 N N N 0.0525 18001600.38 18001600.38 0.0021 N N N N US Treasury Bill UST BILLS 0% 11/07/2024 912797LC9 254900HROIFWPRGM1V77 US912797LC97 KJC188000 U.S. Treasury Debt Y N/A N/A 2024-11-07 2024-11-07 2024-11-07 N N N 0.0488 23782304.16 23782304.16 0.0028 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/07/2024 5.34 3130B0PS2 2549001DPIFGXC1TOL40 US3130B0PS22 0001026214 KGS487000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2024-11-07 2024-11-07 N N N 0.0523 30001392.30 30001392.30 0.0035 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/18/2026 5.43 3133ERHP9 254900C5LP6DN9OP9V83 US3133ERHP92 4003205 KKY986000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2026-06-18 2026-06-18 N N N 0.0543 2999788.62 2999788.62 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/28/2025 5.49 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 4003205 KBP973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-11-28 2025-11-28 N N N 0.0538 8008895.20 8008895.20 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 03/20/2025 5.46 3133EPYZ2 254900C5LP6DN9OP9V83 US3133EPYZ26 4003205 KAH848000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-20 2025-03-20 N N N 0.0532 5003651.85 5003651.85 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 12/01/2025 5.49 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 4003205 KBU266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-12-01 2025-12-01 N N N 0.0538 6006682.98 6006682.98 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.05% 02/18/2025 5.05 3130B04M8 2549001DPIFGXC1TOL40 US3130B04M89 0001026214 KES383000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-18 2025-02-18 2025-02-18 N N N 0.0513 15993486.08 15993486.08 0.0019 N N N N ING Financial Markets LLC INGFIN G RP 5.39% 9/19/24 5.39 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KNW124000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNW124000 2054-01-20 2054-01-20 6.000 N/A 5120798.00 5122144.33 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0526 5000000.00 5000000.00 0.0006 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/25/2025 5.47 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-08-25 2025-08-25 N N N 0.0537 6005581.32 6005581.32 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/06/2025 5.46 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-03 2025-03-06 2025-03-06 N N N 0.0532 7004822.37 7004822.37 0.0008 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/04/2024 313384E62 2549001DPIFGXC1TOL40 US313384E629 EIE696000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0523 6995031.96 6995031.96 0.0008 N N Y N VIP Government Money Market Portfolio 2024-09-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer