N-MFP3 0000355916 XXXXXXXX 2026-07-31 BlackRock Variable Series Funds, Inc. 0000355916 5493007IJN5JRPJ1DF61 BLACKROCK GOVERNMENT MONEY MARKET V.I. FUND 549300GRK3HXPW571842 S000002884 1 N N 002-74452 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Boston MA BlackRock Advisors, LLC BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N Y Government N N 41 95 173713667.89 180305550.25 0.7429 0.7711 2026-07-01 172604812.01 179399120.65 0.7416 0.7708 2026-07-02 172264358.26 178859291.33 0.7419 0.7703 2026-07-06 172823970.76 178615968.15 0.7451 0.7701 2026-07-07 173523540.86 179316271.26 0.7459 0.7708 2026-07-08 174363658.26 180658084.33 0.7500 0.7770 2026-07-09 174989756.69 182601622.81 0.7527 0.7854 2026-07-10 176796373.72 184410397.88 0.7546 0.7871 2026-07-13 150359698.88 158619949.06 0.7234 0.7631 2026-07-14 154444804.79 162145468.78 0.7279 0.7641 2026-07-15 161345990.47 166636125.42 0.7467 0.7711 2026-07-16 161603282.40 167337717.02 0.7470 0.7735 2026-07-17 162260469.64 167350820.43 0.7500 0.7735 2026-07-20 159096787.01 163834254.99 0.7448 0.7669 2026-07-21 160849005.78 167846739.95 0.7469 0.7794 2026-07-22 161775123.80 168329439.19 0.7495 0.7798 2026-07-23 161217317.32 167772329.81 0.7488 0.7793 2026-07-24 165141994.38 171496680.16 0.7540 0.7830 2026-07-27 166426091.72 169730390.29 0.7643 0.7795 2026-07-28 165873980.70 169178620.67 0.7637 0.7789 2026-07-29 162327250.88 164832408.43 0.7626 0.7744 2026-07-30 161767616.92 164770684.45 0.7591 0.7732 2026-07-31 2171392.41 210687929.49 210695966.09 294382.58 1978641.28 211183099.80 211110746.5900 Y 1.0000 0.0371 2026-07-01 0.0371 2026-07-02 0.0371 2026-07-06 0.0370 2026-07-07 0.0370 2026-07-08 0.0369 2026-07-09 0.0368 2026-07-10 0.0366 2026-07-13 0.0366 2026-07-14 0.0367 2026-07-15 0.0367 2026-07-16 0.0368 2026-07-17 0.0369 2026-07-20 0.0369 2026-07-21 0.0369 2026-07-22 0.0369 2026-07-23 0.0370 2026-07-24 0.0371 2026-07-27 0.0372 2026-07-28 0.0372 2026-07-29 0.0373 2026-07-30 0.0373 2026-07-31 1.0002 2026-07-01 1.0003 2026-07-02 1.0002 2026-07-06 1.0002 2026-07-07 1.0002 2026-07-08 1.0002 2026-07-09 1.0002 2026-07-10 1.0002 2026-07-13 1.0002 2026-07-14 1.0002 2026-07-15 1.0002 2026-07-16 1.0003 2026-07-17 1.0002 2026-07-20 1.0002 2026-07-21 1.0001 2026-07-22 1.0001 2026-07-23 1.0002 2026-07-24 1.0001 2026-07-27 1.0001 2026-07-28 1.0002 2026-07-29 1.0002 2026-07-30 1.0003 2026-07-31 N N I C000007929 1.00 211183099.80 211110746.5900 1.0002 2026-07-01 1.0003 2026-07-02 1.0002 2026-07-06 1.0002 2026-07-07 1.0002 2026-07-08 1.0002 2026-07-09 1.0002 2026-07-10 1.0002 2026-07-13 1.0002 2026-07-14 1.0002 2026-07-15 1.0002 2026-07-16 1.0003 2026-07-17 1.0002 2026-07-20 1.0002 2026-07-21 1.0001 2026-07-22 1.0001 2026-07-23 1.0002 2026-07-24 1.0001 2026-07-27 1.0001 2026-07-28 1.0002 2026-07-29 1.0002 2026-07-30 1.0003 2026-07-31 16625.63 1786735.46 2026-07-01 1523.32 55236.80 2026-07-02 31067.94 58239.76 2026-07-06 448070.11 1380318.12 2026-07-07 2531.47 50391.15 2026-07-08 123236.94 621972.58 2026-07-09 13172.71 23902273.88 2026-07-10 205337.98 182497.94 2026-07-13 6717469.38 90958.53 2026-07-14 705073.87 46920.59 2026-07-15 11876.18 33083.01 2026-07-16 2598.30 781187.69 2026-07-17 0.00 84748.27 2026-07-20 583432.56 101353.69 2026-07-21 378826.62 503295.86 2026-07-22 107.18 33392.96 2026-07-23 0.00 35196.60 2026-07-24 0.00 560400.71 2026-07-27 5272.35 162250.27 2026-07-28 51223.19 22552.60 2026-07-29 179.34 85441.20 2026-07-30 670193.50 10660.94 2026-07-31 9967818.57 30589108.61 0.0341 2026-07-01 0.0341 2026-07-02 0.0341 2026-07-06 0.0340 2026-07-07 0.0340 2026-07-08 0.0339 2026-07-09 0.0338 2026-07-10 0.0336 2026-07-13 0.0336 2026-07-14 0.0337 2026-07-15 0.0337 2026-07-16 0.0338 2026-07-17 0.0339 2026-07-20 0.0339 2026-07-21 0.0339 2026-07-22 0.0339 2026-07-23 0.0340 2026-07-24 0.0341 2026-07-27 0.0342 2026-07-28 0.0342 2026-07-29 0.0342 2026-07-30 0.0343 2026-07-31 Y 59004.97 Insurance company 0.1217 0.0000 Insurance company 0.1876 0.0000 Broker-dealer 0.3176 0.0000 Insurance company 0.1226 0.0000 N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-10-08 2026-10-08 2026-10-08 N N N 0.0359 652969.76 652969.76 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RG4 254900HROIFWPRGM1V77 US912797RG48 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2026-08-06 2026-08-06 2026-08-06 N N N 0.0183 383884.80 383884.80 0.0018 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69500040 3130BBMC6 2549001DPIFGXC1TOL40 US3130BBMC60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2027-01-29 2027-01-29 N N N 0.0382 484998.09 484998.09 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B9BK5 2549001DPIFGXC1TOL40 US3130B9BK50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2026-08-25 2026-08-25 N N N 0.0369 499996.59 499996.59 0.0024 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2026-08-20 2026-08-20 2026-08-20 N N N 0.0312 5510589.95 5510589.95 0.0261 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VH7 254900HROIFWPRGM1V77 US912797VH74 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2026-12-17 2026-12-17 2026-12-17 N N N 0.0378 1675884.55 1675884.55 0.0079 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.62500000 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0411 316126.25 316126.25 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VS3 254900HROIFWPRGM1V77 US912797VS30 U.S. Treasury Debt Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2027-01-07 2027-01-07 2027-01-07 N N N 0.0382 1165477.34 1165477.34 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.12500000 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-10-31 2026-10-31 2026-10-31 N N N 0.0393 91034.84 91034.84 0.0004 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385C38 2549001DPIFGXC1TOL40 US313385C380 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Moody's P-1 Fitch Agency Standard & Poor's A-1+ 2026-08-17 2026-08-17 2026-08-17 N N N 0.0365 399320.94 399320.94 0.0019 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69000000 3130BBD69 2549001DPIFGXC1TOL40 US3130BBD692 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-03 2026-12-01 2026-12-01 N N N 0.0377 299999.26 299999.26 0.0014 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.70500120 3130BBCE3 2549001DPIFGXC1TOL40 US3130BBCE37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2027-02-24 2027-02-24 N N N 0.0380 230000.10 230000.10 0.0011 N N N N U.S. Treasury Notes U.S. Treasury Notes 2.50000000 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2027-03-31 2027-03-31 2027-03-31 N N N 0.0402 198018.16 198018.16 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-11-12 2026-11-12 2026-11-12 N N N 0.0370 534360.41 534360.41 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2026-09-15 2026-09-15 2026-09-15 N N N 0.0345 896100.44 896100.44 0.0042 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VM6 254900HROIFWPRGM1V77 US912797VM69 U.S. Treasury Debt Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2026-10-20 2026-10-20 2026-10-20 N N N 0.0362 1011881.93 1011881.93 0.0048 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69500040 3130BBC60 2549001DPIFGXC1TOL40 US3130BBC603 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2026-12-28 2026-12-28 N N N 0.0377 699992.90 699992.90 0.0033 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.75000120 3133EWTZ3 254900C5LP6DN9OP9V83 US3133EWTZ32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2027-11-22 2027-11-22 N N N 0.0382 100000.39 100000.39 0.0005 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B8Q88 2549001DPIFGXC1TOL40 US3130B8Q889 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2026-08-24 2026-08-24 N N N 0.0370 219997.81 219997.81 0.0010 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VJ3 254900HROIFWPRGM1V77 US912797VJ31 U.S. Treasury Debt Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0386 1672941.66 1672941.66 0.0079 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.95514720 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-03 2028-04-30 2028-04-30 N N N 0.0334 2849204.10 2849204.10 0.0135 N Y Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.74000040 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2028-05-08 2028-05-08 N N N 0.0381 570001.07 570001.07 0.0027 N N N N U.S. Treasury Notes U.S. Treasury Notes 4.12500000 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2027-02-28 2027-02-28 2027-02-28 N N N 0.0404 1100503.81 1100503.81 0.0052 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67999920 3130BAFP7 2549001DPIFGXC1TOL40 US3130BAFP73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2026-11-23 2026-11-23 N N N 0.0377 439999.01 439999.01 0.0021 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385V37 2549001DPIFGXC1TOL40 US313385V372 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0390 659236.45 659236.45 0.0031 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.78500040 3133ERXN6 254900C5LP6DN9OP9V83 US3133ERXN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-10-15 2026-10-15 N N N 0.0380 2000241.06 2000241.06 0.0095 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.71499840 3130B5Q84 2549001DPIFGXC1TOL40 US3130B5Q844 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2027-03-25 2027-03-25 N N N 0.0376 400018.91 400018.91 0.0019 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385F76 2549001DPIFGXC1TOL40 US313385F763 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2026-09-14 2026-09-14 2026-09-14 N N N 0.0372 597262.50 597262.50 0.0028 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130BB4G7 2549001DPIFGXC1TOL40 US3130BB4G77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2026-09-11 2026-09-11 N N N 0.0369 699992.01 699992.01 0.0033 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.70500120 3133EWMT4 254900C5LP6DN9OP9V83 US3133EWMT45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2027-05-24 2027-05-24 N N N 0.0377 209980.20 209980.20 0.0010 N N N N TD Securities USA LLC TD Securities USA LLC 3.64000000 N/A SUVUFHICNZMP2WKHG940 BYJ9TZB70 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 N/A 12538400.00 9194473.59 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.25 N/A 8588700.00 6105542.62 U.S. Treasuries (including strips) Y Fitch NR Standard & Poor's A-1 Moody's NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 15000000.00 15000000.00 0.0710 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385A71 2549001DPIFGXC1TOL40 US313385A715 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2026-08-05 2026-08-05 2026-08-05 N N N 0.0365 799600.55 799600.55 0.0038 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69000000 3130BBKV6 2549001DPIFGXC1TOL40 US3130BBKV69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2026-12-21 2026-12-21 N N N 0.0376 460007.42 460007.42 0.0022 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.71499840 3133ETAU1 254900C5LP6DN9OP9V83 US3133ETAU17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2027-03-26 2027-03-26 N N N 0.0371 185071.01 185071.01 0.0009 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66500160 3130B9JV3 2549001DPIFGXC1TOL40 US3130B9JV34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-03 2026-08-20 2026-08-20 N N N 0.0370 199998.56 199998.56 0.0010 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.69000000 3133EWLG3 254900C5LP6DN9OP9V83 US3133EWLG33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2027-05-10 2027-05-10 N N N 0.0376 409958.20 409958.20 0.0019 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2026-08-27 2026-08-27 2026-08-27 N N N 0.0326 199519.33 199519.33 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.25000000 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-11-30 2026-11-30 2026-11-30 N N N 0.0390 567598.01 567598.01 0.0027 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.68499960 3133ETX28 254900C5LP6DN9OP9V83 US3133ETX286 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2026-11-19 2026-11-19 N N N 0.0377 69999.98 69999.98 0.0003 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B9QK9 2549001DPIFGXC1TOL40 US3130B9QK95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-09-01 2026-09-01 N N N 0.0381 499994.78 499994.78 0.0024 N N N N U.S. Treasury Notes U.S. Treasury Notes 3.25000000 91282CEW7 254900HROIFWPRGM1V77 US91282CEW73 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2027-06-30 2027-06-30 2027-06-30 N N N 0.0413 396849.22 396849.22 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.75000000 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2027-04-30 2027-04-30 2027-04-30 N N N 0.0408 1695873.52 1695873.52 0.0081 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69000000 3130BAWD5 2549001DPIFGXC1TOL40 US3130BAWD50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2027-01-28 2027-01-28 N N N 0.0377 485002.30 485002.30 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B9QZ6 2549001DPIFGXC1TOL40 US3130B9QZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-09-08 2026-09-08 N N N 0.0379 599995.43 599995.43 0.0028 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-11-17 2026-11-17 2026-11-17 N N N 0.0373 2966963.34 2966963.34 0.0141 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.73500000 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2028-03-16 2028-03-16 N N N 0.0380 200003.75 200003.75 0.0010 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67499880 3130BAWU7 2549001DPIFGXC1TOL40 US3130BAWU75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2026-10-29 2026-10-29 N N N 0.0373 485001.83 485001.83 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B8NY4 2549001DPIFGXC1TOL40 US3130B8NY44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-08-19 2026-08-19 N N N 0.0371 219997.95 219997.95 0.0010 N N N N U.S. Treasury Notes U.S. Treasury Notes 4.25000000 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0396 595678.67 595678.67 0.0028 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67999920 3130BB2K0 2549001DPIFGXC1TOL40 US3130BB2K08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2026-12-09 2026-12-09 N N N 0.0378 474973.10 474973.10 0.0023 N N N N U.S. Treasury Notes U.S. Treasury Notes 0.50000000 912828ZS2 254900HROIFWPRGM1V77 US912828ZS21 U.S. Treasury Debt Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0408 291278.91 291278.91 0.0014 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385Q90 2549001DPIFGXC1TOL40 US313385Q901 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2026-11-27 2026-11-27 2026-11-27 N N N 0.0382 197540.67 197540.67 0.0009 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67499880 3130BAS32 2549001DPIFGXC1TOL40 US3130BAS320 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2026-11-18 2026-11-18 N N N 0.0376 484999.43 484999.43 0.0023 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2027-01-21 2027-01-21 2027-01-21 N N N 0.0388 2483204.68 2483204.68 0.0118 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.75000120 3130B7TB0 2549001DPIFGXC1TOL40 US3130B7TB04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2027-03-18 2027-03-18 N N N 0.0380 514993.31 514993.31 0.0024 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130BANR4 2549001DPIFGXC1TOL40 US3130BANR48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-10-07 2026-10-07 N N N 0.0375 484996.68 484996.68 0.0023 N N N N U.S. Treasury Notes U.S. Treasury Notes 4.00000000 91282CJT9 254900HROIFWPRGM1V77 US91282CJT99 U.S. Treasury Debt Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2027-01-15 2027-01-15 2027-01-15 N N N 0.0392 200062.50 200062.50 0.0010 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.64000000 N/A ZBUT11V806EZRVTWT807 BYJ9TZA71 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 11/15/26 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0 N/A 77.57 76.73 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 800.00 775.52 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 996000.00 1018689.54 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 N/A 400.00 369.61 U.S. Treasuries (including strips) 2 5/8 TPRN B 29 N/A 912821BL8 2029-02-15 0 N/A 100.00 89.62 U.S. Treasuries (including strips) Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 1000000.00 1000000.00 0.0047 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67999920 3130BB2R5 2549001DPIFGXC1TOL40 US3130BB2R50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2026-12-11 2026-12-11 N N N 0.0379 469995.93 469995.93 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67499880 3130B9RK8 2549001DPIFGXC1TOL40 US3130B9RK86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2026-11-03 2026-11-03 N N N 0.0377 400001.16 400001.16 0.0019 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VK0 254900HROIFWPRGM1V77 US912797VK04 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-10-06 2026-10-06 2026-10-06 N N N 0.0357 2146228.28 2146228.28 0.0102 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.68499960 3130BBKW4 2549001DPIFGXC1TOL40 US3130BBKW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2026-11-17 2026-11-17 N N N 0.0376 460013.45 460013.45 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67499880 3130BASJ7 2549001DPIFGXC1TOL40 US3130BASJ76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-11-19 2026-11-19 N N N 0.0384 339958.80 339958.80 0.0016 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.73500000 3133ETUZ8 254900C5LP6DN9OP9V83 US3133ETUZ83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-03 2027-01-27 2027-01-27 N N N 0.0379 179018.91 179018.91 0.0009 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UV7 254900HROIFWPRGM1V77 US912797UV77 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2026-08-25 2026-08-25 2026-08-25 N N N 0.0322 5737350.00 5737350.00 0.0272 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.75000000 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2027-06-30 2027-06-30 2027-06-30 N N N 0.0413 1226369.81 1226369.81 0.0058 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.71000160 3133EWMR8 254900C5LP6DN9OP9V83 US3133EWMR88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2027-07-23 2027-07-23 N N N 0.0377 144999.50 144999.50 0.0007 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B9B33 2549001DPIFGXC1TOL40 US3130B9B335 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-03 2026-08-27 2026-08-27 N N N 0.0370 399996.67 399996.67 0.0019 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 3.76499880 3134HBPD7 S6XOOCT0IEG5ABCC6L87 US3134HBPD74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2027-05-05 2027-05-05 N N N 0.0383 299988.14 299988.14 0.0014 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 4.11715080 3133ERXT3 254900C5LP6DN9OP9V83 US3133ERXT31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-05 2026-10-16 2026-10-16 N N N 0.0403 1100352.72 1100352.72 0.0052 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69000000 3130BAVT1 2549001DPIFGXC1TOL40 US3130BAVT12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2027-02-25 2027-02-25 N N N 0.0378 869994.57 869994.57 0.0041 N N N N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 3.84700000 3130B9WN6 2549001DPIFGXC1TOL40 US3130B9WN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2027-04-09 2027-04-09 2027-04-09 N N N 0.0407 798785.69 798785.69 0.0038 N N N N U.S. Treasury Notes U.S. Treasury Notes 4.05714960 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2026-10-31 2026-10-31 N N N 0.0388 1220600.25 1220600.25 0.0058 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69000000 3130BBKT1 2549001DPIFGXC1TOL40 US3130BBKT14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-03 2026-12-22 2026-12-22 N N N 0.0376 460007.09 460007.09 0.0022 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.71000160 3133EWPF1 254900C5LP6DN9OP9V83 US3133EWPF14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2027-09-13 2027-09-13 N N N 0.0379 154997.87 154997.87 0.0007 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-12-24 2026-12-24 2026-12-24 N N N 0.0386 3301686.66 3301686.66 0.0157 N Y Y N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 3.79000080 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2026-10-16 2026-10-16 N N N 0.0382 500037.61 500037.61 0.0024 N N N N U.S. Treasury Notes U.S. Treasury Notes 3.95014680 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2027-01-31 2027-01-31 N N N 0.0386 5487871.56 5487871.56 0.0260 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.74000040 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2028-02-09 2028-02-09 N N N 0.0381 120013.18 120013.18 0.0006 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.79000080 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2026-10-23 2026-10-23 N N N 0.0379 775110.86 775110.86 0.0037 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66500160 3130BASK4 2549001DPIFGXC1TOL40 US3130BASK40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2026-09-23 2026-09-23 N N N 0.0382 479958.97 479958.97 0.0023 N N N N U.S. Treasury Notes U.S. Treasury Notes 3.87500000 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2027-03-31 2027-03-31 2027-03-31 N N N 0.0402 998984.38 998984.38 0.0047 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.25000000 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2027-03-15 2027-03-15 2027-03-15 N N N 0.0400 701021.29 701021.29 0.0033 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67999920 3130B8ZS4 2549001DPIFGXC1TOL40 US3130B8ZS48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2027-01-04 2027-01-04 N N N 0.0379 199987.23 199987.23 0.0010 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66500160 3130BALV7 2549001DPIFGXC1TOL40 US3130BALV77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-09-03 2026-09-03 N N N 0.0382 504994.26 504994.26 0.0024 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.73500000 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2028-04-06 2028-04-06 N N N 0.0384 799659.51 799659.51 0.0038 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.75999840 3133ETX69 254900C5LP6DN9OP9V83 US3133ETX690 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2027-11-19 2027-11-19 N N N 0.0382 185044.66 185044.66 0.0009 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.69500040 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2027-04-19 2027-04-19 N N N 0.0381 79968.14 79968.14 0.0004 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2026-08-28 2026-08-28 2026-08-28 N N N 0.0366 99720.39 99720.39 0.0005 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130BAZY6 2549001DPIFGXC1TOL40 US3130BAZY60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2026-10-07 2026-10-07 N N N 0.0375 499996.65 499996.65 0.0024 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UT2 254900HROIFWPRGM1V77 US912797UT22 U.S. Treasury Debt Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2026-08-11 2026-08-11 2026-08-11 N N N 0.0266 6354902.59 6354902.59 0.0301 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.72499920 3133EWPG9 254900C5LP6DN9OP9V83 US3133EWPG96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2028-02-11 2028-02-11 N N N 0.0382 129965.41 129965.41 0.0006 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2026-11-03 2026-11-03 2026-11-03 N N N 0.0365 198116.75 198116.75 0.0009 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130BALJ4 2549001DPIFGXC1TOL40 US3130BALJ40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2026-08-04 2026-08-04 N N N 0.0368 505000.29 505000.29 0.0024 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.77000000 N/A ZBUT11V806EZRVTWT807 BYDVZ7785 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FGRM 3210PE 09/15/36 N/A 31397BDP3 2036-09-15 6 N/A 14400000.00 1625100.45 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB51 A-10F 20280425 FLT N/A 30296UAC7 2028-04-25 3.397008 N/A 2065820.00 987825.82 Agency Collateralized Mortgage Obligation FRRM 1992AE 09/20/70 N/A 3133TB2P4 2027-09-20 7.5 N/A 2998820.00 8260.19 Agency Collateralized Mortgage Obligation FERA 4999NT 01/25/42 N/A 3137FV4J8 2042-01-25 0.188334 N/A 13866599.00 3057.17 Agency Collateralized Mortgage Obligation FERA 5080KI 12/25/49 N/A 3137FXVN5 2049-12-25 0 N/A 89838029.00 757.43 Agency Collateralized Mortgage Obligation Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-08-03 2026-10-29 2026-10-29 Y JP MORGAN SECURITIES LLC 1.0000 90 N Standard & Poor's AA- Moody's Aa3 Fitch AA N N 0.0377 2500000.00 2500000.00 0.0118 N N N Y Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130BAPG6 2549001DPIFGXC1TOL40 US3130BAPG64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-10-13 2026-10-13 N N N 0.0374 484997.65 484997.65 0.0023 N N N N U.S. Treasury Notes U.S. Treasury Notes 2.75000000 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0406 158459.37 158459.37 0.0008 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.74000040 3130BANS2 2549001DPIFGXC1TOL40 US3130BANS21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2028-05-12 2028-05-12 N N N 0.0381 195000.32 195000.32 0.0009 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.73500000 3133EWQU7 254900C5LP6DN9OP9V83 US3133EWQU71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2028-05-19 2028-05-19 N N N 0.0381 239999.06 239999.06 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130BAQL4 2549001DPIFGXC1TOL40 US3130BAQL41 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-03 2026-10-21 2026-10-21 N N N 0.0373 339999.87 339999.87 0.0016 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67999920 3130BAWG8 2549001DPIFGXC1TOL40 US3130BAWG81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-11-30 2026-11-30 N N N 0.0379 244998.22 244998.22 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B9H45 2549001DPIFGXC1TOL40 US3130B9H456 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2026-08-18 2026-08-18 N N N 0.0371 99999.30 99999.30 0.0005 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VU8 254900HROIFWPRGM1V77 US912797VU85 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2027-01-28 2027-01-28 2027-01-28 N N N 0.0387 4218988.77 4218988.77 0.0200 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B8NZ1 2549001DPIFGXC1TOL40 US3130B8NZ19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2026-08-21 2026-08-21 N N N 0.0372 1539985.29 1539985.29 0.0073 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.73500000 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2028-04-10 2028-04-10 N N N 0.0381 199997.15 199997.15 0.0010 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VT1 254900HROIFWPRGM1V77 US912797VT13 U.S. Treasury Debt Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2027-01-14 2027-01-14 2027-01-14 N N N 0.0383 2283891.27 2283891.27 0.0108 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.01114880 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2027-07-31 2027-07-31 N N N 0.0290 1973709.24 1973709.24 0.0093 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.70000080 3130BBCD5 2549001DPIFGXC1TOL40 US3130BBCD53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2027-01-25 2027-01-25 N N N 0.0378 465002.12 465002.12 0.0022 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.78500040 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2026-08-21 2026-08-21 N N N 0.0366 850075.35 850075.35 0.0040 N N N N U.S. Treasury Notes U.S. Treasury Notes 3.87500000 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2027-05-31 2027-05-31 2027-05-31 N N N 0.0411 429156.13 429156.13 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.04214840 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2027-10-31 2027-10-31 N N N 0.0310 1920764.64 1920764.64 0.0091 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130BASH1 2549001DPIFGXC1TOL40 US3130BASH11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-03 2026-10-26 2026-10-26 N N N 0.0377 724926.66 724926.66 0.0034 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.78500040 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2026-12-23 2026-12-23 N N N 0.0379 200055.30 200055.30 0.0010 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.72999960 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2027-11-23 2027-11-23 N N N 0.0381 54997.79 54997.79 0.0003 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69000000 3130BB6A8 2549001DPIFGXC1TOL40 US3130BB6A89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-03 2026-12-14 2026-12-14 N N N 0.0377 659992.79 659992.79 0.0031 N N N N BNP Paribas SA BNP Paribas SA 3.65000000 N/A R0MUWSFPU8MPRO8K5P83 BYJ9TZ8U3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 06.500 CLDG6860 N/A 3140UATS4 2056-04-01 6.5 N/A 1000.00 1038.59 Agency Mortgage-Backed Securities FNMS 04.000 CLFA6466 N/A 3140W7FG0 2054-04-01 4 N/A 1024.00 958.64 Agency Mortgage-Backed Securities GNII SF DJ4783 C 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.5 N/A 1100.00 1180.62 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6524 N/A 3140QSHA2 2053-06-01 5.5 N/A 1352.00 976.49 Agency Mortgage-Backed Securities GNII SF MB0686 M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.5 N/A 1000.00 930.48 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4516 N/A 31418EAS9 2037-01-01 2 N/A 1423.00 739.33 Agency Mortgage-Backed Securities GNII SF MB0685 M 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5 N/A 1008.00 952.63 Agency Mortgage-Backed Securities FNMS 06.500 CLDB9599 N/A 3140AKUZ6 2054-08-01 6.5 N/A 1000.00 908.65 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3647 B1V7KEBTPIMZEU4LTD58 3140QPBR7 2052-05-01 5 N/A 1001.00 615.99 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1859 B1V7KEBTPIMZEU4LTD58 3140Y8B54 2056-01-01 5.5 N/A 1056.00 1005.91 Agency Mortgage-Backed Securities GNII SF MA8202 M 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5 N/A 1060.00 708.32 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8134 S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2 N/A 1775.00 929.40 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ5794 N/A 3140Q1NL0 2032-12-01 4.27 N/A 1000.00 976.41 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3099 N/A 3140MGNR8 2052-02-01 3 N/A 1001.00 581.37 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4842 B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.5 N/A 1011.00 688.12 Agency Mortgage-Backed Securities GNAR AF MA2767 M N/A 36179RCC1 2045-04-20 5.5 N/A 12692102.00 637225.26 Agency Mortgage-Backed Securities FNMS 06.000 CLAA0294 B1V7KEBTPIMZEU4LTD58 31416HKG9 2039-04-01 6 N/A 2517.00 62.03 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3686 B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.5 N/A 2130.00 165.79 Agency Mortgage-Backed Securities GNII SF MA7880 M N/A 36179WXH6 2052-02-20 2 N/A 1024.00 587.31 Agency Mortgage-Backed Securities FNMS 02.500 CLFS8652 B1V7KEBTPIMZEU4LTD58 3140XQTJ6 2052-04-01 2.5 N/A 1000.00 697.48 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0495 B1V7KEBTPIMZEU4LTD58 3140XFRR4 2050-03-01 2.5 N/A 3025.00 1642.10 Agency Mortgage-Backed Securities GNII SF MB0365 M 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5 N/A 1000.00 881.57 Agency Mortgage-Backed Securities FNMS 04.000 CLFS3392 N/A 3140XJXW8 2052-09-01 4 N/A 1000.00 688.34 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5917 N/A 3140HXSF8 2035-03-01 2.43 N/A 1000.00 827.01 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1101 B1V7KEBTPIMZEU4LTD58 3140QLGK6 2051-07-01 2 N/A 1014.00 551.70 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6914 N/A 3140Q2VG0 2033-04-01 4.5 N/A 1000.00 985.15 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3113 N/A 3140QNN73 2052-03-01 3 N/A 1008.00 618.76 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5496 B1V7KEBTPIMZEU4LTD58 31418FDA2 2054-10-01 5 N/A 1000.00 821.56 Agency Mortgage-Backed Securities GNII SF MA3875 M 549300M8ZYFG0OCMTT87 36179SJU2 2046-07-20 4 N/A 1002.00 89.73 Agency Mortgage-Backed Securities FNMS 05.500 CL890061 N/A 31410KZ23 2036-06-01 5.5 N/A 4139.00 102.05 Agency Mortgage-Backed Securities FNMS 06.500 CLDC2803 B1V7KEBTPIMZEU4LTD58 3140AQDH2 2054-08-01 6.5 N/A 1002.00 1043.80 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5493 B1V7KEBTPIMZEU4LTD58 3140XMC79 2052-07-01 2.5 N/A 4003.00 2802.49 Agency Mortgage-Backed Securities GNII SF DR9654 C N/A 3618VJWP1 2056-06-20 6 N/A 1402493.00 1457699.18 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6053 N/A 3140QRWP4 2053-04-01 5 N/A 4513634.00 2968938.62 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2975 B1V7KEBTPIMZEU4LTD58 3140W3JV2 2055-08-01 6.5 N/A 1001.00 893.04 Agency Mortgage-Backed Securities FNMS 06.500 CLBY3014 B1V7KEBTPIMZEU4LTD58 3140NKK42 2053-05-01 6.5 N/A 1000.00 504.99 Agency Mortgage-Backed Securities FNMS 05.500 CLDC2996 N/A 3140AQKJ0 2054-09-01 5.5 N/A 1004.00 971.42 Agency Mortgage-Backed Securities FEPC 06.500 CLTA9338 N/A 3142JYLU4 2056-04-01 6.5 N/A 1000.00 987.50 Agency Mortgage-Backed Securities FNMS 04.000 CLFA6469 N/A 3140W7FK1 2052-06-01 4 N/A 1414.00 1325.75 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ5155 N/A 3140Q0WR9 2035-10-01 4.28 N/A 1000.00 960.46 Agency Mortgage-Backed Securities FEPC 06.000 CLTB5149 N/A 3142K6WK3 2056-06-01 6 N/A 1049.00 1074.72 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8936 N/A 3140MA4W1 2052-04-01 3.5 N/A 1000.00 617.82 Agency Mortgage-Backed Securities FNMS 02.000 CLFA5396 N/A 3140W57J7 2052-01-01 2 N/A 2000.00 1544.33 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2767 B1V7KEBTPIMZEU4LTD58 3140W3CD9 2055-09-01 6 N/A 1000.00 945.55 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0439 B1V7KEBTPIMZEU4LTD58 3140Y6PZ7 2055-05-01 6 N/A 5134.00 4228.81 Agency Mortgage-Backed Securities FNMS 05.500 CLBU5556 B1V7KEBTPIMZEU4LTD58 3140M7E64 2055-02-01 5.5 N/A 1007.00 847.64 Agency Mortgage-Backed Securities GNII SF MA5191 M 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.5 N/A 1346243.00 145247.14 Agency Mortgage-Backed Securities GNII SF DS7140 C N/A 3618VT4Z8 2056-05-20 6.5 N/A 1000.00 1051.36 Agency Mortgage-Backed Securities FNMS 02.500 CLFA3861 B1V7KEBTPIMZEU4LTD58 3140W4JF5 2052-04-01 2.5 N/A 1000.00 797.85 Agency Mortgage-Backed Securities FEPC 06.500 CLQY0810 S6XOOCT0IEG5ABCC6L87 31426J3U1 2055-04-01 6.5 N/A 1000.00 1013.76 Agency Mortgage-Backed Securities GNII SF MB1073 M N/A 3618N6FP7 2056-04-20 6.5 N/A 1024.00 1055.86 Agency Mortgage-Backed Securities GNII SF MA6656 M 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3 N/A 1042.00 229.73 Agency Mortgage-Backed Securities GNII SF MB0687 M 549300M8ZYFG0OCMTT87 3618N5XR5 2055-10-20 6 N/A 1000.00 818.25 Agency Mortgage-Backed Securities GNII SF MA5077 M 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.5 N/A 1059.00 113.37 Agency Mortgage-Backed Securities FNMS 07.000 CLBY2995 B1V7KEBTPIMZEU4LTD58 3140NKKH3 2053-04-01 7 N/A 1001.00 1049.41 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9033 N/A 3140XDBB1 2051-10-01 2.5 N/A 1000.00 550.21 Agency Mortgage-Backed Securities FNMS 06.500 CLBX4353 B1V7KEBTPIMZEU4LTD58 3140N8ZT8 2053-04-01 6.5 N/A 1000.00 612.41 Agency Mortgage-Backed Securities GNII SF MA5651 M 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4 N/A 2178645.00 180914.84 Agency Mortgage-Backed Securities FNMS 04.500 CLBV1666 B1V7KEBTPIMZEU4LTD58 3140MEZ82 2055-05-01 4.5 N/A 1000.00 889.34 Agency Mortgage-Backed Securities GNII SF MA7826 M N/A 36179WVT2 2052-01-20 2 N/A 1664000.00 948044.75 Agency Mortgage-Backed Securities FNMS 03.500 CLFA6512 N/A 3140W7GW4 2052-08-01 3.5 N/A 1000.00 903.70 Agency Mortgage-Backed Securities FNMS 06.500 CLDA5842 B1V7KEBTPIMZEU4LTD58 3140A6P42 2053-11-01 6.5 N/A 1080.00 1123.32 Agency Mortgage-Backed Securities GNII SF MA7935 M N/A 36179WY85 2052-02-20 2 N/A 2048.00 1191.33 Agency Mortgage-Backed Securities FNMS 06.000 CLAA3030 B1V7KEBTPIMZEU4LTD58 31416LLL8 2039-04-01 6 N/A 2185.00 70.57 Agency Mortgage-Backed Securities FNMS 05.500 CLDB1966 B1V7KEBTPIMZEU4LTD58 3140ABFG5 2054-09-01 5.5 N/A 1023.00 1004.84 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4399 N/A 3140N83H9 2052-11-01 6 N/A 1002.00 830.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3005 N/A 3140Y9KT0 2056-07-01 5.5 N/A 1022.00 1024.55 Agency Mortgage-Backed Securities FEPC 07.000 CLQG5399 S6XOOCT0IEG5ABCC6L87 3133C57L9 2053-06-01 7 N/A 1000.00 873.57 Agency Mortgage-Backed Securities FEPC 06.500 CLQY6037 N/A 31426QV75 2055-06-01 6.5 N/A 1000.00 946.68 Agency Mortgage-Backed Securities GNII SF DS1369 C N/A 3618VMQW6 2056-06-20 6.5 N/A 1000.00 1068.37 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4511 B1V7KEBTPIMZEU4LTD58 31418EAM2 2052-01-01 2 N/A 1041.00 627.82 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4919 B1V7KEBTPIMZEU4LTD58 31418EPD6 2053-02-01 5.5 N/A 1301.00 832.62 Agency Mortgage-Backed Securities GNII SF MA7533 M N/A 36179WLN6 2051-08-20 2 N/A 1024.00 530.39 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5644 B1V7KEBTPIMZEU4LTD58 31418FHW0 2055-03-01 4.5 N/A 1344.00 1169.81 Agency Mortgage-Backed Securities FEPC 06.000 CLQG2510 S6XOOCT0IEG5ABCC6L87 3133C2YF9 2053-04-01 6 N/A 1000.00 802.52 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2999 B1V7KEBTPIMZEU4LTD58 3140NKKM2 2053-05-01 6.5 N/A 1000.00 705.11 Agency Mortgage-Backed Securities FNMS 05.000 CLBO4635 B1V7KEBTPIMZEU4LTD58 3140K0EH7 2049-11-01 5 N/A 1944.00 903.94 Agency Mortgage-Backed Securities FNMS 03.000 CLBO3189 B1V7KEBTPIMZEU4LTD58 3140JXRK6 2049-10-01 3 N/A 1984.00 326.39 Agency Mortgage-Backed Securities FNMS 06.000 CL935668 B1V7KEBTPIMZEU4LTD58 31412U6D7 2039-10-01 6 N/A 20611.00 817.81 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ3904 S6XOOCT0IEG5ABCC6L87 3142GUKS1 2055-04-01 6.5 N/A 1364.00 900.43 Agency Mortgage-Backed Securities GNII SP 788238 M N/A 3622AEBF2 2052-05-20 3 N/A 1008.00 820.31 Agency Mortgage-Backed Securities FNMS 06.000 CLAA5876 B1V7KEBTPIMZEU4LTD58 31416PQ67 2039-07-01 6 N/A 8050.00 506.20 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5550 N/A 31418FEY9 2054-12-01 4 N/A 1000.00 857.94 Agency Mortgage-Backed Securities FNMS 07.000 CLAL8370 B1V7KEBTPIMZEU4LTD58 3138ETJQ0 2040-01-01 7 N/A 1002.00 129.33 Agency Mortgage-Backed Securities GNII SF MB0623 M N/A 3618N5VR7 2055-09-20 5.5 N/A 1024.00 905.20 Agency Mortgage-Backed Securities FNMS 04.500 CLAV8744 N/A 3138XLWE8 2044-02-01 4.5 N/A 1001.00 143.77 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6157 N/A 3140W6ZX3 2054-12-01 5 N/A 1000.00 970.92 Agency Mortgage-Backed Securities FNMS 03.000 CLFA1201 B1V7KEBTPIMZEU4LTD58 3140W1KP7 2052-03-01 3 N/A 1000.00 777.79 Agency Mortgage-Backed Securities GNII SF MA7767 M 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.5 N/A 1000.00 568.09 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3443 B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4 N/A 8614.00 580.53 Agency Mortgage-Backed Securities GNII SF MA4510 M N/A 36179TAK1 2047-03-20 3.5 N/A 2018.00 214.46 Agency Mortgage-Backed Securities GNII SF MA8041 M N/A 36179W5A2 2052-05-20 2 N/A 2921.00 1714.62 Agency Mortgage-Backed Securities GNII SF MA8428 M N/A 36179XLH7 2052-11-20 5 N/A 1690238.00 1168374.54 Agency Mortgage-Backed Securities FNMS 05.000 CLDC3229 N/A 3140AQST0 2054-09-01 5 N/A 3000.00 2871.17 Agency Mortgage-Backed Securities FEPC 06.500 CLQF1157 S6XOOCT0IEG5ABCC6L87 3133BNJA2 2052-09-01 6.5 N/A 1001.00 655.64 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ6575 B1V7KEBTPIMZEU4LTD58 3140KSJV0 2051-09-01 2.5 N/A 3015.00 1669.63 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2336 B1V7KEBTPIMZEU4LTD58 3140NJS21 2053-05-01 5.5 N/A 1001.00 960.01 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9879 B1V7KEBTPIMZEU4LTD58 3140NS6R0 2053-11-01 6.5 N/A 4497.00 4010.43 Agency Mortgage-Backed Securities GNII SF DS4314 C N/A 3618VQYK4 2056-07-20 5.5 N/A 985224.00 1011301.24 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0137 N/A 3142J6EK5 2056-07-01 5.5 N/A 1000.00 994.23 Agency Mortgage-Backed Securities FNMS 02.000 CLFM7948 B1V7KEBTPIMZEU4LTD58 3140XBZN3 2051-07-01 2 N/A 1003.00 500.56 Agency Mortgage-Backed Securities FNMS 07.500 CLDE4451 B1V7KEBTPIMZEU4LTD58 3140BG5M1 2055-06-01 7.5 N/A 1010.00 1089.64 Agency Mortgage-Backed Securities FNMS 07.000 CLMA6148 N/A 31418FZN0 2056-07-01 7 N/A 2460460.00 2595594.20 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9470 N/A 3140QVQY3 2054-11-01 5 N/A 1000.00 843.46 Agency Mortgage-Backed Securities FNMS 04.500 CLAV3471 B1V7KEBTPIMZEU4LTD58 3138XE2D9 2044-02-01 4.5 N/A 1000.00 79.43 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9225 B1V7KEBTPIMZEU4LTD58 3140QHHB4 2051-02-01 2 N/A 1009.00 526.00 Agency Mortgage-Backed Securities GNII SF MA3376 M 549300M8ZYFG0OCMTT87 36179RXD6 2046-01-20 3.5 N/A 390331.00 34505.58 Agency Mortgage-Backed Securities FNMS 02.500 CLBV4134 B1V7KEBTPIMZEU4LTD58 3140MHSY6 2052-03-01 2.5 N/A 1000.00 518.74 Agency Mortgage-Backed Securities GNII SF MA8427 M 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.5 N/A 1000.00 695.98 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5821 B1V7KEBTPIMZEU4LTD58 31418FPF8 2055-09-01 5 N/A 1000.00 914.96 Agency Mortgage-Backed Securities FEPC 05.500 CLTA2653 N/A 3142JQ5P0 2056-01-01 5.5 N/A 1000.00 959.11 Agency Mortgage-Backed Securities GNII SF MA8200 M 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4 N/A 1000.00 668.09 Agency Mortgage-Backed Securities FNMS 04.500 CLBW3383 B1V7KEBTPIMZEU4LTD58 3140MUXM7 2052-07-01 4.5 N/A 2000.00 1451.69 Agency Mortgage-Backed Securities GNAR AF MB0695 M 549300M8ZYFG0OCMTT87 3618N5XZ7 2055-10-20 4.5 N/A 1618082.00 1529938.00 Agency Mortgage-Backed Securities FNMS 05.500 CLBY9895 B1V7KEBTPIMZEU4LTD58 3140NS7H1 2053-10-01 5.5 N/A 4000.00 3904.24 Agency Mortgage-Backed Securities FNMS 02.500 CTBM3972 N/A 3140J8MW0 2038-04-01 2.5 N/A 138511.00 25619.58 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0286 B1V7KEBTPIMZEU4LTD58 3140Y6J84 2055-04-01 6.5 N/A 4696.00 3580.45 Agency Mortgage-Backed Securities GNII SF MB0485 M 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.5 N/A 1152.00 933.35 Agency Mortgage-Backed Securities FNMS 07.500 CLDE4454 B1V7KEBTPIMZEU4LTD58 3140BG5Q2 2055-07-01 7.5 N/A 1001.00 1067.88 Agency Mortgage-Backed Securities FNMS 02.500 CLBP3659 B1V7KEBTPIMZEU4LTD58 3140KBB52 2050-08-01 2.5 N/A 1000.00 400.62 Agency Mortgage-Backed Securities FNMS 05.500 CLAA0918 B1V7KEBTPIMZEU4LTD58 31416JAU5 2034-09-01 5.5 N/A 14224.00 246.04 Agency Mortgage-Backed Securities FNMS 07.500 CLBY7145 B1V7KEBTPIMZEU4LTD58 3140NP5F3 2053-09-01 7.5 N/A 3000.00 2558.56 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4019 B1V7KEBTPIMZEU4LTD58 31418DPD8 2050-05-01 2.5 N/A 1000.00 278.69 Agency Mortgage-Backed Securities GNII SF DS1314 C N/A 3618VMN74 2056-06-20 6 N/A 1000.00 1050.81 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8288 S6XOOCT0IEG5ABCC6L87 3132DWF57 2053-01-01 5 N/A 1000.00 740.01 Agency Mortgage-Backed Securities FEPC 06.000 CLQF1529 S6XOOCT0IEG5ABCC6L87 3133BNVW0 2052-10-01 6 N/A 1000.00 988.39 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2359 S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.5 N/A 1001.00 665.48 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1586 N/A 31427NXQ7 2053-05-01 6 N/A 2071.00 1540.58 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0282 B1V7KEBTPIMZEU4LTD58 3140Y6J43 2055-04-01 6.5 N/A 1010.00 786.79 Agency Mortgage-Backed Securities FNMS 05.500 CLDG2531 N/A 3140U5Y59 2056-02-01 5.5 N/A 1000.00 1000.17 Agency Mortgage-Backed Securities FEPC 02.500 CLQA8814 N/A 3133A3YK8 2050-04-01 2.5 N/A 2064.00 984.79 Agency Mortgage-Backed Securities FNMS 07.000 CLDB1912 B1V7KEBTPIMZEU4LTD58 3140ABDS1 2054-07-01 7 N/A 1000.00 874.74 Agency Mortgage-Backed Securities FNMS 06.000 CLDE6634 N/A 3140BKLQ5 2055-07-01 6 N/A 2000.00 1853.78 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1884 N/A 31427PCW2 2055-04-01 6.5 N/A 632400.00 492382.59 Agency Mortgage-Backed Securities FNMS 04.000 CLBW6230 N/A 3140MX4Q4 2052-09-01 4 N/A 1000.00 694.85 Agency Mortgage-Backed Securities GNII SF MB0205 M 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.5 N/A 2048.00 1450.88 Agency Mortgage-Backed Securities FNMS 05.000 CLFM1727 N/A 3140X44M5 2049-09-01 5 N/A 2938.00 494.59 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1307 S6XOOCT0IEG5ABCC6L87 3133C1NY2 2053-04-01 6 N/A 1000.00 826.69 Agency Mortgage-Backed Securities FNMS 05.500 CLDG0271 B1V7KEBTPIMZEU4LTD58 3140U3JR3 2056-01-01 5.5 N/A 1000.00 868.54 Agency Mortgage-Backed Securities GNII SF DP3309 C 549300M8ZYFG0OCMTT87 3618MHVA9 2056-02-20 6.5 N/A 17502.00 18351.78 Agency Mortgage-Backed Securities GNII SF DR9656 C N/A 3618VJWR7 2056-06-20 6 N/A 2000.00 2074.46 Agency Mortgage-Backed Securities GNII SF DH1484 C N/A 3618K9UH5 2054-12-20 7 N/A 1002.00 1068.70 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6041 N/A 3140W6WB4 2056-01-01 6 N/A 987809.00 1011686.74 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Fitch F1+ Moody's P-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 14000000.00 14000000.00 0.0663 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.72499920 3133ETNT0 254900C5LP6DN9OP9V83 US3133ETNT07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2027-02-01 2027-02-01 N N N 0.0381 500030.39 500030.39 0.0024 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.79000080 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2026-12-11 2026-12-11 N N N 0.0380 1400325.79 1400325.79 0.0066 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130BAQR1 2549001DPIFGXC1TOL40 US3130BAQR11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2026-10-14 2026-10-14 N N N 0.0374 244998.74 244998.74 0.0012 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-08-13 2026-08-13 2026-08-13 N N N 0.0281 2597396.39 2597396.39 0.0123 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.76999920 3130BBLZ6 2549001DPIFGXC1TOL40 US3130BBLZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2028-07-24 2028-07-24 N N N 0.0384 489997.88 489997.88 0.0023 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.69000000 3133ETY35 254900C5LP6DN9OP9V83 US3133ETY359 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2027-01-20 2027-01-20 N N N 0.0378 514990.95 514990.95 0.0024 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RS8 254900HROIFWPRGM1V77 US912797RS85 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-03 2026-09-03 2026-09-03 N N N 0.0337 7019931.50 7019931.50 0.0332 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385F84 2549001DPIFGXC1TOL40 US313385F847 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Standard & Poor's A-1+ Moody's P-1 Fitch Agency 2026-09-15 2026-09-15 2026-09-15 N N N 0.0372 497668.06 497668.06 0.0024 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.00000000 3130BBQC2 2549001DPIFGXC1TOL40 US3130BBQC25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-05 2026-11-04 2026-11-04 N N N 0.0369 999916.21 999916.21 0.0047 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385C79 2549001DPIFGXC1TOL40 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2026-08-21 2026-08-21 2026-08-21 N N N 0.0365 99790.29 99790.29 0.0005 N N Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.79000080 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2026-11-20 2026-11-20 N N N 0.0378 1300369.47 1300369.47 0.0062 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TV9 254900HROIFWPRGM1V77 US912797TV96 U.S. Treasury Debt Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2027-02-18 2027-02-18 2027-02-18 N N N 0.0383 293762.18 293762.18 0.0014 N Y Y N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 3.79000080 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2026-09-23 2026-09-23 N N N 0.0383 700058.60 700058.60 0.0033 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.69500040 3133ETR66 254900C5LP6DN9OP9V83 US3133ETR668 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2026-11-06 2026-11-06 N N N 0.0378 350011.71 350011.71 0.0017 N N N N U.S. Treasury Notes U.S. Treasury Notes 3.95114760 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2028-01-31 2028-01-31 N N N 0.0324 400428.71 400428.71 0.0019 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66500160 3130B9R28 2549001DPIFGXC1TOL40 US3130B9R281 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2026-10-06 2026-10-06 N N N 0.0375 599997.13 599997.13 0.0028 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.72999960 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-03 2028-01-07 2028-01-07 N N N 0.0383 1069688.75 1069688.75 0.0051 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VB0 254900HROIFWPRGM1V77 US912797VB05 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2026-09-08 2026-09-08 2026-09-08 N N N 0.0341 7970998.40 7970998.40 0.0377 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2027-03-18 2027-03-18 2027-03-18 N N N 0.0383 1757380.75 1757380.75 0.0083 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B9DP2 2549001DPIFGXC1TOL40 US3130B9DP20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2026-09-04 2026-09-04 N N N 0.0382 1499956.71 1499956.71 0.0071 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.00000000 3130BBRM9 2549001DPIFGXC1TOL40 US3130BBRM97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-04 2026-11-03 2026-11-03 N N N 0.0733 300000.00 300000.00 0.0014 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.69000000 3133ETJ57 254900C5LP6DN9OP9V83 US3133ETJ574 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-10-20 2026-10-20 N N N 0.0379 1209911.73 1209911.73 0.0057 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67999920 3130BAFT9 2549001DPIFGXC1TOL40 US3130BAFT95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-11-30 2026-11-30 N N N 0.0376 294998.67 294998.67 0.0014 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65500080 3130B97L8 2549001DPIFGXC1TOL40 US3130B97L88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2026-08-26 2026-08-26 N N N 0.0370 399996.97 399996.97 0.0019 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.73500000 3135G1AG6 B1V7KEBTPIMZEU4LTD58 US3135G1AG61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2028-03-06 2028-03-06 N N N 0.0384 399776.04 399776.04 0.0019 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B8ZV7 2549001DPIFGXC1TOL40 US3130B8ZV76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2026-09-04 2026-09-04 N N N 0.0383 199992.90 199992.90 0.0010 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VY0 254900HROIFWPRGM1V77 US912797VY08 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2026-11-24 2026-11-24 2026-11-24 N N N 0.0377 2272758.64 2272758.64 0.0108 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130BAQT7 2549001DPIFGXC1TOL40 US3130BAQT76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-10-23 2026-10-23 N N N 0.0373 390000.14 390000.14 0.0019 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.65000000 N/A 549300HN4UKV1E2R3U73 BYJ9TZ8Q2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MA4322 M 549300M8ZYFG0OCMTT87 36179SYT8 2047-03-20 4 N/A 5730048.00 456784.56 Agency Mortgage-Backed Securities GNII SF DQ0802 C N/A 3618MS3K4 2056-02-20 6 N/A 337358.00 347734.36 Agency Mortgage-Backed Securities GNII SP 785281 C N/A 3622AAXJ8 2050-06-20 4.5 N/A 1088.00 313.00 Agency Mortgage-Backed Securities GNII SF DT1829 C N/A 3618W1A65 2056-07-20 5.5 N/A 10241120.00 10407131.97 Agency Mortgage-Backed Securities GNII SF DS6753 C N/A 3618VTQE1 2056-06-20 5 N/A 1261852.00 1237741.67 Agency Mortgage-Backed Securities GNII SF DG5226 C N/A 3618K1YX3 2054-12-20 4.5 N/A 2027.00 1823.34 Agency Mortgage-Backed Securities GNPL PN BL3409 N/A 3617JFYE8 2060-11-15 4.4 N/A 100000.00 94189.33 Agency Mortgage-Backed Securities GNII SF DN7601 C N/A 3618MANS4 2055-10-20 6.5 N/A 1000.00 1075.35 Agency Mortgage-Backed Securities 4.19 FMNT 22-27 59 N/A 3134GXW59 2027-09-13 4.19 N/A 2458000.00 2496813.46 Agency Debentures and Agency Strips GNPL PN DJ0419 N/A 3618KLPC5 2061-05-15 5.2 N/A 254681.00 255406.60 Agency Mortgage-Backed Securities GNPL PN DP6826 N/A 3618MMSP9 2061-05-15 5.05 N/A 1000.00 987.40 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1 Fitch F1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 15000000.00 15000000.00 0.0710 N Y Y N Societe Generale SA Societe Generale SA 3.64000000 N/A O2RNE8IBXP4R0TD8PU41 BYJ9TZB39 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y BILL 10/27/26 N/A 912797VN4 2026-10-27 0 N/A 128000.00 126848.77 U.S. Treasuries (including strips) BILL 10/01/26 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0 N/A 210800.00 209469.85 U.S. Treasuries (including strips) BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0 N/A 836100.00 825774.17 U.S. Treasuries (including strips) BILL 01/14/27 N/A 912797VT1 2027-01-14 0 N/A 10000.00 9825.00 U.S. Treasuries (including strips) BILL 11/19/26 N/A 912797UZ8 2026-11-19 0 N/A 644700.00 637324.63 U.S. Treasuries (including strips) BILL 09/15/26 N/A 912797VC8 2026-09-15 0 N/A 892000.00 887861.12 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 N/A 1082000.00 1077520.52 U.S. Treasuries (including strips) BILL 10/20/26 N/A 912797VM6 2026-10-20 0 N/A 469000.00 465116.68 U.S. Treasuries (including strips) BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0 N/A 153300.00 150937.65 U.S. Treasuries (including strips) BILL 12/17/26 N/A 912797VH7 2026-12-17 0 N/A 189000.00 186267.06 U.S. Treasuries (including strips) BILL 11/17/26 N/A 912797VX2 2026-11-17 0 N/A 157000.00 155224.33 U.S. Treasuries (including strips) BILL 08/18/26 254900HROIFWPRGM1V77 912797UU9 2026-08-18 0 N/A 351000.00 350364.69 U.S. Treasuries (including strips) BILL 08/04/26 254900HROIFWPRGM1V77 912797US4 2026-08-04 0 N/A 889000.00 888643.51 U.S. Treasuries (including strips) BILL 09/01/26 N/A 912797UW5 2026-09-01 0 N/A 1050100.00 1046718.68 U.S. Treasuries (including strips) BILL 08/13/26 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0 N/A 60800.00 60720.96 U.S. Treasuries (including strips) BILL 10/06/26 N/A 912797VK0 2026-10-06 0 N/A 532000.00 528388.78 U.S. Treasuries (including strips) BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0 N/A 909400.00 904980.32 U.S. Treasuries (including strips) BILL 03/18/27 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0 N/A 275000.00 268427.50 U.S. Treasuries (including strips) BILL 12/31/26 N/A 912797VJ3 2026-12-31 0 N/A 452300.00 444972.74 U.S. Treasuries (including strips) BILL 11/05/26 N/A 912797UM7 2026-11-05 0 N/A 65400.00 64749.34 U.S. Treasuries (including strips) BILL 01/07/27 N/A 912797VS3 2027-01-07 0 N/A 392700.00 386118.35 U.S. Treasuries (including strips) BILL 12/10/26 N/A 912797VG9 2026-12-10 0 N/A 745600.00 735325.63 U.S. Treasuries (including strips) BILL 09/08/26 N/A 912797VB0 2026-09-08 0 N/A 53000.00 52792.19 U.S. Treasuries (including strips) BILL 10/13/26 N/A 912797VL8 2026-10-13 0 N/A 224000.00 222322.24 U.S. Treasuries (including strips) BILL 08/11/26 254900HROIFWPRGM1V77 912797UT2 2026-08-11 0 N/A 779000.00 778143.10 U.S. Treasuries (including strips) BILL 01/21/27 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0 N/A 506800.00 497495.15 U.S. Treasuries (including strips) BILL 12/03/26 N/A 912797VA2 2026-12-03 0 N/A 845000.00 833989.65 U.S. Treasuries (including strips) BILL 11/10/26 N/A 912797VW4 2026-11-10 0 N/A 793000.00 784672.71 U.S. Treasuries (including strips) BILL 10/08/26 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0 N/A 1116700.00 1108893.15 U.S. Treasuries (including strips) BILL 09/24/26 N/A 912797UH8 2026-09-24 0 N/A 342000.00 340088.22 U.S. Treasuries (including strips) BILL 11/24/26 N/A 912797VY0 2026-11-24 0 N/A 98000.00 96810.97 U.S. Treasuries (including strips) BILL 08/27/26 N/A 912797TY3 2026-08-27 0 N/A 173700.00 173229.27 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 15000000.00 15000000.00 0.0710 N Y Y N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 3.50000000 3130B8WC2 2549001DPIFGXC1TOL40 US3130B8WC23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2027-01-11 2027-01-11 2027-01-11 N N N 0.0377 1283471.25 1283471.25 0.0061 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67499880 3130BB2N4 2549001DPIFGXC1TOL40 US3130BB2N47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2026-11-12 2026-11-12 N N N 0.0377 700002.10 700002.10 0.0033 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67999920 3130B9NE6 2549001DPIFGXC1TOL40 US3130B9NE62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2026-11-23 2026-11-23 N N N 0.0377 409997.24 409997.24 0.0019 N N N N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.65000000 N/A 7TK5RJIZDFROZCA6XF66 BYJ9TZAK2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 10086800.00 10200074.76 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 10000000.00 10000000.00 0.0474 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UF2 254900HROIFWPRGM1V77 US912797UF28 U.S. Treasury Debt Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2026-09-10 2026-09-10 2026-09-10 N N N 0.0342 1394635.66 1394635.66 0.0066 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.69500040 3133ET5N3 254900C5LP6DN9OP9V83 US3133ET5N36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2027-05-24 2027-05-24 N N N 0.0375 239996.24 239996.24 0.0011 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-10-01 2026-10-01 2026-10-01 N N N 0.0357 29819.36 29819.36 0.0001 N Y Y N BlackRock Variable Series Funds, Inc. 2026-08-06 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer