0001752724-25-185494.txt : 20250807 0001752724-25-185494.hdr.sgml : 20250807 20250807090104 ACCESSION NUMBER: 0001752724-25-185494 CONFORMED SUBMISSION TYPE: N-MFP3 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20250731 FILED AS OF DATE: 20250807 DATE AS OF CHANGE: 20250807 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 ORGANIZATION NAME: EIN: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP3 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 251191946 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CASH RESERVES DATE OF NAME CHANGE: 19930122 0000278001 S000007149 Fidelity Government Cash Reserves C000019553 Fidelity Government Cash Reserves FDRXX N-MFP3 1 primary_doc.xml N-MFP3 0000278001 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0.0425 20002153.60 20002153.60 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/02/2025 4.33 3130B5DE5 2549001DPIFGXC1TOL40 US3130B5DE50 0001026214 LAV111000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-02 2025-10-02 N N N 0.0427 201998068.88 201998068.88 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/09/2026 4.33 3130B6PX8 2549001DPIFGXC1TOL40 US3130B6PX86 0001026214 LGX213000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-09 2026-01-09 N N N 0.0431 13000017.42 13000017.42 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/21/2025 4.33 3130B5YK8 2549001DPIFGXC1TOL40 US3130B5YK81 0001026214 LED055000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-21 2025-08-21 N N N 0.0426 131998925.52 131998925.52 0.0006 N N N N Federal Home Loan Bank Discount Notes 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354000000.00 0.0015 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 01/08/2027 4.46 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 4003205 KXT417000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-01-08 2027-01-08 N N N 0.0435 119173050.99 119173050.99 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 09/12/2025 4.32 3130B5JP4 2549001DPIFGXC1TOL40 US3130B5JP44 0001026214 LBO823000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-12 2025-09-12 N N N 0.0426 93998563.68 93998563.68 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 4.75% 03/09/2026 4.75 3133EPCR4 254900C5LP6DN9OP9V83 US3133EPCR48 4003205 JRK631000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-03-09 2026-03-09 2026-03-09 N N N 0.0421 18057309.30 18057309.30 0.0001 N N N N Federal Farm Credit Banks 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MFGCAGR *G RP 4.37% 9/18/25 4.37 N/A 549300Y1PMK3RWXMWR72 LJU037000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJU037000 2026-01-31 2055-05-15 0.500 - 4.875 N/A 91410600.00 89788990.20 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-09-18 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0430 88000000.00 88000000.00 0.0004 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 02/11/2026 4.36 3133ER3H2 254900C5LP6DN9OP9V83 US3133ER3H22 4003205 LDT939000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-11 2026-02-11 N N N 0.0433 57006818.91 57006818.91 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 08/12/2026 4.39 3133ETGD3 254900C5LP6DN9OP9V83 US3133ETGD38 4003205 LFB952000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-08-12 2026-08-12 N N N 0.0436 18004553.82 18004553.82 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 06/26/2026 4.45 3133ERVC2 254900C5LP6DN9OP9V83 US3133ERVC24 4003205 KQF120000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-06-26 2026-06-26 N N N 0.0436 50037086.50 50037086.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 08/27/2026 4.45 3133ERE72 254900C5LP6DN9OP9V83 US3133ERE728 4003205 KTO514000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-08-27 2026-08-27 N N N 0.0437 71051433.82 71051433.82 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/17/2026 4.40 3133ERET4 254900C5LP6DN9OP9V83 US3133ERET42 4003205 KJO854000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-17 2026-02-17 N N N 0.0433 71024139.29 71024139.29 0.0003 N N N N Mizuho Securities U.S.A., Inc. MIZUHO G RP 4.35% 8/6/25 4.35 N/A 7TK5RJIZDFROZCA6XF66 0000812291 LJS685000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJS685000 2026-03-31 2032-08-15 1.875 - 4.625 N/A 135019200.00 132632065.65 U.S. Treasuries (including strips) Y N/A N/A 2025-08-06 2025-08-06 2025-08-06 N N N 0.0426 130000000.00 130000000.00 0.0006 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/15/2026 4.33 3130B6RY4 2549001DPIFGXC1TOL40 US3130B6RY42 0001026214 LHH160000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-15 2026-01-15 N N N 0.0432 636999292.93 636999292.93 0.0028 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/12/2026 4.45 3133ERNW7 254900C5LP6DN9OP9V83 US3133ERNW79 4003205 KNW360000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-08-12 2026-08-12 N N N 0.0437 95071004.90 95071004.90 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/30/2027 4.45 3130B6TF3 2549001DPIFGXC1TOL40 US3130B6TF35 0001026214 LHN730000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-06-30 2027-06-30 N N N 0.0443 104012249.12 104012249.12 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 01/13/2026 4.34 3133ER6Y2 254900C5LP6DN9OP9V83 US3133ER6Y28 4003205 LBI233000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-13 2026-01-13 N N N 0.0431 13001253.72 13001253.72 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 03/24/2026 4.36 3130B76Z2 2549001DPIFGXC1TOL40 US3130B76Z20 0001026214 LJG650000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-03-24 2026-03-24 N N N 0.0435 187999383.36 187999383.36 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2.5 09/10/2025 4.35 3133ERH61 254900C5LP6DN9OP9V83 US3133ERH614 4003205 KUH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-10 2025-09-10 N N N 0.0429 45999132.90 45999132.90 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 03/04/2026 4.33 3130B6W28 2549001DPIFGXC1TOL40 US3130B6W287 0001026214 LHY223000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-03-04 2026-03-04 N N N 0.0430 130015717.00 130015717.00 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 06/11/2027 4.42 3130B6PC4 2549001DPIFGXC1TOL40 US3130B6PC40 0001026214 LHX076000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-06-11 2027-06-11 N N N 0.0442 51994069.40 51994069.40 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/06/2026 4.45 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 4003205 KXA648000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-10-06 2026-10-06 N N N 0.0438 30020451.30 30020451.30 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 03/12/2026 4.44 3133EP5D3 254900C5LP6DN9OP9V83 US3133EP5D36 4003205 KQC170000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-03-12 2026-03-12 N N N 0.0427 20152377.10 20152377.10 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/03/2025 313385LF1 2549001DPIFGXC1TOL40 US313385LF10 313385LF1 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-03 2025-09-03 2025-09-03 N N N 0.0434 252985270.00 252985270.00 0.0011 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+1.5 04/09/2026 4.34 3133ETPG6 254900C5LP6DN9OP9V83 US3133ETPG67 4003205 LII000000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-09 2026-04-09 N N N 0.0433 9999810.80 9999810.80 0.0000 N N N N US Treasury Bill UST BILLS 0% 10/09/2025 912797QE0 254900HROIFWPRGM1V77 US912797QE09 LDK726000 U.S. Treasury Debt Y N/A N/A 2025-10-09 2025-10-09 2025-10-09 N N N 0.0430 2107679422.50 2107679422.50 0.0092 N Y Y N Citibank NA CITIBK G RP 4.35% 8/6/25 4.35 N/A E57ODZWZ7FF32TWEFA76 0000036684 LJS674000 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 LJS674000 2028-11-01 2055-07-01 2.000 - 6.500 N/A 22058107.00 19930839.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJS674000 2042-08-20 2055-07-20 2.000 - 7.750 N/A 709983286.00 252980881.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJS674000 2029-09-01 2055-08-01 2.000 - 7.231 N/A 24662035.00 22959763.90 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-06 2025-08-06 2025-08-06 N N N 0.0426 290000000.00 290000000.00 0.0013 N N Y N Credit AG CREDITAG M RP 4.37% 8/1/25 4.37 N/A 1VUV7VQFKUOQSJ21A208 LJT808000 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 LJT808000 2028-11-30 2028-11-30 4.375 N/A 76810200.00 78549541.40 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 77000000.00 77000000.00 0.0003 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/21/2025 4.32 3130B54C9 2549001DPIFGXC1TOL40 US3130B54C98 0001026214 LAF718000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-21 2025-08-21 N N N 0.0426 273997317.54 273997317.54 0.0012 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG T RP 4.36% 8/1/25 4.36 N/A 549300H47WTHXPU08X20 LJT762000 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 LJT762000 2025-11-18 2034-11-15 0.000 - 4.375 N/A 532546200.00 537605175.66 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 527000000.00 527000000.00 0.0023 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 05/14/2026 4.37 3130B6DF0 2549001DPIFGXC1TOL40 US3130B6DF09 0001026214 LFH050000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-05-14 2026-05-14 N N N 0.0434 45008079.30 45008079.30 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 05/06/2027 4.44 3133ETFX0 254900C5LP6DN9OP9V83 US3133ETFX01 4003205 LGB981000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-05-06 2027-05-06 N N N 0.0441 28008986.60 28008986.60 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/05/2026 4.33 3130B6W44 2549001DPIFGXC1TOL40 US3130B6W444 0001026214 LHY235000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-05 2026-02-05 N N N 0.0430 195018595.20 195018595.20 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/11/2027 4.40 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 4003205 LJL586000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-03-11 2027-03-11 N N N 0.0442 24991415.00 24991415.00 0.0001 N N N N Lloyds Bank PLC LLOYDGR G RP 4.4% 8/20/25 4.40 N/A H7FNTJ4851HG0EXQ1Z70 LGA738000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGA738000 2025-11-30 2033-11-15 0.500 - 4.875 N/A 63007400.00 59687885.04 U.S. Treasuries (including strips) Y N/A N/A 2025-08-20 2025-08-20 2025-08-20 N N N 0.0432 58000000.00 58000000.00 0.0003 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/20/2025 4.48 3130AXTA6 2549001DPIFGXC1TOL40 US3130AXTA60 0001026214 KQC186000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-20 2025-11-20 N N N 0.0430 20008543.00 20008543.00 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/26/2026 4.44 3133ERF63 254900C5LP6DN9OP9V83 US3133ERF634 4003205 KTP535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-05-26 2026-05-26 N N N 0.0431 57016647.99 57016647.99 0.0002 N N N N BofA Securities, Inc. BASGR *G RP SOFR+0.02% 10/10/25 4.34 N/A 549300HN4UKV1E2R3U73 LIS540000 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 LIS540000 2040-01-01 2055-03-01 4.500 - 6.500 N/A 85618419.00 65101557.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIS540000 2034-03-01 2055-06-01 2.000 - 6.500 N/A 39873012.00 34088981.39 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-07 2025-08-07 2025-10-10 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 0.0428 97000000.00 97000000.00 0.0004 N N Y N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 9/23/25 4.40 N/A MBNUM2BPBDO7JBLYG310 0000315030 LJG539000 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 LJG539000 2030-03-01 2054-12-01 4.000 - 6.500 N/A 378422668.00 361776922.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJG539000 2054-11-01 2054-12-01 4.500 - 7.000 N/A 174860316.00 165185481.07 Agency Mortgage-Backed Securities Y N/A N/A 2025-09-23 2025-09-23 2025-09-23 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0433 516000000.00 516000000.00 0.0022 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/07/2025 4.33 3130B4SK8 2549001DPIFGXC1TOL40 US3130B4SK80 0001026214 KYH023000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-07 2025-08-07 N N N 0.0426 414998506.00 414998506.00 0.0018 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 05/28/2026 4.39 3133ERZ87 254900C5LP6DN9OP9V83 US3133ERZ871 4003205 KYF995000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-05-28 2026-05-28 N N N 0.0434 43014973.03 43014973.03 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.2% 01/15/2026 4.20 3130B6GK6 2549001DPIFGXC1TOL40 US3130B6GK66 0001026214 LFQ955000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-01-15 2026-01-15 2026-01-15 N N N 0.0428 132929910.33 132929910.33 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/25/2025 4.48 3133EPWW1 254900C5LP6DN9OP9V83 US3133EPWW13 4003205 KSG275000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-25 2025-09-25 N N N 0.0426 17003883.14 17003883.14 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 09/26/2025 4.48 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-26 2025-09-26 N N N 0.0426 107025084.01 107025084.01 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/19/2025 4.38 3130B2GB5 2549001DPIFGXC1TOL40 US3130B2GB53 0001026214 KOU675000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-19 2025-08-19 N N N 0.0424 411013156.11 411013156.11 0.0018 N N N N US Treasury Notes UST NOTES 0.25% 10/31/2025 0.25 91282CAT8 254900HROIFWPRGM1V77 US91282CAT80 GHF075000 U.S. Treasury Debt Y N/A N/A 2025-10-31 2025-10-31 2025-10-31 N N N 0.0431 36628193.29 36628193.29 0.0002 N Y Y N Rbc Dominion Securities Inc FICASH MU 4.371% 08/01/25 4.37 N/A N/A LJU290000_07749 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 LJU290000 2038-04-15 2055-05-20 2.000 - 6.500 N/A 1013873754.01 556594096.67 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJU290000 2025-08-05 2055-05-15 0.000 - 5.000 N/A 399392154.10 363157753.92 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU290000 2028-06-01 2054-09-01 1.500 - 7.000 N/A 404299808.61 146319643.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU290000 2028-01-01 2055-04-01 1.500 - 8.000 N/A 586180978.66 166953897.95 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1208129000.00 1208129000.00 0.0053 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 03/09/2026 4.33 3130B6XD3 2549001DPIFGXC1TOL40 US3130B6XD31 0001026214 LIG194000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-03-09 2026-03-09 N N N 0.0432 259998440.00 259998440.00 0.0011 N N N N Fixed Income Clearing Corp - Goldman GS FIG T RP 4.36% 8/1/25 4.36 N/A 549300H47WTHXPU08X20 LJT863000 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 LJT863000 2025-09-18 2051-11-15 0.000 - 4.625 N/A 465616700.00 448854393.94 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 440000000.00 440000000.00 0.0019 N Y Y N Lloyds Bank PLC LLOYDGR G RP 4.39% 8/7/25 4.39 N/A H7FNTJ4851HG0EXQ1Z70 LFE951000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LFE951000 2026-08-15 2032-02-15 0.500 - 4.000 N/A 123543300.00 115438096.29 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 N N N 0.0430 112000000.00 112000000.00 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/21/2025 4.32 3130B5C97 2549001DPIFGXC1TOL40 US3130B5C976 0001026214 LAT939000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-21 2025-08-21 N N N 0.0426 67999360.12 67999360.12 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/02/2026 4.36 3133ETKD8 254900C5LP6DN9OP9V83 US3133ETKD81 4003205 LGK251000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-06-02 2026-06-02 N N N 0.0436 18999682.89 18999682.89 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 01/26/2026 4.33 3130B5PS1 2549001DPIFGXC1TOL40 US3130B5PS19 0001026214 LCT491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-26 2026-01-26 N N N 0.0433 24999998.75 24999998.75 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 09/19/2025 4.40 3130B0HG7 2549001DPIFGXC1TOL40 US3130B0HG75 0001026214 KGS340000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-19 2025-09-19 N N N 0.0426 22001917.96 22001917.96 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 05/20/2027 4.44 3133ETHK6 254900C5LP6DN9OP9V83 US3133ETHK61 4003205 LFQ785000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-05-20 2027-05-20 N N N 0.0443 19999817.60 19999817.60 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/10/2025 313385MU7 2549001DPIFGXC1TOL40 US313385MU77 AIE915000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-10-10 2025-10-10 2025-10-10 N N N 0.0435 50573023.92 50573023.92 0.0002 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.37% 8/1/25 4.37 N/A 549300H47WTHXPU08X20 LJT759000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT759000 2027-03-01 2055-08-01 1.500 - 7.500 N/A 1160286568.00 856448059.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJT759000 2033-02-15 2046-05-15 2.500 - 3.500 N/A 363551500.00 344905312.40 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT759000 2026-02-01 2062-09-01 1.500 - 7.500 N/A 3202954958.00 2759787461.62 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 3883000000.00 3883000000.00 0.0169 N Y Y N Fixed Income Clearing Corp - Goldman GS FIG M RP 4.37% 8/1/25 4.37 N/A 549300H47WTHXPU08X20 LJT865000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT865000 2030-03-01 2062-03-01 2.000 - 6.500 N/A 1505337147.00 1060680953.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT865000 2030-02-01 2055-08-01 2.000 - 6.500 N/A 837123555.00 523571334.06 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1553000000.00 1553000000.00 0.0068 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/24/2026 4.43 3130B3FE8 2549001DPIFGXC1TOL40 US3130B3FE84 0001026214 KRR896000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-24 2026-04-24 N N N 0.0433 68046471.88 68046471.88 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 11/26/2025 4.40 3133ERCY5 254900C5LP6DN9OP9V83 US3133ERCY54 4003205 KLD589000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-26 2025-11-26 N N N 0.0429 41009881.00 41009881.00 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 04/20/2026 4.36 3130B7AP9 2549001DPIFGXC1TOL40 US3130B7AP90 0001026214 LJJ010000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-20 2026-04-20 N N N 0.0435 251998893.72 251998893.72 0.0011 N N N N ABN AMRO Bank NV ABNGR T RP 4.36% 8/1/25 4.36 N/A N/A LJT777000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJT777000 2026-05-15 2040-11-15 0.375 - 4.875 N/A 324911000.00 318278590.57 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 312000000.00 312000000.00 0.0014 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 04/09/2026 4.34 3130B6XV3 2549001DPIFGXC1TOL40 US3130B6XV39 0001026214 LIH978000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-09 2026-04-09 N N N 0.0433 64999231.70 64999231.70 0.0003 N N N N TD Securities (U.S.A.) TDGR M RP 4.38% 8/1/25 4.38 N/A SUVUFHICNZMP2WKHG940 LJT737000 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 LJT737000 2047-11-01 2059-01-01 4.000 - 7.000 N/A 444736915.00 215163412.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT737000 2049-01-02 2053-09-01 1.500 - 6.500 N/A 341157159.00 169423373.95 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0438 377000000.00 377000000.00 0.0016 N Y Y N BNP Paribas, SA BNP (GR) *G RP 4.34% 8/25/25 4.34 N/A R0MUWSFPU8MPRO8K5P83 LIR311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIR311000 2025-08-12 2053-08-15 0.000 - 4.875 N/A 540361300.00 545101913.57 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0426 533000000.00 533000000.00 0.0023 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 12/02/2025 4.38 3133ERG21 254900C5LP6DN9OP9V83 US3133ERG210 4003205 KTW131000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-12-02 2025-12-02 N N N 0.0429 45008336.70 45008336.70 0.0002 N N N N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.01% 8/28/25 4.33 N/A FOR8UP27PHTHYVLBNG30 0000769993 LJQ280000 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 LJQ280000 2034-01-20 2064-08-15 2.500 - 6.500 N/A 126457198.00 87749708.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJQ280000 2029-12-01 2055-07-01 1.500 - 6.500 N/A 313401586.00 164940648.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJQ280000 2029-12-01 2055-06-01 2.000 - 6.500 N/A 308284330.00 242249297.70 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-07 2025-08-07 2025-08-28 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 485000000.00 485000000.00 0.0021 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/14/2025 4.48 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-14 2025-10-14 N N N 0.0426 424138978.72 424138978.72 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/08/2025 4.34 3130B4H46 2549001DPIFGXC1TOL40 US3130B4H465 0001026214 KXD284000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-08 2025-10-08 N N N 0.0427 53001694.94 53001694.94 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/05/2025 313385LH7 2549001DPIFGXC1TOL40 US313385LH75 AHF138000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-05 2025-09-05 2025-09-05 N N N 0.0434 549665040.00 549665040.00 0.0024 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 04/30/2026 4.36 3130B7CQ5 2549001DPIFGXC1TOL40 US3130B7CQ55 0001026214 LJR718000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-30 2026-04-30 N N N 0.0435 24999956.75 24999956.75 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.33% 04/14/2026 4.33 3130B5L89 2549001DPIFGXC1TOL40 US3130B5L894 0001026214 LBR664000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-04-14 2026-04-14 2026-04-14 N N N 0.0460 214596877.15 214596877.15 0.0009 N N N N US Treasury Bill UST BILLS 0% 01/29/2026 912797RK5 254900HROIFWPRGM1V77 US912797RK59 LJK303000 U.S. Treasury Debt Y N/A N/A 2026-01-29 2026-01-29 2026-01-29 N N N 0.0429 262435055.04 262435055.04 0.0011 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/27/2026 4.33 3130B6U95 2549001DPIFGXC1TOL40 US3130B6U950 0001026214 LHQ372000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-27 2026-01-27 N N N 0.0432 91000006.37 91000006.37 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 04/08/2026 4.34 3130B6YZ3 2549001DPIFGXC1TOL40 US3130B6YZ34 0001026214 LIO194000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-08 2026-04-08 N N N 0.0433 128998392.66 128998392.66 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/04/2025 4.34 3130B4T50 2549001DPIFGXC1TOL40 US3130B4T502 0001026214 KYL520000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-04 2025-11-04 2025-11-04 N N N 0.0430 68999690.19 68999690.19 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 05/28/2026 4.36 3133ETJC2 254900C5LP6DN9OP9V83 US3133ETJC28 4003205 LGC000000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-05-28 2026-05-28 N N N 0.0435 14999808.15 14999808.15 0.0001 N N N N BNP Paribas, SA BNP (GR) *G RP 4.35% 8/29/25 4.35 N/A R0MUWSFPU8MPRO8K5P83 LJT859000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJT859000 2025-10-30 2055-05-15 0.000 - 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6.500 N/A 458843624.00 246082174.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT795000 2031-09-01 2055-06-01 1.500 - 7.500 N/A 1518204930.00 847490063.13 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1068000000.00 1068000000.00 0.0046 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/27/2027 4.42 3133ETJE8 254900C5LP6DN9OP9V83 US3133ETJE83 4003205 LGB972000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-05-27 2027-05-27 N N N 0.0442 33999551.88 33999551.88 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/04/2026 3133ETRU3 254900C5LP6DN9OP9V83 US3133ETRU34 4003205 LJQ234000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-04 2026-09-04 2026-09-04 N N N 0.0000 14999984.55 14999984.55 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/12/2026 4.47 3133EPU52 254900C5LP6DN9OP9V83 US3133EPU520 4003205 KDD676000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-12 2026-01-12 N N N 0.0437 260096608.20 260096608.20 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 04/13/2026 4.34 3130B6ZM1 2549001DPIFGXC1TOL40 US3130B6ZM12 0001026214 LIP081000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-13 2026-04-13 N N N 0.0433 387994843.48 387994843.48 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/05/2025 4.33 3130B4VH1 2549001DPIFGXC1TOL40 US3130B4VH15 0001026214 KYQ001000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-05 2025-08-05 N N N 0.0424 136999847.93 136999847.93 0.0006 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 01/29/2026 4.34 3130B6LG9 2549001DPIFGXC1TOL40 US3130B6LG99 0001026214 LGK277000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-29 2026-01-29 N N N 0.0433 256001538.56 256001538.56 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/26/2026 4.33 3130B6U61 2549001DPIFGXC1TOL40 US3130B6U612 0001026214 LHQ363000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-26 2026-01-26 N N N 0.0432 65000025.35 65000025.35 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/18/2025 4.46 3130AXTD0 2549001DPIFGXC1TOL40 US3130AXTD00 0001026214 KBI505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-18 2025-08-18 N N N 0.0425 231014042.49 231014042.49 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 01/19/2027 4.41 3133ETQS9 254900C5LP6DN9OP9V83 US3133ETQS96 4003205 LIY920000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-01-19 2027-01-19 N N N 0.0441 26999740.80 26999740.80 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/25/2025 4.35 3130B64A1 2549001DPIFGXC1TOL40 US3130B64A15 0001026214 LEK849000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-25 2025-11-25 N N N 0.0429 132010561.32 132010561.32 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 08/28/2025 4.48 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 4003205 JXI262000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-28 2025-08-28 N N N 0.0426 66007062.66 66007062.66 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/14/2025 4.48 3133EPD44 254900C5LP6DN9OP9V83 US3133EPD443 4003205 KCL813000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-14 2025-11-14 N N N 0.0428 134060498.32 134060498.32 0.0006 N N N N BMO Chicago Branch BMOCHIGR M RP 4.37% 8/1/25 4.37 N/A 3Y4U8VZURTYWI1W2K376 LJT780000 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 LJT780000 2048-03-20 2067-02-15 3.500 - 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4.125 N/A 161566800.00 217528138.17 U.S. Treasuries (including strips) Government National Mortgage Association N/A LJL522000 2055-07-20 2055-07-20 5.656 N/A 40000000.00 41192164.36 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-08-07 2025-08-07 2025-09-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0429 251000000.00 251000000.00 0.0011 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/29/2025 313385NP7 2549001DPIFGXC1TOL40 US313385NP73 GEJ894000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-10-29 2025-10-29 2025-10-29 N N N 0.0436 38586112.50 38586112.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/04/2026 4.47 3133ERH20 254900C5LP6DN9OP9V83 US3133ERH200 4003205 KUG067000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-12-04 2026-12-04 N N N 0.0438 49033902.61 49033902.61 0.0002 N N N N Freddie Mac Discount Notes FED HOME LN MRTG CORP 0% 09/22/2025 313397MA6 S6XOOCT0IEG5ABCC6L87 US313397MA69 AHF154000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-22 2025-09-22 2025-09-22 N N N 0.0435 24844312.50 24844312.50 0.0001 N N Y N US Treasury Notes UST NOTES 0.375% 12/31/2025 0.38 91282CBC4 254900HROIFWPRGM1V77 US91282CBC47 GJJ938000 U.S. Treasury Debt Y N/A N/A 2025-12-31 2025-12-31 2025-12-31 N N N 0.0435 1025067500.00 1025067500.00 0.0045 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/22/2026 4.42 3130B1SR9 2549001DPIFGXC1TOL40 US3130B1SR94 0001026214 KLE611000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-06-22 2026-06-22 N N N 0.0434 71045435.03 71045435.03 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 10/29/2026 4.46 3130B3EC3 2549001DPIFGXC1TOL40 US3130B3EC38 0001026214 KXS564000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-10-29 2026-10-29 N N N 0.0437 41042478.05 41042478.05 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 12/29/2025 4.41 3133ERMR9 254900C5LP6DN9OP9V83 US3133ERMR93 4003205 LDT950000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-12-29 2025-12-29 N N N 0.0430 63022262.94 63022262.94 0.0003 N N N N Freddie Mac FED HOME LN MTG CORP 0.68% 09/02/2025 0.68 3134GWD52 S6XOOCT0IEG5ABCC6L87 US3134GWD525 GFB084000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-09-02 2025-09-02 2025-09-02 N N N 0.0435 51829589.24 51829589.24 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/21/2025 4.40 3133ERPW5 254900C5LP6DN9OP9V83 US3133ERPW51 4003205 KOU614000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-21 2025-11-21 N N N 0.0428 30007419.90 30007419.90 0.0001 N N N N BMO Chicago Branch BMOCHIGR *G RP 4.34% 8/11/25 4.34 N/A 3Y4U8VZURTYWI1W2K376 LIS575000 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 LIS575000 2042-07-20 2067-02-15 2.600 - 7.000 N/A 213555546.00 199403549.34 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-07 2025-08-07 2025-08-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 195000000.00 195000000.00 0.0008 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/03/2027 4.45 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 4003205 KYL475000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-04 2027-02-03 2027-02-03 N N N 0.0442 30010939.50 30010939.50 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/02/2025 313385ML7 2549001DPIFGXC1TOL40 US313385ML78 313385ML7 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-10-02 2025-10-02 2025-10-02 N N N 0.0435 97271982.50 97271982.50 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/04/2025 4.32 3130B5Q68 2549001DPIFGXC1TOL40 US3130B5Q687 0001026214 LCW678000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-04 2025-11-04 2025-11-04 N N N 0.0427 199000085.57 199000085.57 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/04/2026 4.46 3130B2LH6 2549001DPIFGXC1TOL40 US3130B2LH68 0001026214 KPK856000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-09-04 2026-09-04 N N N 0.0437 204183638.76 204183638.76 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 10/21/2025 4.40 3133EP6C4 254900C5LP6DN9OP9V83 US3133EP6C44 4003205 KGG110000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-21 2025-10-21 N N N 0.0426 65512977.52 65512977.52 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 01/08/2026 4.43 3133EP4W2 254900C5LP6DN9OP9V83 US3133EP4W26 4003205 KOE077000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-08 2026-01-08 N N N 0.0434 92028420.64 92028420.64 0.0004 N N N N US Treasury Bill UST BILLS 0% 01/15/2026 912797RJ8 254900HROIFWPRGM1V77 US912797RJ86 LIR496000 U.S. Treasury Debt Y N/A N/A 2026-01-15 2026-01-15 2026-01-15 N N N 0.0430 107883520.80 107883520.80 0.0005 N Y Y N US Treasury Notes UST NOTES 4.625% 06/30/2026 4.63 91282CKY6 254900HROIFWPRGM1V77 US91282CKY65 KLG637000 U.S. Treasury Debt Y N/A N/A 2026-06-30 2026-06-30 2026-06-30 N N N 0.0422 67238687.50 67238687.50 0.0003 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/17/2025 4.35 3130B5WU8 2549001DPIFGXC1TOL40 US3130B5WU81 0001026214 LDX807000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-17 2025-11-17 N N N 0.0428 349026859.04 349026859.04 0.0015 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/20/2025 4.32 3130B53B2 2549001DPIFGXC1TOL40 US3130B53B25 0001026214 LAF583000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-20 2025-08-20 N N N 0.0426 232997381.08 232997381.08 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 11/18/2026 4.46 3133ERB83 254900C5LP6DN9OP9V83 US3133ERB831 4003205 KUG213000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-11-18 2026-11-18 N N N 0.0438 25021990.00 25021990.00 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 10/21/2025 4.35 3130B5VX3 2549001DPIFGXC1TOL40 US3130B5VX30 0001026214 LDR807000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-21 2025-10-21 N N N 0.0430 266996908.14 266996908.14 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 05/28/2026 4.41 3133ERFM8 254900C5LP6DN9OP9V83 US3133ERFM89 4003205 LGK346000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-05-28 2026-05-28 N N N 0.0435 172067424.00 172067424.00 0.0007 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/19/2025 313385LX2 2549001DPIFGXC1TOL40 US313385LX26 313385LX2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-19 2025-09-19 2025-09-19 N N N 0.0435 319114125.00 319114125.00 0.0014 N N Y N Fixed Income Clearing Corp - 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Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/04/2025 4.33 3130B4RV5 2549001DPIFGXC1TOL40 US3130B4RV54 0001026214 KYG028000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-04 2025-08-04 2025-08-04 N N N 0.0425 207999775.36 207999775.36 0.0009 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4.5 02/05/2026 4.37 3130B4WT4 2549001DPIFGXC1TOL40 US3130B4WT44 0001026214 KYU805000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-05 2026-02-05 N N N 0.0432 211041265.27 211041265.27 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 11/03/2025 4.48 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 4003205 KAU628000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-04 2025-11-03 2025-11-03 N N N 0.0429 100037097.00 100037097.00 0.0004 N N N N US Treasury Bill UST BILLS 0% 05/14/2026 912797QN0 254900HROIFWPRGM1V77 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2025-08-01 2025-09-22 2025-09-22 N N N 0.0426 143018401.24 143018401.24 0.0006 N N N N Barclays Bank PLC BPLCGR *G RP 4.36% 8/20/25 4.36 N/A G5GSEF7VJP5I7OUK5573 LJA950000 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 LJA950000 2045-09-20 2055-03-20 2.000 - 4.500 N/A 437492824.00 297734014.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJA950000 2054-10-01 2054-10-01 6.000 N/A 670409.00 646090.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJA950000 2051-09-25 2051-09-25 5.000 N/A 1000.00 990.87 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-08-07 2025-08-07 2025-08-20 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0428 292000000.00 292000000.00 0.0013 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.22% 08/15/2025 4.22 3130B5LG1 2549001DPIFGXC1TOL40 US3130B5LG17 0001026214 LBR968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-15 2025-08-15 2025-08-15 N N N 0.0400 406975954.44 406975954.44 0.0018 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/02/2026 4.46 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 4003205 KTV485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-12-02 2026-12-02 N N N 0.0438 61058867.44 61058867.44 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 09/17/2025 4.32 3130B5JR0 2549001DPIFGXC1TOL40 US3130B5JR00 0001026214 LBO846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-17 2025-09-17 N N N 0.0426 240996076.52 240996076.52 0.0010 N N N N Fixed Income Clearing Corp - Natixis NAT FID T RP 4.36% 8/1/25 4.36 N/A KX1WK48MPD4Y2NCUIZ63 LJT797000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 LJT797000 2028-02-29 2031-01-31 3.500 - 4.375 N/A 1250752800.00 1263973070.11 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 1239000000.00 1239000000.00 0.0054 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 10/02/2026 4.37 3133ETBN6 254900C5LP6DN9OP9V83 US3133ETBN64 4003205 LDA956000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-10-02 2026-10-02 N N N 0.0436 88997804.37 88997804.37 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2025 4.33 3130B5XH6 2549001DPIFGXC1TOL40 US3130B5XH61 0001026214 LEA668000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-18 2025-08-18 N N N 0.0426 67999451.92 67999451.92 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 02/27/2026 4.40 3130B1LC9 2549001DPIFGXC1TOL40 US3130B1LC98 0001026214 KKG137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-27 2026-02-27 N N N 0.0432 141057946.77 141057946.77 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 10/22/2025 4.32 3130B6HU3 2549001DPIFGXC1TOL40 US3130B6HU30 0001026214 LFX869000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-22 2025-10-22 N N N 0.0427 64000160.64 64000160.64 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 04/28/2026 4.36 3133ER5B3 254900C5LP6DN9OP9V83 US3133ER5B34 4003205 LAP524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-28 2026-04-28 N N N 0.0431 20005793.40 20005793.40 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/14/2025 313385MY9 2549001DPIFGXC1TOL40 US313385MY99 313385MY9 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-10-14 2025-10-14 2025-10-14 N N N 0.0435 249771375.00 249771375.00 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 03/19/2026 4.36 3130B76T6 2549001DPIFGXC1TOL40 US3130B76T69 0001026214 LJC257000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-03-19 2026-03-19 N N N 0.0435 257999035.08 257999035.08 0.0011 N N N N US Treasury Notes UST NOTES 0.25% 09/30/2025 0.25 91282CAM3 254900HROIFWPRGM1V77 US91282CAM38 GFJ893000 U.S. Treasury Debt Y N/A N/A 2025-09-30 2025-09-30 2025-09-30 N N N 0.0430 808534120.24 808534120.24 0.0035 N Y Y N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.36% 9/18/25 4.36 N/A 2IGI19DL77OX0HC3ZE78 LJT062000 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 LJT062000 2029-10-01 2060-06-01 2.430 - 7.000 N/A 41136458.00 39306547.66 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJT062000 2026-01-15 2050-08-15 0.000 - 4.625 N/A 3597716.25 3096717.82 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJT062000 2038-11-15 2073-11-20 3.000 - 8.000 N/A 6193775.00 911524.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 LJT062000 2030-05-01 2055-07-01 2.000 - 7.000 N/A 73489197.00 55654034.34 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-07 2025-08-07 2025-09-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0429 97000000.00 97000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.33% 04/14/2026 4.33 3130B5LC0 2549001DPIFGXC1TOL40 US3130B5LC03 0001026214 LBR777000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-04-14 2026-04-14 2026-04-14 N N N 0.0448 267715172.28 267715172.28 0.0012 N N N N Freddie Mac FED HOME LN MTG CORP 0.64% 11/24/2025 0.64 3134GXEJ9 S6XOOCT0IEG5ABCC6L87 US3134GXEJ92 GIH535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-11-24 2025-11-24 2025-11-24 N N N 0.0444 44464810.50 44464810.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/10/2026 4.44 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 4003205 KMA892000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-07-10 2026-07-10 N N N 0.0435 69053670.96 69053670.96 0.0003 N N N N Fixed Income Clearing Corp - Goldman GS FIG T RP 4.36% 8/1/25 4.36 N/A 549300H47WTHXPU08X20 LJT861000 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 LJT861000 2026-06-30 2030-07-31 0.875 - 4.491 N/A 2629288300.00 2629878555.14 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 2578000000.00 2578000000.00 0.0112 N Y Y N US Treasury Bill UST BILLS 0% 11/18/2025 912797RP4 254900HROIFWPRGM1V77 US912797RP47 LIX991000 U.S. Treasury Debt Y N/A N/A 2025-11-18 2025-11-18 2025-11-18 N N N 0.0435 2472644347.45 2472644347.45 0.0107 N Y Y N Fixed Income Clearing Corp - BNP BNP FIG T RP 4.36% 8/1/25 4.36 N/A N/A LJT776000 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 LJT776000 2026-01-31 2055-05-15 1.375 - 6.375 N/A 1941628700.00 1911711512.23 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 1874000000.00 1874000000.00 0.0081 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.35% 03/06/2026 4.35 3130B4X97 2549001DPIFGXC1TOL40 US3130B4X975 0001026214 KYW030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-03-06 2026-03-06 2026-03-06 N N N 0.0456 548319163.14 548319163.14 0.0024 N N N N Fannie Mae FANNIE MAE 0.65% 12/17/2025 0.65 3135G06N8 B1V7KEBTPIMZEU4LTD58 US3135G06N86 0000310522 GJB806000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-12-17 2025-12-17 2025-12-17 N N N 0.0438 46140569.12 46140569.12 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 07/14/2026 4.36 3133ETPY7 254900C5LP6DN9OP9V83 US3133ETPY73 4003205 LIQ307000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-07-14 2026-07-14 N N N 0.0436 42999579.03 42999579.03 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/04/2026 4.36 3133ER5Z0 254900C5LP6DN9OP9V83 US3133ER5Z02 4003205 LAV867000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-06-04 2026-06-04 N N N 0.0435 34000522.58 34000522.58 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/08/2027 4.47 3133ERS44 254900C5LP6DN9OP9V83 US3133ERS447 4003205 KXD111000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-01-08 2027-01-08 N N N 0.0446 160998691.07 160998691.07 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 01/15/2026 4.34 3133ETQH3 254900C5LP6DN9OP9V83 US3133ETQH32 4003205 LIS783000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-15 2026-01-15 N N N 0.0433 31999662.72 31999662.72 0.0001 N N N N US Treasury Bill UST BILLS 0% 12/18/2025 912797QZ3 254900HROIFWPRGM1V77 US912797QZ38 LHG080000 U.S. Treasury Debt Y N/A N/A 2025-12-18 2025-12-18 2025-12-18 N N N 0.0428 1121638441.80 1121638441.80 0.0049 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/10/2025 313385LN4 2549001DPIFGXC1TOL40 US313385LN44 GEB198000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-10 2025-09-10 2025-09-10 N N N 0.0434 116436352.50 116436352.50 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.35% 06/05/2026 4.35 3130B6BV7 2549001DPIFGXC1TOL40 US3130B6BV76 0001026214 LFB176000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-06-05 2026-06-05 2026-06-05 N N N 0.0441 262855373.67 262855373.67 0.0011 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/22/2025 313385KT2 2549001DPIFGXC1TOL40 US313385KT23 AGG970000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-22 2025-08-22 2025-08-22 N N N 0.0427 406942827.12 406942827.12 0.0018 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 02/25/2026 4.33 3130B6V86 2549001DPIFGXC1TOL40 US3130B6V867 0001026214 LHV754000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-25 2026-02-25 N N N 0.0433 64999669.15 64999669.15 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/21/2025 4.35 3130B5Z92 2549001DPIFGXC1TOL40 US3130B5Z928 0001026214 LEH524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-21 2025-11-21 N N N 0.0428 40003141.60 40003141.60 0.0002 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 4.39% 9/3/25 4.39 N/A VYVVCKR63DVZZN70PB21 0000276523 LGV505000 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 LGV505000 2033-05-01 2055-08-01 1.500 - 6.500 N/A 426681229.00 348183459.54 Agency Mortgage-Backed Securities Y N/A N/A 2025-09-03 2025-09-03 2025-09-03 N N N 0.0431 339000000.00 339000000.00 0.0015 N N N Y US Treasury Notes UST NOTES 1.875% 07/31/2026 1.88 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2025-08-14 2025-08-14 N N N 0.0426 308013733.72 308013733.72 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/27/2025 4.33 3130B5YL6 2549001DPIFGXC1TOL40 US3130B5YL64 0001026214 LED062000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-27 2025-08-27 N N N 0.0426 131998723.56 131998723.56 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 03/18/2026 4.43 3133EP5N1 254900C5LP6DN9OP9V83 US3133EP5N18 4003205 KML440000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-03-18 2026-03-18 N N N 0.0432 141085943.73 141085943.73 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/11/2027 4.40 3133ETAA5 254900C5LP6DN9OP9V83 US3133ETAA52 4003205 LBQ308000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-03-11 2027-03-11 N N N 0.0440 42999432.40 42999432.40 0.0002 N N N N JPMorgan Securities LLC FICASH MU 4.371% 08/01/25 4.37 N/A N/A LJU290000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LJU290000 2025-08-12 2051-05-15 0.000 - 4.875 N/A 1935750513.12 1705548461.80 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU290000 2027-03-01 2064-09-01 1.500 - 8.000 N/A 1627854677.27 1041380335.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU290000 2030-06-01 2055-08-01 1.500 - 9.000 N/A 1028359519.29 874784661.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJU290000 2053-05-20 2055-02-20 3.500 - 5.000 N/A 55238530.98 53551433.79 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 3602764000.00 3602764000.00 0.0157 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/03/2026 4.33 3130B6VF0 2549001DPIFGXC1TOL40 US3130B6VF07 0001026214 LHW993000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-04 2026-02-03 2026-02-03 N N N 0.0432 58000288.26 58000288.26 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 10/16/2025 4.45 3130AYJD9 2549001DPIFGXC1TOL40 US3130AYJD92 0001026214 KDK258000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-16 2025-10-16 N N N 0.0426 300078576.00 300078576.00 0.0013 N N N N ABN AMRO Bank NV ABNGR M RP 4.37% 8/1/25 4.37 N/A N/A LJT778000 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 LJT778000 2052-08-20 2052-08-20 5.000 N/A 2204471.00 1669428.96 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJT778000 2027-09-30 2030-05-15 0.375 - 3.875 N/A 12882400.00 11943625.05 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT778000 2051-06-01 2055-03-01 3.000 - 6.000 N/A 128223693.00 118243507.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT778000 2028-09-01 2055-04-01 2.500 - 7.000 N/A 235091773.00 163979444.46 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 290000000.00 290000000.00 0.0013 N Y Y N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.07% 9/30/25 4.39 N/A MBNUM2BPBDO7JBLYG310 0000315030 LJR576000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJR576000 2025-08-14 2026-02-28 0.000 - 2.500 N/A 538799000.00 535631229.13 U.S. Treasuries (including strips) Y N/A N/A 2025-09-30 2025-09-30 2025-09-30 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0433 525000000.00 525000000.00 0.0023 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 09/05/2025 4.32 3130B5DU9 2549001DPIFGXC1TOL40 US3130B5DU92 0001026214 LAW000000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-05 2025-09-05 N N N 0.0426 93998542.06 93998542.06 0.0004 N N N N US Treasury Notes UST NOTES 1.625% 02/15/2026 1.63 912828P46 254900HROIFWPRGM1V77 US912828P469 ABI639000 U.S. Treasury Debt Y N/A N/A 2026-02-15 2026-02-15 2026-02-15 N N N 0.0429 58567876.13 58567876.13 0.0003 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 04/17/2026 4.42 3133ERBY6 254900C5LP6DN9OP9V83 US3133ERBY63 4003205 KHI145000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-17 2026-04-17 N N N 0.0435 77031702.44 77031702.44 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 04/09/2027 4.40 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 4003205 LFB210000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-04-09 2027-04-09 N N N 0.0442 105954605.50 105954605.50 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/09/2026 4.45 3130AYT30 2549001DPIFGXC1TOL40 US3130AYT304 0001026214 KQC169000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-09 2026-02-09 N N N 0.0433 82048758.84 82048758.84 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 11/23/2026 4.46 3133ERN23 254900C5LP6DN9OP9V83 US3133ERN232 4003205 KWJ231000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-11-23 2026-11-23 N N N 0.0438 111098442.57 111098442.57 0.0005 N N N N US Treasury Bill UST BILLS 0% 09/23/2025 912797QV2 254900HROIFWPRGM1V77 US912797QV24 LGA866000 U.S. Treasury Debt Y N/A N/A 2025-09-23 2025-09-23 2025-09-23 N N N 0.0433 3228988668.58 3228988668.58 0.0140 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2025 4.33 3130B5YB8 2549001DPIFGXC1TOL40 US3130B5YB82 0001026214 LEB721000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-18 2025-08-18 N N N 0.0424 233000424.06 233000424.06 0.0010 N N N N Fannie Mae FANNIE MAE VFAC SOFR+14 10/23/2026 4.46 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 0000310522 KRR809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-10-23 2026-10-23 N N N 0.0438 369323454.33 369323454.33 0.0016 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 10/06/2025 4.48 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 4003205 JYU452000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-06 2025-10-06 N N N 0.0426 35009763.25 35009763.25 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/27/2025 4.48 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 4003205 KAO066000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-27 2025-10-27 N N N 0.0426 67027152.42 67027152.42 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 07/21/2026 4.38 3133ETHF7 254900C5LP6DN9OP9V83 US3133ETHF76 4003205 LFQ764000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-07-21 2026-07-21 N N N 0.0437 41000938.90 41000938.90 0.0002 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.33% 9/2/25 4.33 N/A 2IGI19DL77OX0HC3ZE78 LIG167000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIG167000 2025-08-15 2054-08-15 0.000 - 4.750 N/A 321067300.00 310203649.34 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-09-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 303000000.00 303000000.00 0.0013 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/04/2025 4.33 3130B4UQ2 2549001DPIFGXC1TOL40 US3130B4UQ23 0001026214 KYN563000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-04 2025-09-04 N N N 0.0427 234996552.55 234996552.55 0.0010 N N N N US Treasury Bill UST BILLS 0% 11/25/2025 912797RQ2 254900HROIFWPRGM1V77 US912797RQ20 LJH619000 U.S. Treasury Debt Y N/A N/A 2025-11-25 2025-11-25 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254900C5LP6DN9OP9V83 US3133ERMQ11 4003205 KMR276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-07-29 2026-07-29 N N N 0.0438 76026015.56 76026015.56 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 08/19/2026 4.46 3133ERPU9 254900C5LP6DN9OP9V83 US3133ERPU95 4003205 KOF637000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-08-19 2026-08-19 N N N 0.0437 171139729.23 171139729.23 0.0007 N N N N US Treasury Notes UST NOTES 0.625% 07/31/2026 0.63 91282CCP4 254900HROIFWPRGM1V77 US91282CCP41 HIF622000 U.S. Treasury Debt Y N/A N/A 2026-07-31 2026-07-31 2026-07-31 N N N 0.0420 484618250.00 484618250.00 0.0021 N Y Y N Fannie Mae FANNIE MAE VFAC SOFR+10 06/18/2026 4.42 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 0000310522 KLE478000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-06-18 2026-06-18 N N N 0.0434 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2026-04-15 N N N 0.0433 258996806.53 258996806.53 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/12/2026 4.41 3130B1WK9 2549001DPIFGXC1TOL40 US3130B1WK95 0001026214 KLV562000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-12 2026-01-12 N N N 0.0433 142044636.28 142044636.28 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/14/2025 4.32 3130B52Y3 2549001DPIFGXC1TOL40 US3130B52Y37 0001026214 LBI266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-14 2025-08-14 N N N 0.0425 318997597.93 318997597.93 0.0014 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/23/2027 4.42 3133ETMJ3 254900C5LP6DN9OP9V83 US3133ETMJ34 4003205 LHP093000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-06-23 2027-06-23 N N N 0.0442 44994669.30 44994669.30 0.0002 N N N N BofA 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267018257.46 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/17/2025 4.32 3130B5TN8 2549001DPIFGXC1TOL40 US3130B5TN85 0001026214 LDK705000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-12-17 2025-12-17 N N N 0.0430 146997934.65 146997934.65 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/05/2026 4.45 3133EP4L6 254900C5LP6DN9OP9V83 US3133EP4L60 4003205 KOU730000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-03-05 2026-03-05 N N N 0.0432 36025040.16 36025040.16 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/30/2026 4.46 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 4003205 KWR776000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-12-30 2026-12-30 N N N 0.0439 70066817.80 70066817.80 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 03/26/2026 4.34 3133ETAV9 254900C5LP6DN9OP9V83 US3133ETAV99 4003205 LCF455000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-03-26 2026-03-26 N N N 0.0432 40002917.60 40002917.60 0.0002 N N N N US Treasury Notes UST NOTES 4.625% 03/15/2026 4.63 91282CGR6 254900HROIFWPRGM1V77 US91282CGR60 JRJ983000 U.S. Treasury Debt Y N/A N/A 2026-03-15 2026-03-15 2026-03-15 N N N 0.0414 38111625.00 38111625.00 0.0002 N Y Y N Goldman Sachs & Co LLC GOLDMAN M RP 4.37% 8/1/25 4.37 N/A FOR8UP27PHTHYVLBNG30 0000769993 LJT864000 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 LJT864000 2052-01-01 2052-10-01 2.000 - 6.000 N/A 1280559.00 870687.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJT864000 2039-10-20 2060-04-15 4.000 - 6.500 N/A 1059538558.00 885866149.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT864000 2035-07-01 2051-12-01 3.000 - 5.000 N/A 37174237.00 770884.64 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 870000000.00 870000000.00 0.0038 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/02/2026 4.33 3130B6VC7 2549001DPIFGXC1TOL40 US3130B6VC75 0001026214 LHX056000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-04 2026-02-02 2026-02-02 N N N 0.0433 649996360.00 649996360.00 0.0028 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/04/2025 4.33 3130B6LH7 2549001DPIFGXC1TOL40 US3130B6LH72 0001026214 LGK351000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-04 2025-12-04 2025-12-04 N N N 0.0428 26000051.48 26000051.48 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/17/2025 4.48 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 4003205 KAD688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-17 2025-10-17 N N N 0.0426 43014699.55 43014699.55 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/24/2027 4.41 3133ER4V0 254900C5LP6DN9OP9V83 US3133ER4V07 4003205 LAN609000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-02-24 2027-02-24 N N N 0.0441 17999718.66 17999718.66 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/10/2025 4.32 3130B5TG3 2549001DPIFGXC1TOL40 US3130B5TG35 0001026214 LDJ831000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-10 2025-11-10 N N N 0.0427 133999636.86 133999636.86 0.0006 N N N N Sumitomo Mitsui Banking Corp FICASH MU 4.371% 08/01/25 4.37 N/A N/A LJU290000_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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU290000 2053-02-01 2053-04-01 5.500 N/A 528418591.27 422502649.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJU290000 2042-10-20 2055-02-20 3.000 - 6.500 N/A 3987911250.53 2304985725.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU290000 2048-12-01 2053-05-01 2.000 - 5.500 N/A 3590900757.52 1038881288.41 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 3664995000.00 3664995000.00 0.0159 N Y Y N Sumitomo Mitsui Banking Corp SUMITRGT *G RP 4.37% 8/6/25 4.37 N/A 5493006GGLR4BTEL8O61 LJB102000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJB102000 2032-08-15 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Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 01/06/2027 4.46 3130B4FQ9 2549001DPIFGXC1TOL40 US3130B4FQ97 0001026214 LDC088000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-01-06 2027-01-06 N N N 0.0438 24023154.96 24023154.96 0.0001 N N N N Lloyds Bank Corp Mrkts LBCMGR G RP 4.4% 8/6/25 4.40 N/A 213800MBWEIJDM5CU638 LJS646000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJS646000 2026-01-15 2041-05-15 1.625 - 4.625 N/A 213284600.00 216292938.02 U.S. Treasuries (including strips) Y N/A N/A 2025-08-06 2025-08-06 2025-08-06 N N N 0.0431 212000000.00 212000000.00 0.0009 N N Y N Royal Bank of Canada RBC (GR) G RP 4.38% 8/5/25 4.38 N/A ES7IP3U3RHIGC71XBU11 LJR512000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 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6.100 N/A 363117.00 254065.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT893000 2040-07-01 2055-06-01 2.500 - 6.000 N/A 7727160.00 7639928.45 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJT893000 2030-05-31 2032-05-31 3.875 - 4.125 N/A 90305700.00 91057714.83 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT893000 2052-03-01 2054-12-01 3.000 - 4.000 N/A 3000.00 2639.85 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 N N N 0.0427 97000000.00 97000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 12/19/2025 4.44 3130AYYT7 2549001DPIFGXC1TOL40 US3130AYYT79 0001026214 KUB809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-12-19 2025-12-19 N N N 0.0430 66030435.24 66030435.24 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/26/2026 4.33 3130B6TM8 2549001DPIFGXC1TOL40 US3130B6TM85 0001026214 LHO702000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-26 2026-01-26 N N N 0.0432 262000041.92 262000041.92 0.0011 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 09/23/2026 4.46 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 KQF072000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-09-23 2026-09-23 N N N 0.0437 817767710.39 817767710.39 0.0036 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 07/22/2026 4.46 3130B1ZM2 2549001DPIFGXC1TOL40 US3130B1ZM25 0001026214 LHP164000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-07-22 2026-07-22 N N N 0.0441 3750007.43 3750007.43 0.0000 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 04/24/2026 4.43 3133ERME8 254900C5LP6DN9OP9V83 US3133ERME80 4003205 KML467000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-24 2026-04-24 N N N 0.0433 35022565.90 35022565.90 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/08/2025 4.33 3130B4VL2 2549001DPIFGXC1TOL40 US3130B4VL27 0001026214 KYQ059000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-08 2025-09-08 N N N 0.0427 273996640.76 273996640.76 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/10/2025 4.31 3130B5T65 2549001DPIFGXC1TOL40 US3130B5T657 0001026214 LDJ610000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-10 2025-10-10 N N N 0.0426 267996931.40 267996931.40 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 09/08/2025 4.32 3130B5EA2 2549001DPIFGXC1TOL40 US3130B5EA20 0001026214 LAW030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-08 2025-09-08 N N N 0.0426 107998072.20 107998072.20 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 04/08/2026 4.44 3133ERWN7 254900C5LP6DN9OP9V83 US3133ERWN79 4003205 KQU634000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-08 2026-04-08 N N N 0.0435 35018615.45 35018615.45 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.34% 03/06/2026 4.34 3130B4X63 2549001DPIFGXC1TOL40 US3130B4X637 0001026214 KYW018000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-03-06 2026-03-06 2026-03-06 N N N 0.0455 519332886.80 519332886.80 0.0023 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.4% 03/17/2026 4.40 3130B56T0 2549001DPIFGXC1TOL40 US3130B56T06 0001026214 LAH701000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-03-17 2026-03-17 2026-03-17 N N N 0.0463 769897523.97 769897523.97 0.0033 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 11/13/2026 4.40 3130B6D29 2549001DPIFGXC1TOL40 US3130B6D295 0001026214 LGJ224000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-11-13 2026-11-13 N N N 0.0439 51005766.57 51005766.57 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 10/23/2025 4.33 3130B5C89 2549001DPIFGXC1TOL40 US3130B5C893 0001026214 LAT969000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-23 2025-10-23 N N N 0.0427 203005001.92 203005001.92 0.0009 N N N N Sumitomo Mitsui Banking Corp/New York FICASH MR 4.36% 08/01/25 4.36 N/A N/A LJU467000_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 LJU467000 2025-10-31 2052-02-15 0.375 - 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FICASH MR 4.36% 08/01/25 4.36 N/A N/A LJU467000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LJU467000 2025-09-30 2055-02-15 0.250 - 5.000 N/A 16179276.39 13841980.31 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJU467000 2025-08-15 2065-07-20 2.000 - 9.500 N/A 5587898.64 2169643.67 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 15642000.00 15642000.00 0.0001 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/29/2025 4.32 3130B5DQ8 2549001DPIFGXC1TOL40 US3130B5DQ80 0001026214 LAV898000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-29 2025-08-29 N N N 0.0426 133998211.10 133998211.10 0.0006 N N N N BNP Paribas, SA BNP (GR) *G RP 4.35% 8/28/25 4.35 N/A R0MUWSFPU8MPRO8K5P83 LJQ171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJQ171000 2025-09-30 2053-08-15 0.500 - 5.000 N/A 997041700.00 902492201.21 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0427 884000000.00 884000000.00 0.0038 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 04/21/2026 4.36 3130B7AQ7 2549001DPIFGXC1TOL40 US3130B7AQ73 0001026214 LJJ011000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-21 2026-04-21 N N N 0.0435 251998293.96 251998293.96 0.0011 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.37% 8/1/25 4.37 N/A 549300H47WTHXPU08X20 LJT760000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 LJT760000 2028-07-31 2049-11-15 1.000 - 2.375 N/A 548600.00 504425.86 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT760000 2026-02-01 2055-08-01 1.500 - 7.500 N/A 1966891687.00 1710870708.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT760000 2025-12-01 2055-07-01 1.500 - 7.500 N/A 3027041046.00 2448689821.68 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 4078000000.00 4078000000.00 0.0177 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/07/2025 4.31 3130B5S66 2549001DPIFGXC1TOL40 US3130B5S667 0001026214 LDG689000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-07 2025-10-07 N N N 0.0426 526992827.53 526992827.53 0.0023 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 04/29/2026 4.36 3130B7BN3 2549001DPIFGXC1TOL40 US3130B7BN34 0001026214 LJK371000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-29 2026-04-29 N N N 0.0435 24999976.25 24999976.25 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/05/2027 4.45 3130B4SP7 2549001DPIFGXC1TOL40 US3130B4SP77 0001026214 KYH019000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-02-05 2027-02-05 N N N 0.0442 80029196.80 80029196.80 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/21/2025 4.45 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 4003205 KDJ233000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-21 2025-10-21 N N N 0.0430 30005942.10 30005942.10 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 02/25/2027 4.42 3133ER5A5 254900C5LP6DN9OP9V83 US3133ER5A50 4003205 LAP530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-02-25 2027-02-25 N N N 0.0441 29999583.60 29999583.60 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/08/2025 313385KD7 2549001DPIFGXC1TOL40 US313385KD70 313385KD7 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-08 2025-08-08 2025-08-08 N N N 0.0427 48953831.22 48953831.22 0.0002 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 12/18/2026 4.46 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 4003205 LEJ325000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-12-18 2026-12-18 N N N 0.0438 66061150.98 66061150.98 0.0003 N N N N Barclays Bank PLC BPLCGR *G RP 4.34% 8/12/25 4.34 N/A G5GSEF7VJP5I7OUK5573 LIS547000 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 LIS547000 2031-08-25 2057-09-25 3.000 - 5.600 N/A 76623018.00 43696796.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIS547000 2031-12-15 2050-08-25 2.000 - 9.569 N/A 85160745.00 44505452.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIS547000 2025-12-15 2065-05-20 1.500 - 8.500 N/A 528502505.00 211930567.33 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-07 2025-08-07 2025-08-12 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 293000000.00 293000000.00 0.0013 N N Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11 03/05/2026 4.43 3134HAJM6 S6XOOCT0IEG5ABCC6L87 US3134HAJM64 KPM085000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-03-05 2026-03-05 N N N 0.0432 434262795.68 434262795.68 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 08/06/2025 4.36 3130B2AF2 2549001DPIFGXC1TOL40 US3130B2AF22 0001026214 KNR846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-06 2025-08-06 N N N 0.0421 243002507.76 243002507.76 0.0011 N N Y N MUFG Securities EMEA PLC MUFSECGR *G RP 4.38% 8/27/25 4.38 N/A U7M81AY481YLIOR75625 LJK294000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LJK294000 2028-02-29 2031-09-30 3.500 - 4.125 N/A 358606200.00 362225991.84 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-27 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0430 355000000.00 355000000.00 0.0015 N N Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11 05/07/2026 4.43 3134HAVY6 S6XOOCT0IEG5ABCC6L87 US3134HAVY64 KRY196000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-05-07 2026-05-07 N N N 0.0434 249159367.47 249159367.47 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 04/02/2027 4.40 3133ETBZ9 254900C5LP6DN9OP9V83 US3133ETBZ94 4003205 LDJ537000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-04-02 2027-04-02 N N N 0.0440 45995238.08 45995238.08 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 4.48 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-22 2025-08-22 N N N 0.0426 299024500.06 299024500.06 0.0013 N N N N Lloyds Bank PLC LLOYDGR G RP 4.4% 8/28/25 4.40 N/A H7FNTJ4851HG0EXQ1Z70 LGK228000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGK228000 2026-05-31 2033-11-15 0.375 - 4.625 N/A 125392500.00 119260010.32 U.S. Treasuries (including strips) Y N/A N/A 2025-08-28 2025-08-28 2025-08-28 N N N 0.0432 116000000.00 116000000.00 0.0005 N N N Y BNP Paribas, SA BNP (GR) *G RP 4.35% 8/25/25 4.35 N/A R0MUWSFPU8MPRO8K5P83 LIR308000 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 LIR308000 2025-11-01 2055-07-01 1.750 - 7.500 N/A 926479345.00 422293627.48 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LIR308000 2036-08-12 2036-08-12 2.220 N/A 846000.00 662867.79 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIR308000 2030-04-01 2055-06-01 1.220 - 7.209 N/A 454480646.00 336566245.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIR308000 2028-12-20 2055-06-20 2.000 - 7.500 N/A 1206733277.00 496492351.54 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIR308000 2026-05-31 2054-11-15 0.000 - 4.491 N/A 144813410.80 136962348.63 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0427 1362000000.00 1362000000.00 0.0059 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/15/2025 4.34 3130B4L58 2549001DPIFGXC1TOL40 US3130B4L582 0001026214 KXN097000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-15 2025-09-15 N N N 0.0428 278996250.24 278996250.24 0.0012 N N N N MUFG Securities EMEA PLC MUFSECGR *G RP 4.34% 8/7/25 4.34 N/A U7M81AY481YLIOR75625 LIJ978000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIJ978000 2026-01-31 2033-02-15 0.875 - 4.875 N/A 556555000.00 546999561.99 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 535000000.00 535000000.00 0.0023 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/12/2025 313385LQ7 2549001DPIFGXC1TOL40 US313385LQ74 313385LQ7 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-12 2025-09-12 2025-09-12 N N N 0.0435 115413910.00 115413910.00 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/24/2026 4.42 3130B1T72 2549001DPIFGXC1TOL40 US3130B1T722 0001026214 KLG655000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-06-24 2026-06-24 N N N 0.0436 89041344.06 89041344.06 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/26/2025 313385ME3 2549001DPIFGXC1TOL40 US313385ME36 AHF158000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-26 2025-09-26 2025-09-26 N N N 0.0435 94363737.50 94363737.50 0.0004 N N Y N Nomura Securities International Inc FICASH MU 4.371% 08/01/25 4.37 N/A N/A LJU290000_07426 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 LJU290000 2039-01-20 2064-09-15 3.000 - 6.500 N/A 32080285.43 18811655.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU290000 2040-06-01 2055-07-01 2.000 - 6.500 N/A 180847990.83 169748403.46 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJU290000 2025-09-02 2045-05-15 0.000 - 5.500 N/A 156224177.53 138903661.11 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU290000 2025-11-01 2062-03-01 1.410 - 7.000 N/A 251129368.92 167079957.95 Agency Mortgage-Backed Securities Resolution Funding Corp N/A LJU290000 2030-04-15 2030-04-15 8.875 N/A 144.71 177.60 Agency Debentures and Agency Strips Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 484788000.00 484788000.00 0.0021 N Y Y N Lloyds Bank Corp Mrkts LBCMGR G RP 4.39% 8/7/25 4.39 N/A 213800MBWEIJDM5CU638 LJT849000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJT849000 2026-01-15 2051-08-15 1.125 - 5.375 N/A 143042400.00 135758019.42 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 N N N 0.0430 133000000.00 133000000.00 0.0006 N N Y N Wells Fargo Bank NA FICASH MU 4.371% 08/01/25 4.37 N/A N/A LJU290000_00412 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU290000 2025-10-01 2057-08-15 0.000 - 6.500 N/A 247625090.70 167562991.62 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 LJU290000 2025-10-29 2037-06-12 0.000 - 4.750 N/A 17259417.29 16782200.22 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 LJU290000 2025-08-15 2055-02-15 0.000 - 6.750 N/A 179482471.88 151016411.35 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJU290000 2040-10-15 2065-07-20 0.125 - 7.500 N/A 264502740.07 137985923.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU290000 2027-01-01 2058-08-25 0.000 - 6.500 N/A 380604152.91 220031768.10 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LJU290000 2032-04-12 2038-01-26 1.980 - 3.310 N/A 2292076.99 1839515.65 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 LJU290000 2034-01-15 2034-01-15 0.000 N/A 581.75 383.60 Agency Debentures and Agency Strips Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 678703000.00 678703000.00 0.0030 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/26/2025 4.33 3130B4SL6 2549001DPIFGXC1TOL40 US3130B4SL63 0001026214 KYH047000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-26 2025-08-26 N N N 0.0426 127999192.32 127999192.32 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 02/18/2026 4.33 3130B6S23 2549001DPIFGXC1TOL40 US3130B6S236 0001026214 LHH168000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-18 2026-02-18 N N N 0.0433 103000250.29 103000250.29 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 02/24/2026 4.33 3130B6US3 2549001DPIFGXC1TOL40 US3130B6US37 0001026214 LHV757000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-24 2026-02-24 N N N 0.0433 194999073.75 194999073.75 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 12/16/2026 4.47 3133ERK75 254900C5LP6DN9OP9V83 US3133ERK758 4003205 KVU527000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-12-16 2026-12-16 N N N 0.0437 72054783.36 72054783.36 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 04/28/2026 4.38 3133ETEL7 254900C5LP6DN9OP9V83 US3133ETEL71 4003205 LGS005000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-28 2026-04-28 N N N 0.0433 15004828.20 15004828.20 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/28/2026 4.40 3133ERFS5 254900C5LP6DN9OP9V83 US3133ERFS59 4003205 KJW044000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-28 2026-01-28 N N N 0.0433 85028969.70 85028969.70 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/23/2026 4.44 3133ERMC2 254900C5LP6DN9OP9V83 US3133ERMC25 4003205 KML474000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-07-23 2026-07-23 N N N 0.0437 77047706.89 77047706.89 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 06/16/2026 4.44 3133ERK83 254900C5LP6DN9OP9V83 US3133ERK832 4003205 KVU643000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-06-16 2026-06-16 N N N 0.0432 69022139.34 69022139.34 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 08/19/2025 4.38 3133ERQE4 254900C5LP6DN9OP9V83 US3133ERQE45 4003205 KOM444000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-19 2025-08-19 N N N 0.0423 67002190.23 67002190.23 0.0003 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 4.36% 8/4/25 4.36 N/A N/A LJU452000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2025-08-04 2025-08-04 2025-08-04 N N N 0.0427 4134000000.00 4134000000.00 0.0180 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. Fixed Income Clearing Corp - CIBC CIB FID T RP 4.37% 8/1/25 4.37 N/A N/A LJT757000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 LJT757000 2034-11-15 2053-11-15 4.250 - 4.750 N/A 723352000.00 722253434.17 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 708000000.00 708000000.00 0.0031 N Y Y N US Treasury Notes UST NOTES 0.75% 03/31/2026 0.75 91282CBT7 254900HROIFWPRGM1V77 US91282CBT71 HDE540000 U.S. Treasury Debt Y N/A N/A 2026-03-31 2026-03-31 2026-03-31 N N N 0.0426 520809709.03 520809709.03 0.0023 N Y Y N MUFG Securities (Canada), Ltd. MFGCAGR G RP 4.38% 10/22/25 4.38 N/A 549300Y1PMK3RWXMWR72 LJT064000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJT064000 2026-02-28 2055-05-15 0.500 - 4.875 N/A 173962700.00 174441584.02 U.S. Treasuries (including strips) Y N/A N/A 2025-10-22 2025-10-22 2025-10-22 N N N 0.0433 171000000.00 171000000.00 0.0007 N N N Y US Treasury Notes UST NOTES 3MB+16 04/30/2027 4.45 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 LED069000 U.S. Treasury Debt Y N/A N/A 2025-08-01 2027-04-30 2027-04-30 N N N 0.0441 3455041102.83 3455041102.83 0.0150 N Y Y N Fannie Mae FANNIE MAE 0.65% 12/17/2025 0.65 3135G06K4 B1V7KEBTPIMZEU4LTD58 US3135G06K48 0000310522 GJB348000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-12-17 2025-12-17 2025-12-17 N N N 0.0430 9863114.50 9863114.50 0.0000 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 05/14/2026 4.41 3133EREL1 254900C5LP6DN9OP9V83 US3133EREL16 4003205 KUB699000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-05-14 2026-05-14 N N N 0.0436 14254685.69 14254685.69 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 11/04/2026 4.46 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 4003205 KRY786000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-04 2026-11-04 2026-11-04 N N N 0.0438 47043423.77 47043423.77 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/04/2026 4.33 3130B6VZ6 2549001DPIFGXC1TOL40 US3130B6VZ60 0001026214 LHY220000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-04 2026-02-04 2026-02-04 N N N 0.0431 260024575.20 260024575.20 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/21/2027 4.47 3133ERV99 254900C5LP6DN9OP9V83 US3133ERV995 4003205 KXW034000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-01-21 2027-01-21 N N N 0.0443 82022859.96 82022859.96 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 02/12/2026 4.35 3130B74G6 2549001DPIFGXC1TOL40 US3130B74G66 0001026214 LIX184000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-12 2026-02-12 N N N 0.0434 193999930.16 193999930.16 0.0008 N N N N Bny Mellon Capital Market LLC FICASH MU 4.371% 08/01/25 4.37 N/A N/A LJU290000_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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU290000 2025-08-15 2055-08-01 0.000 - 8.000 N/A 228984316.10 222984689.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJU290000 2025-10-15 2055-05-20 1.500 - 8.000 N/A 10693630.02 726669.83 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJU290000 2025-08-05 2055-05-15 0.000 - 5.375 N/A 37656512.07 37254128.75 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU290000 2025-08-25 2055-08-01 1.500 - 8.500 N/A 231194022.33 219940870.10 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LJU290000 2027-03-02 2034-07-28 1.530 - 5.450 N/A 17021950.88 16315115.04 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 LJU290000 2027-03-12 2027-08-12 0.920 - 4.500 N/A 1208088.23 1227376.71 Agency Debentures and Agency Strips Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 488610000.00 488610000.00 0.0021 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/20/2026 4.42 3133EREY3 254900C5LP6DN9OP9V83 US3133EREY37 4003205 KJO863000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-05-20 2026-05-20 N N N 0.0431 29006293.00 29006293.00 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/08/2025 4.32 3130B5SP4 2549001DPIFGXC1TOL40 US3130B5SP43 0001026214 LDH625000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-12-08 2025-12-08 N N N 0.0430 239996836.80 239996836.80 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 11/13/2026 4.39 3133ETKZ9 254900C5LP6DN9OP9V83 US3133ETKZ93 4003205 LGX155000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-11-13 2026-11-13 N N N 0.0438 27000286.74 27000286.74 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/20/2026 4.33 3130B6RL2 2549001DPIFGXC1TOL40 US3130B6RL21 0001026214 LHG162000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-20 2026-01-20 N N N 0.0432 512002129.92 512002129.92 0.0022 N N N N Fixed Income Clearing Corp - ING ING FIG M RP 4.37% 8/1/25 4.37 N/A N/A LJT772000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT772000 2054-01-01 2054-04-01 5.500 - 6.500 N/A 308695251.00 278234604.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT772000 2053-10-01 2053-12-01 6.000 - 6.500 N/A 260584150.00 217545570.11 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 486000000.00 486000000.00 0.0021 N Y Y N Barclays Bank PLC BPLCGR *G RP 4.35% 8/14/25 4.35 N/A G5GSEF7VJP5I7OUK5573 LIX002000 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 LIX002000 2048-06-25 2051-09-25 3.500 - 5.000 N/A 2020.00 2113.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIX002000 2045-09-20 2055-06-20 3.500 - 4.500 N/A 109365700.00 99060873.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIX002000 2054-10-01 2054-10-01 6.000 N/A 95710.00 92238.21 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-07 2025-08-07 2025-08-14 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0426 97000000.00 97000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 12/29/2025 4.33 3130B5Q76 2549001DPIFGXC1TOL40 US3130B5Q760 0001026214 LCW573000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-12-29 2025-12-29 N N N 0.0431 259995801.00 259995801.00 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/23/2026 4.47 3133ERN56 254900C5LP6DN9OP9V83 US3133ERN562 4003205 KWK406000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-12-23 2026-12-23 N N N 0.0438 84061674.48 84061674.48 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 05/27/2027 4.44 3133ETJA6 254900C5LP6DN9OP9V83 US3133ETJA61 4003205 LGA851000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-05-27 2027-05-27 N N N 0.0443 51999294.36 51999294.36 0.0002 N N N N US Treasury Notes UST NOTES 4.125% 06/15/2026 4.13 91282CHH7 254900HROIFWPRGM1V77 US91282CHH79 JUO628000 U.S. Treasury Debt Y N/A N/A 2026-06-15 2026-06-15 2026-06-15 N N N 0.0420 547609336.28 547609336.28 0.0024 N Y Y N RBC Financial Group RBCNYGR *G RP 4.35% 8/28/25 4.35 N/A ES7IP3U3RHIGC71XBU11 LIO896000 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 LIO896000 2026-11-01 2055-07-25 3.000 - 6.000 N/A 203612152.00 168439205.13 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIO896000 2054-11-20 2065-04-20 5.201 - 7.000 N/A 129727023.00 131635413.27 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 LIO896000 2025-10-31 2053-11-15 0.125 - 4.750 N/A 137839500.00 160222332.04 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIO896000 2030-05-25 2057-02-01 1.000 - 7.500 N/A 1219256869.00 537452581.94 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-07 2025-08-07 2025-08-28 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0427 970000000.00 970000000.00 0.0042 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 11/27/2026 4.39 3133ETMS3 254900C5LP6DN9OP9V83 US3133ETMS33 4003205 LHQ330000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-11-27 2026-11-27 N N N 0.0438 70998811.46 70998811.46 0.0003 N N N N US Treasury Bill UST BILLS 0% 11/12/2025 912797RN9 254900HROIFWPRGM1V77 US912797RN98 LIP100000 U.S. Treasury Debt Y N/A N/A 2025-11-12 2025-11-12 2025-11-12 N N N 0.0434 1825612551.84 1825612551.84 0.0079 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/15/2025 4.48 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 4003205 JYB484000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-15 2025-09-15 N N N 0.0426 137025184.71 137025184.71 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+27 11/24/2026 4.59 3133EPF34 254900C5LP6DN9OP9V83 US3133EPF349 4003205 LBQ353000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-11-24 2026-11-24 N N N 0.0437 61163799.03 61163799.03 0.0003 N N N N TD Securities (U.S.A.) TDGR T RP 4.37% 8/1/25 4.37 N/A SUVUFHICNZMP2WKHG940 LJT738000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJT738000 2027-08-15 2028-04-15 3.750 N/A 245127800.00 247890115.18 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 243000000.00 243000000.00 0.0011 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/06/2025 4.37 3133ERGJ4 254900C5LP6DN9OP9V83 US3133ERGJ42 4003205 KKN689000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-06 2025-08-06 N N N 0.0422 156001460.16 156001460.16 0.0007 N N Y N Fixed Income Clearing Corp - Goldman GS FIG T RP 4.36% 8/1/25 4.36 N/A 549300H47WTHXPU08X20 LJT862000 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 LJT862000 2027-04-30 2054-02-15 1.875 - 4.625 N/A 2633830900.00 2629878515.89 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 2578000000.00 2578000000.00 0.0112 N Y Y N US Treasury Notes UST NOTES 0.375% 11/30/2025 0.38 91282CAZ4 254900HROIFWPRGM1V77 US91282CAZ41 GIG284000 U.S. Treasury Debt Y N/A N/A 2025-11-30 2025-11-30 2025-11-30 N N N 0.0437 399681211.95 399681211.95 0.0017 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 10/08/2025 4.33 3130B54D7 2549001DPIFGXC1TOL40 US3130B54D71 0001026214 LAF686000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-08 2025-10-08 N N N 0.0427 274003641.46 274003641.46 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/03/2025 4.32 3130B5RZ3 2549001DPIFGXC1TOL40 US3130B5RZ34 0001026214 LDB983000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-04 2025-11-03 2025-11-03 N N N 0.0427 130000360.10 130000360.10 0.0006 N N N N Fixed Income Clearing Corp - Nomura NOM FIG G RP 4.37% 8/1/25 4.37 N/A XPSKD1VTEQPKCHBEKQ95 LJT844000 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 LJT844000 2025-11-30 2035-05-15 0.000 - 6.750 N/A 1252907900.00 1243530962.90 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1219000000.00 1219000000.00 0.0053 N Y Y N Fixed Income Clearing Corp - BNYM BNY FIT T RP 4.36% 8/1/25 4.36 N/A 549300H47WTHXPU08X20 LJT767000 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 LJT767000 2027-07-31 2032-07-15 0.625 - 4.000 N/A 7937831100.00 8128380099.31 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 7969000000.00 7969000000.00 0.0346 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 11/18/2025 4.38 3133ERB42 254900C5LP6DN9OP9V83 US3133ERB427 4003205 KSN165000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-18 2025-11-18 N N N 0.0428 91015140.58 91015140.58 0.0004 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.35% 8/26/25 4.35 N/A 2IGI19DL77OX0HC3ZE78 LJK106000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJK106000 2025-10-31 2055-05-15 0.250 - 4.875 N/A 305693500.00 270608755.41 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-26 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0427 265000000.00 265000000.00 0.0012 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/15/2025 4.33 3130B4KS9 2549001DPIFGXC1TOL40 US3130B4KS98 0001026214 KXL840000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-15 2025-08-15 N N N 0.0426 68999510.10 68999510.10 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/15/2025 4.33 3130B4LC3 2549001DPIFGXC1TOL40 US3130B4LC38 0001026214 KXN102000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-15 2025-08-15 N N N 0.0426 36999736.19 36999736.19 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 12/30/2026 4.39 3130B6UX2 2549001DPIFGXC1TOL40 US3130B6UX22 0001026214 LHV683000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-12-30 2026-12-30 N N N 0.0439 103996834.24 103996834.24 0.0005 N N N N US Treasury Bill UST BILLS 0% 09/18/2025 912797PX9 254900HROIFWPRGM1V77 US912797PX98 LBR658000 U.S. Treasury Debt Y N/A N/A 2025-09-18 2025-09-18 2025-09-18 N N N 0.0429 750707492.80 750707492.80 0.0033 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/28/2025 4.34 3130B5XK9 2549001DPIFGXC1TOL40 US3130B5XK90 0001026214 LEA538000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-28 2025-10-28 N N N 0.0429 134999576.10 134999576.10 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 03/11/2026 4.43 3133ERSF9 254900C5LP6DN9OP9V83 US3133ERSF91 4003205 KPM114000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-03-11 2026-03-11 N N N 0.0432 80049740.00 80049740.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 02/13/2026 4.38 3133ERS85 254900C5LP6DN9OP9V83 US3133ERS850 4003205 KXK640000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-13 2026-02-13 N N N 0.0433 54010828.08 54010828.08 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/06/2025 4.31 3130B5S41 2549001DPIFGXC1TOL40 US3130B5S410 0001026214 LDB992000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-06 2025-10-06 N N N 0.0426 131998228.56 131998228.56 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/03/2026 4.46 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 4003205 KPD773000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-09-03 2026-09-03 N N N 0.0438 103086472.62 103086472.62 0.0004 N N N N Barclays Bank PLC BPLCGR T RP 4.36% 8/1/25 4.36 N/A G5GSEF7VJP5I7OUK5573 LJT786000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJT786000 2025-08-15 2047-02-15 0.000 - 4.875 N/A 1469277900.00 1459800347.36 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 1431000000.00 1431000000.00 0.0062 N Y Y N US Treasury Bill UST BILLS 0% 09/16/2025 912797QU4 254900HROIFWPRGM1V77 US912797QU41 LFP227000 U.S. Treasury Debt Y N/A N/A 2025-09-16 2025-09-16 2025-09-16 N N N 0.0429 3226312803.68 3226312803.68 0.0140 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 04/16/2027 4.43 3133ETQL4 254900C5LP6DN9OP9V83 US3133ETQL44 4003205 LIX130000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-04-16 2027-04-16 N N N 0.0441 44006457.44 44006457.44 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 05/13/2026 4.41 3130B4JN2 2549001DPIFGXC1TOL40 US3130B4JN21 0001026214 KXK873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-05-13 2026-05-13 N N N 0.0434 69033850.02 69033850.02 0.0003 N N N N US Treasury Notes UST NOTES 0.75% 08/31/2026 0.75 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 IAA837000 U.S. Treasury Debt Y N/A N/A 2026-08-31 2026-08-31 2026-08-31 N N N 0.0416 209235468.75 209235468.75 0.0009 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+28 11/20/2026 4.60 3133EPE92 254900C5LP6DN9OP9V83 US3133EPE920 4003205 KUM751000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-11-20 2026-11-20 N N N 0.0438 11029986.11 11029986.11 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/10/2026 4.43 3130B1XA0 2549001DPIFGXC1TOL40 US3130B1XA05 0001026214 KYO956000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-10 2026-04-10 N N N 0.0435 62031265.36 62031265.36 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 01/30/2026 4.46 3133EPZ57 254900C5LP6DN9OP9V83 US3133EPZ578 4003205 KDU758000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-30 2026-01-30 N N N 0.0432 43028706.37 43028706.37 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 06/24/2026 4.45 3133ERUG4 254900C5LP6DN9OP9V83 US3133ERUG47 4003205 KQB491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-06-24 2026-06-24 N N N 0.0436 98072220.12 98072220.12 0.0004 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 4.38% 9/18/25 4.38 N/A VYVVCKR63DVZZN70PB21 0000276523 LHQ235000 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 LHQ235000 2026-06-01 2055-07-01 2.000 - 7.000 N/A 814253144.00 534135556.20 Agency Mortgage-Backed Securities Y N/A N/A 2025-09-18 2025-09-18 2025-09-18 N N N 0.0431 521000000.00 521000000.00 0.0023 N N N Y JP Morgan Securities, LLC MORGNSEC *G RP SOFR+0.02% 8/18/25 4.34 N/A ZBUT11V806EZRVTWT807 0001287279 LJA935000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJA935000 2027-05-15 2030-05-31 2.375 - 3.875 N/A 5129515200.00 5095938562.75 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-18 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0426 4987000000.00 4987000000.00 0.0217 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/14/2025 4.31 3130B5TT5 2549001DPIFGXC1TOL40 US3130B5TT55 0001026214 LDK757000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-14 2025-10-14 N N N 0.0426 400994963.44 400994963.44 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.21% 01/05/2026 4.21 3130B6GF7 2549001DPIFGXC1TOL40 US3130B6GF71 0001026214 LFQ923000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-01-05 2026-01-05 2026-01-05 N N N 0.0429 266866993.95 266866993.95 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/04/2026 4.40 3133ERGB1 254900C5LP6DN9OP9V83 US3133ERGB16 4003205 KKH401000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-03-04 2026-03-04 N N N 0.0432 122051677.98 122051677.98 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/28/2026 4.45 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 4003205 KRR808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-08-28 2026-08-28 N N N 0.0437 47036715.46 47036715.46 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 03/26/2026 4.36 3130B77A6 2549001DPIFGXC1TOL40 US3130B77A69 0001026214 LJG712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-03-26 2026-03-26 N N N 0.0435 250998777.63 250998777.63 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 11/17/2025 4.39 3133ERES6 254900C5LP6DN9OP9V83 US3133ERES68 4003205 KJO180000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-17 2025-11-17 N N N 0.0427 42510168.55 42510168.55 0.0002 N N N N NatWest Market Securities Inc NATSECGR T RP 4.37% 8/1/25 4.37 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 LJT741000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJT741000 2028-05-15 2031-04-30 2.875 - 4.625 N/A 89114700.00 88750831.00 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 87000000.00 87000000.00 0.0004 N Y Y N Barclays Bank PLC BPLCGR *G RP 4.34% 8/11/25 4.34 N/A G5GSEF7VJP5I7OUK5573 LIR305000 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 LIR305000 2032-11-25 2054-11-01 2.000 - 5.664 N/A 142563254.00 107180441.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIR305000 2035-09-15 2055-06-25 3.000 - 6.500 N/A 76888879.00 72633078.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIR305000 2045-09-20 2065-05-16 2.500 - 6.500 N/A 244163317.00 221397755.19 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-07 2025-08-07 2025-08-11 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 391000000.00 391000000.00 0.0017 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/12/2026 4.41 3133ERBC4 254900C5LP6DN9OP9V83 US3133ERBC44 4003205 KOU574000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-12 2026-02-12 N N N 0.0435 117035201.79 117035201.79 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 01/16/2026 4.46 3130AYJ80 2549001DPIFGXC1TOL40 US3130AYJ800 0001026214 KMJ618000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-16 2026-01-16 N N N 0.0431 70045937.50 70045937.50 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/21/2025 4.38 3130B2G90 2549001DPIFGXC1TOL40 US3130B2G909 0001026214 KOU677000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-21 2025-08-21 N N N 0.0425 411010875.06 411010875.06 0.0018 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/20/2025 313385KR6 2549001DPIFGXC1TOL40 US313385KR66 313385KR6 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-20 2025-08-20 2025-08-20 N N N 0.0427 197533599.12 197533599.12 0.0009 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/07/2025 4.32 3130B5S74 2549001DPIFGXC1TOL40 US3130B5S741 0001026214 LDG687000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-07 2025-11-07 N N N 0.0427 263999786.16 263999786.16 0.0011 N N N N Canadian Imperial Bank of Commerce CIBCGR T RP 4.36% 8/1/25 4.36 N/A 2IGI19DL77OX0HC3ZE78 LJT758000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJT758000 2026-01-31 2054-05-15 1.250 - 4.625 N/A 99120700.00 91012624.38 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 89000000.00 89000000.00 0.0004 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/02/2026 4.41 3133ERDN8 254900C5LP6DN9OP9V83 US3133ERDN80 4003205 KIT368000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-04 2026-02-02 2026-02-02 N N N 0.0432 51021574.53 51021574.53 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/16/2026 4.41 3130B0YQ6 2549001DPIFGXC1TOL40 US3130B0YQ64 0001026214 KHH555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-16 2026-01-16 N N N 0.0431 72030422.16 72030422.16 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 12/16/2025 4.34 3130B53D8 2549001DPIFGXC1TOL40 US3130B53D80 0001026214 LAF592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-12-16 2025-12-16 N N N 0.0430 55003980.90 55003980.90 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 02/26/2026 4.33 3130B6TN6 2549001DPIFGXC1TOL40 US3130B6TN68 0001026214 LHP066000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-26 2026-02-26 N N N 0.0433 260998674.12 260998674.12 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/11/2025 4.32 3130B5VL9 2549001DPIFGXC1TOL40 US3130B5VL91 0001026214 LFO052000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-11 2025-08-11 N N N 0.0425 103999444.64 103999444.64 0.0005 N N N N Fannie Mae FANNIE MAE VFAC SOFR+14 09/11/2026 4.46 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 0000310522 KPT617000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-09-11 2026-09-11 N N N 0.0438 602507377.64 602507377.64 0.0026 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/27/2026 4.33 3130B6UQ7 2549001DPIFGXC1TOL40 US3130B6UQ70 0001026214 LHV686000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-27 2026-01-27 N N N 0.0432 259999968.80 259999968.80 0.0011 N N N N Fixed Income Clearing Corp - Natwest NTW FIG T RP 4.37% 8/1/25 4.37 N/A N/A LJT740000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJT740000 2031-07-31 2031-07-31 4.125 N/A 17261300.00 17342117.41 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 17000000.00 17000000.00 0.0001 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 03/23/2026 4.39 3133ERW98 254900C5LP6DN9OP9V83 US3133ERW985 4003205 KXX270000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-03-23 2026-03-23 N N N 0.0432 32011633.60 32011633.60 0.0001 N N N N BofA Securities, Inc. 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(U.S.A.) 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CITIGRP G RP SOFR+0.08% 9/30/25 4.40 N/A MBNUM2BPBDO7JBLYG310 0000315030 LJR578000 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 LJR578000 2054-10-01 2054-11-01 5.000 - 7.000 N/A 68374182.00 63980740.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJR578000 2030-03-01 2054-11-01 4.000 - 7.000 N/A 895523464.00 856285181.33 Agency Mortgage-Backed Securities Y N/A N/A 2025-09-30 2025-09-30 2025-09-30 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0434 902000000.00 902000000.00 0.0039 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 01/02/2026 4.41 3130B26N0 2549001DPIFGXC1TOL40 US3130B26N09 0001026214 KQJ964000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-02 2026-01-02 N N N 0.0430 132047502.84 132047502.84 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 01/15/2026 4.37 3133ETDP9 254900C5LP6DN9OP9V83 US3133ETDP94 4003205 LDT656000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-15 2026-01-15 N N N 0.0431 27006387.39 27006387.39 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/15/2025 4.47 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 4003205 KCE402000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-12-15 2025-12-15 N N N 0.0429 128072177.92 128072177.92 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 02/10/2027 4.46 3133ER3D1 254900C5LP6DN9OP9V83 US3133ER3D18 4003205 KYU592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-02-10 2027-02-10 N N N 0.0442 237569979.38 237569979.38 0.0010 N N N N US Treasury Bill UST BILLS 0% 03/19/2026 912797PV3 254900HROIFWPRGM1V77 US912797PV33 LBR651000 U.S. Treasury Debt Y N/A N/A 2026-03-19 2026-03-19 2026-03-19 N N N 0.0422 172414753.05 172414753.05 0.0007 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/10/2025 4.32 3130B5TK4 2549001DPIFGXC1TOL40 US3130B5TK47 0001026214 LDK725000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-10 2025-11-10 N N N 0.0427 533998488.78 533998488.78 0.0023 N N N N US Treasury Notes UST NOTES 0.75% 04/30/2026 0.75 91282CBW0 254900HROIFWPRGM1V77 US91282CBW01 HEI686000 U.S. Treasury Debt Y N/A N/A 2026-04-30 2026-04-30 2026-04-30 N N N 0.0426 52613718.48 52613718.48 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/02/2026 4.33 3130B6UU8 2549001DPIFGXC1TOL40 US3130B6UU82 0001026214 LHV746000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-04 2026-02-02 2026-02-02 N N N 0.0432 130000764.40 130000764.40 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 04/08/2027 4.41 3133ETBW6 254900C5LP6DN9OP9V83 US3133ETBW63 4003205 LDH505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-04-08 2027-04-08 N N N 0.0440 224493615.22 224493615.22 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/25/2025 4.33 3130B5DD7 2549001DPIFGXC1TOL40 US3130B5DD77 0001026214 LAV109000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-25 2025-09-25 N N N 0.0427 134998413.75 134998413.75 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/25/2026 4.47 3130B2UL7 2549001DPIFGXC1TOL40 US3130B2UL79 0001026214 KQF147000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-09-25 2026-09-25 N N N 0.0437 539540988.91 539540988.91 0.0023 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/28/2025 4.33 3130B4R60 2549001DPIFGXC1TOL40 US3130B4R605 0001026214 KYE430000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-28 2025-08-28 N N N 0.0429 416988169.71 416988169.71 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2025 4.33 3130B4LL3 2549001DPIFGXC1TOL40 US3130B4LL37 0001026214 KXO004000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-18 2025-08-18 N N N 0.0426 207998344.32 207998344.32 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/30/2025 4.33 3130B6M45 2549001DPIFGXC1TOL40 US3130B6M452 0001026214 LGL760000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-12-30 2025-12-30 N N N 0.0430 258010756.02 258010756.02 0.0011 N N N N Wells Fargo Bank NA WFCBK GR G RP 4.38% 8/5/25 4.38 N/A KB1H1DSPRFMYMCUFXT09 0000740906 LJR514000 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 LJR514000 2038-03-15 2065-07-20 2.000 - 7.000 N/A 200046258.00 106450315.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJR514000 2034-12-15 2055-05-01 1.500 - 6.500 N/A 64044606.00 53791223.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJR514000 2035-06-01 2055-07-01 2.000 - 6.500 N/A 338850913.00 239072343.71 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJR514000 2025-08-15 2054-11-15 0.000 - 6.750 N/A 343183634.63 294352772.02 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LJR514000 2036-10-06 2036-10-06 2.080 N/A 596000.00 466770.18 Agency Debentures and Agency Strips Y N/A N/A 2025-08-05 2025-08-05 2025-08-05 N N N 0.0429 678000000.00 678000000.00 0.0029 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 10/23/2026 4.46 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 4003205 KRM359000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-10-23 2026-10-23 N N N 0.0438 137123064.36 137123064.36 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 11/27/2026 4.47 3133ERD73 254900C5LP6DN9OP9V83 US3133ERD738 4003205 KTN607000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-11-27 2026-11-27 N N N 0.0438 136091891.12 136091891.12 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 02/23/2026 4.34 3130B6K39 2549001DPIFGXC1TOL40 US3130B6K399 0001026214 LGC119000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-23 2026-02-23 N N N 0.0432 258017226.66 258017226.66 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/24/2025 4.34 3130B4QF1 2549001DPIFGXC1TOL40 US3130B4QF14 0001026214 KXX278000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-24 2025-10-24 N N N 0.0427 277013894.32 277013894.32 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 02/25/2026 4.33 3130B6TV8 2549001DPIFGXC1TOL40 US3130B6TV84 0001026214 LHQ328000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-25 2026-02-25 N N N 0.0433 38999816.70 38999816.70 0.0002 N N N N HSBC Securities Inc. (U.S.A.) FICASH MU 4.371% 08/01/25 4.37 N/A N/A LJU290000_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 LJU290000 2027-10-01 2057-01-01 1.500 - 7.500 N/A 111041439.23 51586154.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU290000 2036-05-01 2055-08-01 2.000 - 7.500 N/A 49680674.67 38922284.35 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJU290000 2026-02-28 2043-08-15 0.750 - 4.625 N/A 120034222.83 119143298.25 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 205516000.00 205516000.00 0.0009 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/28/2025 4.39 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-28 2025-11-28 N N N 0.0428 141035251.41 141035251.41 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 02/20/2026 4.43 3130B2FF7 2549001DPIFGXC1TOL40 US3130B2FF76 0001026214 KOT957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-20 2026-02-20 N N N 0.0432 136073574.64 136073574.64 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/20/2026 4.45 3133EP3F0 254900C5LP6DN9OP9V83 US3133EP3F02 4003205 KEQ873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-20 2026-02-20 N N N 0.0432 73049450.20 73049450.20 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/07/2025 4.32 3130B5T73 2549001DPIFGXC1TOL40 US3130B5T731 0001026214 LDJ625000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-07 2025-11-07 N N N 0.0427 53999945.46 53999945.46 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/30/2026 313385SL1 2549001DPIFGXC1TOL40 US313385SL15 313385SL1 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-01-30 2026-01-30 2026-01-30 N N N 0.0430 56784887.24 56784887.24 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/18/2026 4.42 3133ERHP9 254900C5LP6DN9OP9V83 US3133ERHP92 4003205 KKY986000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-06-18 2026-06-18 N N N 0.0434 132834034.73 132834034.73 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/28/2025 4.48 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 4003205 KBP973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-28 2025-11-28 N N N 0.0428 206104553.24 206104553.24 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/07/2026 4.43 3130B33C5 2549001DPIFGXC1TOL40 US3130B33C52 0001026214 LDT940000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-07 2026-04-07 N N N 0.0433 65106229.74 65106229.74 0.0003 N N N N Lloyds Bank PLC LLOYDGR G RP 4.41% 10/6/25 4.41 N/A H7FNTJ4851HG0EXQ1Z70 LJU030000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJU030000 2025-08-15 2033-11-15 0.375 - 4.625 N/A 63174200.00 65288084.10 U.S. Treasuries (including strips) Y N/A N/A 2025-10-06 2025-10-06 2025-10-06 N N N 0.0435 64000000.00 64000000.00 0.0003 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 12/01/2025 4.48 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 4003205 KBU266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-12-01 2025-12-01 N N N 0.0429 157082161.24 157082161.24 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 11/25/2025 4.32 3130B5Q35 2549001DPIFGXC1TOL40 US3130B5Q356 0001026214 LCW611000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-25 2025-11-25 N N N 0.0429 132998962.60 132998962.60 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 12/04/2025 4.35 3130B5ZP6 2549001DPIFGXC1TOL40 US3130B5ZP69 0001026214 LEI363000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-12-04 2025-12-04 N N N 0.0429 265022063.90 265022063.90 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/05/2025 4.33 3130B4SJ1 2549001DPIFGXC1TOL40 US3130B4SJ18 0001026214 KYH043000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-05 2025-08-05 N N N 0.0424 128999856.81 128999856.81 0.0006 N N Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/29/2026 4.46 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 KRY193000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-10-29 2026-10-29 N N N 0.0437 452468136.40 452468136.40 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/03/2025 4.34 3130B5YF9 2549001DPIFGXC1TOL40 US3130B5YF96 0001026214 LEB744000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-04 2025-11-03 2025-11-03 N N N 0.0427 199011758.91 199011758.91 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/22/2025 4.33 3130B5YW2 2549001DPIFGXC1TOL40 US3130B5YW20 0001026214 LEH489000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-22 2025-08-22 N N N 0.0427 427995330.52 427995330.52 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/25/2025 4.46 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-25 2025-08-25 N N N 0.0427 149011568.36 149011568.36 0.0006 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.37% 8/1/25 4.37 N/A 549300H47WTHXPU08X20 LJT763000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 LJT763000 2028-07-31 2042-05-15 1.000 - 3.000 N/A 313200.00 287984.32 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJT763000 2026-01-15 2065-07-20 2.000 - 9.000 N/A 3422913636.00 2376600516.49 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 2330000000.00 2330000000.00 0.0101 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 12/24/2026 4.41 3133ETMM6 254900C5LP6DN9OP9V83 US3133ETMM62 4003205 LHP091000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-12-24 2026-12-24 N N N 0.0438 128025495.04 128025495.04 0.0006 N N N N Fidelity Government Cash Reserves 2025-08-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer