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5.500 N/A 2567032.15 742666.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU278000 2053-02-01 2053-04-01 5.500 N/A 377751.32 302035.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJU278000 2042-10-20 2055-02-20 3.000 - 6.500 N/A 2850843.58 1647768.31 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 2620000.00 2620000.00 0.0159 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/24/2025 4.35 3130B5YX0 2549001DPIFGXC1TOL40 US3130B5YX03 0001026214 LEH528000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-24 2025-11-24 N N N 0.0429 1000079.38 1000079.38 0.0061 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID T RP 4.37% 8/1/25 4.37 N/A N/A LJT805000 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 LJT805000 2028-12-31 2028-12-31 3.750 N/A 1022000.00 1020118.46 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1000000.00 1000000.00 0.0061 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/30/2025 4.38 3133ERVF5 254900C5LP6DN9OP9V83 US3133ERVF54 4003205 KQI852000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-30 2025-09-30 N N N 0.0425 1000107.68 1000107.68 0.0061 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 999991.86 999991.86 0.0061 N N N N MUFG Securities EMEA PLC MUFSECGR T RP 4.37% 8/1/25 4.37 N/A U7M81AY481YLIOR75625 LJT752000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LJT752000 2031-06-30 2031-06-30 4.250 N/A 1006500.00 1020089.80 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1000000.00 1000000.00 0.0061 N Y Y N Nomura Securities International Inc FICASH MA 4.371% 08/01/25 4.37 N/A N/A LJU278000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU278000 2025-11-01 2062-03-01 1.410 - 7.000 N/A 179752.57 119591.96 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJU278000 2025-09-02 2045-05-15 0.000 - 5.500 N/A 111821.64 99424.02 U.S. Treasuries (including strips) Resolution Funding Corp N/A LJU278000 2030-04-15 2030-04-15 8.875 N/A 0.10 0.13 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJU278000 2039-01-20 2064-09-15 3.000 - 6.500 N/A 22962.32 13464.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU278000 2040-06-01 2055-07-01 2.000 - 6.500 N/A 129446.79 121501.97 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 347000.00 347000.00 0.0021 N Y Y 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 1000252.99 1000252.99 0.0061 N N N N BofA Securities Inc FICASH MA 4.371% 08/01/25 4.37 N/A N/A LJU278000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU278000 2033-01-01 2055-07-01 2.000 - 6.500 N/A 245228.77 185223.17 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJU278000 2025-09-04 2030-07-31 0.000 - 3.875 N/A 31660.27 31575.26 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU278000 2031-04-01 2056-09-01 1.500 - 7.500 N/A 110133.27 74956.98 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 286000.00 286000.00 0.0017 N Y Y 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 1000681.71 1000681.71 0.0061 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 991849.14 991849.14 0.0060 N Y 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 2031-03-31 2031-03-31 4.125 N/A 1000400.00 1020136.89 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1000000.00 1000000.00 0.0061 N Y Y 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 2034-02-01 2051-08-01 3.000 - 3.960 N/A 1251599.00 1022584.29 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 1000000.00 1000000.00 0.0061 N N Y N Bny Mellon Capital Market LLC FICASH MA 4.371% 08/01/25 4.37 N/A N/A LJU278000_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 LJU278000 2025-08-15 2055-08-01 0.000 - 8.000 N/A 163556.88 159271.52 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LJU278000 2027-03-02 2034-07-28 1.530 - 5.450 N/A 12158.29 11653.42 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJU278000 2025-10-15 2055-05-20 1.500 - 8.000 N/A 7638.15 519.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJU278000 2025-08-05 2055-05-15 0.000 - 5.375 N/A 26896.96 26609.55 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU278000 2025-08-25 2055-08-01 1.500 - 8.500 N/A 165135.21 157097.41 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 LJU278000 2027-03-12 2027-08-12 0.920 - 4.500 N/A 862.90 876.68 Agency Debentures and Agency Strips Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 349000.00 349000.00 0.0021 N Y 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 1000348.21 1000348.21 0.0061 N N N 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 2027-05-15 2032-11-15 0.875 - 4.125 N/A 1051600.00 1030735.78 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 N N N 0.0430 1000000.00 1000000.00 0.0061 N N Y N Rbc Dominion Securities Inc FICASH MA 4.371% 08/01/25 4.37 N/A N/A LJU278000_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 LJU278000 2038-04-15 2055-05-20 2.000 - 6.500 N/A 724238.10 397590.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU278000 2028-01-01 2055-04-01 1.500 - 8.000 N/A 418725.31 119259.79 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJU278000 2025-08-05 2055-05-15 0.000 - 5.000 N/A 285296.88 259413.64 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU278000 2028-06-01 2054-09-01 1.500 - 7.000 N/A 288802.55 104520.17 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 863000.00 863000.00 0.0052 N Y Y 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 991627.92 991627.92 0.0060 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 2033-04-01 2055-05-01 2.500 - 7.000 N/A 5402150.00 1904000.80 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJT759000 2031-02-15 2031-02-15 5.375 N/A 300.00 327.67 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT759000 2036-06-01 2054-09-01 2.000 - 5.500 N/A 1953780.00 1156092.52 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 3000000.00 3000000.00 0.0182 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT865000 2045-07-01 2045-07-01 5.000 N/A 1024312.00 1020124.27 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1000000.00 1000000.00 0.0061 N Y Y 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT737000 2052-08-01 2052-08-01 5.000 N/A 1386514.00 1020124.28 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0438 1000000.00 1000000.00 0.0061 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 2027-12-31 2043-11-15 3.125 - 5.375 N/A 1144800.00 1022761.69 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 1000000.00 1000000.00 0.0061 N N Y 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 995770.00 995770.00 0.0061 N N Y 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 999987.21 999987.21 0.0061 N N N N US Treasury Bill UST BILLS 0% 12/02/2025 912797RR0 254900HROIFWPRGM1V77 US912797RR03 LJR641000 U.S. Treasury Debt Y N/A N/A 2025-12-02 2025-12-02 2025-12-02 N N N 0.0418 986034.03 986034.03 0.0060 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 4.47 3130AXZ50 2549001DPIFGXC1TOL40 US3130AXZ501 0001026214 KCK257000 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 0.0429 550293.89 550293.89 0.0033 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 01/23/2026 4.41 3133ERBX8 254900C5LP6DN9OP9V83 US3133ERBX80 4003205 KHH468000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-23 2026-01-23 N N N 0.0433 1000359.85 1000359.85 0.0061 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIG M RP 4.37% 8/1/25 4.37 N/A N/A LJT795000 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 LJT795000 2051-04-01 2055-06-01 2.500 - 6.500 N/A 1580549.00 1224124.14 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1000000.00 1000000.00 0.0061 N Y Y 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 999990.40 999990.40 0.0061 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 N/A LJT780000 2055-07-20 2055-07-20 5.500 - 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6.500 N/A 1137920.00 1022582.70 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 1000000.00 1000000.00 0.0061 N N Y 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 500099.07 500099.07 0.0030 N N N N JPMorgan Securities LLC FICASH MA 4.371% 08/01/25 4.37 N/A N/A LJU278000_00267 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 LJU278000 2027-03-01 2064-09-01 1.500 - 8.000 N/A 907736.41 580702.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJU278000 2025-08-12 2051-05-15 0.000 - 4.875 N/A 1079427.57 951060.59 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU278000 2030-06-01 2055-08-01 1.500 - 9.000 N/A 573441.47 487803.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJU278000 2053-05-20 2055-02-20 3.500 - 5.000 N/A 30802.52 29861.75 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 2009000.00 2009000.00 0.0122 N Y Y 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 999988.42 999988.42 0.0061 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 994125.00 994125.00 0.0060 N N Y N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 4.39% 8/1/25 4.39 N/A N/A LJS949000 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 LJS949000 2030-02-28 2030-02-28 4.000 N/A 3053000.00 3111643.72 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0439 3000000.00 3000000.00 0.0182 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 07/08/2026 4.44 3133ERKG5 254900C5LP6DN9OP9V83 US3133ERKG56 4003205 KLT188000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-07-08 2026-07-08 N N N 0.0435 500154.45 500154.45 0.0030 N N N N Lloyds Bank Corp Mrkts LBCMGR G RP 4.4% 8/4/25 4.40 N/A 213800MBWEIJDM5CU638 LJQ208000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJQ208000 2026-01-15 2041-05-15 3.500 - 4.375 N/A 1030000.00 1020539.96 U.S. Treasuries (including strips) Y N/A N/A 2025-08-04 2025-08-04 2025-08-04 N N N 0.0431 1000000.00 1000000.00 0.0061 N N Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.37% 8/1/25 4.37 N/A 549300H47WTHXPU08X20 LJT761000 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 LJT761000 2029-10-01 2055-06-01 1.500 - 6.000 N/A 2411230.00 1651708.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT761000 2026-11-01 2057-03-01 2.500 - 8.000 N/A 47151980.00 1408322.25 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJT761000 2031-02-15 2045-02-15 2.500 - 5.375 N/A 400.00 398.54 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 3000000.00 3000000.00 0.0182 N Y Y N BofA Securities, Inc. 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4.000 N/A 21200.00 21598.94 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT778000 2053-02-01 2053-02-01 5.000 N/A 5875.00 5053.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT778000 2047-09-01 2054-09-01 2.500 - 5.500 N/A 1185595.00 978551.54 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1000000.00 1000000.00 0.0061 N Y Y N Bank of America NA FICASH MA 4.371% 08/01/25 4.37 N/A N/A LJU278000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU278000 2047-05-01 2051-04-01 1.250 - 3.500 N/A 1197058.75 509622.15 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 499000.00 499000.00 0.0030 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 2025-08-19 2029-04-30 0.000 - 4.625 N/A 1023600.00 1020336.39 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 1000000.00 1000000.00 0.0061 N N N Y 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 794950.28 794950.28 0.0048 N Y Y 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 2026-01-31 2034-11-15 0.500 - 4.531 N/A 1019200.00 1023745.18 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 1000000.00 1000000.00 0.0061 N N Y 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 2025-11-25 N N N 0.0435 986365.97 986365.97 0.0060 N Y Y N US Treasury Bill UST BILLS 0% 08/07/2025 912797MG9 254900HROIFWPRGM1V77 US912797MG92 KNO747000 U.S. Treasury Debt Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 N N N 0.0368 999288.62 999288.62 0.0061 N Y Y N Fixed Income Clearing Corp - Mizuho MIZ FIG M RP 4.37% 8/1/25 4.37 N/A 9845006C81UCE4114A10 LJT881000 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 N/A LJT881000 2030-06-01 2030-06-01 4.500 N/A 1400.00 1395.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT881000 2030-07-01 2055-08-01 2.500 - 6.000 N/A 996034.00 1018728.38 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1000000.00 1000000.00 0.0061 N Y Y N Fixed Income Clearing Corp - ING ING FID G RP 4.36% 8/1/25 4.36 N/A N/A LJT770000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LJT770000 2027-05-31 2027-05-31 3.875 N/A 1016000.00 1020894.79 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 1000000.00 1000000.00 0.0061 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/24/2027 4.45 3130B6TA4 2549001DPIFGXC1TOL40 US3130B6TA48 0001026214 LHN713000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-06-24 2027-06-24 N N N 0.0445 499993.98 499993.98 0.0030 N N N N US Treasury Bill UST BILLS 0% 10/28/2025 912797RE9 254900HROIFWPRGM1V77 US912797RE99 LHV636000 U.S. Treasury Debt Y N/A N/A 2025-10-28 2025-10-28 2025-10-28 N N N 0.0430 989644.11 989644.11 0.0060 N Y Y N MUFG Securities (Canada) Ltd. FICASH MA 4.371% 08/01/25 4.37 N/A N/A LJU278000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJU278000 2050-02-20 2055-01-20 2.500 - 5.500 N/A 84124.83 34367.65 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJU278000 2026-01-31 2053-02-15 0.000 - 4.500 N/A 59788.98 59802.75 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LJU278000 2025-10-20 2025-10-20 4.660 N/A 3318.85 3325.79 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU278000 2027-12-01 2058-01-01 1.460 - 7.152 N/A 545715.17 291786.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU278000 2029-08-06 2055-06-01 1.500 - 7.121 N/A 235543.91 141197.12 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 520000.00 520000.00 0.0032 N Y Y N Societe Generale SOCGENFR G RP 4.36% 8/6/25 4.36 N/A O2RNE8IBXP4R0TD8PU41 LJS598000 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 LJS598000 2051-01-01 2051-01-01 2.000 N/A 1923216.00 1020247.56 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-06 2025-08-06 2025-08-06 N N N 0.0427 1000000.00 1000000.00 0.0061 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/12/2025 4.46 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-12 2025-11-12 N N N 0.0427 500193.97 500193.97 0.0030 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 04/05/2027 4.40 3130B5SA7 2549001DPIFGXC1TOL40 US3130B5SA73 0001026214 LDG770000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-04-05 2027-04-05 N N N 0.0439 999973.37 999973.37 0.0061 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 965375.00 965375.00 0.0059 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJT864000 2033-03-15 2060-03-15 2.500 - 6.000 N/A 1755067.00 316464.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT864000 2034-12-01 2055-05-01 3.000 - 4.500 N/A 1394716.00 703660.32 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1000000.00 1000000.00 0.0061 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/14/2025 4.48 3130AXS74 2549001DPIFGXC1TOL40 US3130AXS746 0001026214 KCM620000 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 125056.34 125056.34 0.0008 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 2033-05-15 3.375 - 4.625 N/A 984200.00 1020332.88 U.S. Treasuries (including strips) Y N/A N/A 2025-08-06 2025-08-06 2025-08-06 N N N 0.0431 1000000.00 1000000.00 0.0061 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 LJR512000 2027-02-28 2027-02-28 4.125 N/A 1001300.00 1020402.94 U.S. Treasuries (including strips) Y N/A N/A 2025-08-05 2025-08-05 2025-08-05 N N N 0.0429 1000000.00 1000000.00 0.0061 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 4.48 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 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 500035.96 500035.96 0.0030 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/17/2025 4.39 3133ERHJ3 254900C5LP6DN9OP9V83 US3133ERHJ33 4003205 KKW207000 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 0.0429 500138.20 500138.20 0.0030 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+9 01/26/2026 4.41 3134HABP7 S6XOOCT0IEG5ABCC6L87 US3134HABP77 KMR503000 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 1000405.58 1000405.58 0.0061 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 12/18/2026 4.51 3130B4AV3 2549001DPIFGXC1TOL40 US3130B4AV38 0001026214 KWH850000 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 0.0436 500230.26 500230.26 0.0030 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 08/05/2025 4.36 3130B2A39 2549001DPIFGXC1TOL40 US3130B2A399 0001026214 KNO813000 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 0.0422 1000006.85 1000006.85 0.0061 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/29/2025 313385LA2 2549001DPIFGXC1TOL40 US313385LA23 313385LA2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-29 2025-08-29 2025-08-29 N N N 0.0430 996584.44 996584.44 0.0061 N N Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/16/2026 4.46 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 KRL422000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-10-16 2026-10-16 N N N 0.0439 500376.66 500376.66 0.0030 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/17/2025 313385LV6 2549001DPIFGXC1TOL40 US313385LV69 GEB186000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-17 2025-09-17 2025-09-17 N N N 0.0435 994360.00 994360.00 0.0060 N N Y N Citigroup Global Capital Markets, Inc. CITIGRP G RP 4.35% 8/6/25 4.35 N/A MBNUM2BPBDO7JBLYG310 0000315030 LJS675000 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 LJS675000 2046-11-20 2046-11-20 3.000 - 4.000 N/A 8042469.00 1020088.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJS675000 2030-03-01 2030-03-01 4.290 N/A 1000.00 996.52 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-06 2025-08-06 2025-08-06 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0426 1000000.00 1000000.00 0.0061 N N Y N NatWest Market Securities Inc NATSECGR G RP 4.35% 8/6/25 4.35 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 LJS599000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJS599000 2028-07-15 2028-07-15 3.875 N/A 1018300.00 1020292.59 U.S. Treasuries (including strips) Y N/A N/A 2025-08-06 2025-08-06 2025-08-06 N N N 0.0426 1000000.00 1000000.00 0.0061 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 04/01/2027 4.40 3133ETBC0 254900C5LP6DN9OP9V83 US3133ETBC00 4003205 LCW311000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-04-01 2027-04-01 N N N 0.0439 999970.29 999970.29 0.0061 N N N N US Treasury Bill UST BILLS 0% 07/09/2026 912797RF6 254900HROIFWPRGM1V77 US912797RF64 LIJ980000 U.S. Treasury Debt Y N/A N/A 2026-07-09 2026-07-09 2026-07-09 N N N 0.0411 1925125.74 1925125.74 0.0117 N Y Y N US Treasury Bill UST BILLS 0% 01/08/2026 912797RH2 254900HROIFWPRGM1V77 US912797RH21 LIJ981000 U.S. Treasury Debt Y N/A N/A 2026-01-08 2026-01-08 2026-01-08 N N N 0.0429 785271.11 785271.11 0.0048 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 11/25/2025 4.38 3133ERD57 254900C5LP6DN9OP9V83 US3133ERD571 4003205 KTL478000 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 0.0426 1000247.34 1000247.34 0.0061 N N N N US Treasury Bill UST BILLS 0% 12/11/2025 912797QY6 254900HROIFWPRGM1V77 US912797QY62 LGV901000 U.S. Treasury Debt Y N/A N/A 2025-12-11 2025-12-11 2025-12-11 N N N 0.0426 984761.33 984761.33 0.0060 N Y Y N Wells Fargo Securities, LLC WELLSFAR G RP 4.39% 8/12/25 4.39 N/A VYVVCKR63DVZZN70PB21 0000276523 LFQ654000 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 LFQ654000 2026-09-25 2026-09-25 3.120 N/A 522170.00 515755.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFQ654000 2036-03-25 2036-03-25 4.550 N/A 851422.00 4205.82 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-08-12 2025-08-12 2025-08-12 N N N 0.0430 500000.00 500000.00 0.0030 N N N Y 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 998570.07 998570.07 0.0061 N N N N Wells Fargo Bank NA FICASH MA 4.371% 08/01/25 4.37 N/A N/A LJU278000_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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU278000 2027-01-01 2058-08-25 0.000 - 6.500 N/A 271979.08 157234.32 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LJU278000 2032-04-12 2038-01-26 1.980 - 3.310 N/A 1637.91 1314.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU278000 2025-10-01 2057-08-15 0.000 - 6.500 N/A 176952.47 119740.23 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 LJU278000 2034-01-15 2034-01-15 0.000 N/A 0.42 0.27 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 LJU278000 2025-08-15 2055-02-15 0.000 - 6.750 N/A 128257.87 107916.07 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 LJU278000 2025-10-29 2037-06-12 0.000 - 4.750 N/A 12333.55 11992.53 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJU278000 2040-10-15 2065-07-20 0.125 - 7.500 N/A 189013.20 98604.50 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 485000.00 485000.00 0.0029 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11.5 04/02/2026 4.44 3134HAPV9 S6XOOCT0IEG5ABCC6L87 US3134HAPV99 KQR666000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-02 2026-04-02 N N N 0.0432 500358.77 500358.77 0.0030 N N N N US Treasury Bill UST BILLS 0% 11/20/2025 912797QR1 254900HROIFWPRGM1V77 US912797QR12 LFS216000 U.S. Treasury Debt Y N/A N/A 2025-11-20 2025-11-20 2025-11-20 N N N 0.0431 987065.22 987065.22 0.0060 N Y Y N PNC Bank NA PNC GR M RP 4.37% 8/1/25 4.37 N/A AD6GFRVSDT01YPT1CS68 LJT799000 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 LJT799000 2036-03-01 2036-03-01 2.000 N/A 2036360.00 1020124.30 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1000000.00 1000000.00 0.0061 N Y Y 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 2026-02-28 2042-02-15 0.500 - 4.491 N/A 1041200.00 1020578.45 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 1000000.00 1000000.00 0.0061 N N Y 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 2031-02-15 2046-05-15 2.500 - 5.375 N/A 128400.00 88663.00 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT760000 2030-07-01 2039-03-01 3.500 - 8.000 N/A 38000.00 4276.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT760000 2035-06-01 2055-01-01 1.500 - 7.000 N/A 3902630.00 2967481.07 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 3000000.00 3000000.00 0.0182 N Y Y 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 500182.48 500182.48 0.0030 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 2048-06-25 2048-06-25 3.500 N/A 1000.00 1102.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIS547000 2031-11-25 2031-11-25 4.103 N/A 400000.00 393991.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIS547000 2044-09-20 2066-07-16 2.500 - 4.000 N/A 845682.00 632898.62 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 1000000.00 1000000.00 0.0061 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 2026-11-15 2030-07-31 2.000 - 4.000 N/A 1043700.00 1020693.69 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 1000000.00 1000000.00 0.0061 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 1000640.03 1000640.03 0.0061 N N N N 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 2028-08-01 2055-05-01 1.580 - 6.858 N/A 163035.00 124168.30 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LIR308000 2035-09-10 2042-03-24 1.730 - 3.700 N/A 29000.00 22421.06 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIR308000 2031-03-15 2055-05-01 0.000 - 6.500 N/A 997248.00 874155.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIR308000 2054-11-20 2054-11-20 5.500 N/A 1000.00 977.01 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIR308000 2040-08-15 2040-08-15 0.000 N/A 2094.82 998.84 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 1000000.00 1000000.00 0.0061 N N Y 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 3000000.00 3000000.00 0.0182 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 2030-11-30 2030-11-30 4.375 N/A 995000.00 1020056.38 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1000000.00 1000000.00 0.0061 N Y Y 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 1000328.82 1000328.82 0.0061 N N N N Citigroup Global Capital Markets Inc. FICASH MA 4.371% 08/01/25 4.37 N/A N/A LJU278000_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 LJU278000 2025-09-30 2055-02-15 0.250 - 5.000 N/A 286514.48 245123.93 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJU278000 2025-08-15 2065-07-20 2.000 - 9.500 N/A 98954.60 38421.64 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 277000.00 277000.00 0.0017 N Y Y 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 1000010.62 1000010.62 0.0061 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 2054-08-01 2054-08-01 6.000 N/A 1053201.00 1020124.26 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1000000.00 1000000.00 0.0061 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 2048-09-01 2055-07-25 4.500 - 5.000 N/A 5606.00 1679.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIX002000 2032-10-15 2064-03-15 1.500 - 6.950 N/A 264406.00 153158.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIX002000 2032-01-26 2032-01-26 5.279 N/A 1000000.00 875902.52 Agency Collateralized Mortgage Obligation 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 1000000.00 1000000.00 0.0061 N N 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 2052-10-25 2052-10-25 5.000 N/A 1000.00 938.83 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 LIO896000 2025-09-04 2032-01-15 0.000 - 4.500 N/A 1160900.00 1016176.36 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIO896000 2034-02-01 2063-09-01 3.650 - 6.500 N/A 6915.00 6037.22 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 1000000.00 1000000.00 0.0061 N N Y 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 2963656.74 2963656.74 0.0180 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 101018.57 101018.57 0.0006 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 2026-08-31 2026-08-31 1.375 N/A 1044700.00 1020181.63 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1000000.00 1000000.00 0.0061 N Y Y 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 2025-08-05 2034-11-15 0.000 - 4.456 N/A 1036100.00 1020128.19 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1000000.00 1000000.00 0.0061 N Y Y 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 2026-01-31 2054-05-15 0.625 - 4.625 N/A 1197600.00 1021054.50 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 1000000.00 1000000.00 0.0061 N N Y N US Treasury Bill UST BILLS 0% 09/18/2025 912797PX9 254900HROIFWPRGM1V77 US912797PX98 LBR658000 U.S. Treasury Debt Y N/A N/A 2025-09-18 2025-09-18 2025-09-18 N N N 0.0429 1988629.12 1988629.12 0.0121 N Y Y 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 1000200.52 1000200.52 0.0061 N N N 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 4475464.74 4475464.74 0.0272 N Y Y 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 1000490.58 1000490.58 0.0061 N N N N 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 2042-08-15 2048-02-15 3.000 - 3.375 N/A 2411100.00 2043696.92 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 2000000.00 2000000.00 0.0122 N N Y 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 500211.80 500211.80 0.0030 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 999995.13 999995.13 0.0061 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 500119.63 500119.63 0.0030 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 2028-07-15 2028-07-15 3.875 N/A 1018200.00 1020192.40 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1000000.00 1000000.00 0.0061 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 500211.52 500211.52 0.0030 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 2028-07-15 2028-07-15 3.875 N/A 1018200.00 1020192.40 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1000000.00 1000000.00 0.0061 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/10/2026 4.40 3133ERGM7 254900C5LP6DN9OP9V83 US3133ERGM70 4003205 KKO797000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-10 2026-02-10 N N N 0.0433 500165.61 500165.61 0.0030 N N N N Fixed Income Clearing Corp - BONY BNY FIG M RP 4.37% 8/1/25 4.37 N/A N/A LJT769000 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 LJT769000 2053-04-01 2054-07-01 5.500 N/A 2373883.00 2048320.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT769000 2034-01-01 2055-02-01 3.000 - 6.500 N/A 6035825.00 2031679.77 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 4000000.00 4000000.00 0.0243 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18.5 05/10/2027 4.51 3133EREP2 254900C5LP6DN9OP9V83 US3133EREP20 4003205 LHC376000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-05-10 2027-05-10 N N N 0.0442 1001450.14 1001450.14 0.0061 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIT T RP 4.36% 8/1/25 4.36 N/A 549300H47WTHXPU08X20 LJT839000 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 LJT839000 2029-03-31 2029-03-31 4.125 N/A 6970400.00 7116690.02 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 6977000.00 6977000.00 0.0424 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/22/2025 4.41 3133EP3G8 254900C5LP6DN9OP9V83 US3133EP3G84 4003205 KJP831000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-22 2025-09-22 N N N 0.0428 500046.29 500046.29 0.0030 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 8/1/25 4.38 N/A 549300HN4UKV1E2R3U73 LDH446000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LDH446000 2026-10-31 2026-10-31 4.125 N/A 400.00 404.22 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LDH446000 2036-05-01 2055-07-01 2.000 - 6.500 N/A 602412.00 470311.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LDH446000 2032-01-01 2055-08-01 2.500 - 7.268 N/A 127581.00 46866.20 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0438 500000.00 500000.00 0.0030 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 01/08/2027 4.42 3133ETPB7 254900C5LP6DN9OP9V83 US3133ETPB70 4003205 LIG193000 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 0.0442 999975.99 999975.99 0.0061 N N N N HSBC Securities, Inc. (U.S.A.) HSBCSECS G RP 4.4% 8/5/25 4.40 N/A CYYGQCGNHMHPSMRL3R97 0000853784 LJR418000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJR418000 2025-08-15 2053-08-15 0.000 - 6.875 N/A 1185700.00 1024045.29 U.S. Treasuries (including strips) Y N/A N/A 2025-08-05 2025-08-05 2025-08-05 N N N 0.0431 1000000.00 1000000.00 0.0061 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 08/08/2025 4.37 3130B2BK0 2549001DPIFGXC1TOL40 US3130B2BK08 0001026214 KNY760000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-08 2025-08-08 N N N 0.0423 500006.20 500006.20 0.0030 N N N N HSBC Securities Inc. (U.S.A.) FICASH MA 4.371% 08/01/25 4.37 N/A N/A LJU278000_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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU278000 2036-05-01 2055-08-01 2.000 - 7.500 N/A 35535.23 27840.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU278000 2027-10-01 2057-01-01 1.500 - 7.500 N/A 79424.92 36898.17 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJU278000 2026-02-28 2043-08-15 0.750 - 4.625 N/A 85857.21 85219.96 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 147000.00 147000.00 0.0009 N Y Y N US Treasury Notes UST NOTES 4.25% 01/31/2026 4.25 91282CJV4 254900HROIFWPRGM1V77 US91282CJV46 KDP083000 U.S. Treasury Debt Y N/A N/A 2026-01-31 2026-01-31 2026-01-31 N N N 0.0437 999398.44 999398.44 0.0061 N Y Y N Citigroup Global Capital Markets, Inc. 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 2030-07-01 2035-07-01 4.040 - 4.780 N/A 1011987.00 1020593.47 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 1000000.00 1000000.00 0.0061 N N N Y 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 500281.95 500281.95 0.0030 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 500147.33 500147.33 0.0030 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 974328.12 974328.12 0.0059 N Y Y 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 499985.78 499985.78 0.0030 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 2051-11-20 2053-10-20 2.500 - 5.848 N/A 803481.00 503373.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJR514000 2040-11-25 2055-05-01 2.500 - 6.000 N/A 35928.00 23833.07 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJR514000 2052-07-01 2054-12-25 4.000 - 5.650 N/A 688881.00 492888.59 Agency Collateralized Mortgage Obligation Federal Home Loan Banks 2549001DPIFGXC1TOL40 LJR514000 2025-12-12 2025-12-12 4.750 N/A 10000.00 10078.65 Agency Debentures and Agency Strips Y N/A N/A 2025-08-05 2025-08-05 2025-08-05 N N N 0.0429 1000000.00 1000000.00 0.0061 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 500449.14 500449.14 0.0030 N N N 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 500125.01 500125.01 0.0030 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 500338.70 500338.70 0.0030 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 250158.26 250158.26 0.0015 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 171086.79 171086.79 0.0010 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 2027-06-30 2031-02-15 3.750 - 5.375 N/A 200.00 209.20 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJT763000 2028-04-15 2055-07-20 1.500 - 7.500 N/A 5802268.00 2040100.74 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 2000000.00 2000000.00 0.0122 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 1000199.18 1000199.18 0.0061 N N N N Fidelity Flex Government Money Market Fund 2025-08-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer