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9.000 N/A 245657374.00 184330334.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJS674000 2030-04-20 2055-07-20 2.000 - 8.000 N/A 415420702.00 270501992.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJS674000 2029-09-01 2055-08-01 2.000 - 7.199 N/A 73222320.00 69574373.72 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-06 2025-08-06 2025-08-06 N N N 0.0426 514000000.00 514000000.00 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 2028-03-15 2032-04-30 3.875 - 4.000 N/A 138609500.00 139757003.43 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 137000000.00 137000000.00 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 440995682.61 440995682.61 0.0011 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 2025-08-31 2035-02-15 0.750 - 5.000 N/A 948809400.00 951775341.07 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 933000000.00 933000000.00 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 76013645.04 76013645.04 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 50016047.50 50016047.50 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 345032899.20 345032899.20 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 44984547.00 44984547.00 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 2026-05-31 2033-11-15 0.750 - 4.625 N/A 107381200.00 104968316.48 U.S. Treasuries (including strips) Y N/A N/A 2025-08-20 2025-08-20 2025-08-20 N N N 0.0432 102000000.00 102000000.00 0.0003 N N N Y 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 90026286.30 90026286.30 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 2029-10-01 2055-06-01 2.000 - 7.500 N/A 119030894.00 92579211.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIS540000 2028-05-01 2055-04-01 2.500 - 6.500 N/A 117822122.00 83305042.12 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 172000000.00 172000000.00 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 2055-07-01 4.000 - 7.000 N/A 647535603.00 648500818.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJG539000 2030-07-01 2055-07-01 3.020 - 7.000 N/A 285426806.00 284917081.54 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 914000000.00 914000000.00 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 662997613.20 662997613.20 0.0016 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 69024026.49 69024026.49 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 229878792.30 229878792.30 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 27006167.34 27006167.34 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 141033054.63 141033054.63 0.0003 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 627020070.27 627020070.27 0.0015 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 57417167.86 57417167.86 0.0001 N Y Y N Fannie Mae FANNIE MAE 0.56% 11/17/2025 0.56 3135GA2Z3 B1V7KEBTPIMZEU4LTD58 US3135GA2Z35 0000310522 GIB806000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-11-17 2025-11-17 2025-11-17 N N N 0.0437 9888033.00 9888033.00 0.0000 N N N 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 459997240.00 459997240.00 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 2026-08-15 2043-02-15 1.500 - 4.125 N/A 875634500.00 793656120.31 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 778000000.00 778000000.00 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 2026-05-31 2033-08-15 0.500 - 4.625 N/A 208159500.00 197893820.79 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 N N N 0.0430 192000000.00 192000000.00 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 109998964.90 109998964.90 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 33999432.54 33999432.54 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 41999997.90 41999997.90 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 32002789.76 32002789.76 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 33999689.92 33999689.92 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 90238140.72 90238140.72 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 2025-10-01 2055-08-01 1.500 - 8.500 N/A 2840444922.00 2404052477.59 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJT759000 2028-07-31 2054-02-15 1.000 - 4.250 N/A 82128700.00 69721614.29 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT759000 2026-12-01 2055-07-01 1.500 - 8.000 N/A 6249696754.00 4536516819.04 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 6872000000.00 6872000000.00 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 2027-01-01 2055-07-01 1.500 - 7.500 N/A 2925979799.00 1462693566.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT865000 2027-02-01 2055-06-01 2.000 - 7.000 N/A 1773725464.00 1341626806.02 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 2749000000.00 2749000000.00 0.0067 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 107073124.87 107073124.87 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 103024823.00 103024823.00 0.0003 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 446998037.67 446998037.67 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 593496700.00 563108216.82 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 552000000.00 552000000.00 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 114998640.70 114998640.70 0.0003 N N N N Fannie Mae FANNIE MAE 0.375% 08/25/2025 0.38 3135G05X7 B1V7KEBTPIMZEU4LTD58 US3135G05X77 0000310522 GFA052000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-25 2025-08-25 2025-08-25 N N N 0.0426 37902278.19 37902278.19 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 01/22/2026 4.36 3130B5Z50 2549001DPIFGXC1TOL40 US3130B5Z506 0001026214 LEI482000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-22 2026-01-22 N N N 0.0431 50008909.50 50008909.50 0.0001 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 2026-01-01 2055-07-01 1.500 - 8.000 N/A 884048048.00 383279195.48 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 LJT737000 2026-04-08 2032-04-12 3.270 - 5.060 N/A 458000.00 460418.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT737000 2025-11-01 2055-07-01 1.500 - 8.000 N/A 661493430.00 296683161.18 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0438 667000000.00 667000000.00 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 2026-01-31 2055-05-15 1.250 - 4.750 N/A 980712000.00 963849914.89 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 942000000.00 942000000.00 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 70012968.20 70012968.20 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 2031-07-15 2067-08-15 2.000 - 7.500 N/A 899197782.00 591949439.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJQ280000 2036-10-01 2055-06-01 2.000 - 6.000 N/A 315733783.00 259423400.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJQ280000 2053-07-01 2053-07-01 3.500 N/A 29329664.00 26252114.74 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 860000000.00 860000000.00 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 548179623.44 548179623.44 0.0013 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 83002654.34 83002654.34 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 971871520.00 971871520.00 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 44999922.15 44999922.15 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 352338128.53 352338128.53 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 464157522.72 464157522.72 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 162000011.34 162000011.34 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 228997146.66 228997146.66 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 108999510.59 108999510.59 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 26999654.67 26999654.67 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 2025-10-31 2054-08-15 0.625 - 5.375 N/A 2398981700.00 2055405800.45 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0427 2014000000.00 2014000000.00 0.0049 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/15/2025 4.34 3130B4LN9 2549001DPIFGXC1TOL40 US3130B4LN92 0001026214 KXO002000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-15 2025-10-15 N N N 0.0427 440017208.40 440017208.40 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 09/15/2025 4.32 3130B5JQ2 2549001DPIFGXC1TOL40 US3130B5JQ27 0001026214 LBO848000 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 330994720.55 330994720.55 0.0008 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 2095279322.67 2095279322.67 0.0051 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 04/08/2026 4.42 3133EP7H2 254900C5LP6DN9OP9V83 US3133EP7H22 4003205 LGK348000 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 144060361.92 144060361.92 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/26/2026 4.46 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 4003205 KOV336000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-08-26 2026-08-26 N N N 0.0437 144133934.40 144133934.40 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/15/2025 313385MZ6 2549001DPIFGXC1TOL40 US313385MZ64 GEJ896000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-10-15 2025-10-15 2025-10-15 N N N 0.0435 45587763.18 45587763.18 0.0001 N N N 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 406216946.10 406216946.10 0.0010 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 260093561.00 260093561.00 0.0006 N N N N BofA Securities, Inc. BASGR *G RP SOFR+0.01% 8/27/25 4.33 N/A 549300HN4UKV1E2R3U73 LIA490000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIA490000 2025-10-07 2046-11-15 0.000 - 4.500 N/A 492370000.00 436360839.51 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-27 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0425 426000000.00 426000000.00 0.0010 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 3.75% 09/22/2025 3.75 3133ENN22 254900C5LP6DN9OP9V83 US3133ENN223 4003205 LAH464000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-09-22 2025-09-22 2025-09-22 N N N 0.0445 25969128.12 25969128.12 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 07/02/2026 4.43 3133ERQ53 254900C5LP6DN9OP9V83 US3133ERQ532 4003205 LAX627000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-07-02 2026-07-02 N N N 0.0437 50023826.50 50023826.50 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 10/22/2025 4.32 3130B5M70 2549001DPIFGXC1TOL40 US3130B5M702 0001026214 LBW601000 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 0.0426 441999862.98 441999862.98 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/25/2025 4.33 3130B5XV5 2549001DPIFGXC1TOL40 US3130B5XV55 0001026214 LEA718000 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 0.0426 112998891.47 112998891.47 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 09/17/2026 4.38 3133ER7M7 254900C5LP6DN9OP9V83 US3133ER7M70 4003205 LBQ226000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-09-17 2026-09-17 N N N 0.0438 25996377.16 25996377.16 0.0001 N N N N Norinchukin Bank NORGR G RP 4.38% 8/5/25 4.38 N/A 5493007VSMFZCPV1NB83 LJR515000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES OF A 254900HROIFWPRGM1V77 LJR515000 2031-11-30 2034-05-15 4.125 - 4.375 N/A 204018000.00 206090163.88 U.S. Treasuries (including strips) Y N/A N/A 2025-08-05 2025-08-05 2025-08-05 N N N 0.0429 202000000.00 202000000.00 0.0005 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 07/16/2026 4.45 3133ERLB5 254900C5LP6DN9OP9V83 US3133ERLB50 4003205 KXL908000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-07-16 2026-07-16 N N N 0.0435 24009694.56 24009694.56 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 06/18/2026 4.37 3133ETLP0 254900C5LP6DN9OP9V83 US3133ETLP03 4003205 LHG041000 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 0.0433 163009136.15 163009136.15 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/12/2025 4.40 3133ERAZ4 254900C5LP6DN9OP9V83 US3133ERAZ48 4003205 KKO755000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-12-12 2025-12-12 N N N 0.0430 73019615.83 73019615.83 0.0002 N N N N Sumitomo Mitsui Banking Corp/New York FICASH MJ 4.367% 08/01/25 4.37 N/A N/A LJU277000_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 LJU277000 2025-10-31 2052-02-15 0.375 - 4.875 N/A 2524226678.34 2433102981.68 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 2385070000.00 2385070000.00 0.0059 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 10/14/2025 4.32 3130B5VC9 2549001DPIFGXC1TOL40 US3130B5VC92 0001026214 LIQ244000 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 0.0427 206999470.08 206999470.08 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/04/2026 4.46 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 4003205 KPK923000 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 67060156.62 67060156.62 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/30/2025 4.34 3130B4T35 2549001DPIFGXC1TOL40 US3130B4T353 0001026214 KYL481000 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 0.0426 309005271.54 309005271.54 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/07/2025 4.32 3130B66Z4 2549001DPIFGXC1TOL40 US3130B66Z48 0001026214 LET069000 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 0.0425 268999004.70 268999004.70 0.0007 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/20/2026 4.45 3130AYZW9 2549001DPIFGXC1TOL40 US3130AYZW99 0001026214 KML462000 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 100067850.00 100067850.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/26/2025 4.42 3133ERVS7 254900C5LP6DN9OP9V83 US3133ERVS75 4003205 KQK833000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-12-26 2025-12-26 N N N 0.0428 41018923.14 41018923.14 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 12/23/2025 4.42 3130B2TU9 2549001DPIFGXC1TOL40 US3130B2TU97 0001026214 KQE448000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-12-23 2025-12-23 N N N 0.0430 332125313.40 332125313.40 0.0008 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/31/2025 313385NR3 2549001DPIFGXC1TOL40 US313385NR30 313385NR3 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-10-31 2025-10-31 2025-10-31 N N N 0.0436 269064826.24 269064826.24 0.0007 N N N N Fixed Income Clearing Corp - ING ING FIG T RP 4.36% 8/1/25 4.36 N/A N/A LJT771000 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 LJT771000 2025-10-30 2032-08-15 0.000 - 4.625 N/A 3610906100.00 3527587201.35 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 3458000000.00 3458000000.00 0.0085 N Y Y N MUFG Securities (Canada), Ltd. MFGCAGR G RP 4.4% 10/22/25 4.40 N/A 549300Y1PMK3RWXMWR72 LJT067000 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 LJT067000 2027-04-30 2046-08-15 0.125 - 4.500 N/A 342500.00 342473.96 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT067000 2027-12-01 2055-06-01 2.000 - 7.480 N/A 225621222.00 162119417.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJT067000 2050-02-20 2055-01-20 2.500 - 6.000 N/A 54198262.00 32994053.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT067000 2029-08-06 2055-08-01 1.500 - 7.000 N/A 164636391.00 128943769.52 Agency Mortgage-Backed Securities Y N/A N/A 2025-10-22 2025-10-22 2025-10-22 N N N 0.0435 318000000.00 318000000.00 0.0008 N N N Y Wells Fargo Securities, LLC WELLSFAR G RP 4.39% 8/19/25 4.39 N/A VYVVCKR63DVZZN70PB21 0000276523 LGA697000 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 LGA697000 2026-07-01 2058-08-01 1.500 - 7.500 N/A 580092374.00 477493112.38 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-19 2025-08-19 2025-08-19 N N N 0.0431 464000000.00 464000000.00 0.0011 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/17/2025 4.32 3130B5TL2 2549001DPIFGXC1TOL40 US3130B5TL20 0001026214 LDK805000 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 445995366.06 445995366.06 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 07/30/2026 4.38 3133ETRT6 254900C5LP6DN9OP9V83 US3133ETRT60 4003205 LJL692000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-07-30 2026-07-30 N N N 0.0438 48999721.19 48999721.19 0.0001 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 United States Treasury 254900HROIFWPRGM1V77 LJT795000 2025-08-05 2055-02-15 0.000 - 4.625 N/A 7498500.00 7499971.93 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT795000 2035-08-01 2055-08-01 1.500 - 7.000 N/A 900640674.00 811675899.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT795000 2027-10-01 2055-08-01 1.500 - 7.000 N/A 2050202052.00 1114978065.21 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1890000000.00 1890000000.00 0.0046 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 01/14/2027 4.46 3133ERT68 254900C5LP6DN9OP9V83 US3133ERT684 4003205 LIK001000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-01-14 2027-01-14 N N N 0.0439 20018685.40 20018685.40 0.0000 N N N 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 58999222.38 58999222.38 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 26999972.19 26999972.19 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 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2027-01-19 2027-01-19 N N N 0.0441 48999529.60 48999529.60 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 223017842.23 223017842.23 0.0005 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 84008988.84 84008988.84 0.0002 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 177190962.07 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SOFR+16 09/02/2025 4.48 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 0001026214 JXO969000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-02 2025-09-02 N N N 0.0428 559059505.55 559059505.55 0.0014 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 04/16/2026 4.43 3133ERXK2 254900C5LP6DN9OP9V83 US3133ERXK22 4003205 KYO978000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-16 2026-04-16 N N N 0.0435 43022204.77 43022204.77 0.0001 N N N N RBC Financial Group RBCNYGR *G RP 4.36% 9/19/25 4.36 N/A ES7IP3U3RHIGC71XBU11 LJL522000 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 LJL522000 2046-05-01 2056-07-01 1.986 - 6.500 N/A 507392080.00 301854996.90 Agency Mortgage-Backed Securities United States Treasury 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coupon-paying notes) Y N/A N/A 2025-08-04 2027-02-03 2027-02-03 N N N 0.0442 49017867.85 49017867.85 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 173402197.38 173402197.38 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 333000143.19 333000143.19 0.0008 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 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Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/29/2025 4.32 3130B5DP0 2549001DPIFGXC1TOL40 US3130B5DP08 0001026214 LAV940000 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 331995564.48 331995564.48 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 05/22/2026 4.39 3133ERW80 254900C5LP6DN9OP9V83 US3133ERW803 4003205 LAV877000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-05-22 2026-05-22 N N N 0.0434 25008576.50 25008576.50 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/02/2026 4.34 3130B6LW4 2549001DPIFGXC1TOL40 US3130B6LW40 0001026214 LGL744000 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 904040200.88 904040200.88 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/25/2025 4.32 3130B5CE6 2549001DPIFGXC1TOL40 US3130B5CE69 0001026214 LAT940000 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 0.0426 221997400.38 221997400.38 0.0005 N N N 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 212065484.68 212065484.68 0.0005 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 2049-02-15 1.125 - 4.625 N/A 446747600.00 417414971.72 U.S. Treasuries (including strips) Y N/A N/A 2025-08-04 2025-08-04 2025-08-04 N N N 0.0431 409000000.00 409000000.00 0.0010 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 B1V7KEBTPIMZEU4LTD58 LJT761000 2025-12-01 2055-08-01 2.000 - 7.500 N/A 3840057220.00 3386736463.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT761000 2027-01-01 2060-03-01 1.500 - 8.000 N/A 5587750345.00 3306123764.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJT761000 2028-07-31 2054-02-15 1.000 - 4.375 N/A 339368900.00 317430645.29 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 6872000000.00 6872000000.00 0.0169 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 10/10/2025 4.47 3130AXYD4 2549001DPIFGXC1TOL40 US3130AXYD45 0001026214 KBW968000 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 202056006.52 202056006.52 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/15/2026 4.43 3130B1XV4 2549001DPIFGXC1TOL40 US3130B1XV42 0001026214 KYO957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-15 2026-04-15 N N N 0.0435 126064849.68 126064849.68 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 10/05/2026 4.38 3133ETKG1 254900C5LP6DN9OP9V83 US3133ETKG13 4003205 LGL726000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-10-05 2026-10-05 N N N 0.0438 37999894.36 37999894.36 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/21/2025 4.48 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 0001026214 KHC753000 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 0.0427 291020297.25 291020297.25 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 01/05/2026 4.35 3130B66R2 2549001DPIFGXC1TOL40 US3130B66R22 0001026214 LET070000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-01-05 2026-01-05 N N N 0.0431 112012342.40 112012342.40 0.0003 N N N N Mitsubishi UFJ Securities (U.S.A.), Inc. MUFJGR G RP 4.4% 10/22/25 4.40 N/A K5HU16E3LMSVCCJJJ255 LJT068000 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 LJT068000 2026-05-01 2055-07-01 1.500 - 7.000 N/A 775786963.00 466865437.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT068000 2025-09-01 2055-06-01 2.000 - 7.000 N/A 1686224171.00 786867777.62 Agency Mortgage-Backed Securities Y N/A N/A 2025-10-22 2025-10-22 2025-10-22 N N N 0.0435 1229000000.00 1229000000.00 0.0030 N N N Y BMO Chicago Branch BMOCHIGR *G RP 4.36% 8/19/25 4.36 N/A 3Y4U8VZURTYWI1W2K376 LJR553000 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 LJR553000 2055-04-20 2065-04-20 5.498 - 6.000 N/A 800693443.00 798540031.59 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-08-07 2025-08-07 2025-08-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0428 775000000.00 775000000.00 0.0019 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/03/2025 4.31 3130B5QB7 2549001DPIFGXC1TOL40 US3130B5QB74 0001026214 LCW676000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-03 2025-10-03 N N N 0.0426 453992999.32 453992999.32 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/03/2025 4.34 3130B4T43 2549001DPIFGXC1TOL40 US3130B4T437 0001026214 KYL524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-03 2025-10-03 N N N 0.0426 357006443.85 357006443.85 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/30/2026 4.33 3130B6VE3 2549001DPIFGXC1TOL40 US3130B6VE32 0001026214 LHX105000 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 458001712.92 458001712.92 0.0011 N N N N Fixed Income Clearing Corp - Mizuho MIZ FIG T RP 4.36% 8/1/25 4.36 N/A 9845006C81UCE4114A10 LJT880000 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 LJT880000 2025-08-15 2054-02-15 0.500 - 5.000 N/A 2582058800.00 2538067388.21 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 2488000000.00 2488000000.00 0.0061 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+0 12/24/2025 4.32 3133ETML8 254900C5LP6DN9OP9V83 US3133ETML89 4003205 LHP078000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-12-24 2025-12-24 N N N 0.0430 30999591.73 30999591.73 0.0001 N N N N US Treasury Bill UST BILLS 0% 11/04/2025 912797RM1 254900HROIFWPRGM1V77 US912797RM16 LIG199000 U.S. Treasury Debt Y N/A N/A 2025-11-04 2025-11-04 2025-11-04 N N N 0.0432 388624675.98 388624675.98 0.0010 N Y Y N BofA Securities, Inc. BASGR G RP SOFR+0.05% 8/5/25 4.37 N/A 549300HN4UKV1E2R3U73 LFA880000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFA880000 2035-07-01 2055-07-01 2.500 - 7.000 N/A 178830920.00 157675420.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFA880000 2050-09-01 2055-05-01 2.000 - 6.500 N/A 229996084.00 197981308.86 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-05 2025-08-05 2025-08-05 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0428 345000000.00 345000000.00 0.0008 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 03/05/2026 4.33 3130B6W51 2549001DPIFGXC1TOL40 US3130B6W519 0001026214 LHY239000 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 0.0430 345041638.05 345041638.05 0.0008 N N N N Federal Home Loan 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 330999642.52 330999642.52 0.0008 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 338566200.45 338566200.45 0.0008 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 130973569.25 130973569.25 0.0003 N N N N US Treasury Bill UST BILLS 0% 05/14/2026 912797QN0 254900HROIFWPRGM1V77 US912797QN08 LFG981000 U.S. Treasury Debt Y N/A N/A 2026-05-14 2026-05-14 2026-05-14 N N N 0.0418 885476169.88 885476169.88 0.0022 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 10/21/2026 4.39 3133ETQP5 254900C5LP6DN9OP9V83 US3133ETQP57 4003205 LIX973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-10-21 2026-10-21 N N N 0.0439 58999514.43 58999514.43 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 03/20/2026 4.41 3133ERL58 254900C5LP6DN9OP9V83 US3133ERL582 4003205 KWA894000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-03-20 2026-03-20 N N N 0.0432 48023367.84 48023367.84 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/22/2025 4.42 3130B05P0 2549001DPIFGXC1TOL40 US3130B05P02 0001026214 KJP809000 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 0.0426 210027022.80 210027022.80 0.0005 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 2033-02-15 2055-07-20 2.000 - 7.500 N/A 917844903.00 467285973.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJA950000 2028-04-15 2053-11-25 5.004 - 8.100 N/A 50010000.00 28258636.21 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJA950000 2029-06-25 2051-10-25 2.000 - 5.000 N/A 86036183.00 35447772.95 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 519000000.00 519000000.00 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 628962838.68 628962838.68 0.0015 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 97093608.88 97093608.88 0.0002 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 397993520.56 397993520.56 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 2027-06-15 2032-05-31 3.500 - 4.625 N/A 2206745700.00 2237394774.56 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 2193000000.00 2193000000.00 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 147996348.84 147996348.84 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 112999089.22 112999089.22 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 210086303.70 210086303.70 0.0005 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 112000281.12 112000281.12 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 33009559.11 33009559.11 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 442055687.50 442055687.50 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 457998287.08 457998287.08 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 413206626.56 413206626.56 0.0010 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 2029-03-01 2060-06-01 1.290 - 7.000 N/A 27803355.00 22412436.90 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJT062000 2026-01-31 2050-05-15 0.375 - 4.531 N/A 37899000.00 22059994.19 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJT062000 2038-11-15 2073-11-20 3.000 - 8.000 N/A 101520808.00 93599623.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 LJT062000 2030-05-01 2055-07-01 2.000 - 7.000 N/A 36931452.00 36511400.95 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 171000000.00 171000000.00 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 440531309.61 440531309.61 0.0011 N N N N Freddie Mac FED HOME LN MTG CORP 0.64% 11/24/2025 0.64 3134GXEJ9 S6XOOCT0IEG5ABCC6L87 US3134GXEJ92 GIH535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-11-24 2025-11-24 2025-11-24 N N N 0.0444 78060445.10 78060445.10 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 104080895.36 104080895.36 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 2025-08-12 2053-08-15 0.000 - 6.250 N/A 4848310000.00 4652783455.69 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 4561000000.00 4561000000.00 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 4827772392.99 4827772392.99 0.0118 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 2054-05-15 0.625 - 6.125 N/A 3794700300.00 3381709513.55 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 3315000000.00 3315000000.00 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 879907436.66 879907436.66 0.0022 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 79867210.14 79867210.14 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 74999265.75 74999265.75 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 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2025-08-01 2027-03-11 2027-03-11 N N N 0.0440 71999049.60 71999049.60 0.0002 N N N 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 103000511.91 103000511.91 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 405106077.60 405106077.60 0.0010 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 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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 122050229.84 122050229.84 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 179922915.00 179922915.00 0.0004 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 125074327.50 125074327.50 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL 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US3130B5FP89 0001026214 LBE245000 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 0.0426 220996654.06 220996654.06 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 02/17/2026 4.33 3130B6TL0 2549001DPIFGXC1TOL40 US3130B6TL03 0001026214 LHP084000 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 70000408.10 70000408.10 0.0002 N N N N ING Financial Markets LLC INGFIN G RP 4.38% 8/5/25 4.38 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 LJR488000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJR488000 2042-08-15 2053-05-15 2.750 - 3.625 N/A 79967800.00 63675610.48 U.S. Treasuries (including strips) Y N/A N/A 2025-08-05 2025-08-05 2025-08-05 N N N 0.0429 62000000.00 62000000.00 0.0002 N N Y N Federal Home Loan Bank FEDERAL 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2549001DPIFGXC1TOL40 US3130B5J740 0001026214 LBN404000 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 520017929.60 520017929.60 0.0013 N N N 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 2027-04-30 2027-04-30 3.750 N/A 1906453000.00 1917102332.07 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 1880000000.00 1880000000.00 0.0046 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/26/2025 4.47 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 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 121026197.71 121026197.71 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 01/02/2026 4.47 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 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 187115285.50 187115285.50 0.0005 N N N 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 275996674.20 275996674.20 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 02/09/2027 4.42 3133ETGQ4 254900C5LP6DN9OP9V83 US3133ETGQ41 4003205 LFF143000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-02-09 2027-02-09 N N N 0.0442 34999936.30 34999936.30 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 04/24/2026 4.36 3130B7AE4 2549001DPIFGXC1TOL40 US3130B7AE44 0001026214 LJH641000 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 0.0435 114999330.70 114999330.70 0.0003 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 196939177.89 196939177.89 0.0005 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 10/28/2025 4.32 3130B5PB8 2549001DPIFGXC1TOL40 US3130B5PB83 0001026214 LCF522000 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 0.0427 355001317.05 355001317.05 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/25/2026 4.42 3130B1S81 2549001DPIFGXC1TOL40 US3130B1S815 0001026214 KLD463000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-06-25 2026-06-25 N N N 0.0436 128059895.04 128059895.04 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/12/2026 4.33 3130B5TR9 2549001DPIFGXC1TOL40 US3130B5TR99 0001026214 LDK706000 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 0.0432 891987396.04 891987396.04 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2025 4.33 3130B4UJ8 2549001DPIFGXC1TOL40 US3130B4UJ89 0001026214 KYN564000 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 0.0427 393994653.42 393994653.42 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 05/05/2027 4.45 3133ETFP7 254900C5LP6DN9OP9V83 US3133ETFP76 4003205 LER808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-05-05 2027-05-05 N N N 0.0444 271015222.07 271015222.07 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.3% 06/02/2026 4.30 3130B6A55 2549001DPIFGXC1TOL40 US3130B6A556 0001026214 LEU178000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-06-02 2026-06-02 2026-06-02 N N N 0.0433 1789474599.20 1789474599.20 0.0044 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 02/19/2026 4.35 3130B74C5 2549001DPIFGXC1TOL40 US3130B74C52 0001026214 LIX173000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-02-19 2026-02-19 N N N 0.0434 155999922.00 155999922.00 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 03/23/2026 4.36 3130B76V1 2549001DPIFGXC1TOL40 US3130B76V16 0001026214 LJC270000 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 0.0435 457998076.40 457998076.40 0.0011 N N N 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJS598000 2054-10-20 2054-10-20 5.000 N/A 62582236.00 59534837.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJS598000 2052-06-01 2055-02-01 3.000 - 6.000 N/A 474171338.00 403174400.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJS598000 2051-03-01 2053-01-01 2.000 - 6.000 N/A 82944381.00 62718002.47 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-06 2025-08-06 2025-08-06 N N N 0.0427 515000000.00 515000000.00 0.0013 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 03/01/2027 4.41 3130B5BF4 2549001DPIFGXC1TOL40 US3130B5BF44 0001026214 LAN784000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-03-01 2027-03-01 N N N 0.0441 93997727.08 93997727.08 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/16/2025 4.32 3130B5TP3 2549001DPIFGXC1TOL40 US3130B5TP34 0001026214 LDK739000 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 646991634.29 646991634.29 0.0016 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/25/2025 4.33 3130B5ZH4 2549001DPIFGXC1TOL40 US3130B5ZH44 0001026214 LEI612000 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 0.0426 222997783.38 222997783.38 0.0005 N N N 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 410159055.40 410159055.40 0.0010 N N N N Societe Generale SOCGENFR G RP 4.39% 8/4/25 4.39 N/A O2RNE8IBXP4R0TD8PU41 LJQ163000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJQ163000 2030-06-30 2034-11-15 3.750 - 4.250 N/A 1097927600.00 1105198857.76 U.S. Treasuries (including strips) Y N/A N/A 2025-08-04 2025-08-04 2025-08-04 N N N 0.0430 1083000000.00 1083000000.00 0.0027 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/20/2025 4.48 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-20 2025-10-20 N N N 0.0426 203072326.87 203072326.87 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/24/2025 313385MC7 2549001DPIFGXC1TOL40 US313385MC79 GEB191000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-24 2025-09-24 2025-09-24 N N N 0.0435 455040175.00 455040175.00 0.0011 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 4.47 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 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 117062518.95 117062518.95 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/27/2026 4.33 3130B6U53 2549001DPIFGXC1TOL40 US3130B6U539 0001026214 LHQ364000 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 92000010.12 92000010.12 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/27/2025 4.33 3130B4SQ5 2549001DPIFGXC1TOL40 US3130B4SQ50 0001026214 KYH059000 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 0.0427 453995192.14 453995192.14 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+0 09/08/2025 4.32 3133ER5P2 254900C5LP6DN9OP9V83 US3133ER5P20 4003205 LAU972000 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 0.0429 29998779.60 29998779.60 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/11/2025 4.33 3130B5YA0 2549001DPIFGXC1TOL40 US3130B5YA00 0001026214 LEB720000 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 0.0424 95000019.00 95000019.00 0.0002 N N N N US Treasury Bill UST BILLS 0% 10/23/2025 912797QG5 254900HROIFWPRGM1V77 US912797QG56 LED085000 U.S. Treasury Debt Y N/A N/A 2025-10-23 2025-10-23 2025-10-23 N N N 0.0430 2278594870.83 2278594870.83 0.0056 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/18/2026 4.37 3133ETLJ4 254900C5LP6DN9OP9V83 US3133ETLJ43 4003205 LHE544000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-08-18 2026-08-18 N N N 0.0437 24000394.32 24000394.32 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 03/17/2026 4.36 3130B76S8 2549001DPIFGXC1TOL40 US3130B76S86 0001026214 LJC256000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-03-17 2026-03-17 N N N 0.0435 457998168.00 457998168.00 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 09/30/2025 4.31 3130B6W36 2549001DPIFGXC1TOL40 US3130B6W360 0001026214 LJI963000 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 0.0424 109000985.36 109000985.36 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/10/2027 4.42 3130B6N28 2549001DPIFGXC1TOL40 US3130B6N286 0001026214 LGT166000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-06-10 2027-06-10 N N N 0.0442 224996568.75 224996568.75 0.0006 N N N N Fannie 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US3130B5SM12 0001026214 LDH510000 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 0.0426 378042725.34 378042725.34 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/29/2026 4.45 3133ERMQ1 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 114039023.34 114039023.34 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 258210819.54 258210819.54 0.0006 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 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3751646.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJU465000 2053-05-20 2055-02-20 3.500 - 5.000 N/A 236898.82 229663.45 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 15451000.00 15451000.00 0.0000 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.16% 06/09/2026 4.16 3130B6DP8 2549001DPIFGXC1TOL40 US3130B6DP80 0001026214 LFH134000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-06-09 2026-06-09 2026-06-09 N N N 0.0438 791527858.94 791527858.94 0.0019 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 09/05/2025 4.39 3133ERSA0 254900C5LP6DN9OP9V83 US3133ERSA05 4003205 KPK918000 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 222010764.78 222010764.78 0.0005 N N N N BMO Chicago Branch BMOCHIGR T RP 4.36% 8/1/25 4.36 N/A 3Y4U8VZURTYWI1W2K376 LJT781000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJT781000 2026-11-30 2027-12-31 0.625 - 4.250 N/A 133954900.00 126495368.11 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 124000000.00 124000000.00 0.0003 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 11/13/2025 4.41 3133ERTJ0 254900C5LP6DN9OP9V83 US3133ERTJ05 4003205 KPS606000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-11-13 2025-11-13 N N N 0.0428 62014583.02 62014583.02 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 04/15/2026 4.34 3130B6ZN9 2549001DPIFGXC1TOL40 US3130B6ZN94 0001026214 LIP116000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-15 2026-04-15 N N N 0.0433 459994328.20 459994328.20 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 213066954.42 213066954.42 0.0005 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 77990760.12 77990760.12 0.0002 N N N N BofA Securities, Inc. 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0.0011 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 245996543.70 245996543.70 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 56038951.36 56038951.36 0.0001 N N N N Nomura Securities International Inc FICASH MJ 4.367% 08/01/25 4.37 N/A N/A LJU277000_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 LJU277000 2039-01-20 2064-09-15 3.000 - 6.500 N/A 78435989.50 45994317.36 Agency Mortgage-Backed Securities Resolution Funding Corp N/A LJU277000 2030-04-15 2030-04-15 8.875 N/A 353.82 434.22 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU277000 2025-11-01 2062-03-01 1.410 - 7.000 N/A 614008893.05 408508891.13 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJU277000 2025-09-02 2045-05-15 0.000 - 5.500 N/A 381966612.36 339618116.21 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU277000 2040-06-01 2055-07-01 2.000 - 6.500 N/A 442171599.18 415033214.77 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1185302000.00 1185302000.00 0.0029 N Y Y 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 109104044.86 109104044.86 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 66004814.04 66004814.04 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 63185062.50 63185062.50 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 2031-09-01 2055-05-01 2.500 - 6.500 N/A 86319152.00 47412574.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJT864000 2029-01-20 2066-07-15 1.500 - 7.000 N/A 1200215746.00 796775249.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT864000 2032-06-01 2055-07-01 2.500 - 7.000 N/A 986129863.00 726802853.97 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1540000000.00 1540000000.00 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 1146993576.80 1146993576.80 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 46000091.08 46000091.08 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 55018801.75 55018801.75 0.0001 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 29999531.10 29999531.10 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 223999392.96 223999392.96 0.0005 N N N 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 2031-05-15 2033-02-15 1.625 - 3.500 N/A 76957000.00 74713281.19 U.S. Treasuries (including strips) Y N/A N/A 2025-08-06 2025-08-06 2025-08-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0428 73000000.00 73000000.00 0.0002 N N Y N Lloyds Bank PLC LLOYDGR G RP 4.39% 8/26/25 4.39 N/A H7FNTJ4851HG0EXQ1Z70 LGE830000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGE830000 2026-05-31 2032-11-15 0.500 - 4.125 N/A 220730700.00 209856216.57 U.S. Treasuries (including strips) Y N/A N/A 2025-08-26 2025-08-26 2025-08-26 N N N 0.0431 204000000.00 204000000.00 0.0005 N N N Y Federal Home Loan Bank FEDERAL 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Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJT798000 2026-02-28 2026-02-28 0.500 N/A 163389200.00 160159453.66 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 157000000.00 157000000.00 0.0004 N Y Y 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 536747068.98 536747068.98 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 09/26/2025 4.31 3130B5R75 2549001DPIFGXC1TOL40 US3130B5R750 0001026214 LCY000000 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 221996836.50 221996836.50 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN 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7.500 N/A 612370096.00 472690264.32 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-12 2025-08-12 2025-08-12 N N N 0.0430 459000000.00 459000000.00 0.0011 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 08/04/2027 3133ETSD0 254900C5LP6DN9OP9V83 US3133ETSD00 4003205 LJS939000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-04 2027-08-04 2027-08-04 N N N 0.0000 288000000.00 288000000.00 0.0007 N N N N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.01% 8/29/25 4.33 N/A FOR8UP27PHTHYVLBNG30 0000769993 LJQ285000 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 LJQ285000 2037-01-15 2064-05-20 2.500 - 6.500 N/A 836650116.00 674600636.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJQ285000 2028-12-01 2055-03-01 2.500 - 6.500 N/A 226987096.00 203024318.28 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-07 2025-08-07 2025-08-29 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 860000000.00 860000000.00 0.0021 N N Y N BMO Capital Markets Corp BMOCAP G RP 4.36% 8/7/25 4.36 N/A RUC0QBLBRPRCU4W1NE59 0000772028 LJT893000 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 LJT893000 2037-10-20 2075-05-20 3.500 - 7.000 N/A 35579668.00 32398823.95 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJT893000 2027-07-31 2030-05-31 3.875 - 4.000 N/A 135942200.00 136118983.29 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT893000 2040-07-01 2040-07-01 5.000 N/A 5913591.00 5956799.64 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 N N N 0.0427 171000000.00 171000000.00 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 111051186.54 111051186.54 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 464000074.24 464000074.24 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 1254177406.51 1254177406.51 0.0031 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 6666679.84 6666679.84 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 53034171.22 53034171.22 0.0001 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 437994630.12 437994630.12 0.0011 N N N N MUFG Securities (Canada) Ltd. FICASH MJ 4.367% 08/01/25 4.37 N/A N/A LJU277000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU277000 2029-08-06 2055-06-01 1.500 - 7.121 N/A 582846620.59 349388211.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJU277000 2050-02-20 2055-01-20 2.500 - 5.500 N/A 208164470.61 85041765.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU277000 2027-12-01 2058-01-01 1.460 - 7.152 N/A 1350356454.79 722016221.82 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJU277000 2026-01-31 2053-02-15 0.000 - 4.500 N/A 147946113.40 147980173.10 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LJU277000 2025-10-20 2025-10-20 4.660 N/A 8212393.64 8229575.79 Agency Debentures and Agency Strips Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1286725000.00 1286725000.00 0.0032 N Y Y 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 447994870.40 447994870.40 0.0011 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 176996840.55 176996840.55 0.0004 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 1244218307.22 1244218307.22 0.0031 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 90010176.30 90010176.30 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 332008180.48 332008180.48 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/06/2025 4.48 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 4003205 JYV240000 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 65018729.75 65018729.75 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 06/07/2027 3133ETSJ7 254900C5LP6DN9OP9V83 US3133ETSJ79 4003205 LJU140000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-07 2027-06-07 2027-06-07 N N N 0.0000 170000000.00 170000000.00 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/22/2025 313385NG7 2549001DPIFGXC1TOL40 US313385NG74 GEJ887000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-10-22 2025-10-22 2025-10-22 N N N 0.0436 645618823.84 645618823.84 0.0016 N N N N RBC Dominion Securities RBCDOMGR G RP 4.35% 8/7/25 4.35 N/A 549300QJJX6CVVUXLE15 LJT858000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJT858000 2025-10-23 2055-02-15 0.000 - 4.625 N/A 1016590900.00 954835389.14 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 N N N 0.0426 936000000.00 936000000.00 0.0023 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 07/02/2026 4.37 3133ETNY9 254900C5LP6DN9OP9V83 US3133ETNY91 4003205 LIA547000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-07-02 2026-07-02 N N N 0.0433 127011127.74 127011127.74 0.0003 N N N N US Treasury Notes UST NOTES 2.25% 03/31/2026 2.25 9128286L9 254900HROIFWPRGM1V77 US9128286L99 EDC154000 U.S. Treasury Debt Y N/A N/A 2026-03-31 2026-03-31 2026-03-31 N N N 0.0427 96707241.82 96707241.82 0.0002 N Y Y N Bank of Nova Scotia/The FICASH MJ 4.367% 08/01/25 4.37 N/A N/A LJU277000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LJU277000 2026-01-31 2045-05-15 0.375 - 5.250 N/A 539179330.00 510941143.28 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 500862000.00 500862000.00 0.0012 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/28/2025 313385PV2 2549001DPIFGXC1TOL40 US313385PV24 AJG680000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-11-28 2025-11-28 2025-11-28 N N N 0.0435 264252467.56 264252467.56 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 08/04/2025 4.47 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 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 0.0428 100001062.00 100001062.00 0.0002 N N 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 1124806503.72 1124806503.72 0.0028 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 2556498919.80 2556498919.80 0.0063 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/09/2026 4.46 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 4003205 KPN254000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-09-09 2026-09-09 N N N 0.0437 40036334.00 40036334.00 0.0001 N N N 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 2052-04-01 2.000 - 3.000 N/A 177984867.00 102226703.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT799000 2048-02-01 2050-05-01 2.500 - 4.000 N/A 408349123.00 72214469.15 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 171000000.00 171000000.00 0.0004 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 04/17/2026 4.42 3130B3PZ0 2549001DPIFGXC1TOL40 US3130B3PZ04 0001026214 LDT941000 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 0.0433 88547388.16 88547388.16 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 06/24/2026 4.43 3133ERJD4 254900C5LP6DN9OP9V83 US3133ERJD45 4003205 KLG652000 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 0.0434 70019952.10 70019952.10 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/04/2025 4.33 3130B5CY2 2549001DPIFGXC1TOL40 US3130B5CY24 0001026214 LAV106000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-04 2025-08-04 2025-09-04 N N N 0.0425 110999764.68 110999764.68 0.0003 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/10/2026 4.46 3130B2LJ2 2549001DPIFGXC1TOL40 US3130B2LJ25 0001026214 KPK871000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-09-10 2026-09-10 N N N 0.0437 104095122.56 104095122.56 0.0003 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 9/10/25 4.40 N/A MBNUM2BPBDO7JBLYG310 0000315030 LIQ239000 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 LIQ239000 2030-03-01 2055-04-01 4.290 - 7.000 N/A 738660602.00 729352768.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIQ239000 2030-10-01 2055-04-01 3.595 - 7.000 N/A 211714713.00 207480034.12 Agency Mortgage-Backed Securities Y N/A N/A 2025-09-10 2025-09-10 2025-09-10 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0433 916000000.00 916000000.00 0.0022 N N N Y US Treasury Notes UST NOTES 4.625% 02/28/2026 4.63 91282CKB6 254900HROIFWPRGM1V77 US91282CKB62 KEX490000 U.S. Treasury Debt Y N/A N/A 2026-02-28 2026-02-28 2026-02-28 N N N 0.0434 274434547.56 274434547.56 0.0007 N Y Y N US Treasury Notes UST NOTES 3.75% 04/15/2026 3.75 91282CGV7 254900HROIFWPRGM1V77 US91282CGV72 JSM567000 U.S. Treasury Debt Y N/A N/A 2026-04-15 2026-04-15 2026-04-15 N N N 0.0421 279107500.00 279107500.00 0.0007 N Y Y N Wells Fargo Securities, LLC WELLSFAR G RP 4.39% 8/18/25 4.39 N/A VYVVCKR63DVZZN70PB21 0000276523 LFX728000 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 LFX728000 2025-09-01 2055-08-01 1.500 - 8.500 N/A 1246991879.00 947897222.02 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-18 2025-08-18 2025-08-18 N N N 0.0430 921000000.00 921000000.00 0.0023 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 12/08/2025 4.48 3130AXYH5 2549001DPIFGXC1TOL40 US3130AXYH58 0001026214 KCM446000 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 164090536.20 164090536.20 0.0004 N N N 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 219997063.00 219997063.00 0.0005 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 2025-09-25 2055-05-15 0.000 - 5.375 N/A 1764021800.00 1602065672.38 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 1568000000.00 1568000000.00 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 446996973.81 446996973.81 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 2051-05-15 1.000 - 3.125 N/A 311046900.00 200078090.91 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT760000 2026-01-01 2055-08-01 1.500 - 8.000 N/A 4491729195.00 4034133990.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJT760000 2025-09-01 2064-06-01 1.500 - 8.500 N/A 4503291564.00 3125981260.72 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 7215000000.00 7215000000.00 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 886987927.93 886987927.93 0.0022 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 0% 12/05/2025 313313QC5 254900C5LP6DN9OP9V83 US313313QC56 4003205 LHQ275000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-12-05 2025-12-05 2025-12-05 N N N 0.0429 29559733.20 29559733.20 0.0001 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 44999957.25 44999957.25 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 127046349.92 127046349.92 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 41008120.87 41008120.87 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 49999306.00 49999306.00 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 81922737.96 81922737.96 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 112103771.36 112103771.36 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 2054-12-01 2054-12-01 5.000 N/A 52411702.00 49410155.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIS547000 2036-05-25 2055-04-01 5.000 - 5.500 N/A 236440910.00 225784176.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIS547000 2045-09-20 2055-08-16 3.500 - 6.500 N/A 271405514.00 254527458.14 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 518000000.00 518000000.00 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 666403276.32 666403276.32 0.0016 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 369003808.08 369003808.08 0.0009 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 2030-07-31 2043-05-15 2.000 - 4.375 N/A 690422100.00 641751541.98 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 629000000.00 629000000.00 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 390249611.70 390249611.70 0.0010 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 76992028.96 76992028.96 0.0002 N N N N BofA Securities Inc FICASH MJ 4.367% 08/01/25 4.37 N/A N/A LJU277000_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 LJU277000 2033-01-01 2055-07-01 2.000 - 6.500 N/A 679618090.44 513320766.08 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJU277000 2025-09-04 2030-07-31 0.000 - 3.875 N/A 87742132.87 87506538.17 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU277000 2031-04-01 2056-09-01 1.500 - 7.500 N/A 305219351.64 207733042.48 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 792610000.00 792610000.00 0.0019 N Y Y 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 383031383.02 383031383.02 0.0009 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 0.750 - 4.625 N/A 208731900.00 209733171.47 U.S. Treasuries (including strips) Y N/A N/A 2025-08-28 2025-08-28 2025-08-28 N N N 0.0432 204000000.00 204000000.00 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 2025-10-01 2055-07-01 1.976 - 7.500 N/A 2018697736.00 1206150553.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIR308000 2025-10-01 2055-08-01 0.770 - 7.500 N/A 854657838.00 711906493.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIR308000 2027-11-15 2065-04-20 1.500 - 8.000 N/A 964048619.00 488397796.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIR308000 2027-11-30 2051-02-15 0.000 - 4.250 N/A 71355500.78 57963112.99 U.S. Treasuries (including strips) GNAR WN 784594 M 549300M8ZYFG0OCMTT87 LIR308000 2042-09-20 2042-09-20 6.516 N/A 2346861.00 396033.13 Agency Mortgage-Backed Securities 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 2410000000.00 2410000000.00 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 439994086.40 439994086.40 0.0011 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 2028-01-31 2034-02-15 1.250 - 4.375 N/A 1001314600.00 970280723.66 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 949000000.00 949000000.00 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 200979395.00 200979395.00 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 134062248.36 134062248.36 0.0003 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 165881517.50 165881517.50 0.0004 N N 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 279872200.00 240606268.54 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 N N N 0.0430 235000000.00 235000000.00 0.0006 N N 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 203998712.76 203998712.76 0.0005 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 180000437.40 180000437.40 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 343998366.00 343998366.00 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 113085979.44 113085979.44 0.0003 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 126042943.32 126042943.32 0.0003 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 117072489.69 117072489.69 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 109034973.74 109034973.74 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 102003334.38 102003334.38 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 7316000000.00 7316000000.00 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 2029-12-31 2053-08-15 3.875 - 4.375 N/A 1346983000.00 1278195992.78 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1253000000.00 1253000000.00 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 867690472.08 867690472.08 0.0021 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 2026-01-31 2055-05-15 0.500 - 6.125 N/A 316450600.00 309237729.26 U.S. Treasuries (including strips) Y N/A N/A 2025-10-22 2025-10-22 2025-10-22 N N N 0.0433 303000000.00 303000000.00 0.0007 N N N Y 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 17260450.38 17260450.38 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 25008220.50 25008220.50 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 73067445.43 73067445.43 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 460043479.20 460043479.20 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 129035962.62 129035962.62 0.0003 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 343999876.16 343999876.16 0.0008 N N N 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 44009548.00 44009548.00 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 400994714.82 400994714.82 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 49000520.38 49000520.38 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 906003768.96 906003768.96 0.0022 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/21/2025 313385KS4 2549001DPIFGXC1TOL40 US313385KS40 313385KS4 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-21 2025-08-21 2025-08-21 N N N 0.0427 295267894.32 295267894.32 0.0007 N N Y 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 2052-07-01 2054-10-01 4.500 - 5.500 N/A 653149977.00 539536046.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT772000 2052-03-01 2053-09-01 3.000 - 5.500 N/A 419117013.00 336750312.37 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 859000000.00 859000000.00 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 2051-09-25 2051-09-25 5.000 N/A 1000.00 990.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIX002000 2051-07-20 2054-04-20 4.000 - 4.500 N/A 191107278.00 175685997.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIX002000 2054-12-01 2054-12-01 5.000 N/A 142262.00 134613.01 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 172000000.00 172000000.00 0.0004 N N Y N Bank of America NA FICASH MJ 4.367% 08/01/25 4.37 N/A N/A LJU277000_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 LJU277000 2047-05-01 2051-04-01 1.250 - 3.500 N/A 2963274566.20 1261550735.65 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1235256000.00 1235256000.00 0.0030 N Y 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 434992974.75 434992974.75 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 132096917.04 132096917.04 0.0003 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 90998765.13 90998765.13 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 944326318.95 944326318.95 0.0023 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 2041-07-01 2055-05-25 3.000 - 7.500 N/A 410675946.00 317278471.67 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIO896000 2036-05-20 2055-06-20 2.000 - 7.000 N/A 171675799.00 169623565.05 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 LIO896000 2025-08-15 2053-11-15 0.000 - 5.500 N/A 607759700.00 607226696.50 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIO896000 2027-07-01 2063-09-01 1.468 - 7.500 N/A 1189359901.00 677825033.86 Agency Collateralized Mortgage Obligation 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 1723000000.00 1723000000.00 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 124997907.50 124997907.50 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 5168617354.56 5168617354.56 0.0127 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 180033089.40 180033089.40 0.0004 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 101271208.23 101271208.23 0.0002 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 2026-10-31 2055-02-15 1.375 - 5.000 N/A 472855500.00 438049736.86 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 429000000.00 429000000.00 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 234002190.24 234002190.24 0.0006 N N Y N HSBC Securities Inc. (U.S.A.) FICASH MJ 4.367% 08/01/25 4.37 N/A N/A LJU277000_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 LJU277000 2027-10-01 2057-01-01 1.500 - 7.500 N/A 518651202.01 240948077.38 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJU277000 2026-02-28 2043-08-15 0.750 - 4.625 N/A 560654602.30 556493281.03 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU277000 2036-05-01 2055-08-01 2.000 - 7.500 N/A 232047979.68 181797801.83 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 959922000.00 959922000.00 0.0024 N Y 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 2028-03-31 2048-02-15 3.000 - 4.000 N/A 4686057800.00 4652783481.32 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 4561000000.00 4561000000.00 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 445077102.69 445077102.69 0.0011 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/13/2025 313385KJ4 2549001DPIFGXC1TOL40 US313385KJ41 GCJ029000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-13 2025-08-13 2025-08-13 N N N 0.0427 275577413.64 275577413.64 0.0007 N N 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 441005860.89 441005860.89 0.0011 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 219000606.63 219000606.63 0.0005 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 2025-08-15 2034-05-15 0.500 - 4.625 N/A 2191614800.00 2200407092.95 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 2157000000.00 2157000000.00 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 2027-05-31 2053-11-15 0.500 - 4.750 N/A 13534568400.00 14382000083.94 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 14100000000.00 14100000000.00 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 142023625.96 142023625.96 0.0003 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 2026-01-31 2054-08-15 0.500 - 4.750 N/A 477238800.00 479873954.31 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 470000000.00 470000000.00 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 108999226.10 108999226.10 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 58999579.33 58999579.33 0.0001 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 183994399.04 183994399.04 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 2092137265.70 2092137265.70 0.0051 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 225999290.36 225999290.36 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 124077097.00 124077097.00 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 85017044.20 85017044.20 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 221997020.76 221997020.76 0.0005 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 157131807.78 157131807.78 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 2025-08-14 2038-02-15 0.000 - 5.000 N/A 2639408200.00 2581932737.18 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 2531000000.00 2531000000.00 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 6409362781.54 6409362781.54 0.0157 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+0 09/11/2025 4.32 3133ER7A3 254900C5LP6DN9OP9V83 US3133ER7A33 4003205 LBJ169000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-09-11 2025-09-11 N N N 0.0426 24999621.75 24999621.75 0.0001 N N N 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 78011447.28 78011447.28 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 109053473.22 109053473.22 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 370260000.00 370260000.00 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 18049068.18 18049068.18 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 106053453.68 106053453.68 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 59039387.81 59039387.81 0.0001 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 150110541.00 150110541.00 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHQ235000 2027-09-01 2055-08-01 1.500 - 7.500 N/A 1146298634.00 946270861.43 Agency Mortgage-Backed Securities Y N/A N/A 2025-09-18 2025-09-18 2025-09-18 N N N 0.0431 923000000.00 923000000.00 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 2026-08-31 2030-05-31 0.750 - 4.625 N/A 8990398800.00 9043323903.53 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 8850000000.00 8850000000.00 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 668991597.36 668991597.36 0.0016 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 458771349.15 458771349.15 0.0011 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 148562903.12 148562903.12 0.0004 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 73057026.14 73057026.14 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 444997832.85 444997832.85 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 63015073.38 63015073.38 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 2030-02-15 2032-02-29 1.500 - 4.125 N/A 162487200.00 156079013.45 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 153000000.00 153000000.00 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 2048-05-25 2051-10-25 2.000 - 5.000 N/A 3000.00 1777.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIR305000 2036-05-25 2054-10-01 5.000 - 8.100 N/A 1245689.00 1201285.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIR305000 2045-09-20 2055-06-20 3.000 - 6.500 N/A 2853767363.00 705486419.50 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 691000000.00 691000000.00 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 228068598.36 228068598.36 0.0006 N N N N Sumitomo Mitsui Banking Corp FICASH MJ 4.367% 08/01/25 4.37 N/A N/A LJU277000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJU277000 2048-12-01 2053-05-01 2.000 - 5.500 N/A 6353986555.82 1838267940.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJU277000 2042-10-20 2055-02-20 3.000 - 6.500 N/A 7056484203.48 4078600134.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU277000 2053-02-01 2053-04-01 5.500 N/A 935020166.67 747605220.74 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 6485094000.00 6485094000.00 0.0159 N Y Y 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 107070218.75 107070218.75 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 627016590.42 627016590.42 0.0015 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 345184976.24 345184976.24 0.0008 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 443999640.36 443999640.36 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 2025-10-30 2050-08-15 0.000 - 4.531 N/A 160910900.00 160159435.50 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 157000000.00 157000000.00 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 75031727.25 75031727.25 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 104043943.12 104043943.12 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 88006369.44 88006369.44 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 464997637.80 464997637.80 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 178999044.14 178999044.14 0.0004 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 923777922.86 923777922.86 0.0023 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 459999944.80 459999944.80 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 2031-08-31 2031-08-31 3.750 N/A 30612800.00 30603800.85 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 30000000.00 30000000.00 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 76027629.80 76027629.80 0.0002 N N N N BofA Securities, Inc. BASGR *G RP SOFR+0.01% 9/3/25 4.33 N/A 549300HN4UKV1E2R3U73 LIJ740000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIJ740000 2026-05-15 2052-05-15 0.875 - 5.250 N/A 240666400.00 237483076.35 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-09-03 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 0.0425 232000000.00 232000000.00 0.0006 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/17/2025 4.48 3130AXS90 2549001DPIFGXC1TOL40 US3130AXS902 0001026214 KCK819000 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 621287523.00 621287523.00 0.0015 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/03/2025 4.32 3130B5S82 2549001DPIFGXC1TOL40 US3130B5S824 0001026214 LDG688000 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 243000556.47 243000556.47 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/03/2026 4.33 3130B6XA9 2549001DPIFGXC1TOL40 US3130B6XA91 0001026214 LIF310000 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 229001172.48 229001172.48 0.0006 N N N N US Treasury Bill UST BILLS 0% 01/02/2026 912797RA7 254900HROIFWPRGM1V77 US912797RA77 LHY230000 U.S. Treasury Debt Y N/A N/A 2026-01-02 2026-01-02 2026-01-02 N N N 0.0428 386039718.48 386039718.48 0.0009 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/02/2026 4.45 3133ERWA5 254900C5LP6DN9OP9V83 US3133ERWA58 4003205 KQM206000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-07-02 2026-07-02 N N N 0.0436 221173049.63 221173049.63 0.0005 N N N 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 97532293.95 97532293.95 0.0002 N N N N US Treasury Notes UST NOTES 4.5% 03/31/2026 4.50 91282CKH3 254900HROIFWPRGM1V77 US91282CKH33 KGG310000 U.S. Treasury Debt Y N/A N/A 2026-03-31 2026-03-31 2026-03-31 N N N 0.0429 1066426929.60 1066426929.60 0.0026 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 09/04/2026 4.46 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 KPM089000 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 436391466.96 436391466.96 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 10/09/2025 4.40 3133EP7M1 254900C5LP6DN9OP9V83 US3133EP7M17 4003205 LEH545000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-10-09 2025-10-09 N N N 0.0424 124022520.88 124022520.88 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/13/2026 4.42 3133EREH0 254900C5LP6DN9OP9V83 US3133EREH04 4003205 KJH573000 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 0.0431 421086667.06 421086667.06 0.0010 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 2026-12-01 2062-06-01 1.500 - 8.500 N/A 12766616061.00 7344661862.74 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LJT769000 2025-10-15 2054-02-15 0.375 - 4.625 N/A 52410100.00 51746080.55 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJT769000 2026-11-01 2055-08-01 2.000 - 8.000 N/A 2920270615.00 2346632440.35 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 9552000000.00 9552000000.00 0.0234 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 22031903.08 22031903.08 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 04/06/2026 4.34 3130B6X92 2549001DPIFGXC1TOL40 US3130B6X921 0001026214 LIF288000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-04-06 2026-04-06 N N N 0.0433 113997286.80 113997286.80 0.0003 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 2027-12-15 2028-06-15 0.625 - 4.250 N/A 19170203700.00 19173960045.90 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 18798000000.00 18798000000.00 0.0461 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/30/2025 4.35 3130B5YY8 2549001DPIFGXC1TOL40 US3130B5YY85 0001026214 LEH488000 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 336042493.92 336042493.92 0.0008 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/01/2025 313385MK9 2549001DPIFGXC1TOL40 US313385MK95 GEJ898000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-10-01 2025-10-01 2025-10-01 N N N 0.0435 114159254.55 114159254.55 0.0003 N N N 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 148013701.84 148013701.84 0.0004 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LDH446000 2037-04-01 2055-07-01 1.500 - 7.500 N/A 478693810.00 369441711.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LDH446000 2029-02-01 2055-07-01 1.500 - 6.500 N/A 2227207190.00 1616001211.05 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 1918000000.00 1918000000.00 0.0047 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/12/2025 4.33 3130B4Z95 2549001DPIFGXC1TOL40 US3130B4Z954 0001026214 LAE629000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2025-08-12 2025-08-12 N N N 0.0425 133999327.32 133999327.32 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.33% 04/14/2026 4.33 3130B5LD8 2549001DPIFGXC1TOL40 US3130B5LD85 0001026214 LBR790000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-04-14 2026-04-14 2026-04-14 N N N 0.0460 440173129.41 440173129.41 0.0011 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.35% 8/28/25 4.35 N/A 2IGI19DL77OX0HC3ZE78 LJL556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJL556000 2025-09-04 2054-08-15 0.000 - 4.750 N/A 336648200.00 320648546.37 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0427 314000000.00 314000000.00 0.0008 N N Y N Wells Fargo Securities, LLC WELLSFAR G RP 4.38% 9/8/25 4.38 N/A VYVVCKR63DVZZN70PB21 0000276523 LIO308000 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 LIO308000 2055-01-01 2055-06-01 5.000 - 6.500 N/A 244163307.00 234262054.00 Agency Mortgage-Backed Securities Y N/A N/A 2025-09-08 2025-09-08 2025-09-08 N N N 0.0431 229000000.00 229000000.00 0.0006 N N N Y US Treasury Notes UST NOTES 4.375% 07/31/2026 4.38 91282CLB5 254900HROIFWPRGM1V77 US91282CLB53 KMM724000 U.S. Treasury Debt Y N/A N/A 2026-07-31 2026-07-31 2026-07-31 N N N 0.0419 365650156.25 365650156.25 0.0009 N Y Y N US Treasury Notes UST NOTES 1.625% 05/15/2026 1.63 912828R36 254900HROIFWPRGM1V77 US912828R366 AEJ953000 U.S. Treasury Debt Y N/A N/A 2026-05-15 2026-05-15 2026-05-15 N N N 0.0418 991061381.52 991061381.52 0.0024 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 12/22/2026 4.51 3130B4BB6 2549001DPIFGXC1TOL40 US3130B4BB64 0001026214 KWH851000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-12-22 2026-12-22 N N N 0.0437 620295392.80 620295392.80 0.0015 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 05/05/2026 4.42 3133ERKD2 254900C5LP6DN9OP9V83 US3133ERKD26 4003205 KLP328000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-05-05 2026-05-05 N N N 0.0434 123064224.45 123064224.45 0.0003 N N N 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 150996374.49 150996374.49 0.0004 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 2025-09-30 2042-05-15 0.750 - 4.250 N/A 639616400.00 628550426.89 U.S. Treasuries (including strips) Y N/A N/A 2025-08-05 2025-08-05 2025-08-05 N N N 0.0431 616000000.00 616000000.00 0.0015 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 03/26/2027 4.41 3133ETMT1 254900C5LP6DN9OP9V83 US3133ETMT16 4003205 LHQ329000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2027-03-26 2027-03-26 N N N 0.0440 30998899.19 30998899.19 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/22/2025 4.33 3130B5CF3 2549001DPIFGXC1TOL40 US3130B5CF35 0001026214 LAT972000 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 0.0427 221997145.08 221997145.08 0.0005 N N N N US Treasury Notes UST NOTES 4.25% 12/31/2025 4.25 91282CJS1 254900HROIFWPRGM1V77 US91282CJS17 KCS513000 U.S. Treasury Debt Y N/A N/A 2025-12-31 2025-12-31 2025-12-31 N N N 0.0433 1301486321.94 1301486321.94 0.0032 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 12/30/2025 4.38 3133ERQ87 254900C5LP6DN9OP9V83 US3133ERQ870 4003205 KWS708000 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 96022105.92 96022105.92 0.0002 N N N 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 508006299.20 508006299.20 0.0012 N N N N US Treasury Notes UST NOTES 4% 02/15/2026 4.00 91282CGL9 254900HROIFWPRGM1V77 US91282CGL90 JQD881000 U.S. Treasury Debt Y N/A N/A 2026-02-15 2026-02-15 2026-02-15 N N N 0.0430 59902968.60 59902968.60 0.0001 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 12/24/2026 4.39 3130B6UD6 2549001DPIFGXC1TOL40 US3130B6UD67 0001026214 LHU592000 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 0.0439 161995250.16 161995250.16 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 08/04/2025 4.48 3133EPRW7 254900C5LP6DN9OP9V83 US3133EPRW77 4003205 KSG274000 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 0.0429 20000202.80 20000202.80 0.0000 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 03/24/2026 4.36 3130B77C2 2549001DPIFGXC1TOL40 US3130B77C26 0001026214 LJG714000 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 114999559.55 114999559.55 0.0003 N N N N US Treasury Notes UST NOTES 4.25% 01/31/2026 4.25 91282CJV4 254900HROIFWPRGM1V77 US91282CJV46 KDP083000 U.S. Treasury Debt Y N/A N/A 2026-01-31 2026-01-31 2026-01-31 N N N 0.0437 609633048.40 609633048.40 0.0015 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 02/10/2027 4.44 3133ER3G4 254900C5LP6DN9OP9V83 US3133ER3G49 4003205 LFF098000 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 71790175.39 71790175.39 0.0002 N N N N US Treasury Notes UST NOTES 4.875% 05/31/2026 4.88 91282CKS9 254900HROIFWPRGM1V77 US91282CKS97 KJY072000 U.S. Treasury Debt Y N/A N/A 2026-05-31 2026-05-31 2026-05-31 N N N 0.0426 340681758.66 340681758.66 0.0008 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/27/2025 4.34 3130B4DS7 2549001DPIFGXC1TOL40 US3130B4DS71 0001026214 KWN034000 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 0.0427 67999175.84 67999175.84 0.0002 N N N 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 2055-04-01 2055-05-01 5.000 - 7.000 N/A 124950473.00 124887485.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJR578000 2030-03-01 2055-05-01 4.000 - 7.500 N/A 1512073013.00 1506493010.80 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 1599000000.00 1599000000.00 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 207074493.09 207074493.09 0.0005 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 46010882.22 46010882.22 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 168595015.47 168595015.47 0.0004 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 380111967.00 380111967.00 0.0009 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 287357921.75 287357921.75 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 891997475.64 891997475.64 0.0022 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 90612515.16 90612515.16 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 230001352.40 230001352.40 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 375989306.56 375989306.56 0.0009 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 221997391.50 221997391.50 0.0005 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 827830051.63 827830051.63 0.0020 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 663981162.32 663981162.32 0.0016 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 328997381.16 328997381.16 0.0008 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 452018843.88 452018843.88 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 2039-06-15 2065-07-20 2.000 - 7.000 N/A 770420115.00 533000085.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJR514000 2036-07-25 2055-05-01 2.500 - 6.000 N/A 61838115.00 55018809.14 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LJR514000 2033-05-25 2058-08-25 0.000 - 5.650 N/A 60334443.00 54151610.05 Agency Collateralized Mortgage Obligation Federal Home Loan Banks 2549001DPIFGXC1TOL40 LJR514000 2039-03-11 2039-03-11 5.000 N/A 10000.00 10338.57 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 LJR514000 2025-08-15 2054-05-15 0.000 - 5.000 N/A 628217227.68 585463058.24 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LJR514000 2032-04-12 2032-04-12 2.900 N/A 211000.00 196251.22 Agency Debentures and Agency Strips Y N/A N/A 2025-08-05 2025-08-05 2025-08-05 N N N 0.0429 1201000000.00 1201000000.00 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 221198519.88 221198519.88 0.0005 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 216145944.72 216145944.72 0.0005 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 451030113.27 451030113.27 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 442022170.72 442022170.72 0.0011 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 68999675.70 68999675.70 0.0002 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 210052502.10 210052502.10 0.0005 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 207111984.93 207111984.93 0.0005 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 105571465.70 105571465.70 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 88999910.11 88999910.11 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 100842127.34 100842127.34 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 215136101.45 215136101.45 0.0005 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 272138050.88 272138050.88 0.0007 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 110069703.70 110069703.70 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 2026-11-15 2033-11-15 0.500 - 4.500 N/A 118937600.00 116294300.50 U.S. Treasuries (including strips) Y N/A N/A 2025-10-06 2025-10-06 2025-10-06 N N N 0.0435 114000000.00 114000000.00 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 213267548.80 213267548.80 0.0005 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 221998268.40 221998268.40 0.0005 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 446037133.96 446037133.96 0.0011 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 203999773.56 203999773.56 0.0005 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 707732239.90 707732239.90 0.0017 N N N N Wells Fargo Bank NA FICASH MJ 4.367% 08/01/25 4.37 N/A N/A LJU277000_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 LJU277000 2027-01-01 2058-08-25 0.000 - 6.500 N/A 673466734.65 389339094.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJU277000 2040-10-15 2065-07-20 0.125 - 7.500 N/A 468029040.94 244161627.61 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 549300HE1ISW43LNKM54 LJU277000 2034-01-15 2034-01-15 0.000 N/A 1029.38 678.77 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 LJU277000 2025-10-29 2037-06-12 0.000 - 4.750 N/A 30539980.49 29695560.33 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LJU277000 2032-04-12 2038-01-26 1.980 - 3.310 N/A 4055756.07 3254963.43 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 LJU277000 2025-08-15 2055-02-15 0.000 - 6.750 N/A 317588427.08 267218653.96 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LJU277000 2025-10-01 2057-08-15 0.000 - 6.500 N/A 438164586.43 296497292.41 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1200943000.00 1200943000.00 0.0029 N Y Y 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 337019913.33 337019913.33 0.0008 N N N N Societe Generale SA FICASH MJ 4.367% 08/01/25 4.37 N/A N/A LJU277000_00925 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 LJU277000 2027-01-31 2034-05-15 2.750 - 4.625 N/A 587993316.31 589369265.50 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 577743000.00 577743000.00 0.0014 N Y Y 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 719992144.80 719992144.80 0.0018 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 198015372.72 198015372.72 0.0005 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 2052-05-15 1.000 - 3.875 N/A 144000500.00 105656512.40 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LJT763000 2025-08-15 2065-05-20 1.500 - 8.500 N/A 6425093024.00 4100313988.07 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 4123000000.00 4123000000.00 0.0101 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 05/08/2026 4.38 3133ETFZ5 254900C5LP6DN9OP9V83 US3133ETFZ58 4003205 LEV908000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-01 2026-05-08 2026-05-08 N N N 0.0434 45009779.40 45009779.40 0.0001 N N N N Federal Reserve Bank of NY FEDRESNY G RP 4.25% 8/1/25 4.25 N/A 254900Y8NKGV541U8Q32 0001457970 LJU267000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LJU267000 2029-08-15 2029-08-15 1.625 N/A 2956591500.00 2734322806.69 U.S. Treasuries (including strips) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0425 2734000000.00 2734000000.00 0.0067 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 229045612.22 229045612.22 0.0006 N N N N Fidelity Government Money Market Fund 2025-08-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer