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Class K6 C000198393 1.00 4940868908.90 4940858869.3300 0.9998 2026-07-01 0.9999 2026-07-02 0.9998 2026-07-03 0.9999 2026-07-06 0.9998 2026-07-07 0.9998 2026-07-08 0.9999 2026-07-09 0.9998 2026-07-10 0.9998 2026-07-13 0.9999 2026-07-14 0.9999 2026-07-15 0.9999 2026-07-16 0.9998 2026-07-17 0.9999 2026-07-20 0.9998 2026-07-21 0.9998 2026-07-22 0.9998 2026-07-23 0.9997 2026-07-24 0.9998 2026-07-27 0.9998 2026-07-28 0.9999 2026-07-29 0.9999 2026-07-30 0.9999 2026-07-31 29138071.12 14003262.39 2026-07-01 13509406.19 56495170.45 2026-07-02 10114836.41 13010645.91 2026-07-03 5584672.35 803834.64 2026-07-06 11502270.08 12824473.52 2026-07-07 7933165.96 8231986.28 2026-07-08 6875806.86 7075159.80 2026-07-09 9033672.89 9148482.61 2026-07-10 8628938.13 11388399.11 2026-07-13 13687116.60 9214887.34 2026-07-14 14032922.20 19093647.36 2026-07-15 13362602.19 14184765.59 2026-07-16 8298817.75 7632955.34 2026-07-17 13291342.83 8660743.15 2026-07-20 11039496.99 9133013.75 2026-07-21 16509940.87 14051701.26 2026-07-22 5745890.92 12263938.85 2026-07-23 16604050.20 7594016.68 2026-07-24 14179840.06 11186317.30 2026-07-27 18460754.91 8389835.37 2026-07-28 12515031.41 4292188.26 2026-07-29 10753373.67 10741406.81 2026-07-30 12924686.16 9841177.80 2026-07-31 283726706.75 279262009.57 0.0347 2026-07-01 0.0347 2026-07-02 0.0347 2026-07-06 0.0347 2026-07-07 0.0347 2026-07-08 0.0346 2026-07-09 0.0345 2026-07-10 0.0343 2026-07-13 0.0343 2026-07-14 0.0344 2026-07-15 0.0344 2026-07-16 0.0345 2026-07-17 0.0346 2026-07-20 0.0346 2026-07-21 0.0346 2026-07-22 0.0346 2026-07-23 0.0347 2026-07-24 0.0348 2026-07-27 0.0348 2026-07-28 0.0349 2026-07-29 0.0349 2026-07-30 0.0349 2026-07-31 0.0347 2026-07-03 Y 43905.94 N Fidelity Government Money Market Fund - 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Daily Money Class C000154304 1.00 9076414466.00 9074191927.6400 1.0001 2026-07-01 1.0002 2026-07-02 1.0001 2026-07-03 1.0001 2026-07-06 1.0001 2026-07-07 1.0001 2026-07-08 1.0001 2026-07-09 1.0001 2026-07-10 1.0000 2026-07-13 1.0001 2026-07-14 1.0001 2026-07-15 1.0001 2026-07-16 1.0001 2026-07-17 1.0001 2026-07-20 1.0001 2026-07-21 1.0000 2026-07-22 1.0000 2026-07-23 1.0000 2026-07-24 1.0000 2026-07-27 1.0000 2026-07-28 1.0001 2026-07-29 1.0001 2026-07-30 1.0001 2026-07-31 250812515.51 179765242.98 2026-07-01 156855566.88 253905724.94 2026-07-02 55455201.33 72631686.22 2026-07-03 129049938.04 78272239.02 2026-07-06 238207339.97 189002697.48 2026-07-07 134322453.73 207138595.98 2026-07-08 209983005.46 138562684.42 2026-07-09 779408263.79 250577960.08 2026-07-10 105541171.93 127369918.86 2026-07-13 134619281.54 253354346.81 2026-07-14 142076501.37 382436685.39 2026-07-15 176925182.45 160382129.73 2026-07-16 87859733.56 136877825.89 2026-07-17 118516182.13 117983811.60 2026-07-20 144655217.39 104700343.45 2026-07-21 121618976.62 124962280.08 2026-07-22 170430477.46 116416940.32 2026-07-23 92390055.47 120975766.20 2026-07-24 94424278.44 171160446.35 2026-07-27 174371792.33 109291029.88 2026-07-28 93774122.06 150757861.91 2026-07-29 140146315.59 295941531.75 2026-07-30 122263739.72 178350346.30 2026-07-31 3873707312.77 3920818095.64 0.0302 2026-07-01 0.0302 2026-07-02 0.0302 2026-07-06 0.0302 2026-07-07 0.0302 2026-07-08 0.0301 2026-07-09 0.0300 2026-07-10 0.0298 2026-07-13 0.0298 2026-07-14 0.0299 2026-07-15 0.0299 2026-07-16 0.0300 2026-07-17 0.0301 2026-07-20 0.0301 2026-07-21 0.0301 2026-07-22 0.0301 2026-07-23 0.0302 2026-07-24 0.0303 2026-07-27 0.0303 2026-07-28 0.0304 2026-07-29 0.0304 2026-07-30 0.0304 2026-07-31 0.0302 2026-07-03 N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/22/2026 3.67 3130B96W5 2549001DPIFGXC1TOL40 US3130B96W52 0001026214 MCP276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-10-22 2026-10-22 N N N 0.0363 495998427.68 495998427.68 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 12/08/2027 3.74 3130B8UJ9 2549001DPIFGXC1TOL40 US3130B8UJ93 0001026214 LYB367000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-12-08 2027-12-08 N N N 0.0374 449972892.00 449972892.00 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 06/21/2027 3.77 3130B7ST2 2549001DPIFGXC1TOL40 US3130B7ST21 0001026214 LQB612000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-06-21 2027-06-21 N N N 0.0374 242056594.12 242056594.12 0.0005 N N N N US Treasury Bill UST BILLS 0% 09/22/2026 912797VD6 254900HROIFWPRGM1V77 US912797VD60 MQW433000 U.S. Treasury Debt Y N/A N/A 2026-09-22 2026-09-22 2026-09-22 N N N 0.0357 3306994050.36 3306994050.36 0.0072 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+42 10/25/2027 4.07 3133ENV49 254900C5LP6DN9OP9V83 US3133ENV499 4003205 LQR757000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-10-25 2027-10-25 N N N 0.0372 43177298.89 43177298.89 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 02/25/2027 3.75 3130B7KF0 2549001DPIFGXC1TOL40 US3130B7KF09 0001026214 LQG832000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-02-25 2027-02-25 N N N 0.0370 285065857.80 285065857.80 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5.5 06/04/2027 3.71 3130BAYP6 2549001DPIFGXC1TOL40 US3130BAYP62 0001026214 MUH988000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-06-04 2027-06-04 N N N 0.0370 456995525.97 456995525.97 0.0010 N N N N Lloyds Bank Corp Mrkts LBCM G G RP 3.74% 8/3/26 3.74 N/A 213800MBWEIJDM5CU638 NAD249000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810RD2 2027-10-15 2056-05-15 1.625 - 5.000 N/A 176260800.00 158426690.74 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0374 155000000.00 155000000.00 0.0003 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 09/10/2027 3.78 3130B7PB4 2549001DPIFGXC1TOL40 US3130B7PB40 0001026214 LOU850000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-09-10 2027-09-10 N N N 0.0373 221113591.79 221113591.79 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 01/05/2028 3.76 3130BBEJ0 2549001DPIFGXC1TOL40 US3130BBEJ06 0001026214 MXJ845000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-01-05 2028-01-05 N N N 0.0376 111998488.00 111998488.00 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 03/08/2027 3.71 3130BBGB5 2549001DPIFGXC1TOL40 US3130BBGB51 0001026214 MXW251000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-03-08 2027-03-08 N N N 0.0371 168999692.42 168999692.42 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 01/25/2027 3.69 3130BAV79 2549001DPIFGXC1TOL40 US3130BAV795 0001026214 MRC946000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-01-25 2027-01-25 N N N 0.0368 459001891.08 459001891.08 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 09/04/2026 3.68 3130B8TA0 2549001DPIFGXC1TOL40 US3130B8TA04 0001026214 LXX620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-04 2026-09-04 N N N 0.0363 41999473.74 41999473.74 0.0001 N N N N Lloyds Bank PLC LOYDPL G G RP 3.765% 9/21/26 3.77 N/A H7FNTJ4851HG0EXQ1Z70 MXE166000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CBZ3 2027-08-15 2055-05-15 0.500 - 4.750 N/A 207533500.00 204810747.21 U.S. Treasuries (including strips) Y N/A N/A 2026-09-21 2026-09-21 2026-09-21 N N N 0.0371 200000000.00 200000000.00 0.0004 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 01/08/2027 3.79 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 4003205 KXT417000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-01-08 2027-01-08 N N N 0.0371 110033654.50 110033654.50 0.0002 N N N N Fixed Income Clearing Corp - Barclays BARC FIG T RP 3.66% 8/3/26 3.66 N/A N/A NAI539000 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 912797SK4 2026-09-17 2055-11-15 0.000 - 4.750 N/A 2145637200.00 1918184877.51 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 1880000000.00 1880000000.00 0.0041 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/21/2026 3.69 3130BAJ40 2549001DPIFGXC1TOL40 US3130BAJ402 0001026214 MLH518000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-12-21 2026-12-21 N N N 0.0367 457994907.04 457994907.04 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/22/2027 3.73 3133ET5L7 254900C5LP6DN9OP9V83 US3133ET5L79 4003205 MAM452000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-12-22 2027-12-22 N N N 0.0374 117978204.22 117978204.22 0.0003 N N N N Fixed Income Clearing Corp - Natwest NTW FIG T RP 3.65% 8/3/26 3.65 N/A N/A NAI533000 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 91282CPE5 2027-10-31 2033-04-30 3.500 - 4.125 N/A 36963900.00 36731205.83 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 36000000.00 36000000.00 0.0001 N Y Y N US Treasury Notes UST NOTES 4.125% 02/15/2027 4.13 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 KEC729000 U.S. Treasury Debt Y N/A N/A 2027-02-15 2027-02-15 2027-02-15 N N N 0.0402 51027790.92 51027790.92 0.0001 N Y Y N TD Securities (U.S.A.) TD G T RP 3.65% 8/3/26 3.65 N/A SUVUFHICNZMP2WKHG940 NAI468000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 9128282A7 2026-08-15 2031-01-31 1.375 - 4.125 N/A 366860700.00 366291435.85 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 359000000.00 359000000.00 0.0008 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/28/2027 3.77 3133ETVT1 254900C5LP6DN9OP9V83 US3133ETVT15 4003205 LOD355000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-05-28 2027-05-28 N N N 0.0377 34998703.25 34998703.25 0.0001 N N N N US Treasury Notes UST NOTES 4.125% 02/28/2027 4.13 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 LAO469000 U.S. Treasury Debt Y N/A N/A 2027-02-28 2027-02-28 2027-02-28 N N N 0.0404 3155444563.54 3155444563.54 0.0069 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 08/12/2026 3.72 3133ETGD3 254900C5LP6DN9OP9V83 US3133ETGD38 4003205 LFB952000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-12 2026-08-12 N N N 0.0366 30999932.42 30999932.42 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 08/27/2026 3.78 3133ERE72 254900C5LP6DN9OP9V83 US3133ERE728 4003205 KTO514000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-27 2026-08-27 N N N 0.0367 111003672.99 111003672.99 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 01/12/2028 3.74 3133ET7D3 254900C5LP6DN9OP9V83 US3133ET7D36 4003205 MBW712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-01-12 2028-01-12 N N N 0.0373 181998713.26 181998713.26 0.0004 N N N N US Treasury Bill UST BILLS 0% 09/24/2026 912797UH8 254900HROIFWPRGM1V77 US912797UH83 MID458000 U.S. Treasury Debt Y N/A N/A 2026-09-24 2026-09-24 2026-09-24 N N N 0.0359 5466743076.50 5466743076.50 0.0120 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/12/2026 3.78 3133ERNW7 254900C5LP6DN9OP9V83 US3133ERNW79 4003205 KNW360000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-12 2026-08-12 N N N 0.0364 144003520.80 144003520.80 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 08/27/2027 3.71 3133EWKD1 254900C5LP6DN9OP9V83 US3133EWKD11 4003205 MIS758000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-08-27 2027-08-27 N N N 0.0371 30999930.87 30999930.87 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+17 11/12/2027 3.82 3130B8HU9 2549001DPIFGXC1TOL40 US3130B8HU95 0001026214 LVE089000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-11-12 2027-11-12 N N N 0.0372 996184289.88 996184289.88 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/18/2026 3.68 3130BAS81 2549001DPIFGXC1TOL40 US3130BAS817 0001026214 MPI393000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-11-18 2026-11-18 N N N 0.0365 227999398.08 227999398.08 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/11/2026 3.66 3130B9H37 2549001DPIFGXC1TOL40 US3130B9H373 0001026214 MFC118000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-11 2026-08-11 N N N 0.0361 222999130.30 222999130.30 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/22/2026 3.68 3130BAUM7 2549001DPIFGXC1TOL40 US3130BAUM77 0001026214 MQX957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-12-22 2026-12-22 N N N 0.0367 182998245.03 182998245.03 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/09/2026 3.69 3130B8V58 2549001DPIFGXC1TOL40 US3130B8V582 0001026214 LYC549000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-12-09 2026-12-09 N N N 0.0367 312993702.44 312993702.44 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 3.63% 02/08/2027 3.63 3130B94Y3 2549001DPIFGXC1TOL40 US3130B94Y37 0001026214 MBY160000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2027-02-08 2027-02-08 2027-02-08 N N N 0.0396 637919649.09 637919649.09 0.0014 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 08/09/2027 3.73 3133EWVH0 254900C5LP6DN9OP9V83 US3133EWVH06 4003205 MXQ885000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-08-09 2027-08-09 N N N 0.0372 45000248.40 45000248.40 0.0001 N N N N Federal Home Loan Bank FEDERAL 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0.0373 92008468.60 92008468.60 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 01/21/2028 3.74 3133EWAX8 254900C5LP6DN9OP9V83 US3133EWAX84 4003205 MDD706000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-01-21 2028-01-21 N N N 0.0373 259998289.20 259998289.20 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/06/2026 3.78 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 4003205 KXA648000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-10-06 2026-10-06 N N N 0.0369 48003484.32 48003484.32 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 04/21/2028 3.74 3130BAD95 2549001DPIFGXC1TOL40 US3130BAD959 0001026214 MKE163000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-04-21 2028-04-21 N N N 0.0373 114999506.65 114999506.65 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/02/2028 3.75 3133EWSC5 254900C5LP6DN9OP9V83 US3133EWSC55 4003205 MTU716000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-06-02 2028-06-02 N N N 0.0375 204997962.30 204997962.30 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+0.5 08/04/2026 3.66 3133EWBZ2 254900C5LP6DN9OP9V83 US3133EWBZ24 4003205 MDW142000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-04 2026-08-04 2026-08-04 N N N 0.0360 14999992.95 14999992.95 0.0000 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/21/2026 313385C79 2549001DPIFGXC1TOL40 US313385C794 313385C79 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-21 2026-08-21 2026-08-21 N N N 0.0362 985977980.11 985977980.11 0.0022 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 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The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. 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categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-03-27 2028-03-27 N N N 0.0373 107180316.40 107180316.40 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 10/22/2027 3.72 3130BAGK7 2549001DPIFGXC1TOL40 US3130BAGK77 0001026214 MLC478000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-10-22 2027-10-22 N N N 0.0373 113981657.40 113981657.40 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 10/22/2027 3.78 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 4003205 LSW652000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-10-22 2027-10-22 N N N 0.0373 141080609.70 141080609.70 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/24/2026 3.67 3130B9KE9 2549001DPIFGXC1TOL40 US3130B9KE99 0001026214 MFG445000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-24 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LVH158000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-05-12 2027-05-12 N N N 0.0377 34991250.00 34991250.00 0.0001 N N N N US Treasury Notes UST NOTES 1.25% 12/31/2026 1.25 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 IFD926000 U.S. Treasury Debt Y N/A N/A 2026-12-31 2026-12-31 2026-12-31 N N N 0.0393 494511720.00 494511720.00 0.0011 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/23/2027 3.71 3133EWEU0 254900C5LP6DN9OP9V83 US3133EWEU00 4003205 MFS816000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-09-23 2027-09-23 N N N 0.0371 173998738.50 173998738.50 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 01/21/2027 3.69 3133EWAS9 254900C5LP6DN9OP9V83 US3133EWAS99 4003205 MCQ099000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-01-21 2027-01-21 N N N 0.0368 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4609000000.00 0.0101 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 3.63% 02/08/2027 3.63 3130B94X5 2549001DPIFGXC1TOL40 US3130B94X53 0001026214 MBY158000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2027-02-08 2027-02-08 2027-02-08 N N N 0.0397 637901054.19 637901054.19 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/04/2026 3.66 3130B8ZV7 2549001DPIFGXC1TOL40 US3130B8ZV76 0001026214 MBG126000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-04 2026-09-04 N N N 0.0364 445984162.54 445984162.54 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/04/2026 3.79 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 4003205 KPK923000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-04 2026-09-04 N N N 0.0368 67003499.41 67003499.41 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL 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254900C5LP6DN9OP9V83 US3133ETS401 4003205 LVD948000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-11-10 2027-11-10 N N N 0.0376 153011233.26 153011233.26 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 07/12/2027 3.70 3133ET6W2 254900C5LP6DN9OP9V83 US3133ET6W26 4003205 MHB777000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-07-12 2027-07-12 N N N 0.0370 168997527.53 168997527.53 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/05/2026 3.67 3130B9CD0 2549001DPIFGXC1TOL40 US3130B9CD09 0001026214 MDW121000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-10-05 2026-10-05 N N N 0.0363 337997911.16 337997911.16 0.0007 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/14/2026 313385B88 2549001DPIFGXC1TOL40 US313385B887 313385B88 U.S. Government Agency 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N/A N/A 2026-08-03 2028-06-22 2028-06-22 N N N 0.0378 466995764.31 466995764.31 0.0010 N N N N US Treasury Notes UST NOTES 1.125% 10/31/2026 1.13 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 ICH705000 U.S. Treasury Debt Y N/A N/A 2026-10-31 2026-10-31 2026-10-31 N N N 0.0378 267226805.80 267226805.80 0.0006 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 01/14/2027 3.79 3133ERT68 254900C5LP6DN9OP9V83 US3133ERT684 4003205 LIK001000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-01-14 2027-01-14 N N N 0.0371 20006386.20 20006386.20 0.0000 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/11/2026 313385S72 2549001DPIFGXC1TOL40 US313385S725 313385S72 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-12-11 2026-12-11 2026-12-11 N N N 0.0390 347084320.00 347084320.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT 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US3130BAH265 0001026214 MLD753000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-12-28 2026-12-28 N N N 0.0368 228997639.01 228997639.01 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 11/26/2027 3.77 3133ETY43 254900C5LP6DN9OP9V83 US3133ETY433 4003205 LWL943000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-11-26 2027-11-26 N N N 0.0374 146025366.04 146025366.04 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/16/2026 313385T48 2549001DPIFGXC1TOL40 US313385T483 313385T48 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-12-16 2026-12-16 2026-12-16 N N N 0.0390 173449760.00 173449760.00 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 01/19/2027 3.74 3133ETQS9 254900C5LP6DN9OP9V83 US3133ETQS96 4003205 LIY920000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-01-19 2027-01-19 N N N 0.0371 49005932.92 49005932.92 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 3.62% 02/08/2027 3.62 3130B95B2 2549001DPIFGXC1TOL40 US3130B95B25 0001026214 MBY335000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2027-02-08 2027-02-08 2027-02-08 N N N 0.0391 1267124418.00 1267124418.00 0.0028 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/23/2026 313385G83 2549001DPIFGXC1TOL40 US313385G837 313385G83 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-23 2026-09-23 2026-09-23 N N N 0.0375 1928458564.38 1928458564.38 0.0042 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/09/2026 3.66 3130B92D1 2549001DPIFGXC1TOL40 US3130B92D18 0001026214 MBG190000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-09 2026-09-09 N N N 0.0362 447994709.12 447994709.12 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 04/23/2027 3.78 3130B5ZA9 2549001DPIFGXC1TOL40 US3130B5ZA90 0001026214 LOT332000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-04-23 2027-04-23 N N N 0.0372 85685304.93 85685304.93 0.0002 N N N N TD Securities (U.S.A.) TD G M RP 3.65% 8/3/26 3.65 N/A SUVUFHICNZMP2WKHG940 NAI470000 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 3140Y8MS2 2056-03-01 2056-06-01 5.500 N/A 94796307.00 92429361.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132AD2P2 2041-06-01 2056-07-01 3.000 - 7.000 N/A 565030228.00 329979082.72 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 414000000.00 414000000.00 0.0009 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/18/2027 3.73 3133EWPV6 254900C5LP6DN9OP9V83 US3133EWPV63 4003205 MPE937000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-11-18 2027-11-18 N N N 0.0373 138994460.85 138994460.85 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 03/20/2028 3.74 3130B9WR7 2549001DPIFGXC1TOL40 US3130B9WR74 0001026214 MHR018000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-03-20 2028-03-20 N N N 0.0373 112997232.63 112997232.63 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 02/12/2027 3.76 3130B52T4 2549001DPIFGXC1TOL40 US3130B52T42 0001026214 LPT608000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-02-12 2027-02-12 N N N 0.0369 23008304.15 23008304.15 0.0001 N N N N HSBC Securities Inc (USA) FICASH MO 3.65% 08/03/26 3.65 N/A N/A NAJ229000_03556 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 3618LAAE0 2033-08-20 2065-05-20 2.500 - 7.000 N/A 22721.47 16884.54 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810FM5 2026-11-30 2054-02-15 1.125 - 6.250 N/A 369259.76 332930.86 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425UAR6 2031-01-01 2056-05-01 1.840 - 7.500 N/A 492703.13 356529.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKG20 2027-12-01 2056-07-01 1.382 - 7.000 N/A 719130.80 466119.03 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1148000.00 1148000.00 0.0000 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 09/07/2027 3.78 3130B7PC2 2549001DPIFGXC1TOL40 US3130B7PC23 0001026214 LOU742000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-09-07 2027-09-07 N N N 0.0373 108055050.84 108055050.84 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 08/27/2027 3.77 3133ETN45 254900C5LP6DN9OP9V83 US3133ETN451 4003205 MSR901000 U.S. Government Agency Debt (if 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FEDERAL HOME LOAN BK DN 0% 09/11/2026 313385F43 2549001DPIFGXC1TOL40 US313385F433 313385F43 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-11 2026-09-11 2026-09-11 N N N 0.0375 1015656503.40 1015656503.40 0.0022 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 04/06/2028 3.74 3133EWKL3 254900C5LP6DN9OP9V83 US3133EWKL37 4003205 MJJ481000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-04-06 2028-04-06 N N N 0.0378 297775459.98 297775459.98 0.0007 N N N N Morgan Stanley & Co LLC MSCO G M RP 3.66% 8/3/26 3.66 N/A 9R7GPTSO7KV3UQJZQ078 0000068136 NAI507000 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 3132CX7L0 2026-10-01 2056-08-01 1.500 - 8.000 N/A 1365370055.00 999185898.40 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 31422XGQ9 2026-10-26 2026-10-26 0.940 N/A 6000.00 5975.04 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ELXX7 2027-05-27 2048-12-29 1.600 - 5.300 N/A 22000.00 21586.59 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 91282CJA0 2027-10-15 2028-09-30 3.875 - 4.625 N/A 173000.00 176728.59 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FV45 2026-08-20 2065-12-20 3.000 - 8.500 N/A 36471897.00 91545.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EHTJ1 2026-10-01 2057-02-01 1.500 - 8.000 N/A 1715740981.00 1294177618.46 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 2248000000.00 2248000000.00 0.0049 N Y Y N US Treasury Bill UST BILLS 0% 09/17/2026 912797UG0 254900HROIFWPRGM1V77 US912797UG01 MHP581000 U.S. Treasury Debt Y N/A N/A 2026-09-17 2026-09-17 2026-09-17 N N N 0.0352 1454320308.00 1454320308.00 0.0032 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 12/02/2027 3.76 3133ET2X4 254900C5LP6DN9OP9V83 US3133ET2X45 4003205 LXG305000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-12-02 2027-12-02 N N N 0.0376 187986603.12 187986603.12 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 10/29/2026 3.79 3130B3EC3 2549001DPIFGXC1TOL40 US3130B3EC38 0001026214 KXS564000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-10-29 2026-10-29 N N N 0.0367 65139227.21 65139227.21 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 01/26/2028 3.74 3130B97D6 2549001DPIFGXC1TOL40 US3130B97D62 0001026214 MCQ103000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-01-26 2028-01-26 N N N 0.0373 112999874.57 112999874.57 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/03/2027 3.78 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 4003205 KYL475000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-02-03 2027-02-03 N N N 0.0371 91031041.92 91031041.92 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/01/2026 3.68 3130BALE5 2549001DPIFGXC1TOL40 US3130BALE52 0001026214 MML459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-12-01 2026-12-01 N N N 0.0366 205997801.98 205997801.98 0.0005 N N N N RBC Financial Group RBCNY G *G RP 3.69% 10/1/26 3.69 N/A ES7IP3U3RHIGC71XBU11 MMM308000 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 3138EJMB1 2033-05-01 2058-05-01 2.000 - 6.000 N/A 1074908596.00 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Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/04/2026 3.79 3130B2LH6 2549001DPIFGXC1TOL40 US3130B2LH68 0001026214 KPK856000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-04 2026-09-04 N N N 0.0376 310991808.26 310991808.26 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 11/03/2027 3.78 3133ETP76 254900C5LP6DN9OP9V83 US3133ETP761 4003205 LUJ236000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-11-03 2027-11-03 N N N 0.0373 219115991.16 219115991.16 0.0005 N N N N Lloyds Bank PLC LOYDPL G G RP 3.83% 9/25/26 3.83 N/A H7FNTJ4851HG0EXQ1Z70 NAD260000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 9128284N7 2027-08-31 2035-08-15 0.500 - 4.625 N/A 211049500.00 205172764.91 U.S. Treasuries (including strips) Y N/A N/A 2026-09-25 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FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 08/12/2026 3.72 3130B7E42 2549001DPIFGXC1TOL40 US3130B7E424 0001026214 LKD669000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-12 2026-08-12 N N N 0.0363 584004076.32 584004076.32 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 03/13/2028 3.74 3133EWGU8 254900C5LP6DN9OP9V83 US3133EWGU81 4003205 MHB862000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-03-13 2028-03-13 N N N 0.0373 143003686.54 143003686.54 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 12/03/2026 3.68 3130B9QP8 2549001DPIFGXC1TOL40 US3130B9QP82 0001026214 MGJ849000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-12-03 2026-12-03 N N N 0.0366 447994592.64 447994592.64 0.0010 N N N N Credit AG CAGBK G *G RP 3.67% 8/14/26 3.67 N/A 1VUV7VQFKUOQSJ21A208 MYK339000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797RG4 2026-08-06 2056-05-15 0.000 - 5.000 N/A 805529000.00 794300376.00 U.S. Treasuries (including strips) Y N/A N/A 2026-08-07 2026-08-07 2026-08-14 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0361 777000000.00 777000000.00 0.0017 N N Y N Morgan Stanley & Co LLC MSCO G G RP 3.66% 8/3/26 3.66 N/A 9R7GPTSO7KV3UQJZQ078 0000068136 NAI791000 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 3140QTZQ5 2026-10-01 2060-03-01 2.000 - 6.500 N/A 565809381.00 510827401.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425UJ71 2027-04-01 2056-08-01 2.000 - 7.500 N/A 44785510.00 33854096.38 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 9128286T2 2028-09-30 2030-12-31 2.375 - 4.625 N/A 161200.00 164630.41 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 534000000.00 534000000.00 0.0012 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 11/19/2027 3.80 3130B8N99 2549001DPIFGXC1TOL40 US3130B8N993 0001026214 LWE128000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-11-19 2027-11-19 N N N 0.0373 995118693.55 995118693.55 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/24/2026 3.69 3130BA4C8 2549001DPIFGXC1TOL40 US3130BA4C81 0001026214 MIR243000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-12-24 2026-12-24 N N N 0.0367 111999176.80 111999176.80 0.0002 N N N N BMO Chicago Branch BMOCHI G *G RP 3.7% 8/11/26 3.70 N/A 3Y4U8VZURTYWI1W2K376 MWH822000 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 38383PGW5 2040-08-20 2053-11-20 2.000 - 6.000 N/A 871992681.00 461882345.02 Agency Collateralized Mortgage Obligation Y N/A N/A 2026-08-07 2026-08-07 2026-08-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0364 446000000.00 446000000.00 0.0010 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 11/18/2026 3.73 3130B7HK3 2549001DPIFGXC1TOL40 US3130B7HK31 0001026214 LKV244000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-11-18 2026-11-18 N N N 0.0366 328038100.48 328038100.48 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 3.615% 02/08/2027 3.62 3130B93Z1 2549001DPIFGXC1TOL40 US3130B93Z11 0001026214 MBV667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2027-02-08 2027-02-08 2027-02-08 N N N 0.0424 1116431500.80 1116431500.80 0.0024 N N N N 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0.0114 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/22/2026 3.73 3133ETUJ4 254900C5LP6DN9OP9V83 US3133ETUJ42 4003205 LLJ821000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-12-22 2026-12-22 N N N 0.0371 154002656.50 154002656.50 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/04/2026 3.71 3133ETWJ2 254900C5LP6DN9OP9V83 US3133ETWJ24 4003205 LOR348000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-04 2026-09-04 N N N 0.0367 79998639.20 79998639.20 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 07/02/2027 3.71 3133EWRU6 254900C5LP6DN9OP9V83 US3133EWRU62 4003205 MTS670000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-07-02 2027-07-02 N N N 0.0371 61999552.36 61999552.36 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 07/09/2027 3.75 3133ETPL5 254900C5LP6DN9OP9V83 US3133ETPL52 4003205 LRS178000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-07-09 2027-07-09 N N N 0.0377 40989942.29 40989942.29 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 01/27/2028 3.72 3133EWRG7 254900C5LP6DN9OP9V83 US3133EWRG78 4003205 MSX288000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-01-27 2028-01-27 N N N 0.0376 17990819.28 17990819.28 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/20/2027 3.71 3130B9JQ4 2549001DPIFGXC1TOL40 US3130B9JQ49 0001026214 MFG437000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-08-20 2027-08-20 N N N 0.0348 223528969.38 223528969.38 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 01/03/2028 3.76 3130BBEF8 2549001DPIFGXC1TOL40 US3130BBEF83 0001026214 MXE345000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-01-03 2028-01-03 N N N 0.0376 113998303.68 113998303.68 0.0002 N N N N Citigroup Global Capital Markets Inc CITIGR G G RP SOFR+0.06% 9/29/26 3.71 N/A MBNUM2BPBDO7JBLYG310 0000315030 NAE793000 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 3138EPPG3 2030-11-01 2056-07-01 2.500 - 7.500 N/A 233575500.00 189941846.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVM36 2026-11-01 2056-08-01 2.000 - 6.500 N/A 975029133.00 910958936.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DPC9 2027-05-15 2056-07-20 1.500 - 8.500 N/A 1540676062.00 531940151.85 Agency Mortgage-Backed Securities Y N/A 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Treasury 254900HROIFWPRGM1V77 9128282R0 2027-02-28 2035-08-15 0.500 - 4.500 N/A 221611600.00 212754384.71 U.S. Treasuries (including strips) Y N/A N/A 2026-08-17 2026-08-17 2026-08-17 N N N 0.0361 207000000.00 207000000.00 0.0005 N N N Y Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/19/2027 313384AU3 2549001DPIFGXC1TOL40 US313384AU31 313384AU3 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2027-01-19 2027-01-19 2027-01-19 N N N 0.0395 314205510.40 314205510.40 0.0007 N N N N US Treasury Bill UST BILLS 0% 01/14/2027 912797VT1 254900HROIFWPRGM1V77 US912797VT13 MYA857000 U.S. Treasury Debt Y N/A N/A 2027-01-14 2027-01-14 2027-01-14 N N N 0.0386 4723258942.80 4723258942.80 0.0103 N Y Y N RBC Dominion Securities RBCSEC G *G RP 3.68% 9/17/26 3.68 N/A 549300QJJX6CVVUXLE15 NAH571000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CGM7 2026-11-15 2055-11-15 0.750 - 4.875 N/A 1001533000.00 955120490.45 U.S. Treasuries (including strips) Y N/A N/A 2026-08-07 2026-08-07 2026-09-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0363 936000000.00 936000000.00 0.0020 N N Y N Sumitomo Mitsui Banking Corp FICASH MJ 3.655% 08/03/26 3.65 N/A N/A NAI985000_77387 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 36179MQN3 2042-10-20 2055-12-20 3.000 - 6.500 N/A 3421604738.42 1696184880.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EP20 2048-12-01 2053-03-01 2.000 - 5.500 N/A 4719256095.21 1035218101.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWGH0 2053-02-01 2053-03-01 5.500 N/A 279015892.78 186428277.38 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 2846247000.00 2846247000.00 0.0062 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+25.5 09/13/2027 3.91 3133ERTK7 254900C5LP6DN9OP9V83 US3133ERTK77 4003205 LPT474000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-09-13 2027-09-13 N N N 0.0373 107203576.06 107203576.06 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 05/14/2027 3.76 3133ETGX9 254900C5LP6DN9OP9V83 US3133ETGX91 4003205 LOT335000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-05-14 2027-05-14 N N N 0.0372 132032887.80 132032887.80 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 01/04/2028 3.73 3130B8Z96 2549001DPIFGXC1TOL40 US3130B8Z963 0001026214 MBB477000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-01-04 2028-01-04 N N N 0.0376 110950777.05 110950777.05 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 04/09/2027 3.73 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 4003205 LFB210000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-04-09 2027-04-09 N N N 0.0372 290010208.00 290010208.00 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 11/23/2026 3.79 3133ERN23 254900C5LP6DN9OP9V83 US3133ERN232 4003205 KWJ231000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-11-23 2026-11-23 N N N 0.0366 176054172.80 176054172.80 0.0004 N N N N Sumitomo Mitsui Banking Corp FICASH MO 3.65% 08/03/26 3.65 N/A N/A NAJ229000_77387 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 3132DWGH0 2053-02-01 2053-03-01 5.500 N/A 4901470.13 3274984.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9P88 2048-12-01 2053-03-01 2.000 - 5.500 N/A 82903136.92 18185668.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MQN3 2042-10-20 2055-12-20 3.000 - 6.500 N/A 60107305.14 29796867.25 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 50000000.00 50000000.00 0.0001 N Y Y N Fannie Mae FANNIE MAE VFAC SOFR+14 10/23/2026 3.79 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 0000310522 KRR809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-10-23 2026-10-23 N N N 0.0369 579082825.95 579082825.95 0.0013 N N N N Wells Fargo Bank NA WFBK G G RP 3.7% 9/2/26 3.70 N/A KB1H1DSPRFMYMCUFXT09 0000740906 MUJ874000 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 3140W7AZ3 2055-08-01 2055-08-01 6.500 N/A 681425501.00 708389281.16 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-02 2026-09-02 2026-09-02 N N N 0.0364 694000000.00 694000000.00 0.0015 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 01/20/2028 3.76 3130BBKL8 2549001DPIFGXC1TOL40 US3130BBKL87 0001026214 MYJ436000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-01-20 2028-01-20 N N N 0.0375 67000526.62 67000526.62 0.0001 N N N N SMBC Nikko Securities America Inc NIKKO G M RP 3.65% 8/3/26 3.65 N/A 6PJDTY319315T5LR2241 NAI568000 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 3140FXLQ3 2031-11-01 2059-01-01 3.000 - 7.000 N/A 429118264.00 349089152.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31292SAQ3 2040-03-01 2056-04-01 2.000 - 6.500 N/A 160091434.00 127364317.44 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912797UF2 2026-08-18 2034-11-15 0.000 - 4.625 N/A 60187200.00 60229803.42 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 526000000.00 526000000.00 0.0012 N Y Y N US Treasury Bill UST BILLS 0% 08/20/2026 912797TX5 254900HROIFWPRGM1V77 US912797TX52 MFE961000 U.S. Treasury Debt Y N/A N/A 2026-08-20 2026-08-20 2026-08-20 N N N 0.0309 2081445658.80 2081445658.80 0.0046 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 03/05/2027 3.69 3130B92R0 2549001DPIFGXC1TOL40 US3130B92R04 0001026214 MBT327000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-03-05 2027-03-05 N N N 0.0375 111957668.48 111957668.48 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/15/2027 3.76 3130B72L7 2549001DPIFGXC1TOL40 US3130B72L79 0001026214 LOC560000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-07-15 2027-07-15 N N N 0.0378 21996144.28 21996144.28 0.0000 N N N N US Treasury Bill UST BILLS 0% 10/29/2026 912797SK4 254900HROIFWPRGM1V77 US912797SK41 LTT487000 U.S. Treasury Debt Y N/A N/A 2026-10-29 2026-10-29 2026-10-29 N N N 0.0365 2677000642.64 2677000642.64 0.0059 N Y Y N Lloyds Bank PLC LOYDPL G G RP 3.71% 8/5/26 3.71 N/A H7FNTJ4851HG0EXQ1Z70 MNL603000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810EX2 2026-08-15 2055-05-15 0.500 - 6.750 N/A 213998200.00 214137631.49 U.S. Treasuries (including strips) Y N/A N/A 2026-08-05 2026-08-05 2026-08-05 N N N 0.0364 208000000.00 208000000.00 0.0005 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 05/26/2028 3.75 3133EWRM4 254900C5LP6DN9OP9V83 US3133EWRM47 4003205 MRC943000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-05-26 2028-05-26 N N N 0.0374 251998518.24 251998518.24 0.0006 N N N N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.68% 8/6/26 3.68 N/A N/A NAH536000 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 91282CGQ8 2030-02-28 2030-11-30 3.500 - 4.000 N/A 2167758100.00 2119406252.04 U.S. Treasuries (including strips) Y N/A N/A 2026-08-06 2026-08-06 2026-08-06 N N N 0.0362 2077000000.00 2077000000.00 0.0045 N N Y N Fixed Income Clearing Corp - State Street Bank SSB FIT G RP 3.65% 8/3/26 3.65 N/A 549300H47WTHXPU08X20 NAI509000 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 91282CCV1 2028-08-15 2028-09-15 1.125 - 4.375 N/A 2579477600.00 2557153567.50 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 2507000000.00 2507000000.00 0.0055 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+25 12/13/2027 3.90 3133ERG96 254900C5LP6DN9OP9V83 US3133ERG962 4003205 LPT313000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-12-13 2027-12-13 N N N 0.0374 136288260.16 136288260.16 0.0003 N N N N US Treasury Bill UST BILLS 0% 12/31/2026 912797VJ3 254900HROIFWPRGM1V77 US912797VJ31 MXC965000 U.S. Treasury Debt Y N/A N/A 2026-12-31 2026-12-31 2026-12-31 N N N 0.0389 2691467907.55 2691467907.55 0.0059 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/28/2026 3.69 3130BAWQ6 2549001DPIFGXC1TOL40 US3130BAWQ63 0001026214 MTU834000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-12-28 2026-12-28 N N N 0.0367 113999472.18 113999472.18 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/05/2026 3.67 3130B8ZY1 2549001DPIFGXC1TOL40 US3130B8ZY16 0001026214 MBG135000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-10-05 2026-10-05 N N N 0.0363 445994817.48 445994817.48 0.0010 N N N N Norinchukin Bank NORN G G RP 3.74% 8/4/26 3.74 N/A 5493007VSMFZCPV1NB83 NAE571000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810TU2 2043-08-15 2043-08-15 4.375 N/A 1649200.00 1530815.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CHC8 2032-05-31 2033-05-15 3.375 - 4.125 N/A 215265400.00 202532769.23 U.S. Treasuries (including strips) Y N/A N/A 2026-08-04 2026-08-04 2026-08-04 N N N 0.0367 200000000.00 200000000.00 0.0004 N N Y N Fixed Income Clearing Corp - Barclays BARC FIG T RP 3.66% 8/3/26 3.66 N/A N/A NAI537000 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 912797RS8 2026-08-15 2035-05-15 0.000 - 4.625 N/A 2425878700.00 2397731399.07 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 2350000000.00 2350000000.00 0.0051 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 08/26/2027 3.80 3130B8NA6 2549001DPIFGXC1TOL40 US3130B8NA67 0001026214 LWE129000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-08-26 2027-08-26 N N N 0.0372 896011208.96 896011208.96 0.0020 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 09/10/2027 3.80 3133ETXE2 254900C5LP6DN9OP9V83 US3133ETXE28 4003205 LOW130000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-09-10 2027-09-10 N N N 0.0380 159998713.60 159998713.60 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 02/12/2027 3.69 3133EWDJ6 254900C5LP6DN9OP9V83 US3133EWDJ63 4003205 MFB038000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-02-12 2027-02-12 N N N 0.0371 107986590.72 107986590.72 0.0002 N N N N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.65% 8/3/26 3.65 N/A N/A NAI466000 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 91282CNW7 2028-10-15 2032-08-31 3.500 - 3.875 N/A 1173352000.00 1163153734.31 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1140000000.00 1140000000.00 0.0025 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 10/29/2027 3.79 3133ETP43 254900C5LP6DN9OP9V83 US3133ETP431 4003205 LTU975000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-10-29 2027-10-29 N N N 0.0374 61021290.83 61021290.83 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/16/2026 313385F92 2549001DPIFGXC1TOL40 US313385F920 313385F92 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-16 2026-09-16 2026-09-16 N N N 0.0375 1238071991.68 1238071991.68 0.0027 N N Y N Fixed Income Clearing Corp - Mizuho MIZ FIG T RP 3.65% 8/3/26 3.65 N/A 9845006C81UCE4114A10 NAI543000 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 912797TY3 2026-08-27 2045-02-15 0.000 - 4.750 N/A 2641979300.00 2591588083.96 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 2540000000.00 2540000000.00 0.0056 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 02/12/2027 3.75 3133ER3Z2 254900C5LP6DN9OP9V83 US3133ER3Z20 4003205 LPX789000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-02-12 2027-02-12 N N N 0.0375 121995107.80 121995107.80 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/23/2026 3.67 3130B97J3 2549001DPIFGXC1TOL40 US3130B97J33 0001026214 MCQ188000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-10-23 2026-10-23 N N N 0.0363 450997524.01 450997524.01 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/04/2026 3.66 3130B9DF4 2549001DPIFGXC1TOL40 US3130B9DF48 0001026214 MDY623000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-04 2026-09-04 N N N 0.0362 498995763.49 498995763.49 0.0011 N N N N Canadian Imperial Bank of Commerce CIBC G G RP 3.75% 9/17/26 3.75 N/A 2IGI19DL77OX0HC3ZE78 NAG480000 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 3136B3DQ0 2031-06-01 2053-11-25 2.469 - 6.500 N/A 3152073.00 437211.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HDNG1 2054-07-25 2055-05-25 4.916 - 5.216 N/A 35038825.00 22631655.14 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379QDL6 2045-09-20 2070-12-20 2.466 - 5.316 N/A 3244841.00 30263.62 Agency Collateralized Mortgage Obligation Y N/A N/A 2026-09-17 2026-09-17 2026-09-17 N N N 0.0370 22000000.00 22000000.00 0.0000 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5.5 05/28/2027 3.71 3130BAWT0 2549001DPIFGXC1TOL40 US3130BAWT03 0001026214 MTU785000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-05-28 2027-05-28 N N N 0.0370 206998230.15 206998230.15 0.0005 N N N N US Treasury Bill UST BILLS 0% 12/10/2026 912797VG9 254900HROIFWPRGM1V77 US912797VG91 MUJ967000 U.S. Treasury Debt Y N/A N/A 2026-12-10 2026-12-10 2026-12-10 N N N 0.0379 6952063520.70 6952063520.70 0.0152 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 04/23/2027 3.70 3133EWMQ0 254900C5LP6DN9OP9V83 US3133EWMQ06 4003205 MLA175000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-04-23 2027-04-23 N N N 0.0371 107989543.44 107989543.44 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 01/05/2027 3.69 3130BAKH9 2549001DPIFGXC1TOL40 US3130BAKH92 0001026214 MML336000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-01-05 2027-01-05 N N N 0.0368 411996699.88 411996699.88 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 06/23/2027 3.71 3133ET5H6 254900C5LP6DN9OP9V83 US3133ET5H67 4003205 MAJ752000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-06-23 2027-06-23 N N N 0.0370 118996788.19 118996788.19 0.0003 N N N N BNP Paribas, SA BNPPAR G *G RP 3.67% 8/13/26 3.67 N/A R0MUWSFPU8MPRO8K5P83 MYI035000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797TC1 2026-10-06 2052-05-15 0.000 - 4.500 N/A 641370900.00 631709498.20 U.S. Treasuries (including strips) Y N/A N/A 2026-08-07 2026-08-07 2026-08-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0361 618000000.00 618000000.00 0.0014 N N Y N Fixed Income Clearing Corp - ING ING FIG M RP 3.65% 8/3/26 3.65 N/A N/A NAI497000 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 312939XY2 2040-03-01 2056-07-01 4.000 - 6.500 N/A 333272558.00 179605035.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EAKX4 2033-08-01 2058-05-01 2.500 - 7.000 N/A 1933421912.00 933553446.99 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1091000000.00 1091000000.00 0.0024 N Y Y N Lloyds Bank PLC LOYDPL G G RP 3.765% 9/21/26 3.77 N/A H7FNTJ4851HG0EXQ1Z70 MXC922000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810EX2 2026-08-15 2034-02-15 0.625 - 6.750 N/A 102090600.00 103440242.51 U.S. Treasuries (including strips) Y N/A N/A 2026-09-21 2026-09-21 2026-09-21 N N N 0.0371 101000000.00 101000000.00 0.0002 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 09/29/2027 3.72 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66971337.40 66971337.40 0.0001 N N N N US Treasury Bill UST BILLS 0% 08/27/2026 912797TY3 254900HROIFWPRGM1V77 US912797TY36 MFS844000 U.S. Treasury Debt Y N/A N/A 2026-08-27 2026-08-27 2026-08-27 N N N 0.0323 3549448951.86 3549448951.86 0.0078 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 07/06/2027 3.72 3130BBFM2 2549001DPIFGXC1TOL40 US3130BBFM26 0001026214 MXQ945000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-07-06 2027-07-06 N N N 0.0372 135998078.32 135998078.32 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 01/06/2028 3.76 3130BBDB8 2549001DPIFGXC1TOL40 US3130BBDB88 0001026214 MXC917000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-01-06 2028-01-06 N N N 0.0376 224997471.00 224997471.00 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 04/13/2028 3.74 3130BACJ4 2549001DPIFGXC1TOL40 US3130BACJ41 0001026214 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0001026214 MBV633000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-07-08 2027-07-08 N N N 0.0372 110977725.63 110977725.63 0.0002 N N N N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.66% 8/7/26 3.66 N/A N/A NAI573000 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 912810QC5 2026-08-15 2055-08-15 0.000 - 4.750 N/A 1334494300.00 1119281437.26 U.S. Treasuries (including strips) Y N/A N/A 2026-08-07 2026-08-07 2026-08-07 N N N 0.0360 1097000000.00 1097000000.00 0.0024 N N Y N Citigroup Global Capital Markets Inc FICASH MJ 3.655% 08/03/26 3.65 N/A N/A NAI985000_00137 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 3618VJTW0 2027-11-15 2076-04-20 2.000 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254900C5LP6DN9OP9V83 US3133ERPU95 4003205 KOF637000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-19 2026-08-19 N N N 0.0367 258006674.46 258006674.46 0.0006 N N N N US Treasury Bill UST BILLS 0% 11/05/2026 912797UM7 254900HROIFWPRGM1V77 US912797UM78 MMM429000 U.S. Treasury Debt Y N/A N/A 2026-11-05 2026-11-05 2026-11-05 N N N 0.0371 2242065756.72 2242065756.72 0.0049 N Y Y N US Bancorp Inv USBK G T RP 3.65% 8/3/26 3.65 N/A N1GZ7BBF3NP8GI976H15 NAI453000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CRA1 2026-10-29 2056-02-15 0.000 - 5.000 N/A 612204100.00 604254401.98 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 592000000.00 592000000.00 0.0013 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 05/10/2027 3.72 3130BBHN8 2549001DPIFGXC1TOL40 US3130BBHN80 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128975996.50 128975996.50 0.0003 N Y Y N Bank of America NA FICASH MJ 3.655% 08/03/26 3.65 N/A N/A NAI985000_00352 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 3136BDR34 2046-08-01 2051-09-01 1.250 - 3.000 N/A 2923718919.92 1268377206.82 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1241768000.00 1241768000.00 0.0027 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 01/21/2027 3.69 3133EWLS7 254900C5LP6DN9OP9V83 US3133EWLS70 4003205 MKE165000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-01-21 2027-01-21 N N N 0.0367 140007133.00 140007133.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 11/19/2027 3.76 3133ETX69 254900C5LP6DN9OP9V83 US3133ETX690 4003205 LWE127000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-11-19 2027-11-19 N N N 0.0374 92022206.96 92022206.96 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 06/17/2027 3.75 3133ETLK1 254900C5LP6DN9OP9V83 US3133ETLK16 4003205 LOT342000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-06-17 2027-06-17 N N N 0.0373 75007242.75 75007242.75 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 04/20/2027 3.71 3133EWLT5 254900C5LP6DN9OP9V83 US3133EWLT53 4003205 MKE124000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-04-20 2027-04-20 N N N 0.0371 68999285.16 68999285.16 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/06/2026 313385N44 2549001DPIFGXC1TOL40 US313385N445 313385N44 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-11-06 2026-11-06 2026-11-06 N N N 0.0384 175207579.41 175207579.41 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/23/2027 3.75 3133ETMJ3 254900C5LP6DN9OP9V83 US3133ETMJ34 4003205 LHP093000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-06-23 2027-06-23 N N N 0.0376 77990556.54 77990556.54 0.0002 N N N N BNP Paribas, SA BNPPAR G *G RP 3.66% 8/14/26 3.66 N/A R0MUWSFPU8MPRO8K5P83 MYJ247000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CQZ7 2026-10-01 2055-08-15 0.000 - 4.750 N/A 890514600.00 791085282.17 U.S. Treasuries (including strips) Y N/A N/A 2026-08-07 2026-08-07 2026-08-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0360 774000000.00 774000000.00 0.0017 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/30/2026 3.79 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 4003205 KWR776000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-12-30 2026-12-30 N N N 0.0372 113226122.03 113226122.03 0.0002 N N N N US Treasury Bill UST BILLS 0% 10/27/2026 912797VN4 254900HROIFWPRGM1V77 US912797VN43 MXA163000 U.S. Treasury Debt Y N/A N/A 2026-10-27 2026-10-27 2026-10-27 N N N 0.0363 4540415747.00 4540415747.00 0.0099 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 02/23/2028 3.74 3133EWET3 254900C5LP6DN9OP9V83 US3133EWET37 4003205 MFS823000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-02-23 2028-02-23 N N N 0.0376 92964467.49 92964467.49 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/27/2027 3.71 3133EWJW1 254900C5LP6DN9OP9V83 US3133EWJW11 4003205 MIQ030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-09-27 2027-09-27 N N N 0.0371 40999437.07 40999437.07 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/03/2028 3.78 3133EWXK1 254900C5LP6DN9OP9V83 US3133EWXK17 4003205 NAE745000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-08-03 2028-08-03 N N N 0.0375 252104819.40 252104819.40 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/24/2027 3.74 3133ER4V0 254900C5LP6DN9OP9V83 US3133ER4V07 4003205 LAN609000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-02-24 2027-02-24 N N N 0.0370 30006042.60 30006042.60 0.0001 N N N N Fixed Income Clearing Corp - JP Morgan JPM FIG G RP 3.66% 8/3/26 3.66 N/A N/A NAI551000 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 91282CJR3 2027-12-15 2030-07-31 3.375 - 4.000 N/A 2223276600.00 2199790806.07 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 2156000000.00 2156000000.00 0.0047 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 09/10/2027 3.71 3130B9W22 2549001DPIFGXC1TOL40 US3130B9W224 0001026214 MHO255000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-09-10 2027-09-10 N N N 0.0371 112998151.32 112998151.32 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 01/28/2028 3.75 3133EWBJ8 254900C5LP6DN9OP9V83 US3133EWBJ81 4003205 MDG280000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-01-28 2028-01-28 N N N 0.0375 166999360.39 166999360.39 0.0004 N N N N Sumitomo Mitsui Banking Corp SUMITR G *G RP 3.82% 10/23/26 3.82 N/A 5493006GGLR4BTEL8O61 MYT391000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 2029-12-31 4.375 N/A 61663000.00 61856927.03 U.S. Treasuries (including strips) Y N/A N/A 2026-08-07 2026-08-07 2026-10-23 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0378 60562500.00 60562500.00 0.0001 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 07/09/2027 3.72 3133ET3V7 254900C5LP6DN9OP9V83 US3133ET3V79 4003205 LYA933000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-07-09 2027-07-09 N N N 0.0373 107983829.16 107983829.16 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/25/2026 3.66 3130B9BK5 2549001DPIFGXC1TOL40 US3130B9BK50 0001026214 MDT234000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-25 2026-08-25 N N N 0.0361 225998458.68 225998458.68 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 05/17/2027 3.72 3130BBKH7 2549001DPIFGXC1TOL40 US3130BBKH75 0001026214 MYJ306000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-05-17 2027-05-17 N N N 0.0370 224019723.20 224019723.20 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/16/2026 3.73 3133ETYB7 254900C5LP6DN9OP9V83 US3133ETYB79 4003205 LPK801000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-11-16 2026-11-16 N N N 0.0366 28003663.52 28003663.52 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 10/01/2027 3.79 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 4003205 LQX919000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-10-01 2027-10-01 N N N 0.0373 117069937.92 117069937.92 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT 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US3133ETFE20 4003205 LEK877000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-04-29 2027-04-29 N N N 0.0372 480185568.00 480185568.00 0.0011 N N N N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.75% 8/5/26 3.75 N/A N/A NAG040000 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 912797RS8 2026-08-15 2056-05-15 0.000 - 5.375 N/A 3083153700.00 2792903240.02 U.S. Treasuries (including strips) Y N/A N/A 2026-08-05 2026-08-05 2026-08-05 N N N 0.0368 2737000000.00 2737000000.00 0.0060 N N Y N US Treasury Notes UST NOTES 1.125% 02/28/2027 1.13 912828ZB9 254900HROIFWPRGM1V77 US912828ZB95 FGJ099000 U.S. Treasury Debt Y N/A N/A 2027-02-28 2027-02-28 2027-02-28 N N N 0.0398 197714709.27 197714709.27 0.0004 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+8 11/05/2026 3.73 3134HBPE5 S6XOOCT0IEG5ABCC6L87 US3134HBPE57 LEU306000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-11-05 2026-11-05 N N N 0.0369 1119020399.37 1119020399.37 0.0024 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 04/19/2027 3.70 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 4003205 MAI620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-04-19 2027-04-19 N N N 0.0375 38984466.30 38984466.30 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 05/06/2027 3.70 3133EWCK4 254900C5LP6DN9OP9V83 US3133EWCK46 4003205 MEL555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-05-06 2027-05-06 N N N 0.0371 118986088.90 118986088.90 0.0003 N N N N Fixed Income Clearing Corp - Natixis NAT FID T RP 3.66% 8/3/26 3.66 N/A KX1WK48MPD4Y2NCUIZ63 NAI506000 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 91282CQU8 2031-05-31 2034-02-15 4.000 - 4.125 N/A 2257810200.00 2230066858.16 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 2185000000.00 2185000000.00 0.0048 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 04/02/2027 3.71 3130BBFF7 2549001DPIFGXC1TOL40 US3130BBFF74 0001026214 MXO767000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-04-02 2027-04-02 N N N 0.0369 225023285.25 225023285.25 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 12/29/2027 3.73 3133EWRN2 254900C5LP6DN9OP9V83 US3133EWRN20 4003205 MTO353000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-12-29 2027-12-29 N N N 0.0373 91989155.04 91989155.04 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 05/24/2027 3.71 3133EWMT4 254900C5LP6DN9OP9V83 US3133EWMT45 4003205 MLC324000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-05-24 2027-05-24 N N N 0.0371 106989909.90 106989909.90 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/28/2026 3.66 3130B9BJ8 2549001DPIFGXC1TOL40 US3130B9BJ87 0001026214 MDT239000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-28 2026-08-28 N N N 0.0362 384996307.85 384996307.85 0.0008 N N N N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.7% 8/12/26 3.70 N/A N/A MYU370000 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 91282CKA8 2027-02-15 2030-04-30 3.875 - 4.125 N/A 568604500.00 565254240.97 U.S. Treasuries (including strips) Y N/A N/A 2026-08-12 2026-08-12 2026-08-12 N N N 0.0364 554000000.00 554000000.00 0.0012 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 03/10/2028 3.74 3130B9RT9 2549001DPIFGXC1TOL40 US3130B9RT95 0001026214 MGW964000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-03-10 2028-03-10 N N N 0.0377 235883255.52 235883255.52 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 01/12/2027 3.75 3133ETCY1 254900C5LP6DN9OP9V83 US3133ETCY11 4003205 LJB080000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-01-12 2027-01-12 N N N 0.0371 187029632.02 187029632.02 0.0004 N N N N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.7% 8/14/26 3.70 N/A N/A MWR190000 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 91282CEB3 2028-11-15 2029-02-28 1.875 - 3.500 N/A 387667600.00 368333545.94 U.S. Treasuries (including strips) Y N/A N/A 2026-08-14 2026-08-14 2026-08-14 N N N 0.0364 361000000.00 361000000.00 0.0008 N N N Y Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.66% 8/3/26 3.66 N/A 549300H47WTHXPU08X20 NAI458000 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 31335BXJ0 2048-08-01 2051-11-01 2.000 - 4.000 N/A 785302464.00 108883837.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AXVX2 2028-08-01 2055-01-01 4.560 - 6.000 N/A 69205518.00 67628992.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202C5D1 2027-01-20 2041-09-20 4.000 - 8.500 N/A 2327046.00 990.29 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 173000000.00 173000000.00 0.0004 N Y Y N SMBC Nikko Securities America Inc NIKKO G T RP 3.65% 8/3/26 3.65 N/A 6PJDTY319315T5LR2241 NAI567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CQF1 2026-08-15 2056-05-15 0.000 - 6.375 N/A 1263326400.00 1257143327.71 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1232000000.00 1232000000.00 0.0027 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/11/2026 3.67 3130B9HJ2 2549001DPIFGXC1TOL40 US3130B9HJ24 0001026214 MFC275000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-11 2026-09-11 N N N 0.0362 179997922.80 179997922.80 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 11/12/2027 3.77 3133ETT56 254900C5LP6DN9OP9V83 US3133ETT565 4003205 LVH079000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-01 2027-11-12 2027-11-12 N N N 0.0374 260079297.40 260079297.40 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/17/2026 3.66 3130B9GM6 2549001DPIFGXC1TOL40 US3130B9GM61 0001026214 MER184000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-17 2026-08-17 N N N 0.0362 66999490.13 66999490.13 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/28/2026 313385D60 2549001DPIFGXC1TOL40 US313385D602 313385D60 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-28 2026-08-28 2026-08-28 N N N 0.0363 775824626.42 775824626.42 0.0017 N N Y N US Treasury Bill UST BILLS 0% 12/24/2026 912797TC1 254900HROIFWPRGM1V77 US912797TC16 MAL202000 U.S. Treasury Debt Y N/A N/A 2026-12-24 2026-12-24 2026-12-24 N N N 0.0387 3257666795.20 3257666795.20 0.0071 N Y Y N Federal Home Loan 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2026-09-08 2026-09-08 2026-09-08 N N N 0.0343 203260459.20 203260459.20 0.0004 N Y Y N Bank of Montreal BMOTOR G *G RP 3.68% 8/13/26 3.68 N/A NQQ6HPCNCCU6TUTQYE16 NAH635000 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 3140HVJL9 2028-08-01 2031-06-01 2.710 - 5.280 N/A 330057342.00 330833158.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132XDB28 2029-09-01 2029-12-01 4.000 - 4.500 N/A 22557500.00 22231147.77 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-07 2026-08-07 2026-08-13 Y BANK OF MNTRL TOR BRH(GOV) 1.0000 7 N N/A N/A N N 0.0362 346000000.00 346000000.00 0.0008 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 04/23/2027 3.78 3133ETEG8 254900C5LP6DN9OP9V83 US3133ETEG86 4003205 LOT345000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-04-23 2027-04-23 N N N 0.0370 170084807.90 170084807.90 0.0004 N N N N US Treasury Notes UST NOTES 1.5% 08/15/2026 1.50 9128282A7 254900HROIFWPRGM1V77 US9128282A70 AIA850000 U.S. Treasury Debt Y N/A N/A 2026-08-15 2026-08-15 2026-08-15 N N N 0.0374 1308771875.00 1308771875.00 0.0029 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 02/25/2028 3.74 3133EWFD7 254900C5LP6DN9OP9V83 US3133EWFD75 4003205 MGE464000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-02-25 2028-02-25 N N N 0.0376 44982030.15 44982030.15 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 06/22/2027 3.77 3130B7SV7 2549001DPIFGXC1TOL40 US3130B7SV76 0001026214 LQB611000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-06-22 2027-06-22 N N N 0.0378 216983876.90 216983876.90 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 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US3133EWFZ87 4003205 MGI740000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-04 2027-05-04 2027-05-04 N N N 0.0370 66991761.01 66991761.01 0.0001 N N N N US Treasury Bill UST BILLS 0% 01/28/2027 912797VU8 254900HROIFWPRGM1V77 US912797VU85 MYV981000 U.S. Treasury Debt Y N/A N/A 2027-01-28 2027-01-28 2027-01-28 N N N 0.0390 787871624.54 787871624.54 0.0017 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 08/05/2027 3.76 3133ETQ59 254900C5LP6DN9OP9V83 US3133ETQ595 4003205 LUK878000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-08-05 2027-08-05 N N N 0.0374 35006156.85 35006156.85 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+1.5 09/29/2026 3.67 3133EWBU3 254900C5LP6DN9OP9V83 US3133EWBU37 4003205 MDU415000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-29 2026-09-29 N N N 0.0363 28999747.41 28999747.41 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 06/24/2027 3.76 3133ETNE3 254900C5LP6DN9OP9V83 US3133ETNE38 4003205 LHV612000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-06-24 2027-06-24 N N N 0.0377 151987558.80 151987558.80 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/17/2026 3.66 3130B9G87 2549001DPIFGXC1TOL40 US3130B9G870 0001026214 MER135000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-17 2026-08-17 N N N 0.0362 582995557.54 582995557.54 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/22/2026 3.71 3133ETYW1 254900C5LP6DN9OP9V83 US3133ETYW17 4003205 LQC702000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-22 2026-09-22 N N N 0.0368 61998702.96 61998702.96 0.0001 N N N N Fixed 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2026-08-03 2028-04-17 2028-04-17 N N N 0.0377 113932435.62 113932435.62 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/29/2027 3.75 3133ETNS2 254900C5LP6DN9OP9V83 US3133ETNS24 4003205 LHX024000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-06-29 2027-06-29 N N N 0.0371 67022735.78 67022735.78 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/04/2026 313385N28 2549001DPIFGXC1TOL40 US313385N288 313385N28 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-11-04 2026-11-04 2026-11-04 N N N 0.0384 117819520.00 117819520.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+24 07/19/2027 3.89 3133ERLX7 254900C5LP6DN9OP9V83 US3133ERLX70 4003205 LPY238000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-07-19 2027-07-19 N N N 0.0372 63098416.71 63098416.71 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 01/22/2027 3.69 3130BAUV7 2549001DPIFGXC1TOL40 US3130BAUV76 0001026214 MRB301000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-01-22 2027-01-22 N N N 0.0368 343000511.07 343000511.07 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 07/07/2028 3.79 3133EWVC1 254900C5LP6DN9OP9V83 US3133EWVC19 4003205 NAE748000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-07-07 2028-07-07 N N N 0.0379 255971852.80 255971852.80 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 09/24/2026 3.68 3130B8XL1 2549001DPIFGXC1TOL40 US3130B8XL13 0001026214 MAJ727000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-24 2026-09-24 N N N 0.0364 42999299.10 42999299.10 0.0001 N N N N Fixed Income Clearing Corp - BONY BNY FIG M RP 3.65% 8/3/26 3.65 N/A N/A NAI541000 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 91282CEN7 2027-04-30 2035-11-15 2.750 - 4.625 N/A 13905996600.00 13757146655.00 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A3KF9 2043-03-01 2063-06-01 3.500 - 6.500 N/A 343366082.00 185839378.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132ADGS1 2040-03-01 2055-05-01 3.000 - 6.000 N/A 456945589.00 195233967.07 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 13861000000.00 13861000000.00 0.0303 N Y Y N Fannie Mae FANNIE MAE VFAC SOFR+13.5 08/21/2026 3.79 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 0000310522 KOW136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-21 2026-08-21 N N N 0.0357 128011347.20 128011347.20 0.0003 N N N N Royal Bank of Canada RBCTR G G RP 3.68% 8/4/26 3.68 N/A ES7IP3U3RHIGC71XBU11 NAH579000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810QY7 2026-08-31 2055-02-15 1.125 - 4.625 N/A 601064800.00 572731726.19 U.S. Treasuries (including strips) Y N/A N/A 2026-08-04 2026-08-04 2026-08-04 N N N 0.0361 561000000.00 561000000.00 0.0012 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 10/01/2027 3.80 3133ETC70 254900C5LP6DN9OP9V83 US3133ETC702 4003205 LRC052000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-10-01 2027-10-01 N N N 0.0374 156057902.52 156057902.52 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 12/04/2026 3.68 3130B9DK3 2549001DPIFGXC1TOL40 US3130B9DK33 0001026214 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6.500 N/A 947337180.00 356170710.16 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 604000000.00 604000000.00 0.0013 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 12/02/2026 3.68 3130B9QN3 2549001DPIFGXC1TOL40 US3130B9QN35 0001026214 MGJ852000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-12-02 2026-12-02 N N N 0.0366 445994866.54 445994866.54 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/10/2026 3.79 3130B2LJ2 2549001DPIFGXC1TOL40 US3130B2LJ25 0001026214 KPK871000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-10 2026-09-10 N N N 0.0367 104007471.36 104007471.36 0.0002 N N N N HSBC Securities Inc (USA) FICASH MJ 3.655% 08/03/26 3.65 N/A N/A NAI985000_03556 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 91282CMG3 2026-11-30 2054-02-15 1.125 - 6.250 N/A 255167178.14 230063051.60 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BH2H8 2031-01-01 2056-05-01 1.840 - 7.500 N/A 340469448.91 246369932.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JKJ98 2027-12-01 2056-07-01 1.382 - 7.000 N/A 496936295.28 322099210.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LAAE0 2033-08-20 2065-05-20 2.500 - 7.000 N/A 15701067.61 11667612.00 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 793295000.00 793295000.00 0.0017 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 04/17/2028 3.74 3130BABV8 2549001DPIFGXC1TOL40 US3130BABV87 0001026214 MJT074000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-04-17 2028-04-17 N N N 0.0373 113999264.70 113999264.70 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 09/09/2027 3.72 3133EWGL8 254900C5LP6DN9OP9V83 US3133EWGL82 4003205 MGW872000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-09-09 2027-09-09 N N N 0.0371 89998848.00 89998848.00 0.0002 N N N N US Treasury Bill UST BILLS 0% 11/24/2026 912797VY0 254900HROIFWPRGM1V77 US912797VY08 MYT374000 U.S. Treasury Debt Y N/A N/A 2026-11-24 2026-11-24 2026-11-24 N N N 0.0380 3099845152.41 3099845152.41 0.0068 N Y Y N US Treasury Notes UST NOTES 2.25% 02/15/2027 2.25 912828V98 254900HROIFWPRGM1V77 US912828V988 BDI812000 U.S. Treasury Debt Y N/A N/A 2027-02-15 2027-02-15 2027-02-15 N N N 0.0399 296232790.88 296232790.88 0.0006 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 03/24/2028 3.77 3130BBDA0 2549001DPIFGXC1TOL40 US3130BBDA06 0001026214 MXD208000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-03-24 2028-03-24 N N N 0.0377 222998133.49 222998133.49 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/07/2026 3.67 3130B9RN2 2549001DPIFGXC1TOL40 US3130B9RN26 0001026214 MGW961000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-10-07 2026-10-07 N N N 0.0363 451996063.08 451996063.08 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 06/03/2027 3.70 3133EWFK1 254900C5LP6DN9OP9V83 US3133EWFK19 4003205 MGF954000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-06-03 2027-06-03 N N N 0.0370 34999446.30 34999446.30 0.0001 N N N N US Treasury Notes UST NOTES 4.25% 11/30/2026 4.25 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 KTO544000 U.S. Treasury Debt Y N/A N/A 2026-11-30 2026-11-30 2026-11-30 N N N 0.0390 517545274.73 517545274.73 0.0011 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/01/2026 313385E28 2549001DPIFGXC1TOL40 US313385E287 313385E28 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-01 2026-09-01 2026-09-01 N N N 0.0374 449536757.56 449536757.56 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 02/05/2027 3.78 3130B4WF4 2549001DPIFGXC1TOL40 US3130B4WF40 0001026214 LPW696000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-02-05 2027-02-05 N N N 0.0369 82034481.00 82034481.00 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/05/2027 3.78 3130B4SP7 2549001DPIFGXC1TOL40 US3130B4SP77 0001026214 KYH019000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-02-05 2027-02-05 N N N 0.0369 127056614.06 127056614.06 0.0003 N N N N Fixed Income Clearing Corp - Mizuho MIZ FIG M RP 3.66% 8/3/26 3.66 N/A 9845006C81UCE4114A10 NAI615000 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 3140UJP91 2031-07-01 2056-08-01 2.000 - 6.500 N/A 629251683.00 568459738.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SUW5 2041-04-20 2068-07-15 2.500 - 6.500 N/A 530223721.00 485986256.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427PQG2 2036-10-01 2056-08-01 2.000 - 6.500 N/A 430195657.00 405688463.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 9128283F5 2026-10-31 2035-08-15 1.125 - 4.625 N/A 483924600.00 475395736.46 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 1897000000.00 1897000000.00 0.0042 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 08/07/2026 3.74 3133ER3C3 254900C5LP6DN9OP9V83 US3133ER3C35 4003205 LPH956000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-07 2026-08-07 N N N 0.0364 28750186.01 28750186.01 0.0001 N N Y N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.7% 8/6/26 3.70 N/A N/A MYU368000 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 91282CQA2 2029-02-15 2031-07-31 3.500 - 4.375 N/A 730477200.00 727484292.13 U.S. Treasuries (including strips) Y N/A N/A 2026-08-06 2026-08-06 2026-08-06 N N N 0.0363 713000000.00 713000000.00 0.0016 N N Y N Goldman Sachs & Co LLC GSCO G *G RP SOFR+0.01% 8/17/26 3.66 N/A FOR8UP27PHTHYVLBNG30 0000769993 MYK474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 2032-03-31 4.125 N/A 627622600.00 624417331.38 U.S. Treasuries (including strips) Y N/A N/A 2026-08-07 2026-08-07 2026-08-17 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0360 611000000.00 611000000.00 0.0013 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 03/20/2028 3.74 3133EWHW3 254900C5LP6DN9OP9V83 US3133EWHW39 4003205 MHY824000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-03-20 2028-03-20 N N N 0.0374 249997027.50 249997027.50 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/18/2026 313385G34 2549001DPIFGXC1TOL40 US313385G340 313385G34 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-18 2026-09-18 2026-09-18 N N N 0.0375 1590061040.12 1590061040.12 0.0035 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 02/25/2027 3.75 3133ER5A5 254900C5LP6DN9OP9V83 US3133ER5A50 4003205 LAP530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-02-25 2027-02-25 N N N 0.0366 50000888.50 50000888.50 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/29/2026 3.69 3130BAWJ2 2549001DPIFGXC1TOL40 US3130BAWJ21 0001026214 MTU760000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-12-29 2026-12-29 N N N 0.0368 452994745.20 452994745.20 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 12/18/2026 3.79 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 4003205 LEJ325000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-12-18 2026-12-18 N N N 0.0372 142023537.92 142023537.92 0.0003 N N N N PNC Bank NA PNCBK G T RP 3.65% 8/3/26 3.65 N/A AD6GFRVSDT01YPT1CS68 NAI565000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 2031-02-15 1.125 N/A 224955600.00 195899623.79 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 192000000.00 192000000.00 0.0004 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/19/2027 3.74 3133ETUH8 254900C5LP6DN9OP9V83 US3133ETUH85 4003205 LLJ819000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-02-19 2027-02-19 N N N 0.0373 26000898.30 26000898.30 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 01/14/2028 3.76 3130BBKC8 2549001DPIFGXC1TOL40 US3130BBKC88 0001026214 MYJ373000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-01-14 2028-01-14 N N N 0.0375 110999567.10 110999567.10 0.0002 N N N N NatWest Market Securities Inc NTWSEC G G RP 3.68% 8/6/26 3.68 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 NAH531000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797RG4 2026-08-06 2048-02-15 0.000 - 4.875 N/A 235762500.00 235716904.43 U.S. Treasuries (including strips) Y N/A N/A 2026-08-06 2026-08-06 2026-08-06 N N N 0.0362 231000000.00 231000000.00 0.0005 N N Y N US Treasury Notes UST NOTES 4.375% 08/15/2026 4.38 91282CHU8 254900HROIFWPRGM1V77 US91282CHU80 JWP711000 U.S. Treasury Debt Y N/A N/A 2026-08-15 2026-08-15 2026-08-15 N N N 0.0430 592997076.51 592997076.51 0.0013 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 04/02/2027 3.73 3133ETBZ9 254900C5LP6DN9OP9V83 US3133ETBZ94 4003205 LDJ537000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-04-02 2027-04-02 N N N 0.0375 121977914.34 121977914.34 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 03/23/2028 3.74 3130B9XV7 2549001DPIFGXC1TOL40 US3130B9XV77 0001026214 MIB214000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-03-23 2028-03-23 N N N 0.0373 89997777.00 89997777.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 05/01/2028 3.75 3133EWNH9 254900C5LP6DN9OP9V83 US3133EWNH97 4003205 MMI040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-05-01 2028-05-01 N N N 0.0374 367999411.20 367999411.20 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 09/07/2027 3.72 3130BAY92 2549001DPIFGXC1TOL40 US3130BAY922 0001026214 MUH701000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-09-07 2027-09-07 N N N 0.0371 681989674.52 681989674.52 0.0015 N N N N US Treasury Bill UST BILLS 0% 10/20/2026 912797VM6 254900HROIFWPRGM1V77 US912797VM69 MWP699000 U.S. Treasury Debt Y N/A N/A 2026-10-20 2026-10-20 2026-10-20 N N N 0.0363 1639607849.05 1639607849.05 0.0036 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 09/14/2026 3.67 3130B9HY9 2549001DPIFGXC1TOL40 US3130B9HY90 0001026214 MFD392000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-14 2026-09-14 N N N 0.0363 110998528.14 110998528.14 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2026 3.66 3130B9H45 2549001DPIFGXC1TOL40 US3130B9H456 0001026214 MFC135000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-18 2026-08-18 N N N 0.0361 224998425.00 224998425.00 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 09/11/2026 3.72 3130B7FS8 2549001DPIFGXC1TOL40 US3130B7FS84 0001026214 LYJ839000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-11 2026-09-11 N N N 0.0366 29000121.80 29000121.80 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/18/2026 3.67 3130B9JP6 2549001DPIFGXC1TOL40 US3130B9JP65 0001026214 MFG434000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-18 2026-08-18 N N N 0.0362 44999683.65 44999683.65 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 01/07/2027 3.69 3130BALH8 2549001DPIFGXC1TOL40 US3130BALH83 0001026214 MML569000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-01-07 2027-01-07 N N N 0.0368 273998142.28 273998142.28 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/10/2026 3.66 3130B9GA2 2549001DPIFGXC1TOL40 US3130B9GA24 0001026214 MER148000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-10 2026-08-10 N N N 0.0360 21999958.64 21999958.64 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 06/17/2027 3.72 3130BB6Z3 2549001DPIFGXC1TOL40 US3130BB6Z31 0001026214 MWP845000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-06-17 2027-06-17 N N N 0.0372 363995854.04 363995854.04 0.0008 N N N N Norinchukin Bank NORN G G RP 3.7% 8/6/26 3.70 N/A 5493007VSMFZCPV1NB83 NAH561000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CHC8 2032-05-31 2033-05-15 3.375 - 4.125 N/A 121931500.00 114770301.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810TU2 2043-08-15 2043-08-15 4.375 N/A 98350800.00 91290896.32 U.S. Treasuries (including strips) Y N/A N/A 2026-08-06 2026-08-06 2026-08-06 N N N 0.0363 202000000.00 202000000.00 0.0004 N N Y N US Treasury Notes UST NOTES 1.625% 11/30/2026 1.63 912828YU8 254900HROIFWPRGM1V77 US912828YU85 FDF326000 U.S. Treasury Debt Y N/A N/A 2026-11-30 2026-11-30 2026-11-30 N N N 0.0384 79414583.20 79414583.20 0.0002 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 06/23/2028 3.79 3133EWUF5 254900C5LP6DN9OP9V83 US3133EWUF58 4003205 MWX791000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-06-23 2028-06-23 N N N 0.0376 461170316.45 461170316.45 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 09/24/2026 3.68 3130B97B0 2549001DPIFGXC1TOL40 US3130B97B07 0001026214 MCQ117000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-24 2026-09-24 N N N 0.0364 112998370.54 112998370.54 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/07/2026 313385J64 2549001DPIFGXC1TOL40 US313385J641 313385J64 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-07 2026-10-07 2026-10-07 N N N 0.0377 308835265.84 308835265.84 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 08/18/2027 3.78 3133ETTP2 254900C5LP6DN9OP9V83 US3133ETTP21 4003205 LKP326000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-08-18 2027-08-18 N N N 0.0378 192984150.84 192984150.84 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 06/23/2027 3.70 3133EWHZ6 254900C5LP6DN9OP9V83 US3133EWHZ69 4003205 MIB150000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-06-23 2027-06-23 N N N 0.0372 102976001.00 102976001.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 11/04/2026 3.79 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 4003205 KRY786000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-04 2026-11-04 2026-11-04 N N N 0.0369 73012581.55 73012581.55 0.0002 N N N N US Treasury Bill UST BILLS 0% 02/18/2027 912797TV9 254900HROIFWPRGM1V77 US912797TV96 MFE948000 U.S. Treasury Debt Y N/A N/A 2027-02-18 2027-02-18 2027-02-18 N N N 0.0388 352514613.60 352514613.60 0.0008 N Y Y N US Treasury Bill UST BILLS 0% 12/03/2026 912797VA2 254900HROIFWPRGM1V77 US912797VA22 MTU714000 U.S. Treasury Debt Y N/A N/A 2026-12-03 2026-12-03 2026-12-03 N N N 0.0378 3914515161.70 3914515161.70 0.0086 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/27/2026 313385Q90 2549001DPIFGXC1TOL40 US313385Q901 313385Q90 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-11-27 2026-11-27 2026-11-27 N N N 0.0385 110622772.96 110622772.96 0.0002 N N N N Wells Fargo Securities, LLC WFSEC G G RP 3.72% 9/9/26 3.72 N/A VYVVCKR63DVZZN70PB21 0000276523 MWE490000 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 31329NKQ0 2027-04-01 2056-08-01 1.000 - 8.000 N/A 3502139644.00 2375745852.30 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-09 2026-09-09 2026-09-09 N N N 0.0367 2316000000.00 2316000000.00 0.0051 N N N Y Fixed Income Clearing Corp - Credit Agricole CAG FIG G RP 3.64% 8/4/26 3.64 N/A N/A NAJ055000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2026-08-04 2026-08-04 2026-08-04 N N N 0.0358 2499000000.00 2499000000.00 0.0055 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 06/23/2028 3.77 3133EWWY2 254900C5LP6DN9OP9V83 US3133EWWY20 4003205 MYT360000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-06-23 2028-06-23 N N N 0.0377 312000274.56 312000274.56 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 07/20/2027 3.70 3133EWHX1 254900C5LP6DN9OP9V83 US3133EWHX12 4003205 MHY826000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-07-20 2027-07-20 N N N 0.0373 70978813.60 70978813.60 0.0002 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FIG G RP 3.68% 8/3/26 3.68 N/A N/A NAH800000 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 912810QN1 2026-08-31 2053-11-15 0.375 - 5.000 N/A 2599532000.00 2547721061.63 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0368 2497000000.00 2497000000.00 0.0055 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 02/12/2027 3.71 3130B8K84 2549001DPIFGXC1TOL40 US3130B8K841 0001026214 LVH435000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-02-12 2027-02-12 N N N 0.0371 218995799.58 218995799.58 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 11/13/2026 3.72 3133ETKZ9 254900C5LP6DN9OP9V83 US3133ETKZ93 4003205 LGX155000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-11-13 2026-11-13 N N N 0.0366 56454526.16 56454526.16 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4.5 10/06/2026 3.70 3130B7ZB3 2549001DPIFGXC1TOL40 US3130B7ZB30 0001026214 LRS298000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-10-06 2026-10-06 N N N 0.0365 53000663.03 53000663.03 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/20/2028 3.73 3133EWAK6 254900C5LP6DN9OP9V83 US3133EWAK63 4003205 MJL714000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-01-20 2028-01-20 N N N 0.0376 55979330.40 55979330.40 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/28/2027 3.72 3133EWJX9 254900C5LP6DN9OP9V83 US3133EWJX93 4003205 MIQ026000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-12-28 2027-12-28 N N N 0.0373 55989502.24 55989502.24 0.0001 N N N N Sumitomo Mitsui Banking Corp SUMITR G *G RP 3.76% 8/12/26 3.76 N/A 5493006GGLR4BTEL8O61 MYX125000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810FT0 2028-08-31 2036-02-15 1.625 - 4.500 N/A 77436000.00 70543827.82 U.S. Treasuries (including strips) Y N/A N/A 2026-08-07 2026-08-07 2026-08-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0370 69000000.00 69000000.00 0.0002 N N Y N Wells Fargo Securities, LLC WFSEC G G RP 3.75% 9/21/26 3.75 N/A VYVVCKR63DVZZN70PB21 0000276523 MYS025000 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 3142J6C84 2027-09-01 2056-08-01 1.500 - 7.000 N/A 2427352236.00 1881579975.37 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-21 2026-09-21 2026-09-21 N N N 0.0370 1842000000.00 1842000000.00 0.0040 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS 3.62% 02/08/2027 3.62 3130B93X6 2549001DPIFGXC1TOL40 US3130B93X62 0001026214 MBV663000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2027-02-08 2027-02-08 2027-02-08 N N N 0.0406 2010502237.90 2010502237.90 0.0044 N N N N Wells Fargo Securities, LLC WFSEC G G RP 3.7% 8/31/26 3.70 N/A VYVVCKR63DVZZN70PB21 0000276523 MUF520000 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 3131WKQK9 2032-09-01 2056-08-01 2.000 - 7.000 N/A 766006461.00 621032298.57 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-31 2026-08-31 2026-08-31 N N N 0.0364 605000000.00 605000000.00 0.0013 N N N Y MUFG Securities EMEA PLC MUFGEM G T RP 3.66% 8/3/26 3.66 N/A U7M81AY481YLIOR75625 NAI531000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 2033-04-30 1.625 - 4.125 N/A 643164300.00 639393201.37 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 627000000.00 627000000.00 0.0014 N Y Y N Fixed Income Clearing Corp - ING ING FIG G RP 3.73% 9/17/26 3.73 N/A N/A NAH564000 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 3138EAKX4 2033-08-01 2056-07-01 3.500 - 6.500 N/A 1101166982.00 487167896.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131Y1K66 2041-06-01 2056-04-01 3.000 - 6.500 N/A 533527362.00 453564424.09 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-17 2026-09-17 2026-09-17 N N N 0.0368 922000000.00 922000000.00 0.0020 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/12/2026 3.68 3130B9HU7 2549001DPIFGXC1TOL40 US3130B9HU78 0001026214 MFD393000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-11-12 2026-11-12 N N N 0.0365 449998177.50 449998177.50 0.0010 N N N N Wells Fargo Bank NA WFBK G G RP 3.72% 9/10/26 3.72 N/A KB1H1DSPRFMYMCUFXT09 0000740906 MWJ384000 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 3140W7AZ3 2055-08-01 2055-08-01 6.500 N/A 456576498.00 474643077.99 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-10 2026-09-10 2026-09-10 N N N 0.0367 465000000.00 465000000.00 0.0010 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 04/21/2027 3.76 3133ETQX8 254900C5LP6DN9OP9V83 US3133ETQX81 4003205 LOT384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-04-21 2027-04-21 N N N 0.0372 31265126.20 31265126.20 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/18/2026 313385C46 2549001DPIFGXC1TOL40 US313385C463 313385C46 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-18 2026-08-18 2026-08-18 N N N 0.0362 116789692.50 116789692.50 0.0003 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 02/02/2028 3.75 3133EWBT6 254900C5LP6DN9OP9V83 US3133EWBT63 4003205 MDU419000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-02-02 2028-02-02 N N N 0.0375 206999240.31 206999240.31 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 05/27/2027 3.77 3133ETJA6 254900C5LP6DN9OP9V83 US3133ETJA61 4003205 LGA851000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-05-27 2027-05-27 N N N 0.0372 91004883.06 91004883.06 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 03/27/2028 3.74 3133EWJM3 254900C5LP6DN9OP9V83 US3133EWJM39 4003205 MIE839000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-03-27 2028-03-27 N N N 0.0374 96998713.78 96998713.78 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 11/27/2026 3.72 3133ETMS3 254900C5LP6DN9OP9V83 US3133ETMS33 4003205 LHQ330000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-11-27 2026-11-27 N N N 0.0366 125011743.75 125011743.75 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/25/2026 313385H25 2549001DPIFGXC1TOL40 US313385H256 313385H25 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-25 2026-09-25 2026-09-25 N N N 0.0375 1614779285.28 1614779285.28 0.0035 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+27 11/24/2026 3.92 3133EPF34 254900C5LP6DN9OP9V83 US3133EPF349 4003205 LBQ353000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-11-24 2026-11-24 N N N 0.0366 101073879.48 101073879.48 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/13/2026 313385P34 2549001DPIFGXC1TOL40 US313385P341 313385P34 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-11-13 2026-11-13 2026-11-13 N N N 0.0384 146394200.00 146394200.00 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/23/2026 313385L61 2549001DPIFGXC1TOL40 US313385L613 313385L61 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-23 2026-10-23 2026-10-23 N N N 0.0378 965625226.58 965625226.58 0.0021 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+25 12/03/2027 3.90 3133ERF55 254900C5LP6DN9OP9V83 US3133ERF550 4003205 LPV936000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-12-03 2027-12-03 N N N 0.0373 113249771.81 113249771.81 0.0002 N N N N Bank of Montreal BMOTOR G G RP 3.69% 8/6/26 3.69 N/A NQQ6HPCNCCU6TUTQYE16 NAH636000 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 3140HVJH8 2028-09-01 2031-06-01 2.710 - 4.970 N/A 356267931.00 353064697.48 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-06 2026-08-06 2026-08-06 N N N 0.0363 346000000.00 346000000.00 0.0008 N N Y N US Treasury Bill UST BILLS 0% 12/17/2026 912797VH7 254900HROIFWPRGM1V77 US912797VH74 MWH856000 U.S. Treasury Debt Y N/A N/A 2026-12-17 2026-12-17 2026-12-17 N N N 0.0379 2267373212.00 2267373212.00 0.0050 N Y Y N Fixed Income Clearing Corp - ING ING FIG T RP 3.65% 8/3/26 3.65 N/A N/A NAI502000 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 912810RJ9 2026-08-13 2054-08-15 0.000 - 4.875 N/A 4355497800.00 3985331836.51 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 3906000000.00 3906000000.00 0.0085 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 12/23/2027 3.73 3130B8YQ9 2549001DPIFGXC1TOL40 US3130B8YQ90 0001026214 MAT199000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-12-23 2027-12-23 N N N 0.0374 446897190.00 446897190.00 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/09/2026 3.67 3130B9GH7 2549001DPIFGXC1TOL40 US3130B9GH76 0001026214 MER136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-10-09 2026-10-09 N N N 0.0363 66999507.55 66999507.55 0.0001 N N N N US Treasury Notes UST NOTES 1.25% 11/30/2026 1.25 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 IEA092000 U.S. Treasury Debt Y N/A N/A 2026-11-30 2026-11-30 2026-11-30 N N N 0.0382 19830208.40 19830208.40 0.0000 N Y Y N Bank of Montreal BMOTOR G *G RP 3.69% 8/18/26 3.69 N/A NQQ6HPCNCCU6TUTQYE16 NAI611000 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 38381EPB8 2052-07-20 2066-07-20 3.974 - 5.000 N/A 428218062.00 356489587.60 Agency Collateralized Mortgage Obligation Y N/A N/A 2026-08-07 2026-08-07 2026-08-18 Y BANK OF MNTRL TOR BRH(GOV) 1.0000 7 N N/A N/A N N 0.0363 346000000.00 346000000.00 0.0008 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/28/2026 313385M37 2549001DPIFGXC1TOL40 US313385M371 313385M37 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-28 2026-10-28 2026-10-28 N N N 0.0378 135751910.82 135751910.82 0.0003 N N N N Fixed Income Clearing Corp - Northern Trust NTC FIT T RP 3.65% 8/3/26 3.65 N/A N/A NAI456000 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 91282CPB1 2027-08-31 2028-09-15 0.500 - 4.250 N/A 4812108200.00 4743860953.45 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 4649000000.00 4649000000.00 0.0102 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 12/30/2026 3.72 3130B6UX2 2549001DPIFGXC1TOL40 US3130B6UX22 0001026214 LHV683000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-12-30 2026-12-30 N N N 0.0371 183996005.36 183996005.36 0.0004 N N N N US Treasury Notes UST NOTES 3.5% 09/30/2026 3.50 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 KQE189000 U.S. Treasury Debt Y N/A N/A 2026-09-30 2026-09-30 2026-09-30 N N N 0.0382 342792591.33 342792591.33 0.0008 N Y Y N Wells Fargo Bank NA WFBK G G RP 3.68% 8/6/26 3.68 N/A KB1H1DSPRFMYMCUFXT09 0000740906 NAH539000 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 3137H06J2 2049-09-25 2055-11-25 2.000 - 6.000 N/A 223864629.00 150381733.85 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUVT4 2026-11-01 2055-12-25 2.440 - 6.500 N/A 815550531.00 762464703.80 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-06 2026-08-06 2026-08-06 N N N 0.0362 890000000.00 890000000.00 0.0019 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/16/2026 3.68 3130B9HV5 2549001DPIFGXC1TOL40 US3130B9HV51 0001026214 MFD384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-11-16 2026-11-16 N N N 0.0365 446996620.68 446996620.68 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 11/26/2027 3.77 3133ET2A4 254900C5LP6DN9OP9V83 US3133ET2A42 4003205 LWP084000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-11-26 2027-11-26 N N N 0.0374 120020848.80 120020848.80 0.0003 N N N N Mizuho Bank, Ltd. MIZBK G G RP 3.66% 8/3/26 3.66 N/A RB0PEZSDGCO3JS6CEU02 NAI571000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 2031-05-15 1.625 N/A 360600000.00 319145698.35 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 313000000.00 313000000.00 0.0007 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/03/2026 3.66 3130B9CB4 2549001DPIFGXC1TOL40 US3130B9CB43 0001026214 MDW135000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 456000000.00 456000000.00 0.0010 N Y Y N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.68% 8/4/26 3.68 N/A N/A NAH518000 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 91282CHX2 2028-08-31 2028-08-31 4.375 N/A 309261100.00 315276704.05 U.S. Treasuries (including strips) Y N/A N/A 2026-08-04 2026-08-04 2026-08-04 N N N 0.0361 309000000.00 309000000.00 0.0007 N N Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.66% 8/3/26 3.66 N/A 549300H47WTHXPU08X20 NAI460000 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 31427BF67 2030-07-01 2056-08-01 1.500 - 7.500 N/A 3062051916.00 2423227793.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0HV0 2027-06-01 2064-06-01 1.500 - 7.500 N/A 5769481556.00 3940452537.73 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 6237000000.00 6237000000.00 0.0136 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/03/2026 3.79 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 4003205 KPD773000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-03 2026-09-03 N N N 0.0368 157008218.95 157008218.95 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5.5 03/15/2027 3.71 3130BBJT3 2549001DPIFGXC1TOL40 US3130BBJT33 0001026214 MYI167000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-03-15 2027-03-15 N N N 0.0370 110000066.00 110000066.00 0.0002 N N N N US Treasury Notes UST NOTES 2.75% 04/30/2027 2.75 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 JAE851000 U.S. Treasury Debt Y N/A N/A 2027-04-30 2027-04-30 2027-04-30 N N N 0.0406 201045331.27 201045331.27 0.0004 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 04/16/2027 3.76 3133ETQL4 254900C5LP6DN9OP9V83 US3133ETQL44 4003205 LIX130000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-04-16 2027-04-16 N N N 0.0372 78017313.66 78017313.66 0.0002 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 0.0362 1167166400.40 1167166400.40 0.0026 N Y Y N US Treasury Notes UST NOTES 3.875% 05/31/2027 3.88 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 LGD571000 U.S. Treasury Debt Y N/A N/A 2027-05-31 2027-05-31 2027-05-31 N N N 0.0411 207591800.00 207591800.00 0.0005 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+28 11/20/2026 3.93 3133EPE92 254900C5LP6DN9OP9V83 US3133EPE920 4003205 KUM751000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-11-20 2026-11-20 N N N 0.0366 18013256.64 18013256.64 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/21/2027 3.76 3130B74D3 2549001DPIFGXC1TOL40 US3130B74D36 0001026214 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0.0367 457997114.60 457997114.60 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/28/2026 3.78 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 4003205 KRR808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-28 2026-08-28 N N N 0.0366 73003302.52 73003302.52 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 07/01/2027 3.72 3133EWUR9 254900C5LP6DN9OP9V83 US3133EWUR96 4003205 MXC915000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-07-01 2027-07-01 N N N 0.0372 68999136.81 68999136.81 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 01/06/2027 3.69 3133ET6H5 254900C5LP6DN9OP9V83 US3133ET6H58 4003205 MBE527000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-01-06 2027-01-06 N N N 0.0369 145989280.68 145989280.68 0.0003 N 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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 912797UF2 2026-09-10 2056-05-15 0.000 - 5.000 N/A 622128500.00 568921850.49 U.S. Treasuries (including strips) Y N/A N/A 2026-08-04 2026-08-04 2026-08-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 4 N N/A N/A N N 0.0361 556000000.00 556000000.00 0.0012 N N Y N US Treasury Notes UST NOTES 3.75% 08/31/2026 3.75 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 KOW161000 U.S. Treasury Debt Y N/A N/A 2026-08-31 2026-08-31 2026-08-31 N N N 0.0388 2044680468.75 2044680468.75 0.0045 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 12/24/2026 3.72 3130B6UD6 2549001DPIFGXC1TOL40 US3130B6UD67 0001026214 LHU592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-12-24 2026-12-24 N N N 0.0369 162009323.10 162009323.10 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC 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2549001DPIFGXC1TOL40 US3130BAEL78 0001026214 MSU616000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-04-17 2028-04-17 N N N 0.0376 50974864.14 50974864.14 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/17/2028 3.77 3133EWWD8 254900C5LP6DN9OP9V83 US3133EWWD82 4003205 MYJ310000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-07-17 2028-07-17 N N N 0.0376 364051873.64 364051873.64 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 02/25/2028 3.75 3133EWEH9 254900C5LP6DN9OP9V83 US3133EWEH98 4003205 MFP482000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-02-25 2028-02-25 N N N 0.0373 161026845.14 161026845.14 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 12/08/2026 3.73 3130B7P99 2549001DPIFGXC1TOL40 US3130B7P990 0001026214 LOU842000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-12-08 2026-12-08 N N N 0.0370 145003366.90 145003366.90 0.0003 N N N N Barclays Bank PLC BARCBK G M RP 3.66% 8/3/26 3.66 N/A G5GSEF7VJP5I7OUK5573 NAI540000 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 36179T7L3 2038-07-15 2066-07-20 2.000 - 6.500 N/A 384121981.00 356303038.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131X8M60 2028-01-01 2056-08-01 2.500 - 6.000 N/A 628172.00 70572.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CPJ7 2032-09-01 2032-09-01 2.500 N/A 1068453.00 112674.74 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 346000000.00 346000000.00 0.0008 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/25/2026 3.66 3130B97H7 2549001DPIFGXC1TOL40 US3130B97H76 0001026214 MCQ136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-25 2026-09-25 N N N 0.0362 224997225.75 224997225.75 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/08/2027 3.72 3130BANB9 2549001DPIFGXC1TOL40 US3130BANB95 0001026214 MNL711000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-11-08 2027-11-08 N N N 0.0373 114981031.90 114981031.90 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 04/08/2027 3.74 3133ETBW6 254900C5LP6DN9OP9V83 US3133ETBW63 4003205 LDH505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-04-08 2027-04-08 N N N 0.0368 376005121.12 376005121.12 0.0008 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.66% 8/3/26 3.66 N/A 549300H47WTHXPU08X20 NAI461000 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 3140UHP87 2026-08-25 2056-08-01 2.000 - 9.000 N/A 6926475077.00 4021238242.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 312945ZD3 2028-06-01 2056-08-01 2.000 - 7.500 N/A 3069648711.00 2696490040.98 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 6584000000.00 6584000000.00 0.0144 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/21/2026 313385L46 2549001DPIFGXC1TOL40 US313385L464 313385L46 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-21 2026-10-21 2026-10-21 N N N 0.0378 1093741848.17 1093741848.17 0.0024 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/07/2026 313385S31 2549001DPIFGXC1TOL40 US313385S311 CEF522000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-12-07 2026-12-07 2026-12-07 N N N 0.0390 447850570.00 447850570.00 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/25/2026 3.80 3130B2UL7 2549001DPIFGXC1TOL40 US3130B2UL79 0001026214 KQF147000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-25 2026-09-25 N N N 0.0367 827092458.60 827092458.60 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/03/2026 3.68 3130B9RK8 2549001DPIFGXC1TOL40 US3130B9RK86 0001026214 MGW996000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-11-03 2026-11-03 N N N 0.0364 191000551.99 191000551.99 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+1.5 08/20/2026 3.67 3133EWEK2 254900C5LP6DN9OP9V83 US3133EWEK28 4003205 MFP485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-20 2026-08-20 N N N 0.0362 43999697.72 43999697.72 0.0001 N N N N BNY Capital Markets LLC FICASH MJ 3.655% 08/03/26 3.65 N/A N/A NAI985000_08066 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 91282CMY4 2026-08-06 2056-05-15 0.000 - 6.250 N/A 225268416.16 224282464.66 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RB40 2026-11-20 2056-07-20 1.500 - 8.000 N/A 14862591.50 1180514.46 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWWL0 2031-06-30 2035-07-16 4.600 - 5.080 N/A 16874586.76 16789943.06 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AWGS3 2026-08-17 2036-03-14 0.000 - 4.870 N/A 20354992.05 20243986.74 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XD5R3 2026-08-17 2056-08-01 0.000 - 8.500 N/A 716373198.71 685807323.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133L87B5 2026-09-01 2056-08-01 1.500 - 8.000 N/A 459974093.82 429298109.53 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1350176000.00 1350176000.00 0.0030 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 10/23/2026 3.79 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 4003205 KRM359000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-10-23 2026-10-23 N N N 0.0369 221032502.47 221032502.47 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/20/2026 313385Q25 2549001DPIFGXC1TOL40 US313385Q257 313385Q25 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-11-20 2026-11-20 2026-11-20 N N N 0.0385 1043778563.52 1043778563.52 0.0023 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 04/14/2028 3.74 3133EWLE8 254900C5LP6DN9OP9V83 US3133EWLE84 4003205 MJU543000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-04-14 2028-04-14 N N N 0.0374 305994862.26 305994862.26 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 05/21/2027 3.72 3133EWWB2 254900C5LP6DN9OP9V83 US3133EWWB27 4003205 MYJ302000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-05-21 2027-05-21 N N N 0.0370 47004198.51 47004198.51 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 09/18/2026 3.72 3133ETTL1 254900C5LP6DN9OP9V83 US3133ETTL17 4003205 LKN855000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-09-18 2026-09-18 N N N 0.0368 39999357.60 39999357.60 0.0001 N N N N US Treasury Bill UST BILLS 0% 12/01/2026 912797VZ7 254900HROIFWPRGM1V77 US912797VZ72 NAE795000 U.S. Treasury Debt Y N/A N/A 2026-12-01 2026-12-01 2026-12-01 N N N 0.0376 2239669776.96 2239669776.96 0.0049 N Y Y N RBC Financial Group RBCNY G *G RP 3.68% 9/17/26 3.68 N/A ES7IP3U3RHIGC71XBU11 NAI659000 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 9128283R9 2028-01-15 2029-10-15 0.250 - 1.625 N/A 209960200.00 265821495.46 U.S. Treasuries (including strips) Y N/A N/A 2026-08-07 2026-08-07 2026-09-17 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0363 258000000.00 258000000.00 0.0006 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 02/09/2027 3.69 3133EWLB4 254900C5LP6DN9OP9V83 US3133EWLB46 4003205 MJR468000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-02-09 2027-02-09 N N N 0.0371 103984700.56 103984700.56 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/12/2027 3.79 3133ETSS7 254900C5LP6DN9OP9V83 US3133ETSS78 4003205 LKE808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-08-12 2027-08-12 N N N 0.0373 256077470.72 256077470.72 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/23/2026 3.67 3130B96X3 2549001DPIFGXC1TOL40 US3130B96X36 0001026214 MCP238000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-10-23 2026-10-23 N N N 0.0363 450998236.59 450998236.59 0.0010 N N N N Wells Fargo Securities, LLC WFSEC G G RP 3.76% 9/4/26 3.76 N/A VYVVCKR63DVZZN70PB21 0000276523 MXW007000 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 3132DUEA1 2040-01-01 2056-06-01 3.000 - 6.500 N/A 301808319.00 235286074.95 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-04 2026-09-04 2026-09-04 N N N 0.0370 230000000.00 230000000.00 0.0005 N N N Y ABN AMRO Bank NV ABN G T RP 3.65% 8/3/26 3.65 N/A N/A NAI546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 9128284V9 2027-12-31 2035-11-15 0.750 - 4.500 N/A 764225300.00 745846812.43 U.S. Treasuries (including strips) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 731000000.00 731000000.00 0.0016 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 03/09/2028 3.74 3133EWGE4 254900C5LP6DN9OP9V83 US3133EWGE40 4003205 MGV234000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-03-09 2028-03-09 N N N 0.0374 209499291.89 209499291.89 0.0005 N N N N US Treasury Bill UST BILLS 0% 08/13/2026 912797TW7 254900HROIFWPRGM1V77 US912797TW79 MEP521000 U.S. Treasury Debt Y N/A N/A 2026-08-13 2026-08-13 2026-08-13 N N N 0.0279 197801724.78 197801724.78 0.0004 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/31/2026 313385D94 2549001DPIFGXC1TOL40 US313385D941 BJB493000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-31 2026-08-31 2026-08-31 N N N 0.0369 88724483.59 88724483.59 0.0002 N N Y N US Treasury Bill UST BILLS 0% 11/27/2026 912797SU2 254900HROIFWPRGM1V77 US912797SU23 LWN590000 U.S. Treasury Debt Y N/A N/A 2026-11-27 2026-11-27 2026-11-27 N N N 0.0379 4501776177.78 4501776177.78 0.0099 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5.5 05/26/2027 3.71 3130BAWX1 2549001DPIFGXC1TOL40 US3130BAWX15 0001026214 MTU835000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-05-26 2027-05-26 N N N 0.0370 358996736.69 358996736.69 0.0008 N N N N Lloyds Bank PLC LOYDPL G G RP 3.7% 8/14/26 3.70 N/A H7FNTJ4851HG0EXQ1Z70 MPI129000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810EX2 2026-08-15 2055-05-15 0.500 - 6.750 N/A 329919000.00 320097604.24 U.S. Treasuries (including strips) Y N/A N/A 2026-08-14 2026-08-14 2026-08-14 N N N 0.0364 311000000.00 311000000.00 0.0007 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/03/2026 3.66 3130B9BF6 2549001DPIFGXC1TOL40 US3130B9BF65 0001026214 MDT242000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 226000000.00 226000000.00 0.0005 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/02/2026 3.67 3130B9QQ6 2549001DPIFGXC1TOL40 US3130B9QQ65 0001026214 MGJ903000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-11-02 2026-11-02 N N N 0.0364 436001107.44 436001107.44 0.0010 N N N N US Treasury Notes UST NOTES 4.375% 12/15/2026 4.38 91282CJP7 254900HROIFWPRGM1V77 US91282CJP77 KCE423000 U.S. Treasury Debt Y N/A N/A 2026-12-15 2026-12-15 2026-12-15 N N N 0.0389 100171875.00 100171875.00 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 12/29/2027 3.73 3130B8XS6 2549001DPIFGXC1TOL40 US3130B8XS65 0001026214 MAL140000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-12-29 2027-12-29 N N N 0.0373 87995505.84 87995505.84 0.0002 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/29/2026 3.79 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 KRY193000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2026-10-29 2026-10-29 N N N 0.0368 707130526.34 707130526.34 0.0015 N N N N Citigroup Global Capital Markets Inc CITIGR G G RP SOFR+0.06% 9/23/26 3.71 N/A MBNUM2BPBDO7JBLYG310 0000315030 MYU446000 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 3140QNNX6 2028-05-01 2056-08-01 1.500 - 7.500 N/A 255031075.00 163982360.26 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EMVE9 2041-04-01 2041-04-01 2.740 N/A 716000.00 540049.68 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425VZB2 2030-05-01 2056-08-01 2.500 - 7.000 N/A 689117996.00 622217200.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176ARS0 2027-01-15 2056-07-20 2.000 - 8.500 N/A 343733918.00 149658623.98 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-23 2026-09-23 2026-09-23 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0366 917000000.00 917000000.00 0.0020 N N N Y US Treasury Bill UST BILLS 0% 08/06/2026 912797RG4 254900HROIFWPRGM1V77 US912797RG48 LJU128000 U.S. Treasury Debt Y N/A N/A 2026-08-06 2026-08-06 2026-08-06 N N N 0.0181 2276316900.00 2276316900.00 0.0050 N Y Y N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.74% 8/4/26 3.74 N/A N/A NAE517000 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 912797US4 2026-08-04 2055-02-15 0.000 - 4.625 N/A 928230100.00 634637759.91 U.S. Treasuries (including strips) Y N/A N/A 2026-08-04 2026-08-04 2026-08-04 N N N 0.0367 622000000.00 622000000.00 0.0014 N N Y N Wells Fargo Securities, LLC WFSEC G G RP 3.72% 9/16/26 3.72 N/A VYVVCKR63DVZZN70PB21 0000276523 MWP682000 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 3133A2EJ5 2029-11-01 2056-07-01 2.000 - 7.500 N/A 564946580.00 476652528.61 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-16 2026-09-16 2026-09-16 N N N 0.0367 465000000.00 465000000.00 0.0010 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 03/18/2027 3.69 3133EWHV5 254900C5LP6DN9OP9V83 US3133EWHV55 4003205 MHY827000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-03-18 2027-03-18 N N N 0.0372 134963402.85 134963402.85 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 04/06/2027 3.75 3133ETC96 254900C5LP6DN9OP9V83 US3133ETC967 4003205 LRO160000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-04-06 2027-04-06 N N N 0.0372 31005477.70 31005477.70 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/09/2026 313385F27 2549001DPIFGXC1TOL40 US313385F276 313385F27 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-09 2026-09-09 2026-09-09 N N N 0.0375 948139106.88 948139106.88 0.0021 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 01/18/2028 3.74 3133EWDV9 254900C5LP6DN9OP9V83 US3133EWDV91 4003205 MFE923000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2028-01-18 2028-01-18 N N N 0.0373 43999678.36 43999678.36 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 12/15/2027 3.74 3130BB5L5 2549001DPIFGXC1TOL40 US3130BB5L53 0001026214 MWJ367000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-08-03 2027-12-15 2027-12-15 N N N 0.0374 812980154.67 812980154.67 0.0018 N N N N Fidelity Government Money Market Fund 2026-08-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer