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3.68 N/A 549300QJJX6CVVUXLE15 MMH972000 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 31418E5B2 2031-05-01 2056-06-01 1.500 - 7.000 N/A 788073751.00 595743723.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176DHP1 2028-07-20 2056-05-20 2.000 - 6.500 N/A 486067799.00 115471160.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425WEP2 2036-10-01 2056-05-01 1.500 - 7.000 N/A 318290307.00 261585708.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912797RG4 2026-07-21 2055-05-15 0.000 - 4.875 N/A 20836176.61 20172102.55 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-30 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0362 967000000.00 967000000.00 0.0039 N N Y 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 912810UK2 2027-04-30 2055-05-15 0.500 - 4.750 N/A 114332200.00 110292691.89 U.S. Treasuries (including strips) Y N/A N/A 2026-09-21 2026-09-21 2026-09-21 N N N 0.0373 108000000.00 108000000.00 0.0004 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 01/08/2027 3.76 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 4003205 KXT417000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-08 2027-01-08 N N N 0.0359 119100424.10 119100424.10 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/10/2026 3.65 3130BALT2 2549001DPIFGXC1TOL40 US3130BALT22 0001026214 MMM445000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-10 2026-12-10 N N N 0.0364 412996307.78 412996307.78 0.0017 N N N N Norinchukin Bank NORN G G RP 3.67% 7/7/26 3.67 N/A 5493007VSMFZCPV1NB83 MXK820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES OF A 254900HROIFWPRGM1V77 91282CHT1 2032-08-31 2033-08-15 0.000 - 3.875 N/A 113263700.00 111180002.43 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0361 109000000.00 109000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/21/2026 3.66 3130BAJ40 2549001DPIFGXC1TOL40 US3130BAJ402 0001026214 MLH518000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-21 2026-12-21 N N N 0.0365 246998616.80 246998616.80 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/22/2027 3.70 3133ET5L7 254900C5LP6DN9OP9V83 US3133ET5L79 4003205 MAM452000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-22 2027-12-22 N N N 0.0370 64999305.80 64999305.80 0.0003 N N N N Wells Fargo Securities, LLC WFSEC G G RP 3.72% 7/6/26 3.72 N/A VYVVCKR63DVZZN70PB21 0000276523 MJR440000 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 36179W5E4 2052-05-20 2052-05-20 4.000 N/A 192995917.00 129648834.55 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-06 2026-07-06 2026-07-06 N N N 0.0365 126000000.00 126000000.00 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 04/06/2027 3130BBFA8 2549001DPIFGXC1TOL40 US3130BBFA87 0001026214 MXL327000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-03 2027-04-06 2027-04-06 N N N 0.0000 133000000.00 133000000.00 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM 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Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 08/27/2027 3.68 3133EWKD1 254900C5LP6DN9OP9V83 US3133EWKD11 4003205 MIS758000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-27 2027-08-27 N N N 0.0368 16999887.80 16999887.80 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/18/2026 3.65 3130BAS81 2549001DPIFGXC1TOL40 US3130BAS817 0001026214 MPI393000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-18 2026-11-18 N N N 0.0363 123999000.56 123999000.56 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/22/2026 3.65 3130BAUM7 2549001DPIFGXC1TOL40 US3130BAUM77 0001026214 MQX957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-22 2026-12-22 N N N 0.0365 98999486.19 98999486.19 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/09/2026 3.66 3130B8V58 2549001DPIFGXC1TOL40 US3130B8V582 0001026214 LYC549000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-09 2026-12-09 N N N 0.0365 171996506.68 171996506.68 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 0.0399 345252878.74 345252878.74 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 12/17/2027 3.72 3130BB7B5 2549001DPIFGXC1TOL40 US3130BB7B53 0001026214 MWP730000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-17 2027-12-17 N N N 0.0372 244998833.80 244998833.80 0.0010 N N N N Canadian Imperial Bank of Commerce CIBC G G RP 3.74% 7/30/26 3.74 N/A 2IGI19DL77OX0HC3ZE78 MWR896000 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 36179VDP2 2038-10-20 2073-05-20 0.000 - 6.500 N/A 125455130.00 11071658.66 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 912810QT8 2029-01-15 2049-02-15 0.875 - 3.125 N/A 1143100.00 1180602.94 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137BRYG4 2038-10-15 2056-06-01 4.114 - 5.500 N/A 64880.00 57903.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQNR6 2032-01-01 2055-10-01 1.690 - 6.500 N/A 432409.00 180232.04 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-30 2026-07-30 2026-07-30 N N N 0.0368 12000000.00 12000000.00 0.0000 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 06/11/2027 3.72 3130B6PC4 2549001DPIFGXC1TOL40 US3130B6PC40 0001026214 LHX076000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-11 2027-06-11 N N N 0.0373 51993536.92 51993536.92 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 01/21/2028 3.71 3133EWAX8 254900C5LP6DN9OP9V83 US3133EWAX84 4003205 MDD706000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-21 2028-01-21 N N N 0.0370 140998151.49 140998151.49 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/06/2026 3.75 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 4003205 KXA648000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-06 2026-10-06 N N N 0.0367 30003609.00 30003609.00 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 04/21/2028 3.71 3130BAD95 2549001DPIFGXC1TOL40 US3130BAD959 0001026214 MKE163000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-04-21 2028-04-21 N N N 0.0370 61998670.72 61998670.72 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/02/2028 3.72 3133EWSC5 254900C5LP6DN9OP9V83 US3133EWSC55 4003205 MTU716000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-06-02 2028-06-02 N N N 0.0372 110998419.36 110998419.36 0.0004 N N N 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 0.0370 349144378.83 349144378.83 0.0014 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 11/19/2026 3.65 3130BARV1 2549001DPIFGXC1TOL40 US3130BARV14 0001026214 MPI178000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-19 2026-11-19 N N N 0.0362 61000000.00 61000000.00 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/06/2026 313385YZ3 2549001DPIFGXC1TOL40 US313385YZ37 313385YZ3 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-06 2026-07-06 2026-07-06 N N N 0.0363 166899521.11 166899521.11 0.0007 N N Y N Freddie Mac Discount Notes FED HOME LN MRTG CORP 0% 09/21/2026 313397G62 S6XOOCT0IEG5ABCC6L87 US313397G626 313397G62 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-21 2026-09-21 2026-09-21 N N N 0.0380 241926983.32 241926983.32 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/29/2027 3.70 3133ET5S2 254900C5LP6DN9OP9V83 US3133ET5S23 4003205 MAR551000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-29 2027-12-29 N N N 0.0369 34003481.26 34003481.26 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/19/2027 3.73 3130B73S1 2549001DPIFGXC1TOL40 US3130B73S14 0001026214 LOC561000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-19 2027-07-19 N N N 0.0368 66022811.55 66022811.55 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 01/29/2027 3.67 3133EWBS8 254900C5LP6DN9OP9V83 US3133EWBS80 4003205 MDU427000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-29 2027-01-29 N N N 0.0367 37999625.70 37999625.70 0.0002 N N N N Lloyds Bank PLC LOYDPL G G RP 3.715% 7/14/26 3.72 N/A H7FNTJ4851HG0EXQ1Z70 MLC314000 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 0.625 - 6.750 N/A 115862700.00 115123125.97 U.S. Treasuries (including strips) Y N/A N/A 2026-07-14 2026-07-14 2026-07-14 N N N 0.0365 112000000.00 112000000.00 0.0005 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/10/2027 3.72 3133ET4A2 254900C5LP6DN9OP9V83 US3133ET4A24 4003205 LYC302000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-10 2027-12-10 N N N 0.0372 220988324.57 220988324.57 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 05/06/2027 3.74 3133ETFX0 254900C5LP6DN9OP9V83 US3133ETFX01 4003205 LGB981000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-06 2027-05-06 N N N 0.0370 139039011.74 139039011.74 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 10/06/2026 3.64 3133EWAW0 254900C5LP6DN9OP9V83 US3133EWAW02 4003205 MDD725000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-06 2026-10-06 N N N 0.0361 68000009.52 68000009.52 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/11/2027 3.70 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 4003205 LJL586000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-03-11 2027-03-11 N N N 0.0376 24989215.75 24989215.75 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 05/20/2027 3.67 3130B9JN1 2549001DPIFGXC1TOL40 US3130B9JN18 0001026214 MFG439000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-20 2027-05-20 N N N 0.0340 24054612.24 24054612.24 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 07/26/2027 3.68 3133EWBH2 254900C5LP6DN9OP9V83 US3133EWBH26 4003205 MDG231000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-26 2027-07-26 N N N 0.0368 64999309.70 64999309.70 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 07/30/2027 3.74 3133ETRQ2 254900C5LP6DN9OP9V83 US3133ETRQ22 4003205 MAI534000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-30 2027-07-30 N N N 0.0368 8004059.52 8004059.52 0.0000 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 10/15/2027 3.75 3133ETH75 254900C5LP6DN9OP9V83 US3133ETH750 4003205 LSG288000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-15 2027-10-15 N N N 0.0375 87992382.72 87992382.72 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/28/2026 3.64 3130B9B58 2549001DPIFGXC1TOL40 US3130B9B582 0001026214 MDH626000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-28 2026-09-28 N N N 0.0360 195000198.90 195000198.90 0.0008 N N N N JP Morgan Securities, LLC JPM G G RP 3.65% 7/1/26 3.65 N/A ZBUT11V806EZRVTWT807 0001287279 MXK743000 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 3140QMP81 2033-06-01 2056-07-01 1.500 - 7.500 N/A 1008551060.00 847705939.26 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 831000000.00 831000000.00 0.0034 N Y Y N MUFG Securities EMEA PLC MUFGEM G T RP 3.65% 7/1/26 3.65 N/A U7M81AY481YLIOR75625 MXK771000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CLU3 2026-07-02 2033-05-15 0.000 - 4.375 N/A 429697600.00 429495665.70 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 421000000.00 421000000.00 0.0017 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 09/03/2027 3.69 3133EWCA6 254900C5LP6DN9OP9V83 US3133EWCA63 4003205 MDX428000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-03 2027-09-03 N N N 0.0368 14999711.25 14999711.25 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 05/26/2027 3.67 3133EWJY7 254900C5LP6DN9OP9V83 US3133EWJY76 4003205 MIQ027000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-26 2027-05-26 N N N 0.0366 72999584.63 72999584.63 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 05/20/2027 3.74 3133ETHK6 254900C5LP6DN9OP9V83 US3133ETHK61 4003205 LFQ785000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-20 2027-05-20 N N N 0.0374 19998534.40 19998534.40 0.0001 N N N N Bank of Montreal BMOTOR G *G RP 3.7% 7/31/26 3.70 N/A NQQ6HPCNCCU6TUTQYE16 MXL115000 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 2072-11-20 3.943 - 4.909 N/A 679629842.00 458397108.77 Agency Collateralized Mortgage Obligation Y N/A N/A 2026-07-07 2026-07-07 2026-07-31 Y BANK OF MNTRL TOR BRH(GOV) 1.0000 7 N N/A N/A N N 0.0364 445000000.00 445000000.00 0.0018 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 10/01/2027 3.69 3133EWKJ8 254900C5LP6DN9OP9V83 US3133EWKJ80 4003205 MJI412000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-01 2027-10-01 N N N 0.0369 48999710.41 48999710.41 0.0002 N N N N Fixed Income Clearing Corp - JP Morgan JPM FIG G RP 3.66% 7/1/26 3.66 N/A N/A MXK802000 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 91282CBL4 2030-06-30 2034-11-15 1.125 - 4.250 N/A 1748767300.00 1686231453.39 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 1653000000.00 1653000000.00 0.0067 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/21/2027 313384AW9 2549001DPIFGXC1TOL40 US313384AW96 313384AW9 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2027-01-21 2027-01-21 2027-01-21 N N N 0.0398 1018444278.24 1018444278.24 0.0041 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 07/21/2027 3.73 3133ETQK6 254900C5LP6DN9OP9V83 US3133ETQK60 4003205 LOC581000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-21 2027-07-21 N N N 0.0375 94980939.20 94980939.20 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 3.62% 02/08/2027 3.62 3130B93Y4 2549001DPIFGXC1TOL40 US3130B93Y46 0001026214 MBV665000 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 0.0403 242402589.36 242402589.36 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/17/2026 3.66 3130BAEK9 2549001DPIFGXC1TOL40 US3130BAEK95 0001026214 MKH433000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-17 2026-12-17 N N N 0.0365 224000580.16 224000580.16 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/11/2028 3.71 3133EWCS7 254900C5LP6DN9OP9V83 US3133EWCS71 4003205 MEO350000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-02-11 2028-02-11 N N N 0.0371 17999583.12 17999583.12 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/12/2026 313385B62 2549001DPIFGXC1TOL40 US313385B622 313385B62 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-12 2026-08-12 2026-08-12 N N N 0.0370 217046975.94 217046975.94 0.0009 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 12/30/2027 3.70 3130B8Z54 2549001DPIFGXC1TOL40 US3130B8Z542 0001026214 MBA454000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-30 2027-12-30 N N N 0.0370 98000742.84 98000742.84 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 06/22/2027 3.69 3133ET4Z7 254900C5LP6DN9OP9V83 US3133ET4Z74 4003205 MAI619000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-22 2027-06-22 N N N 0.0369 121997486.80 121997486.80 0.0005 N N N N US Treasury Notes UST NOTES 1.625% 09/30/2026 1.63 912828YG9 254900HROIFWPRGM1V77 US912828YG91 FAH800000 U.S. Treasury Debt Y N/A N/A 2026-09-30 2026-09-30 2026-09-30 N N N 0.0379 294392811.76 294392811.76 0.0012 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 06/17/2027 3.67 3133EWLP3 254900C5LP6DN9OP9V83 US3133EWLP32 4003205 MJV858000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-17 2027-06-17 N N N 0.0367 37999764.02 37999764.02 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 04/26/2027 3.66 3133EWQZ6 254900C5LP6DN9OP9V83 US3133EWQZ68 4003205 MQX839000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-26 2027-04-26 N N N 0.0366 166999430.53 166999430.53 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 08/13/2027 3.72 3133ETT98 254900C5LP6DN9OP9V83 US3133ETT987 4003205 LVH070000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-13 2027-08-13 N N N 0.0370 24004788.24 24004788.24 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/21/2026 313385G67 2549001DPIFGXC1TOL40 US313385G670 CAG874000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-21 2026-09-21 2026-09-21 N N N 0.0380 241926983.32 241926983.32 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/18/2026 3.64 3130B9H78 2549001DPIFGXC1TOL40 US3130B9H787 0001026214 MFC132000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-18 2026-09-18 N N N 0.0360 145999195.54 145999195.54 0.0006 N N N N US Treasury Notes UST NOTES 3MB+15.9 07/31/2027 3.93 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 LJK304000 U.S. Treasury Debt Y N/A N/A 2026-07-01 2027-07-31 2027-07-31 N N N 0.0383 66072957.72 66072957.72 0.0003 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 12/11/2026 3.70 3130B7PF5 2549001DPIFGXC1TOL40 US3130B7PF53 0001026214 LOV080000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-11 2026-12-11 N N N 0.0367 184016961.12 184016961.12 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+19 03/27/2028 3.81 3133ETBL0 254900C5LP6DN9OP9V83 US3133ETBL09 4003205 LPS557000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-27 2028-03-27 N N N 0.0370 58103223.18 58103223.18 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 10/22/2027 3.69 3130BAGK7 2549001DPIFGXC1TOL40 US3130BAGK77 0001026214 MLC478000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-22 2027-10-22 N N N 0.0369 61999344.04 61999344.04 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 10/22/2027 3.75 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 4003205 LSW652000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-22 2027-10-22 N N N 0.0372 79029582.34 79029582.34 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/24/2026 3.64 3130B9KE9 2549001DPIFGXC1TOL40 US3130B9KE99 0001026214 MFG445000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-24 2026-08-24 N N N 0.0360 243997191.56 243997191.56 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/29/2026 3.64 3130B9B41 2549001DPIFGXC1TOL40 US3130B9B418 0001026214 MDH738000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-29 2026-10-29 N N N 0.0362 110999095.35 110999095.35 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 12/17/2027 3.71 3133ET4P9 254900C5LP6DN9OP9V83 US3133ET4P92 4003205 LYS552000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-17 2027-12-17 N N N 0.0371 121997200.10 121997200.10 0.0005 N N N N US Treasury Bill UST BILLS 0% 09/29/2026 912797VE4 254900HROIFWPRGM1V77 US912797VE44 MTO403000 U.S. Treasury Debt Y N/A N/A 2026-09-29 2026-09-29 2026-09-29 N N N 0.0372 839512574.55 839512574.55 0.0034 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/26/2026 3.76 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 4003205 KOV336000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-26 2026-08-26 N N N 0.0353 94027641.64 94027641.64 0.0004 N N N N RBC Financial Group RBCNY G *G RP 3.68% 7/30/26 3.68 N/A ES7IP3U3RHIGC71XBU11 MMO221000 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 36176HTA2 2027-05-15 2056-06-20 2.000 - 6.500 N/A 1464258.00 955284.39 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912797TC1 2026-08-15 2055-08-15 0.000 - 4.375 N/A 231757722.97 229227100.28 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSGB1 2052-09-01 2055-12-01 5.000 - 6.500 N/A 158614904.00 117794385.16 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-07 2026-07-07 2026-07-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0362 339000000.00 339000000.00 0.0014 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 05/20/2027 3.67 3133EWEJ5 254900C5LP6DN9OP9V83 US3133EWEJ54 4003205 MFP483000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-20 2027-05-20 N N N 0.0368 46992774.69 46992774.69 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 01/05/2027 3.66 3130BALF2 2549001DPIFGXC1TOL40 US3130BALF28 0001026214 MML460000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-05 2027-01-05 N N N 0.0365 124000000.00 124000000.00 0.0005 N N N N Bank of Montreal BMOTOR G G RP 3.65% 7/1/26 3.65 N/A NQQ6HPCNCCU6TUTQYE16 MXB247000 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 3140LMDB2 2028-12-01 2030-07-01 3.810 - 5.300 N/A 164618682.00 165084045.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132XGYM2 2028-11-01 2028-11-01 4.300 N/A 30000000.00 29874223.14 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 191000000.00 191000000.00 0.0008 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 05/12/2027 3.71 3133ETT80 254900C5LP6DN9OP9V83 US3133ETT805 4003205 LVH158000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-12 2027-05-12 N N N 0.0371 19999269.00 19999269.00 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 0.0260 267409884.14 267409884.14 0.0011 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/23/2027 3.68 3133EWEU0 254900C5LP6DN9OP9V83 US3133EWEU00 4003205 MFS816000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-23 2027-09-23 N N N 0.0368 93999764.06 93999764.06 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 01/21/2027 3.66 3133EWAS9 254900C5LP6DN9OP9V83 US3133EWAS99 4003205 MCQ099000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-21 2027-01-21 N N N 0.0365 17999861.40 17999861.40 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 10/27/2026 3.67 3133ETM79 254900C5LP6DN9OP9V83 US3133ETM792 4003205 LTQ040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-27 2026-10-27 N N N 0.0363 99003154.14 99003154.14 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/21/2026 313385T97 2549001DPIFGXC1TOL40 US313385T970 CEF524000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-12-21 2026-12-21 2026-12-21 N N N 0.0392 604730791.28 604730791.28 0.0024 N N N N Fixed Income Clearing Corp - Goldman GS FIG M RP 3.65% 7/1/26 3.65 N/A 549300H47WTHXPU08X20 MXK764000 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 3132DNQM8 2052-03-01 2055-08-01 2.000 - 6.000 N/A 1988676.00 1626230.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A06C8 2051-12-01 2055-02-01 2.000 - 7.000 N/A 224451.00 167504.66 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912797UR6 2026-07-28 2030-11-15 0.000 - 6.250 N/A 282718600.00 280774910.89 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 277000000.00 277000000.00 0.0011 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 04/08/2027 3.70 3130B5T81 2549001DPIFGXC1TOL40 US3130B5T814 0001026214 LQA592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-08 2027-04-08 N N N 0.0351 110146944.60 110146944.60 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/01/2026 3.65 3130BALR6 2549001DPIFGXC1TOL40 US3130BALR65 0001026214 MMM426000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-01 2026-12-01 N N N 0.0364 245997547.38 245997547.38 0.0010 N N N 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 0.0399 345241716.78 345241716.78 0.0014 N N N N ABN AMRO Bank NV ABN G T RP 3.65% 7/1/26 3.65 N/A N/A MXK750000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 2033-11-15 0.750 - 4.625 N/A 328414900.00 324392953.63 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 318000000.00 318000000.00 0.0013 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/04/2026 3.76 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 4003205 KPK923000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-04 2026-09-04 N N N 0.0365 43005024.98 43005024.98 0.0002 N N N N Fixed Income Clearing Corp - Northern Trust NTC FIT G RP 3.66% 7/1/26 3.66 N/A N/A MXK765000 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 9128283F5 2027-11-15 2030-11-30 2.250 - 4.125 N/A 344862100.00 341722837.79 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 335000000.00 335000000.00 0.0014 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 05/13/2027 3.73 3133ETGP6 254900C5LP6DN9OP9V83 US3133ETGP67 4003205 LOT343000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-13 2027-05-13 N N N 0.0363 71060190.96 71060190.96 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 12/09/2027 3.71 3130B8U83 2549001DPIFGXC1TOL40 US3130B8U832 0001026214 LYB230000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-09 2027-12-09 N N N 0.0371 308980770.93 308980770.93 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 11/10/2027 3.75 3133ETS40 254900C5LP6DN9OP9V83 US3133ETS401 4003205 LVD948000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-10 2027-11-10 N N N 0.0374 84006058.08 84006058.08 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 07/12/2027 3.67 3133ET6W2 254900C5LP6DN9OP9V83 US3133ET6W26 4003205 MHB777000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-12 2027-07-12 N N N 0.0367 90998672.31 90998672.31 0.0004 N N N N Wells Fargo Securities, LLC WFSEC G G RP 3.7% 7/20/26 3.70 N/A VYVVCKR63DVZZN70PB21 0000276523 MWS983000 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 36179NKP2 2028-08-20 2056-06-20 2.500 - 7.000 N/A 773470086.00 761936673.68 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-20 2026-07-20 2026-07-20 N N N 0.0364 746000000.00 746000000.00 0.0030 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/05/2026 3.64 3130B9CD0 2549001DPIFGXC1TOL40 US3130B9CD09 0001026214 MDW121000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-05 2026-10-05 N N N 0.0360 184000259.44 184000259.44 0.0007 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/13/2026 313385ZG4 2549001DPIFGXC1TOL40 US313385ZG47 BIA149000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-13 2026-07-13 2026-07-13 N N N 0.0363 228701473.31 228701473.31 0.0009 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/14/2026 313385B88 2549001DPIFGXC1TOL40 US313385B887 313385B88 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-14 2026-08-14 2026-08-14 N N N 0.0370 301613775.00 301613775.00 0.0012 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/13/2027 3.69 3133EWGV6 254900C5LP6DN9OP9V83 US3133EWGV64 4003205 MHB860000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-13 2027-12-13 N N N 0.0369 21999603.78 21999603.78 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 10/20/2026 3.65 3130B9NF3 2549001DPIFGXC1TOL40 US3130B9NF38 0001026214 MFU259000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-20 2026-10-20 N N N 0.0362 162999004.07 162999004.07 0.0007 N N N N Fixed Income Clearing Corp - Mizuho MIZ FIG M RP 3.66% 7/1/26 3.66 N/A 9845006C81UCE4114A10 MXK789000 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 3142BBVE7 2031-03-01 2056-07-01 4.350 - 6.000 N/A 178223932.00 158106387.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDK81 2046-10-01 2056-07-01 2.500 - 6.500 N/A 880946477.00 774121780.51 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CEB3 2028-02-15 2031-04-30 1.875 - 4.625 N/A 104812900.00 104197191.69 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 1016000000.00 1016000000.00 0.0041 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 06/22/2028 3.75 3133EWTM2 254900C5LP6DN9OP9V83 US3133EWTM29 4003205 MWO547000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-06-22 2028-06-22 N N N 0.0375 251998571.16 251998571.16 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 07/30/2026 3.68 3133ETRT6 254900C5LP6DN9OP9V83 US3133ETRT60 4003205 LJL692000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-30 2026-07-30 N N N 0.0361 28000228.76 28000228.76 0.0001 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 0.0390 147633740.03 147633740.03 0.0006 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 4.75% 07/08/2026 4.75 3133EPVP7 254900C5LP6DN9OP9V83 US3133EPVP70 4003205 JXU344000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-08 2026-07-08 2026-07-08 N N N 0.0392 12001961.28 12001961.28 0.0000 N N Y N Bny Mellon Capital Market LLC FICASH MR 3.65% 07/01/26 3.65 N/A N/A MXL595000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ERVW8 2031-06-30 2039-10-03 4.540 - 5.190 N/A 72215.36 72159.71 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QT92 2026-11-20 2055-10-20 1.500 - 8.000 N/A 281827.69 23547.86 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AMUF7 2026-07-09 2040-09-18 0.000 - 5.375 N/A 133496.24 133346.87 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DD97 2026-07-15 2056-07-01 0.000 - 8.500 N/A 11374918.78 11033354.83 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912797RF6 2026-07-02 2056-02-15 0.000 - 6.250 N/A 7239454.70 7165280.40 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128M9D25 2026-08-01 2056-07-01 1.500 - 8.000 N/A 7920416.16 7629902.65 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 25544000.00 25544000.00 0.0001 N Y Y 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 0.0392 186723871.80 186723871.80 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/27/2027 3.72 3133ETJE8 254900C5LP6DN9OP9V83 US3133ETJE83 4003205 LGB972000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-27 2027-05-27 N N N 0.0370 87012685.47 87012685.47 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 08/10/2026 3.69 3130B7DZ4 2549001DPIFGXC1TOL40 US3130B7DZ46 0001026214 LKD632000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-10 2026-08-10 N N N 0.0365 173996821.02 173996821.02 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/04/2026 3.68 3133ETRU3 254900C5LP6DN9OP9V83 US3133ETRU34 4003205 LJQ234000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-04 2026-09-04 N N N 0.0365 14999669.10 14999669.10 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/29/2026 313385ZY5 2549001DPIFGXC1TOL40 US313385ZY52 313385ZY5 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-29 2026-07-29 2026-07-29 N N N 0.0364 277191559.32 277191559.32 0.0011 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/28/2026 3.66 3130BAH26 2549001DPIFGXC1TOL40 US3130BAH265 0001026214 MLD753000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-28 2026-12-28 N N N 0.0365 123999890.88 123999890.88 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 11/26/2027 3.74 3133ETY43 254900C5LP6DN9OP9V83 US3133ETY433 4003205 LWL943000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-26 2027-11-26 N N N 0.0371 81015334.11 81015334.11 0.0003 N N N N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.65% 7/1/26 3.65 N/A N/A MXB305000 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 912797RG4 2026-08-06 2054-11-15 0.000 - 5.000 N/A 1225487100.00 1193521003.82 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1170000000.00 1170000000.00 0.0047 N Y Y N Fixed Income Clearing Corp - BNYM BNY FIT G RP 3.75% 7/1/26 3.75 N/A 549300H47WTHXPU08X20 MXL210000 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 91282CEP2 2031-06-30 2032-05-15 2.875 - 4.125 N/A 598355100.00 567120053.63 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0375 556000000.00 556000000.00 0.0023 N Y Y 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 0.0392 93311995.35 93311995.35 0.0004 N N N N Norinchukin Bank NORN G G RP 3.66% 7/2/26 3.66 N/A 5493007VSMFZCPV1NB83 MXC774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES OF A 254900HROIFWPRGM1V77 91282CHC8 2032-08-31 2033-08-15 0.000 - 3.875 N/A 116530400.00 111236587.54 U.S. Treasuries (including strips) Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0359 109000000.00 109000000.00 0.0004 N N Y N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.66% 7/2/26 3.66 N/A N/A MXC804000 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 91282CJJ1 2031-04-30 2033-11-15 3.875 - 4.500 N/A 822972700.00 827304174.94 U.S. Treasuries (including strips) Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0359 811000000.00 811000000.00 0.0033 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 01/19/2027 3.71 3133ETQS9 254900C5LP6DN9OP9V83 US3133ETQS96 4003205 LIY920000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-19 2027-01-19 N N N 0.0368 27003856.41 27003856.41 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 0.0393 686233618.13 686233618.13 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 0.0380 1033925180.33 1033925180.33 0.0042 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 04/23/2027 3.75 3130B5ZA9 2549001DPIFGXC1TOL40 US3130B5ZA90 0001026214 LOT332000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-23 2027-04-23 N N N 0.0373 48003884.16 48003884.16 0.0002 N N N N JP Morgan Securities, LLC JPM G *G RP SOFR+0.12% 10/9/26 3.74 N/A ZBUT11V806EZRVTWT807 0001287279 MWH628000 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 3136APX64 2039-12-25 2055-09-25 1.500 - 5.000 N/A 129046153.00 88798777.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378GRV2 2037-06-20 2065-09-20 2.000 - 5.459 N/A 296996536.00 185397071.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137A9Y26 2041-04-15 2056-08-25 2.500 - 5.000 N/A 66469436.00 47832847.89 Agency Collateralized Mortgage Obligation Y N/A N/A 2026-09-28 2026-09-28 2026-10-09 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 90 N N/A N/A N N 0.0371 312000000.00 312000000.00 0.0013 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 03/20/2028 3.71 3130B9WR7 2549001DPIFGXC1TOL40 US3130B9WR74 0001026214 MHR018000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-20 2028-03-20 N N N 0.0370 60998980.08 60998980.08 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 02/12/2027 3.73 3130B52T4 2549001DPIFGXC1TOL40 US3130B52T42 0001026214 LPT608000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-12 2027-02-12 N N N 0.0366 12004927.56 12004927.56 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 09/07/2027 3.75 3130B7PC2 2549001DPIFGXC1TOL40 US3130B7PC23 0001026214 LOU742000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-07 2027-09-07 N N N 0.0376 59993036.40 59993036.40 0.0002 N N N N US Treasury Notes UST NOTES 0.625% 03/31/2027 0.63 912828ZE3 254900HROIFWPRGM1V77 US912828ZE35 FIB989000 U.S. Treasury Debt Y N/A N/A 2027-03-31 2027-03-31 2027-03-31 N N N 0.0401 105321093.48 105321093.48 0.0004 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/18/2026 313385P83 2549001DPIFGXC1TOL40 US313385P838 313385P83 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-11-18 2026-11-18 2026-11-18 N N N 0.0390 216764442.40 216764442.40 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 12/07/2027 3.71 3130B8U59 2549001DPIFGXC1TOL40 US3130B8U592 0001026214 MJJ505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-07 2027-12-07 N N N 0.0369 247061537.58 247061537.58 0.0010 N N N N Federal Home Loan Bank Discount Notes 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 0.0380 317608844.80 317608844.80 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 07/01/2026 3.72 3133ERJX0 254900C5LP6DN9OP9V83 US3133ERJX09 4003205 KUB717000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0372 38000000.00 38000000.00 0.0002 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 04/06/2028 3.71 3133EWKL3 254900C5LP6DN9OP9V83 US3133EWKL37 4003205 MJJ481000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-04-06 2028-04-06 N N N 0.0372 161970768.72 161970768.72 0.0007 N N N N US Treasury Notes USTN TII 0.125% 07/15/2026 0.13 912828S50 254900HROIFWPRGM1V77 US912828S505 AHF268000 U.S. Treasury Debt Y N/A N/A 2026-07-15 2026-07-15 2026-07-15 N N N 0.0349 2034120984.83 2034120984.83 0.0082 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 0.0371 781776084.44 781776084.44 0.0032 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 12/02/2027 3.73 3133ET2X4 254900C5LP6DN9OP9V83 US3133ET2X45 4003205 LXG305000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-02 2027-12-02 N N N 0.0373 104991736.50 104991736.50 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 10/29/2026 3.76 3130B3EC3 2549001DPIFGXC1TOL40 US3130B3EC38 0001026214 KXS564000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-29 2026-10-29 N N N 0.0369 41005970.01 41005970.01 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 01/26/2028 3.71 3130B97D6 2549001DPIFGXC1TOL40 US3130B97D62 0001026214 MCQ103000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-26 2028-01-26 N N N 0.0370 60998805.62 60998805.62 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/03/2027 3.75 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 4003205 KYL475000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-03 2027-02-03 N N N 0.0368 53020610.11 53020610.11 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/01/2026 3.65 3130BALE5 2549001DPIFGXC1TOL40 US3130BALE52 0001026214 MML459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-01 2026-12-01 N N N 0.0364 110998893.33 110998893.33 0.0004 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 3140U8A67 2054-12-01 2056-03-01 5.000 - 5.500 N/A 1067651.00 928851.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810FD5 2026-08-15 2055-02-15 0.000 - 4.625 N/A 325592240.55 416123750.48 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DSH21 2053-11-01 2055-10-01 6.000 - 6.500 N/A 79109.00 79366.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HTA2 2027-05-15 2055-06-20 2.000 - 6.000 N/A 50566482.00 33566464.94 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-07 2026-07-07 2026-10-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0366 436000000.00 436000000.00 0.0018 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 04/16/2027 3.75 3130B5YC6 2549001DPIFGXC1TOL40 US3130B5YC65 0001026214 LOT337000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-16 2027-04-16 N N N 0.0373 59007097.11 59007097.11 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/04/2026 3.76 3130B2LH6 2549001DPIFGXC1TOL40 US3130B2LH68 0001026214 KPK856000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-04 2026-09-04 N N N 0.0374 203991323.88 203991323.88 0.0008 N N N N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.67% 7/1/26 3.67 N/A N/A MXE122000 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 912810QE1 2031-04-30 2054-11-15 1.250 - 5.000 N/A 408844300.00 343775072.29 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0367 337000000.00 337000000.00 0.0014 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 11/03/2027 3.75 3133ETP76 254900C5LP6DN9OP9V83 US3133ETP761 4003205 LUJ236000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-03 2027-11-03 N N N 0.0369 122082043.78 122082043.78 0.0005 N N N N US Treasury Notes UST NOTES 3MB+19 10/31/2027 3.97 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 LTT488000 U.S. Treasury Debt Y N/A N/A 2026-07-01 2027-10-31 2027-10-31 N N N 0.0385 801120688.00 801120688.00 0.0032 N Y Y N US Treasury Bill UST BILLS 0% 11/19/2026 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 MPI180000 U.S. Treasury Debt Y N/A N/A 2026-11-19 2026-11-19 2026-11-19 N N N 0.0388 2364585504.00 2364585504.00 0.0096 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3 12/08/2026 3.65 3133ET3R6 254900C5LP6DN9OP9V83 US3133ET3R67 4003205 LYH676000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-08 2026-12-08 N N N 0.0365 33999353.66 33999353.66 0.0001 N N N N US Treasury Notes UST NOTES 4.25% 12/31/2026 4.25 91282CME8 254900HROIFWPRGM1V77 US91282CME83 KWL687000 U.S. Treasury Debt Y N/A N/A 2026-12-31 2026-12-31 2026-12-31 N N N 0.0411 663880543.56 663880543.56 0.0027 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 12/07/2026 3.65 3130B9R44 2549001DPIFGXC1TOL40 US3130B9R448 0001026214 MGV270000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-07 2026-12-07 N N N 0.0364 241996706.38 241996706.38 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 11/18/2026 3.76 3133ERB83 254900C5LP6DN9OP9V83 US3133ERB831 4003205 KUG213000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-18 2026-11-18 N N N 0.0364 211080646.31 211080646.31 0.0009 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/17/2026 313385ZL3 2549001DPIFGXC1TOL40 US313385ZL32 313385ZL3 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-17 2026-07-17 2026-07-17 N N N 0.0364 462210714.64 462210714.64 0.0019 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5.5 07/09/2027 3.68 3130B8ZZ8 2549001DPIFGXC1TOL40 US3130B8ZZ80 0001026214 MBG169000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-09 2027-07-09 N N N 0.0369 121979373.46 121979373.46 0.0005 N N N N Fixed Income Clearing Corp - ING ING FIG G RP 3.71% 7/30/26 3.71 N/A N/A MWS984000 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 3132GDV66 2030-05-01 2056-03-01 2.500 - 8.000 N/A 555590889.00 239107891.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A3SU2 2028-03-01 2056-06-01 2.000 - 6.500 N/A 487922853.00 267883373.21 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 2032-12-31 3.875 N/A 1000.00 978.65 U.S. Treasuries (including strips) Y N/A N/A 2026-07-30 2026-07-30 2026-07-30 N N N 0.0365 497000000.00 497000000.00 0.0020 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 10/19/2026 3.65 3130B9KR0 2549001DPIFGXC1TOL40 US3130B9KR03 0001026214 MFP667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-19 2026-10-19 N N N 0.0362 292998643.41 292998643.41 0.0012 N N N N Fixed Income Clearing Corp - Barclays BARC FIG T RP 3.66% 7/1/26 3.66 N/A N/A MXK760000 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 912797VL8 2026-10-13 2053-02-15 0.000 - 4.750 N/A 360379900.00 343774948.49 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 337000000.00 337000000.00 0.0014 N Y Y N Credit AG CAGBK G *G RP 3.65% 7/17/26 3.65 N/A 1VUV7VQFKUOQSJ21A208 MWT049000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810SA7 2026-12-15 2054-11-15 1.375 - 4.500 N/A 145405200.00 141966877.88 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-17 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0359 139000000.00 139000000.00 0.0006 N N Y N US Treasury Bill UST BILLS 0% 08/18/2026 912797UU9 254900HROIFWPRGM1V77 US912797UU94 MKE149000 U.S. Treasury Debt Y N/A N/A 2026-08-18 2026-08-18 2026-08-18 N N N 0.0362 1966262211.85 1966262211.85 0.0080 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/02/2026 313385R65 2549001DPIFGXC1TOL40 US313385R651 313385R65 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-12-02 2026-12-02 2026-12-02 N N N 0.0391 70826649.84 70826649.84 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 10/05/2026 3.68 3133ETKG1 254900C5LP6DN9OP9V83 US3133ETKG13 4003205 LGL726000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-05 2026-10-05 N N N 0.0366 21999600.48 21999600.48 0.0001 N N N N Lloyds Bank PLC LOYDPL G G RP 3.72% 7/23/26 3.72 N/A H7FNTJ4851HG0EXQ1Z70 MLF180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797UE5 2026-08-15 2047-08-15 0.000 - 6.750 N/A 115203100.00 115139772.24 U.S. Treasuries (including strips) Y N/A N/A 2026-07-23 2026-07-23 2026-07-23 N N N 0.0366 112000000.00 112000000.00 0.0005 N N N Y US Treasury Notes UST NOTES 3.875% 03/31/2027 3.88 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 LCF321000 U.S. Treasury Debt Y N/A N/A 2027-03-31 2027-03-31 2027-03-31 N N N 0.0401 1015937316.36 1015937316.36 0.0041 N Y Y N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.74% 8/24/26 3.74 N/A N/A MXK885000 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 91282CMU2 2030-03-31 2030-03-31 4.000 N/A 195976200.00 196880503.80 U.S. Treasuries (including strips) Y N/A N/A 2026-08-24 2026-08-24 2026-08-24 N N N 0.0369 193000000.00 193000000.00 0.0008 N N N Y Sumitomo Mitsui Banking Corp SUMITR G *G RP 3.72% 7/24/26 3.72 N/A 5493006GGLR4BTEL8O61 MLD602000 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 34722000.00 34990941.72 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-24 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0366 34000000.00 34000000.00 0.0001 N N Y N US Treasury Notes UST NOTES 4.125% 10/31/2026 4.13 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 KRT267000 U.S. Treasury Debt Y N/A N/A 2026-10-31 2026-10-31 2026-10-31 N N N 0.0393 306834497.38 306834497.38 0.0012 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/05/2026 3.64 3130B9DH0 2549001DPIFGXC1TOL40 US3130B9DH04 0001026214 MDY624000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-05 2026-11-05 N N N 0.0362 244997270.70 244997270.70 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3 07/28/2026 3.65 3133ETN60 254900C5LP6DN9OP9V83 US3133ETN600 4003205 LTR722000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-28 2026-07-28 N N N 0.0360 17999927.46 17999927.46 0.0001 N N N N Fixed Income Clearing Corp - BONY BNY FIG M RP 3.65% 7/1/26 3.65 N/A N/A MXK796000 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 912797VA2 2026-12-03 2052-02-15 0.000 - 4.375 N/A 151930700.00 141028421.19 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A7FW3 2035-11-01 2056-07-01 2.000 - 7.000 N/A 5544765320.00 3976210669.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KQPP5 2031-06-01 2056-06-01 1.500 - 7.000 N/A 4455007099.00 2694321004.73 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 6678000000.00 6678000000.00 0.0271 N Y Y N RBC Dominion Securities RBCSEC G *G RP 3.66% 7/30/26 3.66 N/A 549300QJJX6CVVUXLE15 MWT067000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797RF6 2026-07-09 2055-11-15 0.000 - 4.875 N/A 558045500.00 531611153.70 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-30 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0360 520000000.00 520000000.00 0.0021 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/04/2026 313385E51 2549001DPIFGXC1TOL40 US313385E519 CAG679000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-04 2026-09-04 2026-09-04 N N N 0.0379 123162277.08 123162277.08 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 10/21/2026 3.69 3133ETQP5 254900C5LP6DN9OP9V83 US3133ETQP57 4003205 LIX973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-21 2026-10-21 N N N 0.0362 34004938.84 34004938.84 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 10/14/2026 3.66 3130B84K5 2549001DPIFGXC1TOL40 US3130B84K50 0001026214 LSF053000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-14 2026-10-14 N N N 0.0364 24999504.50 24999504.50 0.0001 N N N N US Treasury Notes UST NOTES 1.5% 01/31/2027 1.50 912828Z78 254900HROIFWPRGM1V77 US912828Z781 FFH343000 U.S. Treasury Debt Y N/A N/A 2027-01-31 2027-01-31 2027-01-31 N N N 0.0401 373059062.50 373059062.50 0.0015 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/25/2026 313385Q74 2549001DPIFGXC1TOL40 US313385Q745 313385Q74 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-11-25 2026-11-25 2026-11-25 N N N 0.0390 242202443.88 242202443.88 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 10/20/2026 3.66 3133ETJ57 254900C5LP6DN9OP9V83 US3133ETJ574 4003205 LSU162000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-20 2026-10-20 N N N 0.0367 16998249.34 16998249.34 0.0001 N N N N Sumitomo Mitsui Banking Corp FICASH MU 3.65% 07/01/26 3.65 N/A N/A MXL262000_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 2039156557.45 1033958577.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWGH0 2053-02-01 2053-03-01 5.500 N/A 166647247.77 114169439.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DP97 2048-12-01 2053-03-01 2.000 - 5.500 N/A 2818660370.77 636866663.07 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1736928000.00 1736928000.00 0.0070 N Y Y N US Treasury Bill UST BILLS 0% 09/03/2026 912797RS8 254900HROIFWPRGM1V77 US912797RS85 LOG157000 U.S. Treasury Debt Y N/A N/A 2026-09-03 2026-09-03 2026-09-03 N N N 0.0370 2224252770.14 2224252770.14 0.0090 N Y Y N US Treasury Notes UST NOTES 0.5% 06/30/2027 0.50 912828ZV5 254900HROIFWPRGM1V77 US912828ZV59 GCC290000 U.S. Treasury Debt Y N/A N/A 2027-06-30 2027-06-30 2027-06-30 N N N 0.0410 211350397.89 211350397.89 0.0009 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/02/2026 3.76 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 4003205 KTV485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-02 2026-12-02 N N N 0.0364 61027238.33 61027238.33 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 10/02/2026 3.67 3133ETBN6 254900C5LP6DN9OP9V83 US3133ETBN64 4003205 LDA956000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-02 2026-10-02 2026-10-02 N N N 0.0362 89003826.11 89003826.11 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/23/2027 3.70 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 4003205 MAI623000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-23 2027-11-23 N N N 0.0363 50048643.50 50048643.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 08/06/2027 3.68 3133ET6J1 254900C5LP6DN9OP9V83 US3133ET6J15 4003205 MBE518000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-06 2027-08-06 N N N 0.0368 115996924.84 115996924.84 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/26/2026 313385D45 2549001DPIFGXC1TOL40 US313385D453 313385D45 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-26 2026-08-26 2026-08-26 N N N 0.0370 648221660.00 648221660.00 0.0026 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 02/16/2027 3.66 3133ET4Q7 254900C5LP6DN9OP9V83 US3133ET4Q75 4003205 LYS734000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-16 2027-02-16 N N N 0.0366 22998868.17 22998868.17 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 09/09/2027 3.69 3130BAYS0 2549001DPIFGXC1TOL40 US3130BAYS02 0001026214 MUJ984000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-09 2027-09-09 N N N 0.0368 243996044.76 243996044.76 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 02/18/2027 3.74 3133ETTQ0 254900C5LP6DN9OP9V83 US3133ETTQ04 4003205 LKT714000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-18 2027-02-18 N N N 0.0374 111993474.88 111993474.88 0.0005 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.65% 7/1/26 3.65 N/A 549300H47WTHXPU08X20 MXK735000 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 3140QDV27 2027-11-01 2062-12-01 1.500 - 7.500 N/A 3256030827.00 2201016474.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WNLL2 2028-02-01 2056-07-01 1.500 - 7.500 N/A 2039587392.00 1394848069.89 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 3525000000.00 3525000000.00 0.0143 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/10/2026 3.74 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 4003205 KMA892000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-10 2026-07-10 N N N 0.0361 69001298.58 69001298.58 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/19/2026 313385C53 2549001DPIFGXC1TOL40 US313385C539 313385C53 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-19 2026-08-19 2026-08-19 N N N 0.0370 615853418.73 615853418.73 0.0025 N N Y N US Treasury Notes UST NOTES 1.875% 02/28/2027 1.88 91282CEC1 254900HROIFWPRGM1V77 US91282CEC10 IHF806000 U.S. Treasury Debt Y N/A N/A 2027-02-28 2027-02-28 2027-02-28 N N N 0.0400 1357891439.85 1357891439.85 0.0055 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 07/14/2026 3.66 3133ETPY7 254900C5LP6DN9OP9V83 US3133ETPY73 4003205 LIQ307000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-14 2026-07-14 N N N 0.0362 42999578.60 42999578.60 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 08/12/2026 3.69 3130B7E42 2549001DPIFGXC1TOL40 US3130B7E424 0001026214 LKD669000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-12 2026-08-12 N N N 0.0365 327993131.68 327993131.68 0.0013 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/22/2026 313385ZR0 2549001DPIFGXC1TOL40 US313385ZR02 313385ZR0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-22 2026-07-22 2026-07-22 N N N 0.0364 740363066.38 740363066.38 0.0030 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 03/13/2028 3.71 3133EWGU8 254900C5LP6DN9OP9V83 US3133EWGU81 4003205 MHB862000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-13 2028-03-13 N N N 0.0370 77002122.89 77002122.89 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 07/08/2027 3.67 3133EWKT6 254900C5LP6DN9OP9V83 US3133EWKT62 4003205 MJL779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-08 2027-07-08 N N N 0.0367 34999773.20 34999773.20 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 12/03/2026 3.65 3130B9QP8 2549001DPIFGXC1TOL40 US3130B9QP82 0001026214 MGJ849000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-03 2026-12-03 N N N 0.0364 240996295.83 240996295.83 0.0010 N N N N Credit AG CAGBK G G RP 3.65% 7/1/26 3.65 N/A 1VUV7VQFKUOQSJ21A208 MXB315000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810QL5 2026-07-15 2054-11-15 1.125 - 4.625 N/A 300579800.00 300131316.99 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 294000000.00 294000000.00 0.0012 N Y Y N Federal 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Income Clearing Corp - JP Morgan JPM FIG T RP 3.65% 7/1/26 3.65 N/A N/A MXK742000 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 912810QS0 2033-04-30 2041-08-15 3.750 - 4.125 N/A 2071268100.00 2023885242.60 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1984000000.00 1984000000.00 0.0080 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/21/2026 3.66 3130BAFJ1 2549001DPIFGXC1TOL40 US3130BAFJ14 0001026214 MLA383000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-21 2026-12-21 N N N 0.0365 124000327.36 124000327.36 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/22/2026 3.70 3133ETUJ4 254900C5LP6DN9OP9V83 US3133ETUJ42 4003205 LLJ821000 U.S. Government Agency Debt (if categorized as 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N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/11/2027 3.70 3133ETAA5 254900C5LP6DN9OP9V83 US3133ETAA52 4003205 LBQ308000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-03-11 2027-03-11 N N N 0.0370 42997615.22 42997615.22 0.0002 N N N N US Treasury Notes UST NOTES 3MB+10.3 04/30/2028 3.88 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 MLF217000 U.S. Treasury Debt Y N/A N/A 2026-07-01 2028-04-30 2028-04-30 N N N 0.0388 1999012309.70 1999012309.70 0.0081 N Y Y N Lloyds Bank PLC LOYDPL G G RP 3.67% 8/17/26 3.67 N/A H7FNTJ4851HG0EXQ1Z70 MQX740000 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 116651900.00 115794228.46 U.S. Treasuries (including strips) Y N/A N/A 2026-08-17 2026-08-17 2026-08-17 N N N 0.0362 112000000.00 112000000.00 0.0005 N N N Y Royal Bank of Canada RBCTR G G RP 3.66% 7/7/26 3.66 N/A ES7IP3U3RHIGC71XBU11 MXK883000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810SZ2 2027-02-28 2051-08-15 1.250 - 4.250 N/A 401427900.00 376559463.18 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0360 369000000.00 369000000.00 0.0015 N N Y N 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 0.0398 169288117.19 169288117.19 0.0007 N N N N ABN AMRO Bank NV ABN G M RP 3.66% 7/1/26 3.66 N/A N/A MXK751000 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 3131Y6VS5 2043-02-01 2054-11-01 3.000 - 5.500 N/A 145238211.00 110547147.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XVSA9 2028-10-01 2056-02-01 2.000 - 6.500 N/A 307709925.00 218946347.87 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 323000000.00 323000000.00 0.0013 N Y Y N RBC Financial Group RBCNY G *G RP 3.66% 7/31/26 3.66 N/A ES7IP3U3RHIGC71XBU11 MXK872000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CAU5 2026-12-31 2034-08-15 0.500 - 4.375 N/A 428313400.00 427423542.37 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-31 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0361 419000000.00 419000000.00 0.0017 N N Y N BofA Securities, Inc. 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Wells Fargo Bank WFB FIG G RP 3.68% 7/9/26 3.68 N/A N/A MXB313000 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 91282CHC8 2028-10-15 2033-05-15 3.375 - 3.500 N/A 550310300.00 545755859.48 U.S. Treasuries (including strips) Y N/A N/A 2026-07-09 2026-07-09 2026-07-09 N N N 0.0362 535000000.00 535000000.00 0.0022 N N N N Lloyds Bank Corp Mrkts LBCM G G RP 3.65% 7/6/26 3.65 N/A 213800MBWEIJDM5CU638 MXJ693000 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 2028-03-31 2043-11-15 1.375 - 4.625 N/A 133057800.00 129566284.64 U.S. Treasuries (including strips) Y N/A N/A 2026-07-06 2026-07-06 2026-07-06 N N N 0.0359 127000000.00 127000000.00 0.0005 N N Y N Fannie Mae FANNIE MAE VFAC SOFR+14 10/23/2026 3.76 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 0000310522 KRR809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-23 2026-10-23 N N N 0.0367 369072836.91 369072836.91 0.0015 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 3140QTNY1 2053-12-01 2056-06-01 6.500 N/A 689942258.00 381476673.86 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-02 2026-09-02 2026-09-02 N N N 0.0366 373000000.00 373000000.00 0.0015 N N N Y 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 0.0364 567089830.80 567089830.80 0.0023 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 03/05/2027 3.66 3130B92R0 2549001DPIFGXC1TOL40 US3130B92R04 0001026214 MBT327000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-03-05 2027-03-05 N N N 0.0365 60999878.00 60999878.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 07/21/2026 3.68 3133ETHF7 254900C5LP6DN9OP9V83 US3133ETHF76 4003205 LFQ764000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-21 2026-07-21 N N N 0.0364 40999315.30 40999315.30 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/15/2027 3.73 3130B72L7 2549001DPIFGXC1TOL40 US3130B72L79 0001026214 LOC560000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-15 2027-07-15 N N N 0.0375 11997589.44 11997589.44 0.0000 N N N N Wells Fargo Securities, LLC WFSEC G G RP 3.67% 7/1/26 3.67 N/A VYVVCKR63DVZZN70PB21 0000276523 MXB262000 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 3618N6K63 2056-05-20 2056-05-20 5.000 N/A 97575309.00 96969149.52 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0367 95000000.00 95000000.00 0.0004 N Y Y 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 0.0384 1245189165.87 1245189165.87 0.0050 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 912797UE5 2027-04-15 2033-11-15 0.000 - 4.875 N/A 117457100.00 114994823.44 U.S. Treasuries (including strips) Y N/A N/A 2026-08-05 2026-08-05 2026-08-05 N N N 0.0366 112000000.00 112000000.00 0.0005 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 05/26/2028 3.72 3133EWRM4 254900C5LP6DN9OP9V83 US3133EWRM47 4003205 MRC943000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-05-26 2028-05-26 N N N 0.0371 135998331.28 135998331.28 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 07/21/2026 3.75 3133ERYD7 254900C5LP6DN9OP9V83 US3133ERYD79 4003205 KRL449000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-21 2026-07-21 N N N 0.0364 26000704.60 26000704.60 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+25 12/13/2027 3.87 3133ERG96 254900C5LP6DN9OP9V83 US3133ERG962 4003205 LPT313000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-13 2027-12-13 N N N 0.0369 73186562.45 73186562.45 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 0.0197 735412507.50 735412507.50 0.0030 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/28/2026 3.66 3130BAWQ6 2549001DPIFGXC1TOL40 US3130BAWQ63 0001026214 MTU834000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-28 2026-12-28 N N N 0.0365 62000375.10 62000375.10 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 07/09/2026 3.66 3133ETPE1 254900C5LP6DN9OP9V83 US3133ETPE10 4003205 LIH999000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-09 2026-07-09 N N N 0.0359 117000272.61 117000272.61 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/05/2026 3.64 3130B8ZY1 2549001DPIFGXC1TOL40 US3130B8ZY16 0001026214 MBG135000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-05 2026-10-05 N N N 0.0361 243998345.68 243998345.68 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 09/10/2027 3.77 3133ETXE2 254900C5LP6DN9OP9V83 US3133ETXE28 4003205 LOW130000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-10 2027-09-10 N N N 0.0377 88999472.23 88999472.23 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 02/12/2027 3.66 3133EWDJ6 254900C5LP6DN9OP9V83 US3133EWDJ63 4003205 MFB038000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-12 2027-02-12 N N N 0.0366 58997133.78 58997133.78 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 10/29/2027 3.76 3133ETP43 254900C5LP6DN9OP9V83 US3133ETP431 4003205 LTU975000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-29 2027-10-29 N N N 0.0373 34007396.70 34007396.70 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 0.0380 261892179.12 261892179.12 0.0011 N N N N Fixed Income Clearing Corp - 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Mizuho MIZ FIG T RP 3.65% 7/1/26 3.65 N/A 9845006C81UCE4114A10 MXK788000 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 91282CGH8 2028-01-31 2034-08-15 3.375 - 4.125 N/A 1308672500.00 1306752569.18 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1281000000.00 1281000000.00 0.0052 N Y Y N Lloyds Bank PLC LOYDPL G G RP 3.72% 7/27/26 3.72 N/A H7FNTJ4851HG0EXQ1Z70 MMH992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797UE5 2027-04-15 2035-02-15 0.000 - 4.625 N/A 58803700.00 57537000.76 U.S. Treasuries (including strips) Y N/A N/A 2026-07-27 2026-07-27 2026-07-27 N N N 0.0366 56000000.00 56000000.00 0.0002 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5.5 05/28/2027 3.68 3130BAWT0 2549001DPIFGXC1TOL40 US3130BAWT03 0001026214 MTU785000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-28 2027-05-28 N N N 0.0367 92998985.37 92998985.37 0.0004 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 0.0391 3068543555.00 3068543555.00 0.0124 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 04/23/2027 3.67 3133EWMQ0 254900C5LP6DN9OP9V83 US3133EWMQ06 4003205 MLA175000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-23 2027-04-23 N N N 0.0367 58999480.21 58999480.21 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 01/05/2027 3.66 3130BAKH9 2549001DPIFGXC1TOL40 US3130BAKH92 0001026214 MML336000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-05 2027-01-05 N N N 0.0365 222999681.11 222999681.11 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 07/15/2026 3.64 3130B83W0 2549001DPIFGXC1TOL40 US3130B83W08 0001026214 LSE951000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-15 2026-07-15 N N N 0.0359 137999165.10 137999165.10 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 06/23/2027 3.68 3133ET5H6 254900C5LP6DN9OP9V83 US3133ET5H67 4003205 MAJ752000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-23 2027-06-23 N N N 0.0368 65998449.66 65998449.66 0.0003 N N N 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 912797UE5 2026-10-31 2034-11-15 0.000 - 4.500 N/A 57169900.00 56177929.74 U.S. Treasuries (including strips) Y N/A N/A 2026-09-21 2026-09-21 2026-09-21 N N N 0.0373 55000000.00 55000000.00 0.0002 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 09/29/2027 3.69 3133EWNF3 254900C5LP6DN9OP9V83 US3133EWNF32 4003205 MMI045000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-29 2027-09-29 N N N 0.0368 36999826.47 36999826.47 0.0001 N N N N US Treasury Bill UST BILLS 0% 01/21/2027 912797TM9 254900HROIFWPRGM1V77 US912797TM97 MCO886000 U.S. Treasury Debt Y N/A N/A 2027-01-21 2027-01-21 2027-01-21 N N N 0.0385 1374605364.60 1374605364.60 0.0056 N Y Y N US Treasury Notes UST NOTES 2.5% 03/31/2027 2.50 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 IJC240000 U.S. Treasury Debt Y N/A N/A 2027-03-31 2027-03-31 2027-03-31 N N N 0.0401 1110541718.75 1110541718.75 0.0045 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 02/09/2027 3.72 3133ETGQ4 254900C5LP6DN9OP9V83 US3133ETGQ41 4003205 LFF143000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-09 2027-02-09 N N N 0.0368 20004314.00 20004314.00 0.0001 N N N N Lloyds Bank PLC LOYDPL G G RP 3.7% 9/3/26 3.70 N/A H7FNTJ4851HG0EXQ1Z70 MTW094000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810UK2 2027-08-15 2055-05-15 0.500 - 4.750 N/A 115026900.00 112720504.08 U.S. Treasuries (including strips) Y N/A N/A 2026-09-03 2026-09-03 2026-09-03 N N N 0.0366 110000000.00 110000000.00 0.0004 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 01/03/2028 3.71 3133EWBX7 254900C5LP6DN9OP9V83 US3133EWBX75 4003205 MDW125000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-03 2028-01-03 N N N 0.0374 36983461.00 36983461.00 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 0.0365 684001055.04 684001055.04 0.0028 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 01/06/2028 3.73 3130BBDB8 2549001DPIFGXC1TOL40 US3130BBDB88 0001026214 MXC917000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-06 2028-01-06 N N N 0.0373 120998771.85 120998771.85 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 04/13/2028 3.71 3130BACJ4 2549001DPIFGXC1TOL40 US3130BACJ41 0001026214 MJV867000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-04-13 2028-04-13 N N N 0.0370 85998215.50 85998215.50 0.0003 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FIG G RP 3.67% 7/2/26 3.67 N/A N/A MXL229000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0360 1677000000.00 1677000000.00 0.0068 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. RBC Dominion Securities RBCSEC G *G RP 3.66% 7/29/26 3.66 N/A 549300QJJX6CVVUXLE15 MXC873000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797RF6 2026-07-02 2054-11-15 0.000 - 5.000 N/A 664178300.00 617720721.95 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0360 604000000.00 604000000.00 0.0024 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 10/15/2026 3.76 3133ERXN6 254900C5LP6DN9OP9V83 US3133ERXN60 4003205 KYO979000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-15 2026-10-15 N N N 0.0367 123421910.90 123421910.90 0.0005 N N N N RBC Financial Group RBCNY G *G RP 3.68% 7/29/26 3.68 N/A ES7IP3U3RHIGC71XBU11 MNL293000 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 912810TH1 2026-08-15 2055-08-15 0.000 - 3.750 N/A 194524483.50 195103990.96 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2055-08-20 2.000 - 6.000 N/A 4861599.00 3335971.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1R21 2040-10-01 2052-09-01 3.000 - 5.500 N/A 1151486.00 1137279.50 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-07 2026-07-07 2026-07-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0362 194000000.00 194000000.00 0.0008 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4.5 04/06/2027 3.67 3130B92P4 2549001DPIFGXC1TOL40 US3130B92P48 0001026214 MBT325000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-06 2027-04-06 N N N 0.0367 41996451.00 41996451.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 05/05/2027 3.75 3133ETFP7 254900C5LP6DN9OP9V83 US3133ETFP76 4003205 LER808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-05 2027-05-05 N N N 0.0375 157995002.46 157995002.46 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/04/2026 3.64 3130B9R36 2549001DPIFGXC1TOL40 US3130B9R364 0001026214 MGV244000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-04 2026-11-04 N N N 0.0362 241998315.68 241998315.68 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 07/08/2027 3.67 3130B93N8 2549001DPIFGXC1TOL40 US3130B93N80 0001026214 MBV633000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-08 2027-07-08 N N N 0.0369 60987077.15 60987077.15 0.0002 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.65% 7/1/26 3.65 N/A 549300H47WTHXPU08X20 MXK734000 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176VFM0 2031-08-15 2067-12-15 2.000 - 7.500 N/A 4113562133.00 3217406176.20 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 3154000000.00 3154000000.00 0.0128 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 03/01/2027 3.71 3130B5BF4 2549001DPIFGXC1TOL40 US3130B5BF44 0001026214 LAN784000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-03-01 2027-03-01 N N N 0.0371 57996566.40 57996566.40 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/24/2027 3.78 3133ETZJ9 254900C5LP6DN9OP9V83 US3133ETZJ96 4003205 LQG629000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-24 2027-09-24 N N N 0.0377 193001881.75 193001881.75 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 07/21/2026 3.65 3130B8BA9 2549001DPIFGXC1TOL40 US3130B8BA95 0001026214 LTO176000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-21 2026-07-21 N N N 0.0358 492003837.60 492003837.60 0.0020 N N N N Citigroup Global Capital Markets Inc CITIGR G G RP SOFR+0.06% 8/26/26 3.68 N/A MBNUM2BPBDO7JBLYG310 0000315030 MXB309000 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 36179XBY1 2030-04-20 2066-01-20 2.000 - 7.500 N/A 375941125.00 230641669.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G05Y5 2027-10-08 2049-09-01 0.750 - 6.348 N/A 4679329.00 355521.01 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 88059E4X9 2026-09-15 2065-09-15 0.000 N/A 1837000.00 573886.22 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ENMV9 2042-02-03 2042-02-03 2.930 N/A 38635000.00 30376427.47 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132D6GA2 2039-04-01 2040-07-13 2.150 - 5.000 N/A 45260000.00 33411112.73 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AECN8 2026-07-08 2042-01-27 0.000 - 3.750 N/A 219100000.00 208831268.91 Agency Debentures and Agency Strips Y N/A N/A 2026-08-26 2026-08-26 2026-08-26 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0363 494000000.00 494000000.00 0.0020 N N N Y Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/07/2026 313385A97 2549001DPIFGXC1TOL40 US313385A970 313385A97 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-07 2026-08-07 2026-08-07 N N N 0.0369 109575033.70 109575033.70 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/22/2026 3.65 3130BAUU9 2549001DPIFGXC1TOL40 US3130BAUU93 0001026214 MRB271000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-22 2026-12-22 N N N 0.0365 122999361.63 122999361.63 0.0005 N N N N US Bancorp Inv USBK G T RP 3.65% 7/1/26 3.65 N/A N1GZ7BBF3NP8GI976H15 MXK748000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797UR6 2026-07-28 2034-05-15 0.000 - 4.375 N/A 346486198.56 323642174.13 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 317000000.00 317000000.00 0.0013 N Y Y N Fixed Income Clearing Corp - Natwest NTW FIG T RP 3.65% 7/1/26 3.65 N/A N/A MXK777000 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 91282CQC8 2033-02-28 2033-02-28 3.750 N/A 16599200.00 16321728.86 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 16000000.00 16000000.00 0.0001 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 09/15/2027 3.76 3133ETYJ0 254900C5LP6DN9OP9V83 US3133ETYJ06 4003205 LPM572000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-15 2027-09-15 N N N 0.0376 47994566.40 47994566.40 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 04/05/2027 3.70 3130B5SA7 2549001DPIFGXC1TOL40 US3130B5SA73 0001026214 LDG770000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-05 2027-04-05 N N N 0.0370 1014937486.15 1014937486.15 0.0041 N N N N US Treasury Notes UST NOTES 4.125% 01/31/2027 4.13 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 KYF876000 U.S. Treasury Debt Y N/A N/A 2027-01-31 2027-01-31 2027-01-31 N N N 0.0401 846527650.20 846527650.20 0.0034 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/18/2026 3.67 3133ETLJ4 254900C5LP6DN9OP9V83 US3133ETLJ43 4003205 LHE544000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-18 2026-08-18 N N N 0.0361 14000186.34 14000186.34 0.0001 N N N N US Treasury Bill UST BILLS 0% 10/01/2026 912797SA6 254900HROIFWPRGM1V77 US912797SA68 LRA513000 U.S. Treasury Debt Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0379 2725732160.00 2725732160.00 0.0110 N Y Y N Fixed Income Clearing Corp - Northern Trust NTC FIT G RP 3.75% 7/1/26 3.75 N/A N/A MXL202000 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 91282CEM9 2029-01-15 2029-04-30 2.875 - 3.500 N/A 474911600.00 471338971.33 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0375 462000000.00 462000000.00 0.0019 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/10/2027 3.72 3130B6N28 2549001DPIFGXC1TOL40 US3130B6N286 0001026214 LGT166000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-10 2027-06-10 N N N 0.0374 125974531.62 125974531.62 0.0005 N N N N SMBC Nikko Securities America Inc NIKKO G T RP 3.65% 7/1/26 3.65 N/A 6PJDTY319315T5LR2241 MXK783000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 9128283W8 2026-07-31 2033-11-15 1.500 - 4.875 N/A 629592900.00 634504380.55 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 622000000.00 622000000.00 0.0025 N Y Y N Lloyds Bank PLC LOYDPL G G RP 3.7% 7/29/26 3.70 N/A H7FNTJ4851HG0EXQ1Z70 MXA126000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810UK2 2026-09-30 2055-05-15 0.500 - 4.750 N/A 110033800.00 111375144.48 U.S. Treasuries (including strips) Y N/A N/A 2026-07-29 2026-07-29 2026-07-29 N N N 0.0364 109000000.00 109000000.00 0.0004 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 02/18/2027 3.73 3130B52X5 2549001DPIFGXC1TOL40 US3130B52X53 0001026214 LPU765000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-18 2027-02-18 N N N 0.0373 16999367.94 16999367.94 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/29/2027 313384BE8 2549001DPIFGXC1TOL40 US313384BE89 313384BE8 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2027-01-29 2027-01-29 2027-01-29 N N N 0.0398 302043507.72 302043507.72 0.0012 N N N 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2026-07-01 2028-01-28 2028-01-28 N N N 0.0372 90998672.31 90998672.31 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 07/09/2027 3.69 3133ET3V7 254900C5LP6DN9OP9V83 US3133ET3V79 4003205 LYA933000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-09 2027-07-09 N N N 0.0373 58975369.27 58975369.27 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/16/2026 3.70 3133ETYB7 254900C5LP6DN9OP9V83 US3133ETYB79 4003205 LPK801000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-16 2026-11-16 N N N 0.0364 16002674.08 16002674.08 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 10/01/2027 3.76 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 4003205 LQX919000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-01 2027-10-01 N N N 0.0378 65979679.26 65979679.26 0.0003 N N N N SMBC Nikko Securities America Inc NIKKO G M RP 3.65% 7/1/26 3.65 N/A 6PJDTY319315T5LR2241 MXK784000 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 3128M96X5 2035-08-01 2055-09-01 2.000 - 7.000 N/A 193375724.00 109584160.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AX5H6 2047-02-01 2056-07-01 2.000 - 7.000 N/A 160119800.00 117898902.45 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 223000000.00 223000000.00 0.0009 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 04/07/2028 3.71 3133EWKR0 254900C5LP6DN9OP9V83 US3133EWKR07 4003205 MJL788000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-04-07 2028-04-07 N N N 0.0370 171005167.62 171005167.62 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 02/12/2027 3.71 3130B54R6 2549001DPIFGXC1TOL40 US3130B54R67 0001026214 LPU474000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-12 2027-02-12 N N N 0.0366 61018075.52 61018075.52 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 01/06/2027 3.76 3130B4FQ9 2549001DPIFGXC1TOL40 US3130B4FQ97 0001026214 LDC088000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-06 2027-01-06 N N N 0.0366 24011508.00 24011508.00 0.0001 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIT G RP 3.66% 7/1/26 3.66 N/A 549300H47WTHXPU08X20 MXL251000 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 91282CQY0 2028-06-30 2028-06-30 4.125 N/A 946116600.00 946560092.16 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 928000000.00 928000000.00 0.0038 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 04/29/2027 3.75 3133ETFE2 254900C5LP6DN9OP9V83 US3133ETFE20 4003205 LEK877000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-29 2027-04-29 N N N 0.0373 275007400.28 275007400.28 0.0011 N N N 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 0.0399 106956250.00 106956250.00 0.0004 N Y Y N Citigroup Global Capital Markets Inc CITIGR G G RP SOFR+0.05% 9/1/26 3.67 N/A MBNUM2BPBDO7JBLYG310 0000315030 MXL073000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2026-09-01 2026-09-01 2026-09-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0363 491000000.00 491000000.00 0.0020 N N N Y 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. 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The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/11/2026 3.64 3130B9HJ2 2549001DPIFGXC1TOL40 US3130B9HJ24 0001026214 MFC275000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-11 2026-09-11 N N N 0.0360 97999150.34 97999150.34 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 11/12/2027 3.74 3133ETT56 254900C5LP6DN9OP9V83 US3133ETT565 4003205 LVH079000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-12 2027-11-12 N N N 0.0373 72003584.88 72003584.88 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/17/2026 3.63 3130B9GM6 2549001DPIFGXC1TOL40 US3130B9GM61 0001026214 MER184000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-17 2026-08-17 N N N 0.0359 36999592.26 36999592.26 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 0.0370 962193616.56 962193616.56 0.0039 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 0.0395 1353134041.84 1353134041.84 0.0055 N Y Y N RBC Financial Group RBCNY G *G RP 3.68% 7/30/26 3.68 N/A ES7IP3U3RHIGC71XBU11 MMO219000 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 3133N3Z64 2055-04-01 2056-01-01 5.500 - 6.500 N/A 12239796.00 10951605.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UB2D4 2055-12-01 2056-03-01 5.500 - 6.500 N/A 8250206.00 7113739.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MKYX9 2055-02-20 2056-06-20 6.000 - 7.000 N/A 12447480.00 12390220.87 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912803EV1 2026-08-15 2055-02-15 0.000 - 4.375 N/A 173890215.43 168876935.95 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0362 194000000.00 194000000.00 0.0008 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/14/2026 313385K54 2549001DPIFGXC1TOL40 US313385K540 313385K54 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-14 2026-10-14 2026-10-14 N N N 0.0381 400575824.55 400575824.55 0.0016 N N N N Fixed Income Clearing Corp - Goldman GS FIG T RP 3.64% 7/1/26 3.64 N/A 549300H47WTHXPU08X20 MXK763000 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 912797TW7 2026-07-21 2031-05-15 0.000 - 6.625 N/A 4798208100.00 4779183179.91 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 4685000000.00 4685000000.00 0.0190 N Y Y N RBC Financial Group RBCNY G *G RP 3.66% 7/30/26 3.66 N/A ES7IP3U3RHIGC71XBU11 MXK873000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810TT5 2026-09-30 2055-02-15 0.375 - 4.625 N/A 522921600.00 430819538.72 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0360 419000000.00 419000000.00 0.0017 N N Y N US Treasury Bill UST BILLS 0% 07/02/2026 912797TF4 254900HROIFWPRGM1V77 US912797TF47 MAU031000 U.S. Treasury Debt Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0181 1887311287.75 1887311287.75 0.0076 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 11/30/2026 3.66 3130BAJV0 2549001DPIFGXC1TOL40 US3130BAJV06 0001026214 MMJ804000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-30 2026-11-30 N N N 0.0365 60999191.75 60999191.75 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/28/2026 3.67 3133ETJD0 254900C5LP6DN9OP9V83 US3133ETJD01 4003205 LGC004000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-28 2026-08-28 N N N 0.0364 51998874.20 51998874.20 0.0002 N N N N US Treasury Notes USTN 3MB+9.9 01/31/2028 3.87 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 MDG296000 U.S. Treasury Debt Y N/A N/A 2026-07-01 2028-01-31 2028-01-31 N N N 0.0386 2053009536.88 2053009536.88 0.0083 N Y Y N Fixed Income Clearing Corp - Barclays BARC FIG T RP 3.66% 7/1/26 3.66 N/A N/A MXK759000 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 2026-07-31 2035-02-15 0.000 - 5.375 N/A 1374558500.00 1373059624.93 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 1346000000.00 1346000000.00 0.0055 N Y Y N US Treasury Bill UST BILLS 0% 11/12/2026 912797UY1 254900HROIFWPRGM1V77 US912797UY17 MNP239000 U.S. Treasury Debt Y N/A N/A 2026-11-12 2026-11-12 2026-11-12 N N N 0.0387 2408845223.19 2408845223.19 0.0098 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 10/08/2027 3.68 3133EWKS8 254900C5LP6DN9OP9V83 US3133EWKS89 4003205 MJL780000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-08 2027-10-08 N N N 0.0368 44999667.90 44999667.90 0.0002 N N N N Lloyds Bank PLC LOYDPL G G RP 3.7% 8/28/26 3.70 N/A H7FNTJ4851HG0EXQ1Z70 MTO324000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797UE5 2026-10-31 2035-02-15 0.000 - 4.625 N/A 117714800.00 114817329.04 U.S. Treasuries (including strips) Y N/A N/A 2026-08-28 2026-08-28 2026-08-28 N N N 0.0365 112000000.00 112000000.00 0.0005 N N N Y US Treasury Notes UST NOTES 3.75% 04/30/2027 3.75 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 LED071000 U.S. Treasury Debt Y N/A N/A 2027-04-30 2027-04-30 2027-04-30 N N N 0.0407 219415625.00 219415625.00 0.0009 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/06/2026 3.64 3130B9DY3 2549001DPIFGXC1TOL40 US3130B9DY37 0001026214 MEL682000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-06 2026-10-06 N N N 0.0360 244000156.16 244000156.16 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 07/30/2027 3.74 3130B7BV5 2549001DPIFGXC1TOL40 US3130B7BV59 0001026214 LJL703000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-30 2027-07-30 N N N 0.0369 389159439.43 389159439.43 0.0016 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 02/01/2027 3.66 3133EWNG1 254900C5LP6DN9OP9V83 US3133EWNG15 4003205 MMI050000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-01 2027-02-01 N N N 0.0366 129998581.70 129998581.70 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/20/2026 313385C61 2549001DPIFGXC1TOL40 US313385C612 313385C61 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-20 2026-08-20 2026-08-20 N N N 0.0370 59688900.00 59688900.00 0.0002 N N Y N US Treasury Bill UST BILLS 0% 10/13/2026 912797VL8 254900HROIFWPRGM1V77 US912797VL86 MWE667000 U.S. Treasury Debt Y N/A N/A 2026-10-13 2026-10-13 2026-10-13 N N N 0.0379 1187095332.00 1187095332.00 0.0048 N Y Y N Lloyds Bank PLC LOYDPL G G RP 3.7% 8/27/26 3.70 N/A H7FNTJ4851HG0EXQ1Z70 MTS653000 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 2027-04-30 2035-02-15 0.500 - 4.625 N/A 111556600.00 113723726.35 U.S. Treasuries (including strips) Y N/A N/A 2026-08-27 2026-08-27 2026-08-27 N N N 0.0365 111000000.00 111000000.00 0.0004 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 10/02/2026 3.67 3133ETC54 254900C5LP6DN9OP9V83 US3133ETC546 4003205 LRC055000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-02 2026-10-02 2026-10-02 N N N 0.0360 12001030.80 12001030.80 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5.5 05/27/2027 3.68 3130BAWW3 2549001DPIFGXC1TOL40 US3130BAWW32 0001026214 MTU852000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-27 2027-05-27 N N N 0.0367 61999335.98 61999335.98 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/07/2026 3.65 3130BAK89 2549001DPIFGXC1TOL40 US3130BAK897 0001026214 MMJ783000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-07 2026-12-07 N N N 0.0364 469996301.10 469996301.10 0.0019 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 01/12/2027 3.71 3133ETXD4 254900C5LP6DN9OP9V83 US3133ETXD45 4003205 LOW135000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-12 2027-01-12 N N N 0.0368 18002519.46 18002519.46 0.0001 N N N N Bank of America NA FICASH MU 3.65% 07/01/26 3.65 N/A N/A MXL262000_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 2051-05-01 1.250 - 3.000 N/A 1529926948.70 679323011.13 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 665191000.00 665191000.00 0.0027 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 12/23/2026 3.69 3130B6W85 2549001DPIFGXC1TOL40 US3130B6W857 0001026214 LHY215000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-23 2026-12-23 N N N 0.0369 51999130.04 51999130.04 0.0002 N N N N US Treasury Bill UST BILLS 0% 07/28/2026 912797UR6 254900HROIFWPRGM1V77 US912797UR65 MIQ049000 U.S. Treasury Debt Y N/A N/A 2026-07-28 2026-07-28 2026-07-28 N N N 0.0351 2441365161.12 2441365161.12 0.0099 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 04/10/2028 3.71 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 4003205 MJS755000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-04-10 2028-04-10 N N N 0.0370 49999265.50 49999265.50 0.0002 N N N N US Treasury Notes UST NOTES 3MB+20.5 10/31/2026 3.98 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 KRT246000 U.S. Treasury Debt Y N/A N/A 2026-07-01 2026-10-31 2026-10-31 N N N 0.0379 350193805.50 350193805.50 0.0014 N Y Y N Fixed Income Clearing Corp - CIBC CIB FID T RP 3.65% 7/1/26 3.65 N/A N/A MXK767000 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 91282CQN4 2030-11-15 2033-04-30 0.875 - 4.125 N/A 3081874000.00 2974025560.50 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 2914000000.00 2914000000.00 0.0118 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/16/2026 313385K70 2549001DPIFGXC1TOL40 US313385K706 313385K70 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-16 2026-10-16 2026-10-16 N N N 0.0381 406414692.43 406414692.43 0.0016 N N N N US Treasury Notes UST NOTES 3.75% 06/30/2027 3.75 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 LHO950000 U.S. Treasury Debt Y N/A N/A 2027-06-30 2027-06-30 2027-06-30 N N N 0.0411 612842696.85 612842696.85 0.0025 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/16/2026 3.76 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 KRL422000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-16 2026-10-16 N N N 0.0367 644622790.14 644622790.14 0.0026 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 03/25/2027 3.72 3133ETZZ3 254900C5LP6DN9OP9V83 US3133ETZZ39 4003205 LQW141000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-03-25 2027-03-25 N N N 0.0372 48997761.68 48997761.68 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 11/27/2026 3.70 3130B6HX7 2549001DPIFGXC1TOL40 US3130B6HX78 0001026214 LFX926000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-27 2026-11-27 N N N 0.0364 32005186.88 32005186.88 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5.5 06/01/2027 3.68 3130BAX44 2549001DPIFGXC1TOL40 US3130BAX445 0001026214 MTU949000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-01 2027-06-01 N N N 0.0367 245997574.44 245997574.44 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 01/27/2027 3.75 3133ERX48 254900C5LP6DN9OP9V83 US3133ERX488 4003205 LEJ326000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-27 2027-01-27 N N N 0.0367 100040220.00 100040220.00 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/17/2026 3.64 3130B9JR2 2549001DPIFGXC1TOL40 US3130B9JR22 0001026214 MFG253000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-17 2026-08-17 N N N 0.0360 218997507.78 218997507.78 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/21/2026 3.76 3130B2H32 2549001DPIFGXC1TOL40 US3130B2H329 0001026214 KOV356000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-21 2026-08-21 N N N 0.0364 274027041.06 274027041.06 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 06/16/2027 3.67 3133EWAG5 254900C5LP6DN9OP9V83 US3133EWAG51 4003205 MCL922000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-16 2027-06-16 N N N 0.0367 128998703.55 128998703.55 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/23/2026 3.66 3130BAUD7 2549001DPIFGXC1TOL40 US3130BAUD78 0001026214 MQX904000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-23 2026-12-23 N N N 0.0365 61999352.72 61999352.72 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/07/2027 3.72 3130B6NE2 2549001DPIFGXC1TOL40 US3130B6NE24 0001026214 LGT205000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-07 2027-06-07 N N N 0.0371 39001454.31 39001454.31 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 10/14/2027 3.77 3133ETF85 254900C5LP6DN9OP9V83 US3133ETF853 4003205 LSB897000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-14 2027-10-14 N N N 0.0378 93984768.24 93984768.24 0.0004 N N N N US Treasury Notes UST NOTES 1.375% 08/31/2026 1.38 912828YD6 254900HROIFWPRGM1V77 US912828YD60 EJG526000 U.S. Treasury Debt Y N/A N/A 2026-08-31 2026-08-31 2026-08-31 N N N 0.0376 55774687.36 55774687.36 0.0002 N Y Y N US Treasury Bill UST BILLS 0% 10/15/2026 912797UK1 254900HROIFWPRGM1V77 US912797UK13 MJU554000 U.S. Treasury Debt Y N/A N/A 2026-10-15 2026-10-15 2026-10-15 N N N 0.0376 1236398512.50 1236398512.50 0.0050 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 09/10/2027 3.75 3133ETXJ1 254900C5LP6DN9OP9V83 US3133ETXJ15 4003205 MFE846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-10 2027-09-10 N N N 0.0368 120089782.80 120089782.80 0.0005 N N N N US Treasury Bill UST BILLS 0% 09/01/2026 912797UW5 254900HROIFWPRGM1V77 US912797UW50 MMJ586000 U.S. Treasury Debt Y N/A N/A 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 358738486.62 358738486.62 0.0015 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 03/16/2028 3.71 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 4003205 MHP577000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-16 2028-03-16 N N N 0.0370 62001312.54 62001312.54 0.0003 N N N N US Treasury Bill UST BILLS 0% 09/08/2026 912797VB0 254900HROIFWPRGM1V77 US912797VB05 MNL682000 U.S. Treasury Debt Y N/A N/A 2026-09-08 2026-09-08 2026-09-08 N N N 0.0373 109225890.40 109225890.40 0.0004 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 04/23/2027 3.75 3133ETEG8 254900C5LP6DN9OP9V83 US3133ETEG86 4003205 LOT345000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-23 2027-04-23 N N N 0.0368 94051999.86 94051999.86 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 0.0383 597220940.05 597220940.05 0.0024 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 02/25/2028 3.71 3133EWFD7 254900C5LP6DN9OP9V83 US3133EWFD75 4003205 MGE464000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-02-25 2028-02-25 N N N 0.0370 25001406.25 25001406.25 0.0001 N N N N Federal Home Loan Bank FEDERAL 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0001026214 MNN528000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-12 2027-11-12 N N N 0.0369 49999189.50 49999189.50 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/08/2026 313385ZB5 2549001DPIFGXC1TOL40 US313385ZB59 313385ZB5 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-08 2026-07-08 2026-07-08 N N N 0.0363 631492996.96 631492996.96 0.0026 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+23 06/28/2027 3.85 3133ERKA8 254900C5LP6DN9OP9V83 US3133ERKA86 4003205 LKV243000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-28 2027-06-28 N N N 0.0374 63068424.30 63068424.30 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 10/28/2027 3.69 3133EWMV9 254900C5LP6DN9OP9V83 US3133EWMV90 4003205 MLD695000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-28 2027-10-28 N N N 0.0369 21999697.72 21999697.72 0.0001 N N N N BofA Securities, Inc. BOASC G *G RP SOFR+0.01% 9/3/26 3.63 N/A 549300HN4UKV1E2R3U73 MUH407000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797UE5 2027-04-15 2027-06-30 0.000 - 3.250 N/A 88086000.00 86945101.48 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-09-03 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0359 85000000.00 85000000.00 0.0003 N N Y N Citigroup Global Capital Markets Inc CITIGR G G RP SOFR+0.06% 8/10/26 3.68 N/A MBNUM2BPBDO7JBLYG310 0000315030 MWD437000 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 Banks 2549001DPIFGXC1TOL40 3130AKYH3 2026-10-16 2027-04-09 0.000 - 4.750 N/A 93531000.00 92453728.11 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176WKR1 2030-04-15 2068-01-15 2.000 - 9.950 N/A 487635390.00 372191920.91 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 31422BSZ4 2050-01-21 2050-01-21 3.200 N/A 1000000.00 720746.33 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31381D4K8 2028-10-15 2056-02-01 2.771 - 6.440 N/A 154725569.00 19873818.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 31288QFZ8 2035-06-01 2056-05-01 3.000 - 6.094 N/A 32672208.00 9643941.77 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ENJY7 2037-01-05 2037-01-05 2.680 N/A 16858000.00 14219601.25 Agency Debentures and Agency Strips Y N/A N/A 2026-08-10 2026-08-10 2026-08-10 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0363 498000000.00 498000000.00 0.0020 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 03/05/2027 3.69 3133ETR33 254900C5LP6DN9OP9V83 US3133ETR338 4003205 LUP671000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-03-05 2027-03-05 N N N 0.0367 40003378.40 40003378.40 0.0002 N N N N US Treasury Bill UST BILLS 0% 04/15/2027 912797UE5 254900HROIFWPRGM1V77 US912797UE52 MJU559000 U.S. Treasury Debt Y N/A N/A 2027-04-15 2027-04-15 2027-04-15 N N N 0.0393 214318374.40 214318374.40 0.0009 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/09/2026 3.76 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 4003205 KPN254000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-09 2026-09-09 N N N 0.0364 26003693.30 26003693.30 0.0001 N N N N US Treasury Bill UST BILLS 0% 07/16/2026 912797TN7 254900HROIFWPRGM1V77 US912797TN70 MBW740000 U.S. Treasury Debt Y N/A N/A 2026-07-16 2026-07-16 2026-07-16 N N N 0.0340 424762078.67 424762078.67 0.0017 N Y Y N Fixed Income Clearing Corp - Credit Agricole CAG FIG G RP 3.68% 7/1/26 3.68 N/A N/A MXJ919000 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 91282CQR5 2026-08-15 2053-02-15 0.375 - 4.625 N/A 1733995500.00 1714795462.03 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0368 1681000000.00 1681000000.00 0.0068 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 12/02/2026 3.65 3130B9QN3 2549001DPIFGXC1TOL40 US3130B9QN35 0001026214 MGJ852000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-02 2026-12-02 N N N 0.0364 240996377.77 240996377.77 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/10/2026 3.76 3130B2LJ2 2549001DPIFGXC1TOL40 US3130B2LJ25 0001026214 KPK871000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-10 2026-09-10 N N N 0.0364 68009735.56 68009735.56 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 04/17/2028 3.71 3130BABV8 2549001DPIFGXC1TOL40 US3130BABV87 0001026214 MJT074000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-04-17 2028-04-17 N N N 0.0370 61998551.06 61998551.06 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/01/2026 313385YU4 2549001DPIFGXC1TOL40 US313385YU40 313385YU4 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0363 171982751.84 171982751.84 0.0007 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 09/09/2027 3.69 3133EWGL8 254900C5LP6DN9OP9V83 US3133EWGL82 4003205 MGW872000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-09 2027-09-09 N N N 0.0368 48999349.28 48999349.28 0.0002 N N N N Rbc Dominion Securities Inc FICASH MU 3.65% 07/01/26 3.65 N/A N/A MXL262000_07749 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 3132A9UR6 2030-07-01 2056-06-01 1.500 - 7.500 N/A 119713907.62 92806227.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYK50 2031-08-01 2056-07-01 1.500 - 7.000 N/A 57333764.94 11700948.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CFT3 2026-07-31 2055-11-15 0.000 - 4.750 N/A 222454993.65 219609417.82 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EUF4 2038-07-20 2065-02-20 2.000 - 6.500 N/A 76618641.09 53219872.24 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 369551000.00 369551000.00 0.0015 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 0.0401 161242338.40 161242338.40 0.0007 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 03/24/2028 3.74 3130BBDA0 2549001DPIFGXC1TOL40 US3130BBDA06 0001026214 MXD208000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-24 2028-03-24 N N N 0.0374 120499116.74 120499116.74 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/07/2026 3.64 3130B9RN2 2549001DPIFGXC1TOL40 US3130B9RN26 0001026214 MGW961000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-07 2026-10-07 N N N 0.0361 242999628.21 242999628.21 0.0010 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/15/2026 313385ZJ8 2549001DPIFGXC1TOL40 US313385ZJ85 313385ZJ8 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-15 2026-07-15 2026-07-15 N N N 0.0364 932595105.22 932595105.22 0.0038 N N Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.65% 7/1/26 3.65 N/A 549300H47WTHXPU08X20 MXK733000 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176W6S5 2026-09-15 2048-11-20 2.500 - 8.500 N/A 1771611.00 1627.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142AWVV4 2056-04-01 2056-04-01 4.762 N/A 1214506.00 1211160.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NX4T7 2030-04-01 2032-06-01 4.330 - 4.710 N/A 93575592.00 93656829.79 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 93000000.00 93000000.00 0.0004 N Y Y 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 0.0392 285376288.35 285376288.35 0.0012 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 0.0379 241432953.75 241432953.75 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 02/05/2027 3.75 3130B4WF4 2549001DPIFGXC1TOL40 US3130B4WF40 0001026214 LPW696000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-05 2027-02-05 N N N 0.0366 45021975.30 45021975.30 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/05/2027 3.75 3130B4SP7 2549001DPIFGXC1TOL40 US3130B4SP77 0001026214 KYH019000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-05 2027-02-05 N N N 0.0368 80031523.20 80031523.20 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 07/28/2026 3.71 3133ETET0 254900C5LP6DN9OP9V83 US3133ETET08 4003205 LKP475000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-28 2026-07-28 N N N 0.0360 24000990.24 24000990.24 0.0001 N N N N JP Morgan Securities, LLC JPM G *G RP SOFR+0.02% 7/30/26 3.64 N/A ZBUT11V806EZRVTWT807 0001287279 MXK809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CLF6 2028-03-15 2034-08-15 3.875 N/A 1705404300.00 1686230548.53 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-30 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0359 1653000000.00 1653000000.00 0.0067 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 03/20/2028 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322100930.60 0.0013 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 04/02/2027 3.70 3133ETBZ9 254900C5LP6DN9OP9V83 US3133ETBZ94 4003205 LDJ537000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-02 2027-04-02 2027-04-02 N N N 0.0366 70015857.10 70015857.10 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 03/23/2028 3.71 3130B9XV7 2549001DPIFGXC1TOL40 US3130B9XV77 0001026214 MIB214000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-23 2028-03-23 N N N 0.0370 47999205.12 47999205.12 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 05/01/2028 3.72 3133EWNH9 254900C5LP6DN9OP9V83 US3133EWNH97 4003205 MMI040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-05-01 2028-05-01 N N N 0.0371 198996881.67 198996881.67 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 09/07/2027 3.69 3130BAY92 2549001DPIFGXC1TOL40 US3130BAY922 0001026214 MUH701000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-07 2027-09-07 N N N 0.0368 365995124.88 365995124.88 0.0015 N N N N Barclays Bank PLC BARCBK G M RP 3.66% 7/1/26 3.66 N/A G5GSEF7VJP5I7OUK5573 MXK761000 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 38381MVX5 2037-06-20 2067-03-16 1.400 - 6.500 N/A 108315968.00 94466734.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTEZ2 2054-11-25 2056-06-25 4.728 - 6.500 N/A 1460028.00 1333098.61 Agency Collateralized Mortgage Obligation Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 93000000.00 93000000.00 0.0004 N Y Y N MUFG Securities EMEA PLC MUFGEM G *G RP 3.65% 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FEDERAL HOME LOAN BANKS VFAC SOFR+2 09/14/2026 3.64 3130B9HY9 2549001DPIFGXC1TOL40 US3130B9HY90 0001026214 MFD392000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-14 2026-09-14 N N N 0.0361 59998837.80 59998837.80 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/23/2026 3.74 3133ERMC2 254900C5LP6DN9OP9V83 US3133ERMC25 4003205 KML474000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-23 2026-07-23 N N N 0.0358 77004914.14 77004914.14 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 09/11/2026 3.69 3130B7FS8 2549001DPIFGXC1TOL40 US3130B7FS84 0001026214 LYJ839000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-11 2026-09-11 N N N 0.0364 16000299.68 16000299.68 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/18/2026 3.64 3130B9JP6 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categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-17 2027-06-17 N N N 0.0369 195999106.24 195999106.24 0.0008 N N N N US Treasury Notes UST NOTES 3MB+16 04/30/2027 3.94 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 LED069000 U.S. Treasury Debt Y N/A N/A 2026-07-01 2027-04-30 2027-04-30 N N N 0.0380 3090283580.16 3090283580.16 0.0125 N Y 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 0.0386 42603551.61 42603551.61 0.0002 N Y Y N Bank of Montreal BMOTOR G *G RP 3.72% 7/1/26 3.72 N/A NQQ6HPCNCCU6TUTQYE16 MUC690000 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 2029-05-01 2030-07-01 2.710 - 4.650 N/A 171621567.00 170351863.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 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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 0.0381 166285980.00 166285980.00 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 08/18/2027 3.75 3133ETTP2 254900C5LP6DN9OP9V83 US3133ETTP21 4003205 LKP326000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-18 2027-08-18 N N N 0.0375 109989347.60 109989347.60 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 06/23/2027 3.67 3133EWHZ6 254900C5LP6DN9OP9V83 US3133EWHZ69 4003205 MIB150000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-23 2027-06-23 N N N 0.0370 55986003.36 55986003.36 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 11/04/2026 3.76 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 4003205 KRY786000 U.S. 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0.0389 210789280.80 210789280.80 0.0009 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/31/2026 313385A22 2549001DPIFGXC1TOL40 US313385A228 313385A22 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-31 2026-07-31 2026-07-31 N N N 0.0364 565237418.13 565237418.13 0.0023 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/21/2027 3.77 3133ERV99 254900C5LP6DN9OP9V83 US3133ERV995 4003205 KXW034000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-21 2027-01-21 N N N 0.0370 82000391.96 82000391.96 0.0003 N N N 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 0.0389 1180438140.00 1180438140.00 0.0048 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/27/2026 313385Q90 2549001DPIFGXC1TOL40 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38999738.31 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 02/12/2027 3.68 3130B8K84 2549001DPIFGXC1TOL40 US3130B8K841 0001026214 LVH435000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-12 2027-02-12 N N N 0.0368 120996269.57 120996269.57 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 11/13/2026 3.69 3133ETKZ9 254900C5LP6DN9OP9V83 US3133ETKZ93 4003205 LGX155000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-13 2026-11-13 N N N 0.0364 27002698.92 27002698.92 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4.5 10/06/2026 3.67 3130B7ZB3 2549001DPIFGXC1TOL40 US3130B7ZB30 0001026214 LRS298000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-06 2026-10-06 N N N 0.0371 28994013.82 28994013.82 0.0001 N N N N Federal Farm Credit Banks Funding Corp 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MUF520000 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 36177XDD7 2027-05-20 2066-05-20 1.500 - 7.500 N/A 531771972.00 332488054.32 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-31 2026-08-31 2026-08-31 N N N 0.0366 325000000.00 325000000.00 0.0013 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/12/2026 3.65 3130B9HU7 2549001DPIFGXC1TOL40 US3130B9HU78 0001026214 MFD393000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-12 2026-11-12 N N N 0.0363 243997176.92 243997176.92 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 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US3133ETJA61 4003205 LGA851000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-27 2027-05-27 N N N 0.0369 52006367.92 52006367.92 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 03/27/2028 3.71 3133EWJM3 254900C5LP6DN9OP9V83 US3133EWJM39 4003205 MIE839000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-27 2028-03-27 N N N 0.0371 51999540.32 51999540.32 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 11/27/2026 3.69 3133ETMS3 254900C5LP6DN9OP9V83 US3133ETMS33 4003205 LHQ330000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-27 2026-11-27 N N N 0.0364 71008537.75 71008537.75 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 0.0380 641238193.26 641238193.26 0.0026 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+27 11/24/2026 3.89 3133EPF34 254900C5LP6DN9OP9V83 US3133EPF349 4003205 LBQ353000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-24 2026-11-24 N N N 0.0364 61057543.13 61057543.13 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 0.0389 78865155.20 78865155.20 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 0.0382 520754317.47 520754317.47 0.0021 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+25 12/03/2027 3.87 3133ERF55 254900C5LP6DN9OP9V83 US3133ERF550 4003205 LPV936000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-03 2027-12-03 N N N 0.0369 61152652.50 61152652.50 0.0002 N N N 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 0.0391 2435790032.00 2435790032.00 0.0099 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 12/23/2027 3.70 3130B8YQ9 2549001DPIFGXC1TOL40 US3130B8YQ90 0001026214 MAT199000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-23 2027-12-23 N N N 0.0369 247035980.49 247035980.49 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/09/2026 3.64 3130B9GH7 2549001DPIFGXC1TOL40 US3130B9GH76 0001026214 MER136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-09 2026-10-09 N N N 0.0361 37000010.73 37000010.73 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 0.0396 10877195.34 10877195.34 0.0000 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/10/2026 3.63 3130B9FS4 2549001DPIFGXC1TOL40 US3130B9FS41 0001026214 MEP665000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-10 2026-07-10 N N N 0.0358 122999532.60 122999532.60 0.0005 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 3.67% 7/2/26 3.67 N/A N/A MXL231000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0360 1903000000.00 1903000000.00 0.0077 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fixed Income Clearing Corp - State Street Bank SSB FIT T RP 3.65% 7/1/26 3.65 N/A 549300H47WTHXPU08X20 MXK819000 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 91282CJF9 2028-10-15 2028-11-15 1.375 - 4.875 N/A 2076912900.00 2060389451.81 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 2020000000.00 2020000000.00 0.0082 N Y 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 0.0382 73084866.42 73084866.42 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 12/30/2026 3.69 3130B6UX2 2549001DPIFGXC1TOL40 US3130B6UX22 0001026214 LHV683000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-30 2026-12-30 N N N 0.0369 103998391.12 103998391.12 0.0004 N N N N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.66% 7/13/26 3.66 N/A N/A MWR252000 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 91282CCY5 2028-09-30 2032-06-30 1.250 - 4.000 N/A 285189100.00 274407895.83 U.S. Treasuries (including strips) Y N/A N/A 2026-07-13 2026-07-13 2026-07-13 N N N 0.0360 269000000.00 269000000.00 0.0011 N N N Y 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 0.0383 64941601.40 64941601.40 0.0003 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/16/2026 3.65 3130B9HV5 2549001DPIFGXC1TOL40 US3130B9HV51 0001026214 MFD384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-16 2026-11-16 N N N 0.0363 243996740.16 243996740.16 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 11/26/2027 3.74 3133ET2A4 254900C5LP6DN9OP9V83 US3133ET2A42 4003205 LWP084000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-26 2027-11-26 N N N 0.0371 66012494.46 66012494.46 0.0003 N N N N JP Morgan Securities, LLC JPM G *G RP SOFR+0.02% 7/23/26 3.64 N/A ZBUT11V806EZRVTWT807 0001287279 MXA060000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CAE1 2027-12-31 2030-08-15 0.625 - 3.750 N/A 2762376200.00 2611274185.73 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-23 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0358 2558000000.00 2558000000.00 0.0104 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/03/2026 3.76 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 4003205 KPD773000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-03 2026-09-03 N N N 0.0365 103012224.04 103012224.04 0.0004 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 108824375.00 108824375.00 0.0004 N Y Y N NatWest Market Securities Inc NTWSEC G G RP 3.65% 7/7/26 3.65 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 MXK822000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CNY3 2027-09-30 2028-09-15 3.375 - 3.500 N/A 126847000.00 126492886.83 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0359 124000000.00 124000000.00 0.0005 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 04/16/2027 3.73 3133ETQL4 254900C5LP6DN9OP9V83 US3133ETQL44 4003205 LIX130000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-16 2027-04-16 N N N 0.0372 44000566.28 44000566.28 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 0.0372 650739581.10 650739581.10 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 0.0410 111769000.00 111769000.00 0.0005 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+28 11/20/2026 3.90 3133EPE92 254900C5LP6DN9OP9V83 US3133EPE920 4003205 KUM751000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-20 2026-11-20 N N N 0.0363 11010518.86 11010518.86 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/21/2027 3.73 3130B74D3 2549001DPIFGXC1TOL40 US3130B74D36 0001026214 LOC580000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-21 2027-07-21 N N N 0.0375 24994914.25 24994914.25 0.0001 N N N N US Treasury Notes UST NOTES 4.625% 06/15/2027 4.63 91282CKV2 254900HROIFWPRGM1V77 US91282CKV27 KKQ924000 U.S. Treasury Debt Y N/A N/A 2027-06-15 2027-06-15 2027-06-15 N N N 0.0411 804854812.50 804854812.50 0.0033 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 07/30/2027 3.68 3130B9CN8 2549001DPIFGXC1TOL40 US3130B9CN80 0001026214 MDW364000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-30 2027-07-30 N N N 0.0368 60999124.04 60999124.04 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/24/2026 3.66 3130BAFU6 2549001DPIFGXC1TOL40 US3130BAFU68 0001026214 MLA302000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-24 2026-12-24 N N N 0.0365 249000425.79 249000425.79 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/28/2026 3.75 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 4003205 KRR808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-28 2026-08-28 N N N 0.0363 47005380.56 47005380.56 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 07/01/2027 3133EWUR9 254900C5LP6DN9OP9V83 US3133EWUR96 4003205 MXC915000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-01 2027-07-01 2027-07-01 N N N 0.0000 37000000.00 37000000.00 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 01/06/2027 3.66 3133ET6H5 254900C5LP6DN9OP9V83 US3133ET6H58 4003205 MBE527000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-06 2027-01-06 N N N 0.0323 80170556.00 80170556.00 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/09/2026 313385J80 2549001DPIFGXC1TOL40 US313385J807 313385J80 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-09 2026-10-09 2026-10-09 N N N 0.0381 209793374.68 209793374.68 0.0008 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/28/2027 313384BD0 2549001DPIFGXC1TOL40 US313384BD07 313384BD0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2027-01-28 2027-01-28 2027-01-28 N N N 0.0398 180854664.30 180854664.30 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 10/25/2027 3.69 3133EWFE5 254900C5LP6DN9OP9V83 US3133EWFE58 4003205 MGE460000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-25 2027-10-25 N N N 0.0368 39999648.40 39999648.40 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/02/2026 313385E36 2549001DPIFGXC1TOL40 US313385E360 313385E36 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-02 2026-09-02 2026-09-02 N N N 0.0379 186768391.32 186768391.32 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 12/02/2027 3.70 3130BAX93 2549001DPIFGXC1TOL40 US3130BAX932 0001026214 MTW123000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-02 2027-12-02 N N N 0.0369 34999352.15 34999352.15 0.0001 N N N N US Treasury Bill UST BILLS 0% 10/08/2026 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 MJL820000 U.S. Treasury Debt Y N/A N/A 2026-10-08 2026-10-08 2026-10-08 N N N 0.0378 1191589063.07 1191589063.07 0.0048 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG T RP 3.65% 7/1/26 3.65 N/A 549300H47WTHXPU08X20 MXK732000 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 912810TU2 2031-09-30 2043-08-15 3.625 - 4.375 N/A 97564500.00 94869619.71 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 93000000.00 93000000.00 0.0004 N Y Y N Fannie Mae FANNIE MAE VFAC SOFR+14 09/11/2026 3.76 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 0000310522 KPT617000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-11 2026-09-11 N N N 0.0364 602088397.68 602088397.68 0.0024 N N N N Fixed Income Clearing Corp - Natixis NAT FID T RP 3.65% 7/1/26 3.65 N/A KX1WK48MPD4Y2NCUIZ63 MXK801000 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 91282CME8 2026-12-31 2033-05-31 3.500 - 4.250 N/A 1200791800.00 1197854660.16 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1174000000.00 1174000000.00 0.0048 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4.5 05/27/2027 3.67 3130B9Q60 2549001DPIFGXC1TOL40 US3130B9Q606 0001026214 MGH521000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-27 2027-05-27 N N N 0.0359 59038657.39 59038657.39 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/15/2027 313384AQ2 2549001DPIFGXC1TOL40 US313384AQ29 313384AQ2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2027-01-15 2027-01-15 2027-01-15 N N N 0.0398 239846868.45 239846868.45 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 08/09/2027 3.69 3133EWCL2 254900C5LP6DN9OP9V83 US3133EWCL29 4003205 MEL553000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-09 2027-08-09 N N N 0.0369 38999347.92 38999347.92 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+25 11/12/2027 3.87 3133ERZU8 254900C5LP6DN9OP9V83 US3133ERZU85 4003205 LPW092000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-12 2027-11-12 N N N 0.0372 25048136.75 25048136.75 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/15/2026 3.66 3130BAEG8 2549001DPIFGXC1TOL40 US3130BAEG83 0001026214 MKH451000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-15 2026-12-15 N N N 0.0365 112000160.16 112000160.16 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 08/26/2027 3.68 3133EWJK7 254900C5LP6DN9OP9V83 US3133EWJK72 4003205 MID427000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-26 2027-08-26 N N N 0.0367 38999742.99 38999742.99 0.0002 N N N N Fixed Income Clearing Corp - Nomura NOM FIG T RP 3.65% 7/1/26 3.65 N/A XPSKD1VTEQPKCHBEKQ95 MXK813000 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 91282CMN8 2026-08-06 2034-11-15 0.000 - 4.625 N/A 1262823000.00 1243506163.69 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1219000000.00 1219000000.00 0.0049 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/02/2026 3.75 3133ERWA5 254900C5LP6DN9OP9V83 US3133ERWA58 4003205 KQM206000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0364 143000324.61 143000324.61 0.0006 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 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U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-10 2027-05-10 N N N 0.0372 12007785.84 12007785.84 0.0000 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 07/16/2027 3.68 3133EWLR9 254900C5LP6DN9OP9V83 US3133EWLR97 4003205 MKC574000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-16 2027-07-16 N N N 0.0368 29999553.00 29999553.00 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/29/2026 3.66 3130BAH34 2549001DPIFGXC1TOL40 US3130BAH349 0001026214 MLD705000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-29 2026-12-29 N N N 0.0365 123999887.16 123999887.16 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 04/15/2027 3.67 3133EWAF7 254900C5LP6DN9OP9V83 US3133EWAF78 4003205 MDD918000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-15 2027-04-15 N N N 0.0368 12998345.88 12998345.88 0.0001 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIG M RP 3.66% 7/1/26 3.66 N/A N/A MXK818000 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 31418EXU9 2035-10-01 2062-03-01 2.000 - 7.000 N/A 1235758224.00 547642651.33 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912797UN5 2026-07-07 2055-11-15 0.000 - 4.625 N/A 25987700.00 24481199.50 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425YMN4 2031-12-01 2056-06-01 2.000 - 7.000 N/A 743473503.00 469911946.61 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 1020000000.00 1020000000.00 0.0041 N Y Y N US Treasury Bill UST BILLS 0% 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2026-07-02 N N N 0.0359 520000000.00 520000000.00 0.0021 N N Y N US Treasury Notes UST NOTES 4.375% 07/31/2026 4.38 91282CLB5 254900HROIFWPRGM1V77 US91282CLB53 KMM724000 U.S. Treasury Debt Y N/A N/A 2026-07-31 2026-07-31 2026-07-31 N N N 0.0370 966505430.52 966505430.52 0.0039 N Y Y N Canadian Imperial Bank of Commerce CIBC G *G RP 3.65% 7/30/26 3.65 N/A 2IGI19DL77OX0HC3ZE78 MWS971000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CHA2 2027-02-28 2056-02-15 0.625 - 4.875 N/A 177968800.00 176696359.72 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0360 173000000.00 173000000.00 0.0007 N N Y N BMO Chicago Branch BMOCHI G *G RP 3.69% 7/21/26 3.69 N/A 3Y4U8VZURTYWI1W2K376 MWT047000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. 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Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XQ7 2028-02-15 2076-05-20 1.500 - 8.500 N/A 944174481.00 646012797.26 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130ATAJ6 2027-03-15 2027-03-15 3.357 N/A 3990000.00 4010286.16 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386UJA1 2030-08-01 2056-03-01 1.735 - 6.652 N/A 315240430.00 214631969.42 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0368 874000000.00 874000000.00 0.0035 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 03/02/2028 3.71 3133EWFP0 254900C5LP6DN9OP9V83 US3133EWFP06 4003205 MGH357000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-02 2028-03-02 N N N 0.0370 44999670.60 44999670.60 0.0002 N N N N Federal Farm Credit Banks Funding Corp 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The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/25/2026 3.63 3130B97H7 2549001DPIFGXC1TOL40 US3130B97H76 0001026214 MCQ136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-25 2026-09-25 N N N 0.0360 121999464.42 121999464.42 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/08/2027 3.69 3130BANB9 2549001DPIFGXC1TOL40 US3130BANB95 0001026214 MNL711000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-08 2027-11-08 N N N 0.0369 61999265.92 61999265.92 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 04/08/2027 3.71 3133ETBW6 254900C5LP6DN9OP9V83 US3133ETBW63 4003205 LDH505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-08 2027-04-08 N N N 0.0371 224485429.95 224485429.95 0.0009 N N N N Wells Fargo Bank NA WFBK G G RP 3.66% 7/2/26 3.66 N/A KB1H1DSPRFMYMCUFXT09 0000740906 MXC803000 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 31418EE48 2052-07-01 2055-06-01 3.500 - 6.500 N/A 803117801.00 486836789.83 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0359 477000000.00 477000000.00 0.0019 N N Y N RBC Financial Group RBCNY G *G RP 3.66% 7/28/26 3.66 N/A ES7IP3U3RHIGC71XBU11 MXK875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CAU5 2027-04-30 2032-11-15 0.500 - 4.500 N/A 431282400.00 427423524.93 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-28 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0360 419000000.00 419000000.00 0.0017 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 07/23/2026 3.65 3130B8BU5 2549001DPIFGXC1TOL40 US3130B8BU59 0001026214 LTQ243000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-23 2026-07-23 N N N 0.0358 246002322.24 246002322.24 0.0010 N N N 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 0.0382 592024477.28 592024477.28 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 0.0391 241861733.88 241861733.88 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/25/2026 3.77 3130B2UL7 2549001DPIFGXC1TOL40 US3130B2UL79 0001026214 KQF147000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-25 2026-09-25 N N N 0.0365 539103585.02 539103585.02 0.0022 N N N N US Treasury Bill UST BILLS 0% 07/30/2026 912797TQ0 254900HROIFWPRGM1V77 US912797TQ02 MDG299000 U.S. Treasury Debt Y N/A N/A 2026-07-30 2026-07-30 2026-07-30 N N N 0.0350 498552015.00 498552015.00 0.0020 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/03/2026 3.65 3130B9RK8 2549001DPIFGXC1TOL40 US3130B9RK86 0001026214 MGW996000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-03 2026-11-03 N N N 0.0363 102999500.45 102999500.45 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+1.5 08/20/2026 3.64 3133EWEK2 254900C5LP6DN9OP9V83 US3133EWEK28 4003205 MFP485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-20 2026-08-20 N N N 0.0360 23999718.00 23999718.00 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 10/23/2026 3.76 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 4003205 KRM359000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-23 2026-10-23 N N N 0.0367 137027813.74 137027813.74 0.0006 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 0.0390 561498056.70 561498056.70 0.0023 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 04/14/2028 3.71 3133EWLE8 254900C5LP6DN9OP9V83 US3133EWLE84 4003205 MJU543000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-04-14 2028-04-14 N N N 0.0371 165996716.52 165996716.52 0.0007 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 3.68% 7/1/26 3.68 N/A N/A MXJ918000 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 912810TC2 2030-07-31 2041-11-15 2.000 - 4.250 N/A 2172990000.00 1964765180.09 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0368 1907000000.00 1907000000.00 0.0077 N Y Y N Fixed Income Clearing Corp - Citi CITG FIG T RP 3.65% 7/1/26 3.65 N/A 6SHGI4ZSSLCXXQSBB395 MXK737000 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 91282CLF6 2032-10-31 2034-08-15 3.750 - 3.875 N/A 1987025600.00 1948398101.77 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1910000000.00 1910000000.00 0.0077 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 09/18/2026 3.69 3133ETTL1 254900C5LP6DN9OP9V83 US3133ETTL17 4003205 LKN855000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-18 2026-09-18 N N N 0.0365 21999690.02 21999690.02 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 02/09/2027 3.66 3133EWLB4 254900C5LP6DN9OP9V83 US3133EWLB46 4003205 MJR468000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-09 2027-02-09 N N N 0.0365 56999783.40 56999783.40 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/12/2027 3.76 3133ETSS7 254900C5LP6DN9OP9V83 US3133ETSS78 4003205 LKE808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-12 2027-08-12 N N N 0.0377 144986338.10 144986338.10 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/23/2026 3.64 3130B96X3 2549001DPIFGXC1TOL40 US3130B96X36 0001026214 MCP238000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-23 2026-10-23 N N N 0.0361 244998569.20 244998569.20 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 07/30/2026 3.64 3130B8RZ7 2549001DPIFGXC1TOL40 US3130B8RZ72 0001026214 LXI884000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-30 2026-07-30 N N N 0.0360 123998523.16 123998523.16 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 03/09/2028 3.71 3133EWGE4 254900C5LP6DN9OP9V83 US3133EWGE40 4003205 MGV234000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-09 2028-03-09 N N N 0.0371 113999650.02 113999650.02 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 0.0360 108524912.60 108524912.60 0.0004 N Y Y N Bny Mellon Capital Market LLC FICASH MU 3.65% 07/01/26 3.65 N/A N/A MXL262000_08066 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 Banks 2549001DPIFGXC1TOL40 3130B7K52 2026-07-09 2040-09-18 0.000 - 5.375 N/A 296875.49 296543.32 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202CUT8 2026-11-20 2055-10-20 1.500 - 8.000 N/A 626742.25 52366.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KHGZ3 2026-08-01 2056-07-01 1.500 - 8.000 N/A 17613809.92 16967751.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DKC5 2026-07-15 2056-07-01 0.000 - 8.500 N/A 25296102.26 24536515.60 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ERVW8 2031-06-30 2039-10-03 4.540 - 5.190 N/A 160596.06 160472.30 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 9128282R0 2026-07-02 2056-02-15 0.000 - 6.250 N/A 16099454.43 15934501.97 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 56806000.00 56806000.00 0.0002 N Y Y N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG T RP 3.65% 7/1/26 3.65 N/A N/A MXK770000 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 91282CCB5 2027-08-15 2031-05-15 1.625 - 3.750 N/A 922438200.00 896670944.70 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 879000000.00 879000000.00 0.0036 N Y 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 0.0389 2411771155.50 2411771155.50 0.0098 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5.5 05/26/2027 3.68 3130BAWX1 2549001DPIFGXC1TOL40 US3130BAWX15 0001026214 MTU835000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-26 2027-05-26 N N N 0.0367 152998321.59 152998321.59 0.0006 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 912810UK2 2026-08-15 2055-05-15 0.000 - 6.750 N/A 177056900.00 173414096.16 U.S. Treasuries (including strips) Y N/A N/A 2026-08-14 2026-08-14 2026-08-14 N N N 0.0365 169000000.00 169000000.00 0.0007 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/02/2026 3.64 3130B9QQ6 2549001DPIFGXC1TOL40 US3130B9QQ65 0001026214 MGJ903000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-02 2026-11-02 N N N 0.0362 235998737.40 235998737.40 0.0010 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.65% 7/1/26 3.65 N/A 549300H47WTHXPU08X20 MXK726000 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 3140QRCJ0 2029-08-01 2064-08-01 2.000 - 8.000 N/A 3543241284.00 2336404931.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132M9XE9 2026-11-01 2056-07-01 1.500 - 7.500 N/A 655495288.00 502542876.93 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 2783000000.00 2783000000.00 0.0113 N Y Y 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 0.0385 54125296.74 54125296.74 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 12/29/2027 3.70 3130B8XS6 2549001DPIFGXC1TOL40 US3130B8XS65 0001026214 MAL140000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-29 2027-12-29 N N N 0.0370 47998035.84 47998035.84 0.0002 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/29/2026 3.76 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 KRY193000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-29 2026-10-29 N N N 0.0366 452111047.36 452111047.36 0.0018 N N N N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.66% 7/7/26 3.66 N/A N/A MXK871000 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 912797RG4 2026-07-31 2054-08-15 0.000 - 6.625 N/A 766669500.00 686529800.47 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0360 673000000.00 673000000.00 0.0027 N N Y N 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 0.0355 2247844560.00 2247844560.00 0.0091 N Y 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176WGR6 2026-12-20 2056-06-20 1.500 - 7.000 N/A 900193443.00 255395250.01 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-16 2026-09-16 2026-09-16 N N N 0.0368 250000000.00 250000000.00 0.0010 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 03/18/2027 3.66 3133EWHV5 254900C5LP6DN9OP9V83 US3133EWHV55 4003205 MHY827000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-03-18 2027-03-18 N N N 0.0366 72993097.85 72993097.85 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 04/06/2027 3.72 3133ETC96 254900C5LP6DN9OP9V83 US3133ETC967 4003205 LRO160000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-06 2027-04-06 N N N 0.0372 17999215.56 17999215.56 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 0.0379 279950525.52 279950525.52 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 01/18/2028 3.71 3133EWDV9 254900C5LP6DN9OP9V83 US3133EWDV91 4003205 MFE923000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-18 2028-01-18 N N N 0.0370 23999716.08 23999716.08 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 12/15/2027 3.71 3130BB5L5 2549001DPIFGXC1TOL40 US3130BB5L53 0001026214 MWJ367000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-15 2027-12-15 N N N 0.0371 438990982.94 438990982.94 0.0018 N N N N Fidelity Government Cash Reserves 2026-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer