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Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-21 2027-06-21 N N N 0.0371 242062298.06 242062298.06 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+42 10/25/2027 4.04 3133ENV49 254900C5LP6DN9OP9V83 US3133ENV499 4003205 LQR757000 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 0.0367 43200582.53 43200582.53 0.0001 N N N N Bank of Montreal BMOTOR G G RP 3.66% 7/2/26 3.66 N/A NQQ6HPCNCCU6TUTQYE16 MXC766000 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 38383PLV1 2052-03-20 2056-06-20 3.500 - 4.492 N/A 280281646.00 218493200.09 Agency Collateralized Mortgage Obligation Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0359 212000000.00 212000000.00 0.0005 N N Y N Wells Fargo Securities, LLC WFSEC G G RP 3.67% 7/20/26 3.67 N/A VYVVCKR63DVZZN70PB21 0000276523 MQW253000 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 715240563.00 480477032.13 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-20 2026-07-20 2026-07-20 N N N 0.0361 469000000.00 469000000.00 0.0010 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 02/25/2027 3.72 3130B7KF0 2549001DPIFGXC1TOL40 US3130B7KF09 0001026214 LQG832000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-25 2027-02-25 N N N 0.0372 284984689.80 284984689.80 0.0006 N N N N Citigroup Global Capital Markets Inc CITIGR G RP SOFR+0.05% 7/1/26 3.67 N/A MBNUM2BPBDO7JBLYG310 0000315030 MUF500000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 2028-09-30 4.625 N/A 926098500.00 946196057.07 U.S. Treasuries (including strips) 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 0.0367 925000000.00 925000000.00 0.0020 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5.5 06/04/2027 3.68 3130BAYP6 2549001DPIFGXC1TOL40 US3130BAYP62 0001026214 MUH988000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-04 2027-06-04 N N N 0.0367 456996471.96 456996471.96 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 09/10/2027 3.75 3130B7PB4 2549001DPIFGXC1TOL40 US3130B7PB40 0001026214 LOU850000 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 0.0376 220973497.68 220973497.68 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 01/05/2028 3.73 3130BBEJ0 2549001DPIFGXC1TOL40 US3130BBEJ06 0001026214 MXJ845000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-05 2028-01-05 N N N 0.0373 112000000.00 112000000.00 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 01/25/2027 3.66 3130BAV79 2549001DPIFGXC1TOL40 US3130BAV795 0001026214 MRC946000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-25 2027-01-25 N N N 0.0365 459000000.00 459000000.00 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 09/04/2026 3.65 3130B8TA0 2549001DPIFGXC1TOL40 US3130B8TA04 0001026214 LXX620000 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 0.0361 41999358.66 41999358.66 0.0001 N N N N RBC Dominion Securities RBCSEC G *G RP 3.68% 7/30/26 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 3140W6EJ7 2027-10-01 2056-07-01 1.500 - 8.000 N/A 1070461700.00 572973317.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2LP5 2030-01-15 2065-09-20 1.500 - 6.500 N/A 2020606819.00 712150188.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JX3D4 2028-03-01 2056-07-01 1.500 - 7.000 N/A 621477615.00 450337495.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912803ER0 2027-09-15 2054-02-15 0.000 - 4.625 N/A 101947094.04 100801303.27 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 1788000000.00 1788000000.00 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 91282CFJ5 2027-08-15 2047-08-15 0.500 - 4.625 N/A 207351400.00 204296976.27 U.S. Treasuries (including strips) Y N/A N/A 2026-09-21 2026-09-21 2026-09-21 N N N 0.0373 200000000.00 200000000.00 0.0004 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 01/08/2027 3.76 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 110092829.00 110092829.00 0.0002 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 91282CHC8 2033-05-15 2033-05-15 3.375 N/A 213520700.00 203426942.35 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 912810TU2 2043-08-15 2043-08-15 4.375 N/A 1649200.00 1593118.54 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0361 201000000.00 201000000.00 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 457997435.20 457997435.20 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 117998739.76 117998739.76 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 356889274.00 239747447.28 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-06 2026-07-06 2026-07-06 N N N 0.0365 233000000.00 233000000.00 0.0005 N N Y N US Treasury Notes UST NOTES 4.125% 02/15/2027 4.13 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 KEC729000 U.S. Treasury Debt Y N/A N/A 2027-02-15 2027-02-15 2027-02-15 N N N 0.0402 51029584.08 51029584.08 0.0001 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/28/2027 3.74 3133ETVT1 254900C5LP6DN9OP9V83 US3133ETVT15 4003205 LOD355000 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 0.0374 34998069.75 34998069.75 0.0001 N N N N US Treasury Notes UST NOTES 4.125% 02/28/2027 4.13 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 LAO469000 U.S. Treasury Debt Y N/A N/A 2027-02-28 2027-02-28 2027-02-28 N N N 0.0401 3156122168.90 3156122168.90 0.0069 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 08/12/2026 3.69 3133ETGD3 254900C5LP6DN9OP9V83 US3133ETGD38 4003205 LFB952000 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 0.0364 30999912.58 30999912.58 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 08/27/2026 3.75 3133ERE72 254900C5LP6DN9OP9V83 US3133ERE728 4003205 KTO514000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-27 2026-08-27 N N N 0.0364 111009779.10 111009779.10 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 01/12/2028 3.71 3133ET7D3 254900C5LP6DN9OP9V83 US3133ET7D36 4003205 MBW712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-12 2028-01-12 N N N 0.0370 181998886.16 181998886.16 0.0004 N N N N US Treasury Bill UST BILLS 0% 09/24/2026 912797UH8 254900HROIFWPRGM1V77 US912797UH83 MID458000 U.S. Treasury Debt Y N/A N/A 2026-09-24 2026-09-24 2026-09-24 N N N 0.0373 5448651234.36 5448651234.36 0.0119 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/12/2026 3.75 3133ERNW7 254900C5LP6DN9OP9V83 US3133ERNW79 4003205 KNW360000 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 0.0360 144017396.64 144017396.64 0.0003 N N N N Federal Farm 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 30999795.40 30999795.40 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+17 11/12/2027 3.79 3130B8HU9 2549001DPIFGXC1TOL40 US3130B8HU95 0001026214 LVE089000 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 0.0371 996237346.80 996237346.80 0.0022 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 227998162.32 227998162.32 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/11/2026 3.63 3130B9H37 2549001DPIFGXC1TOL40 US3130B9H373 0001026214 MFC118000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-11 2026-08-11 N N N 0.0359 222997547.00 222997547.00 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 182999050.23 182999050.23 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 312993642.97 312993642.97 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 637620200.91 637620200.91 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 454997834.20 454997834.20 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 36179VVX5 2038-04-20 2073-05-20 2.000 - 5.341 N/A 115845555.00 15931496.72 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 912810UF3 2028-05-31 2055-02-15 1.625 - 4.750 N/A 775200.00 801966.55 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 31288QZZ6 2050-05-01 2056-06-01 3.195 - 6.000 N/A 45325.00 36685.96 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3DQ0 2028-06-01 2062-03-01 1.690 - 7.000 N/A 12023987.00 6242936.95 Agency Collateralized Mortgage Obligation Y N/A N/A 2026-07-30 2026-07-30 2026-07-30 N N N 0.0368 22000000.00 22000000.00 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 91988565.32 91988565.32 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 259996591.40 259996591.40 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 48005774.40 48005774.40 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 114997534.40 114997534.40 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 204997080.80 204997080.80 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+0.5 08/04/2026 3.63 3133EWBZ2 254900C5LP6DN9OP9V83 US3133EWBZ24 4003205 MDW142000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-04 2026-08-04 N N N 0.0358 14999843.85 14999843.85 0.0000 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 982826505.71 982826505.71 0.0022 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 114000000.00 114000000.00 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 07/17/2026 3.63 3130B9KD1 2549001DPIFGXC1TOL40 US3130B9KD17 0001026214 MFG448000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-17 2026-07-17 N N N 0.0358 59999665.80 59999665.80 0.0001 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 309662573.15 309662573.15 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 446176813.50 446176813.50 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 62006348.18 62006348.18 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 109054196.98 109054196.98 0.0002 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 69999310.50 69999310.50 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 912797UE5 2027-04-15 2055-05-15 0.000 - 4.750 N/A 219052000.00 212910020.67 U.S. Treasuries (including strips) Y N/A N/A 2026-07-14 2026-07-14 2026-07-14 N N N 0.0365 207000000.00 207000000.00 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 403978656.68 403978656.68 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/13/2026 3.63 3130B9G38 2549001DPIFGXC1TOL40 US3130B9G383 0001026214 MEP539000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-13 2026-07-13 N N N 0.0358 793995156.60 793995156.60 0.0017 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 247069323.02 247069323.02 0.0005 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 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B1V7KEBTPIMZEU4LTD58 3140BA5R3 2027-04-01 2063-12-01 1.500 - 8.000 N/A 3565733552.00 1561052080.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31281BW89 2029-01-01 2049-03-01 2.500 - 6.375 N/A 157138740.00 9907181.33 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1540000000.00 1540000000.00 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 91282CJX0 2028-06-30 2031-01-31 3.625 - 4.125 N/A 794622000.00 794760987.19 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 779000000.00 779000000.00 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 26999480.25 26999480.25 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 135999226.16 135999226.16 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 33997508.48 33997508.48 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128ME6B2 2031-11-01 2055-10-01 2.000 - 6.500 N/A 489787274.00 90491780.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJRM2 2028-12-01 2054-10-01 2.000 - 6.000 N/A 1397358829.00 750074602.29 Agency Mortgage-Backed Securities 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 824000000.00 824000000.00 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 90999462.19 90999462.19 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. 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2027-04-23 2027-04-23 N N N 0.0373 85656930.80 85656930.80 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/18/2027 3.70 3133EWPV6 254900C5LP6DN9OP9V83 US3133EWPV63 4003205 MPE937000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-18 2027-11-18 N N N 0.0370 138998860.20 138998860.20 0.0003 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 3136A0RX7 2041-08-25 2058-10-25 1.000 - 5.500 N/A 152896449.00 127175652.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375G4W8 2039-08-16 2056-05-20 2.000 - 6.500 N/A 840609869.00 414856495.91 Agency Collateralized Mortgage Obligation 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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 107987465.52 107987465.52 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 195039062.00 195039062.00 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 402492157.82 402492157.82 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 456113607.84 456113607.84 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 587576362.88 587576362.88 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 66000000.00 66000000.00 0.0001 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 297946228.88 297946228.88 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 1882466273.92 1882466273.92 0.0041 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 1449460481.43 1449460481.43 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 187985204.40 187985204.40 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 65134482.85 65134482.85 0.0001 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 112997787.46 112997787.46 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 91035387.17 91035387.17 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 205997946.18 205997946.18 0.0005 N N N N RBC Financial Group RBCNY G *G RP 3.69% 10/1/26 3.69 N/A ES7IP3U3RHIGC71XBU11 MMM308000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EJMB1 2033-05-01 2058-05-01 2.500 - 6.000 N/A 1185683004.00 437311545.10 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912797TC1 2026-08-15 2055-02-15 0.000 - 4.625 N/A 138925139.45 138757858.43 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0WY4 2052-06-01 2056-05-01 4.500 - 6.500 N/A 109624186.00 79494828.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617N4UJ1 2050-04-20 2054-01-20 2.000 - 8.000 N/A 370217498.00 168719031.13 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 803000000.00 803000000.00 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 107012871.03 107012871.03 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 310986773.17 310986773.17 0.0007 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 912797RG4 2026-08-06 2054-11-15 0.000 - 4.750 N/A 653014500.00 636544892.91 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0367 624000000.00 624000000.00 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 219147275.31 219147275.31 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 4667529408.46 4667529408.46 0.0102 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 4488771481.76 4488771481.76 0.0098 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 62998802.37 62998802.37 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 1210605697.08 1210605697.08 0.0026 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 446993916.33 446993916.33 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/05/2026 3.64 3130B9DG2 2549001DPIFGXC1TOL40 US3130B9DG21 0001026214 MDY622000 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 998001516.96 998001516.96 0.0022 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 366139888.86 366139888.86 0.0008 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 912441885.92 912441885.92 0.0020 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 222462381.93 222462381.93 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 3129406D6 2040-06-01 2056-04-01 2.000 - 6.500 N/A 313271170.00 220012122.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EJP36 2037-05-01 2056-02-01 2.000 - 7.000 N/A 1681655024.00 721544900.33 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-30 2026-07-30 2026-07-30 N N N 0.0365 923000000.00 923000000.00 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 535997518.32 535997518.32 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 912797UR6 2026-07-28 2052-05-15 0.000 - 6.125 N/A 755694000.00 635524614.26 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 623000000.00 623000000.00 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 912810QB7 2027-09-30 2054-05-15 1.125 - 4.750 N/A 267474000.00 263182291.81 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 257000000.00 257000000.00 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 3789923393.81 3789923393.81 0.0083 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 132799968.45 132799968.45 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 37999309.92 37999309.92 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 912810EX2 2026-08-15 2055-05-15 0.500 - 6.750 N/A 216973300.00 213396259.15 U.S. Treasuries (including strips) Y N/A N/A 2026-07-23 2026-07-23 2026-07-23 N N N 0.0366 207000000.00 207000000.00 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 1878035550.40 1878035550.40 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 91282CFB2 2027-07-31 2034-08-15 2.750 - 3.875 N/A 366038300.00 364177850.84 U.S. Treasuries (including strips) Y N/A N/A 2026-08-24 2026-08-24 2026-08-24 N N N 0.0369 357000000.00 357000000.00 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 64979000.00 65481605.38 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 63687500.00 63687500.00 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 563316687.50 563316687.50 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 450994975.86 450994975.86 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+17 11/05/2027 3.79 3130B8HS4 2549001DPIFGXC1TOL40 US3130B8HS40 0001026214 LVE118000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-05 2027-11-05 N N N 0.0371 245297509.83 245297509.83 0.0005 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 32999867.01 32999867.01 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 2026-10-31 2056-05-15 0.000 - 6.500 N/A 868104100.00 838735338.94 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BYC28 2026-10-01 2063-06-01 1.500 - 8.000 N/A 8525336831.00 5626282264.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JTRW5 2027-08-01 2056-07-01 1.500 - 7.500 N/A 7578864140.00 6440856942.94 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 12370000000.00 12370000000.00 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 91282CDL2 2026-09-17 2055-05-15 0.000 - 4.750 N/A 1018035900.00 986099851.08 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 965000000.00 965000000.00 0.0021 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/03/2026 3.63 3130B9DJ6 2549001DPIFGXC1TOL40 US3130B9DJ69 0001026214 MDY674000 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 0.0359 498994116.79 498994116.79 0.0011 N N N 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 228446159.10 228446159.10 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 59008570.34 59008570.34 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 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N/A N/A 2026-07-01 2027-09-29 2027-09-29 N N N 0.0368 68999676.39 68999676.39 0.0002 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 2532837662.55 2532837662.55 0.0055 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 2056925000.00 2056925000.00 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 35007549.50 35007549.50 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 912797UE5 2026-08-15 2055-05-15 0.000 - 6.750 N/A 210310500.00 208912792.33 U.S. Treasuries (including strips) Y N/A N/A 2026-09-03 2026-09-03 2026-09-03 N N N 0.0366 204000000.00 204000000.00 0.0004 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/02/2026 3.63 3130B9DZ0 2549001DPIFGXC1TOL40 US3130B9DZ02 0001026214 MEL559000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-02 2026-09-02 N N N 0.0359 98998987.23 98998987.23 0.0002 N N N N 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 66970051.00 66970051.00 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 1266594976.92 1266594976.92 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 224997716.25 224997716.25 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 159996680.00 159996680.00 0.0004 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 3106000000.00 3106000000.00 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 91282CHE4 2026-07-23 2053-08-15 0.000 - 4.875 N/A 1168300600.00 1143272330.70 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 1120000000.00 1120000000.00 0.0025 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 144025568.64 144025568.64 0.0003 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 912810QS0 2026-08-15 2055-08-15 0.000 - 4.625 N/A 180555931.18 182225315.46 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2055-10-20 2.000 - 4.500 N/A 4298376.00 3983482.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPMZ8 2052-06-01 2052-08-01 5.000 N/A 18843916.00 13315064.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FE37 2051-10-01 2055-11-01 2.500 - 5.500 N/A 190174131.00 167777488.50 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 358000000.00 358000000.00 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 77993409.00 77993409.00 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 270991428.27 270991428.27 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 446996888.88 446996888.88 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 110976484.65 110976484.65 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 3618N6C70 2027-05-20 2066-05-20 1.500 - 7.500 N/A 8608201926.00 5958424056.81 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 5841000000.00 5841000000.00 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 93994435.20 93994435.20 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 347003383.25 347003383.25 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 884006895.20 884006895.20 0.0019 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 3618V9NT5 2026-12-20 2076-05-20 2.000 - 8.500 N/A 1166788105.00 669389739.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404FVB6 2034-04-01 2056-06-01 4.829 - 6.100 N/A 34135588.00 11327464.84 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 88059E5N0 2034-03-15 2053-03-15 0.000 N/A 170000.00 78413.52 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 313385Q25 2026-11-20 2026-11-20 0.000 N/A 258955000.00 255119617.50 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 917000000.00 917000000.00 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 202215744.01 202215744.01 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 228998811.49 228998811.49 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 2056-02-15 0.000 - 4.750 N/A 702264242.13 600836393.11 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 587000000.00 587000000.00 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 91282CQH7 2028-03-31 2028-03-31 3.875 N/A 29430200.00 29583047.59 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 29000000.00 29000000.00 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 85990264.80 85990264.80 0.0002 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 1559972348.30 1559972348.30 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 24000319.44 24000319.44 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 6908423625.00 6908423625.00 0.0151 N Y Y N Fixed Income Clearing Corp - 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The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Freddie Mac FED HOME LN MTG CORP VFAC SOFR+8 11/05/2026 3.70 3134HBPE5 S6XOOCT0IEG5ABCC6L87 US3134HBPE57 LEU306000 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 0.0368 1119016124.79 1119016124.79 0.0024 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 04/19/2027 3.67 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 4003205 MAI620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-19 2027-04-19 N N N 0.0366 38999202.45 38999202.45 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 05/06/2027 3.67 3133EWCK4 254900C5LP6DN9OP9V83 US3133EWCK46 4003205 MEL555000 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 0.0368 118983097.24 118983097.24 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 12/29/2027 3.70 3133EWRN2 254900C5LP6DN9OP9V83 US3133EWRN20 4003205 MTO353000 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 91999424.08 91999424.08 0.0002 N N N N US Treasury Notes UST NOTES 4.5% 07/15/2026 4.50 91282CHM6 254900HROIFWPRGM1V77 US91282CHM64 JVN370000 U.S. Treasury Debt Y N/A N/A 2026-07-15 2026-07-15 2026-07-15 N N N 0.0373 220063157.60 220063157.60 0.0005 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 05/24/2027 3.68 3133EWMT4 254900C5LP6DN9OP9V83 US3133EWMT45 4003205 MLC324000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-24 2027-05-24 N N N 0.0368 106988328.44 106988328.44 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/28/2026 3.63 3130B9BJ8 2549001DPIFGXC1TOL40 US3130B9BJ87 0001026214 MDT239000 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 0.0359 384995738.05 384995738.05 0.0008 N N N N Sumitomo Mitsui Banking Corp SUMITR G *G RP 3.7% 7/1/26 3.70 N/A 5493006GGLR4BTEL8O61 MWJ300000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810FT0 2031-05-15 2036-02-15 1.625 - 4.500 N/A 78604000.00 72621418.94 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 1 N N/A N/A N N 0.0370 71000000.00 71000000.00 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 03/10/2028 3.71 3130B9RT9 2549001DPIFGXC1TOL40 US3130B9RT95 0001026214 MGW964000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-10 2028-03-10 N N N 0.0373 190918790.62 190918790.62 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 01/12/2027 3.72 3133ETCY1 254900C5LP6DN9OP9V83 US3133ETCY11 4003205 LJB080000 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 187036180.76 187036180.76 0.0004 N N N N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.7% 8/14/26 3.70 N/A N/A MWR190000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 2034-08-15 3.875 N/A 374555300.00 368257889.32 U.S. Treasuries (including strips) Y N/A N/A 2026-08-14 2026-08-14 2026-08-14 N N N 0.0365 361000000.00 361000000.00 0.0008 N N N Y Fixed Income Clearing Corp - ING ING FIG M RP 3.65% 7/1/26 3.65 N/A N/A MXK792000 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 912797UJ4 2026-10-08 2026-10-08 0.000 N/A 100.00 98.98 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NBD81 2029-07-01 2056-03-01 2.000 - 6.500 N/A 947632436.00 650428085.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425V5L3 2039-09-01 2056-01-01 3.000 - 7.000 N/A 512282743.00 397218025.64 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1027000000.00 1027000000.00 0.0022 N Y Y N Sumitomo Mitsui Banking Corp SUMITR G *G RP 3.71% 7/15/26 3.71 N/A 5493006GGLR4BTEL8O61 MXE204000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2026-07-07 2026-07-07 2026-07-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0365 70332500.00 70332500.00 0.0002 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal 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 179998439.40 179998439.40 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 129006422.91 129006422.91 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 66999261.66 66999261.66 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 773333299.26 773333299.26 0.0017 N N Y N US Treasury Bill UST BILLS 0% 12/24/2026 912797TC1 254900HROIFWPRGM1V77 US912797TC16 MAL202000 U.S. Treasury Debt Y N/A N/A 2026-12-24 2026-12-24 2026-12-24 N N N 0.0395 3245951711.68 3245951711.68 0.0071 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 31425UR72 2041-07-01 2056-04-01 2.500 - 6.500 N/A 177417821.00 67008282.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBDM7 2039-06-01 2057-02-01 2.000 - 6.500 N/A 642220715.00 230541500.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XN4 2055-04-20 2055-12-20 4.500 - 6.500 N/A 17188976.00 16048331.66 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912803DC4 2026-08-15 2056-02-15 0.000 - 3.750 N/A 53228015.55 54271668.24 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 358000000.00 358000000.00 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 741807082.50 741807082.50 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 91282CJW2 2026-07-02 2031-05-31 0.000 - 6.500 N/A 8855822800.00 8850839227.50 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 8676416000.00 8676416000.00 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 912797UY1 2026-08-13 2055-05-15 0.000 - 4.750 N/A 904887700.00 798579917.36 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 777000000.00 777000000.00 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 4425257518.51 4425257518.51 0.0097 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 113998489.50 113998489.50 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 89998051.50 89998051.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 07/30/2026 3.71 3133ER2B6 254900C5LP6DN9OP9V83 US3133ER2B60 4003205 KYG989000 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 0.0364 30000368.40 30000368.40 0.0001 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 5082669334.28 5082669334.28 0.0111 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 912797TC1 2026-08-31 2036-05-15 0.000 - 6.250 N/A 2551117900.00 2543118525.04 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 2493000000.00 2493000000.00 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 4515968531.40 4515968531.40 0.0099 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 81999394.84 81999394.84 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 912810EX2 2026-08-15 2055-05-15 0.625 - 6.750 N/A 212879200.00 212074558.36 U.S. Treasuries (including strips) Y N/A N/A 2026-08-28 2026-08-28 2026-08-28 N N N 0.0365 207000000.00 207000000.00 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 406916250.00 406916250.00 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 449000287.36 449000287.36 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 689282400.43 689282400.43 0.0015 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 240997370.69 240997370.69 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 110424465.00 110424465.00 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 4550532106.00 4550532106.00 0.0100 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 2034-08-15 0.500 - 4.625 N/A 211435800.00 211090083.50 U.S. Treasuries (including strips) Y N/A N/A 2026-08-27 2026-08-27 2026-08-27 N N N 0.0365 206000000.00 206000000.00 0.0005 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 23001975.70 23001975.70 0.0001 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 113998779.06 113998779.06 0.0002 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 868993160.97 868993160.97 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 32004479.04 32004479.04 0.0001 N N N 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 91998460.84 91998460.84 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 4472844259.65 4472844259.65 0.0098 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 90998663.21 90998663.21 0.0002 N N N 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 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as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-16 2026-10-16 N N N 0.0367 1004191282.08 1004191282.08 0.0022 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 57009239.13 57009239.13 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 456995493.98 456995493.98 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 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2027-02-12 2027-02-12 N N N 0.0368 219040808.46 219040808.46 0.0005 N N N N RBC Financial Group RBCNY G *G RP 3.66% 7/30/26 3.66 N/A ES7IP3U3RHIGC71XBU11 MPE867000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797SU2 2026-07-28 2055-08-15 0.000 - 6.125 N/A 1025048300.00 1005797507.64 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 981000000.00 981000000.00 0.0021 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 08/04/2027 3.76 3133ETSD0 254900C5LP6DN9OP9V83 US3133ETSD00 4003205 LJS939000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-04 2027-08-04 N N N 0.0376 287975157.12 287975157.12 0.0006 N N N N RBC Financial Group RBCNY G *G RP 3.65% 7/28/26 3.65 N/A ES7IP3U3RHIGC71XBU11 MWS967000 U.S. 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2026-07-01 2028-01-28 2028-01-28 N N N 0.0369 34086220.26 34086220.26 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/12/2027 3.69 3130BANU7 2549001DPIFGXC1TOL40 US3130BANU76 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 91998508.68 91998508.68 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 1202034929.34 1202034929.34 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 110119471.00 110119471.00 0.0002 N N N N Bank of America NA FICASH MJ 3.65% 07/01/26 3.65 N/A N/A MXL273000_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 2833673723.38 1258216784.77 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1232042000.00 1232042000.00 0.0027 N Y Y 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 41999422.92 41999422.92 0.0001 N N N N BofA Securities, Inc. 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categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-03 2027-06-03 N N N 0.0367 34999366.85 34999366.85 0.0001 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 1721406810.92 1721406810.92 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132V8J98 2033-03-01 2036-01-01 4.151 - 4.500 N/A 57410000.00 57479745.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JC3X0 2030-08-01 2056-05-01 4.250 - 5.387 N/A 119220715.00 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2026-09-18 N N N 0.0380 1212984987.53 1212984987.53 0.0027 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 02/25/2027 3.72 3133ER5A5 254900C5LP6DN9OP9V83 US3133ER5A50 4003205 LAP530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-25 2027-02-25 N N N 0.0372 49997132.00 49997132.00 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/29/2026 3.66 3130BAWJ2 2549001DPIFGXC1TOL40 US3130BAWJ21 0001026214 MTU760000 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 452999587.77 452999587.77 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 12/18/2026 3.76 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 4003205 LEJ325000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-18 2026-12-18 N N N 0.0370 142030201.98 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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 89998509.60 89998509.60 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 367994233.44 367994233.44 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 681990915.76 681990915.76 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 38381JGU5 2037-06-20 2064-09-16 2.750 - 5.500 N/A 169649583.00 145679102.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTEZ2 2054-11-25 2055-05-25 4.878 - 6.500 N/A 15842969.00 11175010.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 30296DAK7 2028-02-25 2060-07-25 4.728 - 12.456 N/A 90374874.00 20324073.59 Agency Collateralized Mortgage Obligation Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 172000000.00 172000000.00 0.0004 N Y Y N MUFG Securities EMEA PLC MUFGEM G *G RP 3.65% 7/27/26 3.65 N/A U7M81AY481YLIOR75625 MRC827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CAH4 2026-11-30 2033-05-15 0.500 - 4.000 N/A 940266800.00 919954342.55 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-27 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0359 899000000.00 899000000.00 0.0020 N N Y N US Treasury Bill UST BILLS 0% 10/20/2026 912797VM6 254900HROIFWPRGM1V77 US912797VM69 MWP699000 U.S. Treasury Debt Y N/A N/A 2026-10-20 2026-10-20 2026-10-20 N N N 0.0385 1633516892.19 1633516892.19 0.0036 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/10/2026 313385ZD1 2549001DPIFGXC1TOL40 US313385ZD16 313385ZD1 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-10 2026-07-10 2026-07-10 N N N 0.0363 762234878.86 762234878.86 0.0017 N N Y N Federal Home Loan Bank 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 110997849.93 110997849.93 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 117007466.94 117007466.94 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2026 3.63 3130B9H45 2549001DPIFGXC1TOL40 US3130B9H456 0001026214 MFC135000 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 0.0359 224997590.25 224997590.25 0.0005 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 29000543.17 29000543.17 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/18/2026 3.64 3130B9JP6 2549001DPIFGXC1TOL40 US3130B9JP65 0001026214 MFG434000 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 0.0360 44999515.35 44999515.35 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 01/07/2027 3.66 3130BALH8 2549001DPIFGXC1TOL40 US3130BALH83 0001026214 MML569000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-07 2027-01-07 N N N 0.0365 273999715.04 273999715.04 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/10/2026 3.63 3130B9GA2 2549001DPIFGXC1TOL40 US3130B9GA24 0001026214 MER148000 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 0.0359 21999721.92 21999721.92 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 06/17/2027 3.69 3130BB6Z3 2549001DPIFGXC1TOL40 US3130BB6Z31 0001026214 MWP845000 U.S. Government Agency 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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 192981309.88 192981309.88 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 102974256.18 102974256.18 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. 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 0.0367 73016277.54 73016277.54 0.0002 N N N N Fixed Income Clearing Corp - JP Morgan JPM FIG G RP 3.7% 7/1/26 3.70 N/A N/A MXL224000 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 3138ELXR9 2033-08-01 2056-06-01 2.000 - 6.500 N/A 833323415.00 348875853.00 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 342000000.00 342000000.00 0.0007 N Y Y N US Treasury Bill UST BILLS 0% 02/18/2027 912797TV9 254900HROIFWPRGM1V77 US912797TV96 MFE948000 U.S. Treasury Debt Y N/A N/A 2027-02-18 2027-02-18 2027-02-18 N N N 0.0389 351315468.00 351315468.00 0.0008 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 1043745285.33 1043745285.33 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 129000616.62 129000616.62 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 3900364354.25 3900364354.25 0.0085 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/27/2026 313385Q90 2549001DPIFGXC1TOL40 US313385Q901 313385Q90 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-11-27 2026-11-27 2026-11-27 N N N 0.0390 110247667.04 110247667.04 0.0002 N N N N Wells Fargo Securities, LLC WFSEC G G RP 3.72% 9/9/26 3.72 N/A VYVVCKR63DVZZN70PB21 0000276523 MWE490000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MS2J8 2028-09-20 2066-05-20 1.500 - 8.500 N/A 5316491597.00 2367690340.80 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-09 2026-09-09 2026-09-09 N N N 0.0368 2316000000.00 2316000000.00 0.0051 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 07/20/2027 3.67 3133EWHX1 254900C5LP6DN9OP9V83 US3133EWHX12 4003205 MHY826000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-20 2027-07-20 N N N 0.0367 70999523.59 70999523.59 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 218993248.23 218993248.23 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 56455642.74 56455642.74 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 52989059.74 52989059.74 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/20/2028 3.70 3133EWAK6 254900C5LP6DN9OP9V83 US3133EWAK63 4003205 MJL714000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-20 2028-01-20 N N N 0.0373 24987905.25 24987905.25 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/28/2027 3.69 3133EWJX9 254900C5LP6DN9OP9V83 US3133EWJX93 4003205 MIQ026000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-28 2027-12-28 N N N 0.0369 55999532.96 55999532.96 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 3.62% 02/08/2027 3.62 3130B93X6 2549001DPIFGXC1TOL40 US3130B93X62 0001026214 MBV663000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2027-02-08 2027-02-08 2027-02-08 N N N 0.0406 2009646830.10 2009646830.10 0.0044 N N N N Wells Fargo Securities, LLC WFSEC G G RP 3.7% 8/31/26 3.70 N/A VYVVCKR63DVZZN70PB21 0000276523 MUF520000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36195KJ47 2026-12-20 2066-05-20 1.500 - 7.500 N/A 1413497200.00 618939301.47 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-31 2026-08-31 2026-08-31 N N N 0.0366 605000000.00 605000000.00 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 449994793.50 449994793.50 0.0010 N N N N Wells Fargo Bank NA WFBK G G RP 3.72% 9/10/26 3.72 N/A KB1H1DSPRFMYMCUFXT09 0000740906 MWJ384000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTYD5 2053-11-01 2055-03-01 5.500 - 6.500 N/A 944300939.00 475231209.11 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-10 2026-09-10 2026-09-10 N N N 0.0368 465000000.00 465000000.00 0.0010 N N N Y Canadian Imperial Bank of Commerce CIBC G *G RP 3.65% 7/13/26 3.65 N/A 2IGI19DL77OX0HC3ZE78 MXJ810000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810QD3 2026-09-30 2056-05-15 0.625 - 5.000 N/A 640651700.00 573279789.93 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0359 561000000.00 561000000.00 0.0012 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 04/21/2027 3.73 3133ETQX8 254900C5LP6DN9OP9V83 US3133ETQX81 4003205 LOT384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-21 2027-04-21 N N N 0.0373 31255513.11 31255513.11 0.0001 N N N N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.67% 7/7/26 3.67 N/A N/A MXK855000 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 91282CMR9 2029-02-15 2032-02-29 3.500 - 4.125 N/A 313490800.00 313172012.09 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0361 307000000.00 307000000.00 0.0007 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 02/02/2028 3.72 3133EWBT6 254900C5LP6DN9OP9V83 US3133EWBT63 4003205 MDU419000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-02-02 2028-02-02 N N N 0.0371 206996288.49 206996288.49 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 05/27/2027 3.74 3133ETJA6 254900C5LP6DN9OP9V83 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 91011143.86 91011143.86 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 96999142.52 96999142.52 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 125015031.25 125015031.25 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 1187331306.84 1187331306.84 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 101095276.33 101095276.33 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 145900537.12 145900537.12 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 962456746.14 962456746.14 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 113282782.50 113282782.50 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 2258998820.00 2258998820.00 0.0049 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 447065114.49 447065114.49 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 67000019.43 67000019.43 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 19776718.80 19776718.80 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 439998328.00 439998328.00 0.0010 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 3525000000.00 3525000000.00 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 91282CJR3 2028-11-15 2028-12-31 1.500 - 4.375 N/A 3851127400.00 3814796505.15 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 3740000000.00 3740000000.00 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 135305766.21 135305766.21 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 183997153.52 183997153.52 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 91282CGH8 2028-01-31 2033-05-15 3.375 - 3.500 N/A 515051400.00 511072027.67 U.S. Treasuries (including strips) Y N/A N/A 2026-07-13 2026-07-13 2026-07-13 N N N 0.0360 501000000.00 501000000.00 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 119892187.20 119892187.20 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 446994028.08 446994028.08 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 120022717.20 120022717.20 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 91282CGH8 2028-01-31 2030-11-30 3.375 - 3.500 N/A 4919220500.00 4855050803.46 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 4756000000.00 4756000000.00 0.0104 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/03/2026 3.63 3130B9CB4 2549001DPIFGXC1TOL40 US3130B9CB43 0001026214 MDW135000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-03 2026-08-03 N N N 0.0358 455994956.64 455994956.64 0.0010 N N N 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 157018632.76 157018632.76 0.0003 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 200830437.50 200830437.50 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 9128284N7 2028-01-15 2030-07-31 2.875 - 4.875 N/A 230906000.00 233603766.04 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0359 229000000.00 229000000.00 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 78001003.86 78001003.86 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 1164167140.50 1164167140.50 0.0025 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 207571000.00 207571000.00 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 18017212.68 18017212.68 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 43951057.22 43951057.22 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 1344439125.00 1344439125.00 0.0029 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 112998377.32 112998377.32 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 458000783.18 458000783.18 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 73008357.04 73008357.04 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 69000000.00 69000000.00 0.0002 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 146311264.70 146311264.70 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 387919824.88 387919824.88 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 334336730.76 334336730.76 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 73999349.54 73999349.54 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 345720213.72 345720213.72 0.0008 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 3675130284.97 3675130284.97 0.0080 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 912828X88 2027-05-15 2032-05-15 2.375 - 2.875 N/A 183254700.00 175457877.32 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 172000000.00 172000000.00 0.0004 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/20/2026 3.63 3130B9A42 2549001DPIFGXC1TOL40 US3130B9A428 0001026214 MCQ322000 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 0.0359 224997063.75 224997063.75 0.0005 N N N 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 923135533.32 923135533.32 0.0020 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 91282CMD0 2027-05-15 2032-04-30 2.375 - 4.375 N/A 2209023100.00 2218368117.55 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 2174000000.00 2174000000.00 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 109071417.89 109071417.89 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 445429898.55 445429898.55 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 71998796.16 71998796.16 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 45086646.15 45086646.15 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 207000296.01 207000296.01 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 71999525.52 71999525.52 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 91282CPD7 2026-07-09 2035-11-15 0.000 - 4.625 N/A 2350262900.00 2304413680.38 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 2259000000.00 2259000000.00 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 221000501.67 221000501.67 0.0005 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/02/2028 3.71 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 4003205 MDT172000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-02-02 2028-02-02 N N N 0.0370 128013210.88 128013210.88 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/21/2026 3.64 3130B96P0 2549001DPIFGXC1TOL40 US3130B96P02 0001026214 MCO782000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-21 2026-09-21 N N N 0.0361 109998080.50 109998080.50 0.0002 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 09/04/2026 3.76 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 KPM089000 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 0.0364 436056802.08 436056802.08 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18.5 05/10/2027 3.81 3133EREP2 254900C5LP6DN9OP9V83 US3133EREP20 4003205 LHC376000 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 22014274.04 22014274.04 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 54999180.50 54999180.50 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 227999792.52 227999792.52 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 22997073.48 22997073.48 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 3140W3XB0 2029-08-01 2057-01-01 1.500 - 7.000 N/A 1141655261.00 879224368.49 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810SP4 2027-07-15 2050-08-15 1.125 - 4.375 N/A 19647100.00 17911089.74 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425UAJ4 2028-04-01 2056-06-01 2.000 - 7.000 N/A 1264453673.00 1032797589.22 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 1890000000.00 1890000000.00 0.0041 N Y Y N US Treasury Bill UST BILLS 0% 07/07/2026 912797UN5 254900HROIFWPRGM1V77 US912797UN51 MGW902000 U.S. Treasury Debt Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0308 796526183.50 796526183.50 0.0017 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 10/22/2027 3.77 3133ETJ65 254900C5LP6DN9OP9V83 US3133ETJ657 4003205 LSU148000 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 0.0377 101990907.72 101990907.72 0.0002 N N N N Lloyds Bank PLC LOYDPL G G RP 3.67% 8/10/26 3.67 N/A H7FNTJ4851HG0EXQ1Z70 MQW418000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CAV3 2027-04-15 2035-08-15 0.000 - 4.625 N/A 213349400.00 212683653.48 U.S. Treasuries (including strips) Y N/A N/A 2026-08-10 2026-08-10 2026-08-10 N N N 0.0362 207500000.00 207500000.00 0.0005 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4.5 10/02/2026 3.67 3130B7YT5 2549001DPIFGXC1TOL40 US3130B7YT56 0001026214 LRP565000 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 0.0364 45999233.18 45999233.18 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 05/15/2028 3.71 3133EWPQ7 254900C5LP6DN9OP9V83 US3133EWPQ78 4003205 MPD621000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-05-15 2028-05-15 N N N 0.0371 73999055.02 73999055.02 0.0002 N N N N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.66% 7/2/26 3.66 N/A N/A MXC801000 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 912797SU2 2026-11-27 2054-08-15 0.000 - 4.875 N/A 1124410500.00 983379981.93 U.S. Treasuries (including strips) Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0359 964000000.00 964000000.00 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 1749915111.78 1749915111.78 0.0038 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 912810TQ1 2026-09-03 2056-02-15 0.000 - 4.750 N/A 336130000.00 329392380.42 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 322000000.00 322000000.00 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. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FRF49 2039-10-20 2068-10-15 2.430 - 8.000 N/A 405376696.00 363603858.24 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-07 2026-07-07 2026-07-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0363 356000000.00 356000000.00 0.0008 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 12/06/2027 3.71 3130B8TP7 2549001DPIFGXC1TOL40 US3130B8TP72 0001026214 MJJ503000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-06 2027-12-06 N N N 0.0369 297073831.23 297073831.23 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/30/2026 3.64 3130B9BH2 2549001DPIFGXC1TOL40 US3130B9BH22 0001026214 MDT244000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-30 2026-09-30 N N N 0.0360 453000634.20 453000634.20 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 01/08/2027 3.72 3133ETPB7 254900C5LP6DN9OP9V83 US3133ETPB70 4003205 LIG193000 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 0.0372 150999282.75 150999282.75 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 03/26/2027 3.71 3133ETMT1 254900C5LP6DN9OP9V83 US3133ETMT16 4003205 LHQ329000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-03-26 2027-03-26 N N N 0.0363 31014795.99 31014795.99 0.0001 N N N N Citigroup Global Capital Markets Inc CITIGR G RP SOFR+0.06% 7/1/26 3.68 N/A MBNUM2BPBDO7JBLYG310 0000315030 MUF582000 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 N/A 3132V8LV6 2036-01-01 2036-01-01 4.151 N/A 21924000.00 21927943.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QDZ1 2027-07-15 2075-12-20 2.500 - 8.000 N/A 2292509382.00 1624802589.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DTT6 2031-01-01 2056-06-01 1.410 - 5.922 N/A 18482221.00 17564509.97 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 1627000000.00 1627000000.00 0.0036 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 07/14/2027 3.68 3133EWSF8 254900C5LP6DN9OP9V83 US3133EWSF86 4003205 MTW069000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-14 2027-07-14 N N N 0.0368 25999920.44 25999920.44 0.0001 N N N N US Treasury Notes UST NOTES 3.75% 08/31/2026 3.75 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 KOW161000 U.S. Treasury Debt Y N/A N/A 2026-08-31 2026-08-31 2026-08-31 N N N 0.0379 1965729675.00 1965729675.00 0.0043 N Y Y N BofA Securities, Inc. BASGR *G RP SOFR+0.02% 7/6/26 3.64 N/A 549300HN4UKV1E2R3U73 MHB796000 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 3132AEC38 2027-09-13 2056-07-01 2.500 - 6.500 N/A 68039416.00 49866672.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LCQA6 2032-01-01 2056-06-01 1.500 - 7.000 N/A 83104216.00 47610052.34 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AQMZ3 2042-01-27 2042-01-27 2.840 N/A 5760000.00 4493882.88 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLK0 2029-09-20 2056-06-20 3.500 - 7.000 N/A 82931306.00 70416094.68 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ENMV9 2042-02-03 2042-02-03 2.930 N/A 10463000.00 8226441.33 Agency Debentures and Agency Strips Y N/A N/A 2026-07-06 2026-07-06 2026-07-06 Y BANK OF AMERICA CORPORATION 1.0000 6 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0358 175000000.00 175000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 12/24/2026 3.69 3130B6UD6 2549001DPIFGXC1TOL40 US3130B6UD67 0001026214 LHU592000 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 0.0370 161993343.42 161993343.42 0.0004 N N N N Mizuho Bank, Ltd. MIZBK G T RP 3.66% 7/1/26 3.66 N/A RB0PEZSDGCO3JS6CEU02 MXK782000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 2031-05-15 1.625 N/A 356652000.00 317671050.94 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 311000000.00 311000000.00 0.0007 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 02/10/2027 3.74 3133ER3G4 254900C5LP6DN9OP9V83 US3133ER3G49 4003205 LFF098000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-10 2027-02-10 N N N 0.0371 345809463.39 345809463.39 0.0008 N N N N US Treasury Bill UST BILLS 0% 07/14/2026 912797UP0 254900HROIFWPRGM1V77 US912797UP00 MHM710000 U.S. Treasury Debt Y N/A N/A 2026-07-14 2026-07-14 2026-07-14 N N N 0.0334 2287940867.38 2287940867.38 0.0050 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 02/10/2027 3.76 3133ER3D1 254900C5LP6DN9OP9V83 US3133ER3D18 4003205 KYU592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-10 2027-02-10 N N N 0.0369 380005270.60 380005270.60 0.0008 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/24/2026 313385ZT6 2549001DPIFGXC1TOL40 US313385ZT67 MDG506000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-24 2026-07-24 2026-07-24 N N N 0.0364 1931340686.88 1931340686.88 0.0042 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 02/25/2028 3.72 3133EWEH9 254900C5LP6DN9OP9V83 US3133EWEH98 4003205 MFP482000 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 161028316.68 161028316.68 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 12/08/2026 3.70 3130B7P99 2549001DPIFGXC1TOL40 US3130B7P990 0001026214 LOU842000 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 0.0368 145004641.45 145004641.45 0.0003 N N N N Citigroup Global Capital Markets Inc CITIGR G G RP SOFR+0.06% 9/1/26 3.68 N/A MBNUM2BPBDO7JBLYG310 0000315030 MXL075000 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 0.0364 1603000000.00 1603000000.00 0.0035 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. 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 224999012.25 224999012.25 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 114998638.40 114998638.40 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 375975597.60 375975597.60 0.0008 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H06J2 2049-09-25 2055-11-25 2.000 - 6.000 N/A 210041629.00 141938898.63 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUVT4 2026-11-01 2056-06-01 2.440 - 6.500 N/A 814820542.00 765183275.03 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0359 884000000.00 884000000.00 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 91282CBZ3 2026-07-31 2034-11-15 0.375 - 4.625 N/A 799481800.00 792620618.84 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 777000000.00 777000000.00 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 443004181.92 443004181.92 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 1090155256.16 1090155256.16 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 446362712.12 446362712.12 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 827158932.86 827158932.86 0.0018 N N N 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 190999073.65 190999073.65 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 43999483.00 43999483.00 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 221044867.42 221044867.42 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/20/2026 313385Q25 2549001DPIFGXC1TOL40 US313385Q257 313385Q25 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-11-20 2026-11-20 2026-11-20 N N N 0.0390 1040249031.36 1040249031.36 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 305993947.32 305993947.32 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 91282CMA6 2029-03-31 2053-11-15 2.000 - 4.750 N/A 3875230000.00 3638211957.05 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0368 3537000000.00 3537000000.00 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 912810RY6 2026-12-15 2047-08-15 0.500 - 4.375 N/A 3715134100.00 3609125916.22 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 3538000000.00 3538000000.00 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 39999436.40 39999436.40 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 103999604.80 103999604.80 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 255975879.68 255975879.68 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 450997366.16 450997366.16 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 222997344.07 222997344.07 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 209499356.84 209499356.84 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 197136997.20 197136997.20 0.0004 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 91282CEP2 2028-06-15 2032-05-15 2.875 - 3.875 N/A 1746784000.00 1660728376.41 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1628000000.00 1628000000.00 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 4485894349.23 4485894349.23 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 282996895.49 282996895.49 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 91282CLZ2 2026-08-15 2055-05-15 0.625 - 6.750 N/A 318074800.00 319065456.64 U.S. Treasuries (including strips) Y N/A N/A 2026-08-14 2026-08-14 2026-08-14 N N N 0.0365 311000000.00 311000000.00 0.0007 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/03/2026 3.63 3130B9BF6 2549001DPIFGXC1TOL40 US3130B9BF65 0001026214 MDT242000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-03 2026-08-03 N N N 0.0358 225997520.78 225997520.78 0.0005 N N N N 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 435997667.40 435997667.40 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 3140HDVG6 2027-06-01 2064-09-01 1.500 - 8.000 N/A 4673771644.00 3522065959.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133B6DM9 2028-06-01 2056-06-01 1.500 - 8.000 N/A 2665234108.00 1735547050.19 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 5154000000.00 5154000000.00 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 100232031.00 100232031.00 0.0002 N Y Y N Bny Mellon Capital Market LLC FICASH MO 3.65% 07/01/26 3.65 N/A N/A MXL600000_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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 31368HNG4 2026-07-15 2056-07-01 0.000 - 8.500 N/A 22328131.95 21657666.95 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ERVW8 2031-06-30 2039-10-03 4.540 - 5.190 N/A 141753.46 141644.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128MJZ37 2026-08-01 2056-07-01 1.500 - 8.000 N/A 15547196.48 14976939.75 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AMUF7 2026-07-09 2040-09-18 0.000 - 5.375 N/A 262043.34 261750.14 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 912810UV8 2026-07-02 2056-02-15 0.000 - 6.250 N/A 14210519.04 14064920.31 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200FDN5 2026-11-20 2055-10-20 1.500 - 8.000 N/A 553207.11 46222.73 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 50141000.00 50141000.00 0.0001 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 87996399.04 87996399.04 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 707173695.76 707173695.76 0.0015 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 912810TJ7 2026-10-31 2054-02-15 0.500 - 5.000 N/A 1373032900.00 1272069379.37 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0360 1247000000.00 1247000000.00 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 2268768645.00 2268768645.00 0.0050 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 36179M4L1 2028-03-20 2056-06-20 1.500 - 7.500 N/A 701503255.00 475035165.01 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-16 2026-09-16 2026-09-16 N N N 0.0368 465000000.00 465000000.00 0.0010 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 03/18/2027 3.66 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 134987235.75 134987235.75 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 30998649.02 30998649.02 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 520191756.64 520191756.64 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 43999479.48 43999479.48 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 812983300.98 812983300.98 0.0018 N N N N Fidelity Government Money Market Fund 2026-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer