N-MFP3 0000035315 XXXXXXXX 2026-06-30 Fidelity Salem Street Trust 0000035315 S4W85DGKOEJ24DPRB829 Fidelity Series Government Money Market Fund 5493002EBMWB875CR416 S000053607 1 N N 002-41839 Fidelity Management & Research Company LLC 801-07884 Fidelity Management & Research (Hong Kong) Limited 801-69507 FMR Investment Management (UK) Limited 801-28773 Fidelity Management & Research (Japan) Limited 801-69571 PricewaterhouseCoopers LLP Boston MA Fidelity Service Company Fidelity Investments Institutional Operations Company LLC 0000862124 084-01839 N N N Government N N 34 85 1880391348.59 2168521602.99 0.6200 0.7100 2026-06-01 1830510115.48 2165772966.83 0.6000 0.7100 2026-06-02 1810279124.27 2149588550.04 0.6000 0.7100 2026-06-03 1782042096.06 2118363595.12 0.5900 0.7100 2026-06-04 1746860951.40 2106271306.92 0.5800 0.7100 2026-06-05 1804710067.21 2139994844.89 0.6000 0.7100 2026-06-08 1832366314.84 2181612130.83 0.6000 0.7100 2026-06-09 1856349512.93 2199616581.21 0.6000 0.7100 2026-06-10 2737458504.79 3095839153.62 0.6900 0.7800 2026-06-11 2771027831.35 3159505724.23 0.6800 0.7800 2026-06-12 2797091287.88 3186555917.07 0.6800 0.7800 2026-06-15 2754570276.30 3155119099.59 0.6700 0.7700 2026-06-16 2772999364.31 3136352343.84 0.6800 0.7700 2026-06-17 2642641142.53 3038124613.14 0.6600 0.7600 2026-06-18 2739720855.99 3115125183.67 0.6700 0.7700 2026-06-22 2671840961.09 3069157074.69 0.6600 0.7600 2026-06-23 2728277029.82 3110547892.88 0.6700 0.7600 2026-06-24 2629822567.21 3023004417.80 0.6600 0.7500 2026-06-25 2673510489.34 3092777048.90 0.6700 0.7800 2026-06-26 2783452828.78 3164580090.05 0.6900 0.7900 2026-06-29 2713099393.55 3136246511.98 0.6800 0.7800 2026-06-30 11008628.42 3953876420.13 3954304638.58 28190596.79 1126071094.24 2867432769.55 2867196561.7600 Y 1.0000 0.0372 2026-06-01 0.0372 2026-06-02 0.0372 2026-06-03 0.0371 2026-06-04 0.0371 2026-06-05 0.0371 2026-06-08 0.0371 2026-06-09 0.0371 2026-06-10 0.0371 2026-06-11 0.0371 2026-06-12 0.0371 2026-06-15 0.0371 2026-06-16 0.0371 2026-06-17 0.0372 2026-06-18 0.0371 2026-06-22 0.0371 2026-06-23 0.0371 2026-06-24 0.0371 2026-06-25 0.0371 2026-06-26 0.0372 2026-06-29 0.0373 2026-06-30 1.0000 2026-06-01 1.0001 2026-06-02 1.0000 2026-06-03 1.0000 2026-06-04 1.0000 2026-06-05 1.0000 2026-06-08 1.0000 2026-06-09 1.0000 2026-06-10 1.0000 2026-06-11 1.0000 2026-06-12 1.0000 2026-06-15 1.0000 2026-06-16 0.9999 2026-06-17 0.9999 2026-06-18 0.9999 2026-06-22 0.9999 2026-06-23 0.9999 2026-06-24 0.9999 2026-06-25 0.9999 2026-06-26 1.0000 2026-06-29 1.0000 2026-06-30 N N Fidelity Series Government Money Market Fund C000168450 1.00 2867432769.55 2867196561.7600 1.0000 2026-06-01 1.0001 2026-06-02 1.0000 2026-06-03 1.0000 2026-06-04 1.0000 2026-06-05 1.0000 2026-06-08 1.0000 2026-06-09 1.0000 2026-06-10 1.0000 2026-06-11 1.0000 2026-06-12 1.0000 2026-06-15 1.0000 2026-06-16 0.9999 2026-06-17 0.9999 2026-06-18 0.9999 2026-06-22 0.9999 2026-06-23 0.9999 2026-06-24 0.9999 2026-06-25 0.9999 2026-06-26 1.0000 2026-06-29 1.0000 2026-06-30 126272143.44 14887388.70 2026-06-01 900262.62 1802477.31 2026-06-02 559169.59 1156062.08 2026-06-03 959342.67 943530.16 2026-06-04 249335.09 8052966.94 2026-06-05 2250385.47 1371523.26 2026-06-08 1150792.95 1790846.52 2026-06-09 561970.71 3880275.82 2026-06-10 930370903.50 1528927.34 2026-06-11 50185170.96 691551.36 2026-06-12 848722.62 1257554.04 2026-06-15 1687888.91 1175239.92 2026-06-16 522363.00 33706736.76 2026-06-17 1080172.46 1036749.87 2026-06-18 1067890.18 1442987.89 2026-06-22 1324651.35 1413539.66 2026-06-23 812516.46 1404932.92 2026-06-24 217829.17 1370668.93 2026-06-25 500596.82 1345769.70 2026-06-26 309230.97 1724076.38 2026-06-29 318349.62 2133301.39 2026-06-30 1122149688.56 84117106.95 0.0371 2026-06-01 0.0372 2026-06-02 0.0371 2026-06-03 0.0371 2026-06-04 0.0371 2026-06-05 0.0371 2026-06-08 0.0371 2026-06-09 0.0371 2026-06-10 0.0370 2026-06-11 0.0370 2026-06-12 0.0371 2026-06-15 0.0371 2026-06-16 0.0371 2026-06-17 0.0371 2026-06-18 0.0371 2026-06-22 0.0371 2026-06-23 0.0371 2026-06-24 0.0371 2026-06-25 0.0371 2026-06-26 0.0372 2026-06-29 0.0373 2026-06-30 N Retail investor 0.1978 0.0000 Retail investor 0.1070 0.0000 Registered investment company 0.0530 0.0000 Retail investor 0.1053 0.0000 Registered investment company 0.0776 0.0000 Retail investor 0.0522 0.0000 Retail investor 0.0841 0.0000 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NWJV8 2029-11-01 2029-11-01 4.060 N/A 2057898.00 2041244.58 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0359 2000000.00 2000000.00 0.0007 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 4575100.00 3073414.15 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-20 2026-07-20 2026-07-20 N N N 0.0361 3000000.00 3000000.00 0.0010 N N N Y Bny Mellon Capital Market LLC FICASH ME 3.65% 07/01/26 3.65 N/A N/A MXL271000_08066 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 36201MD58 2026-11-20 2055-10-20 1.500 - 8.000 N/A 3938.79 329.10 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912797UF2 2026-07-02 2056-02-15 0.000 - 6.250 N/A 101177.78 100141.13 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130BACL9 2026-07-09 2040-09-18 0.000 - 5.375 N/A 1865.73 1863.64 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385HXF4 2026-07-15 2056-07-01 0.000 - 8.500 N/A 158974.55 154200.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142K3CC0 2026-08-01 2056-07-01 1.500 - 8.000 N/A 110694.82 106634.64 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ERVW8 2031-06-30 2039-10-03 4.540 - 5.190 N/A 1009.27 1008.50 Agency Debentures and Agency Strips Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 357000.00 357000.00 0.0001 N Y Y 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 91282CJK8 2026-11-15 2027-01-31 4.125 - 4.625 N/A 6029600.00 6137526.12 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 6000000.00 6000000.00 0.0021 N Y Y 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 999984.73 999984.73 0.0003 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 3138WJFK9 2046-11-01 2056-05-01 2.500 - 5.000 N/A 8990466.00 8707434.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2W7 2051-10-20 2053-01-20 2.500 - 4.500 N/A 594175.00 423405.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132L7ED7 2040-09-01 2054-12-01 3.500 - 5.500 N/A 67269.00 56236.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912803EZ2 2027-05-31 2052-08-15 0.000 - 4.250 N/A 2079900.00 2109627.46 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 11000000.00 11000000.00 0.0038 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 912810EX2 2026-08-15 2047-08-15 0.500 - 6.750 N/A 2169800.00 2042748.70 U.S. Treasuries (including strips) Y N/A N/A 2026-09-21 2026-09-21 2026-09-21 N N N 0.0373 2000000.00 2000000.00 0.0007 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 1000843.90 1000843.90 0.0003 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 91282CNF4 2032-05-31 2032-08-31 3.875 - 4.125 N/A 2042000.00 2040067.37 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0361 2000000.00 2000000.00 0.0007 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 2999983.20 2999983.20 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 7999914.56 7999914.56 0.0028 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 1531714.00 1028959.25 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-06 2026-07-06 2026-07-06 N N N 0.0365 1000000.00 1000000.00 0.0003 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 40023203.20 40023203.20 0.0140 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 999944.85 999944.85 0.0003 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 14009419.90 14009419.90 0.0049 N Y Y 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 1000088.10 1000088.10 0.0003 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 35292659.15 35292659.15 0.0123 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 1000120.81 1000120.81 0.0003 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 3000714.90 3000714.90 0.0010 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 999991.94 999991.94 0.0003 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 2999939.07 2999939.07 0.0010 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 3999980.96 3999980.96 0.0014 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 38376MJ24 2047-03-20 2072-04-20 2.397 - 5.341 N/A 344329.00 86661.81 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 912810TH1 2028-02-29 2053-11-15 1.375 - 4.750 N/A 8900.00 8945.31 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133D0J85 2054-07-25 2056-06-01 4.500 - 6.000 N/A 928604.00 877012.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BXNY6 2032-01-01 2055-04-01 1.750 - 7.000 N/A 80296.00 52540.44 Agency Collateralized Mortgage Obligation Y N/A N/A 2026-07-30 2026-07-30 2026-07-30 N N N 0.0368 1000000.00 1000000.00 0.0003 N N N Y 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 999985.76 999985.76 0.0003 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 5968279.98 5968279.98 0.0021 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 1000000.00 1000000.00 0.0003 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 1998796.66 1998796.66 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 2974512.09 2974512.09 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 4000409.56 4000409.56 0.0014 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 9128282R0 2027-04-30 2032-02-15 0.500 - 4.375 N/A 1181200.00 1028521.52 U.S. Treasuries (including strips) Y N/A N/A 2026-07-14 2026-07-14 2026-07-14 N N N 0.0365 1000000.00 1000000.00 0.0003 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 2999841.51 2999841.51 0.0010 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 1000280.66 1000280.66 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 10/06/2026 3.64 3133EWAW0 254900C5LP6DN9OP9V83 US3133EWAW02 4003205 MDD725000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-06 2026-10-06 N N N 0.0361 1000000.14 1000000.14 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 10/15/2027 3.75 3133ETH75 254900C5LP6DN9OP9V83 US3133ETH750 4003205 LSG288000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-15 2027-10-15 N N N 0.0375 1999826.88 1999826.88 0.0007 N N N N JP Morgan Securities, LLC JPM G G RP 3.65% 7/1/26 3.65 N/A ZBUT11V806EZRVTWT807 0001287279 MXK743000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LFLZ5 2037-02-01 2052-02-01 2.570 - 3.500 N/A 18106263.00 13261344.72 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 13000000.00 13000000.00 0.0045 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 912797TX5 2026-08-20 2026-08-20 0.000 N/A 7177300.00 7140085.70 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 7000000.00 7000000.00 0.0024 N Y Y 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NUDE6 2028-12-01 2028-12-01 5.300 N/A 6980501.00 7140734.52 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 7000000.00 7000000.00 0.0024 N N Y N Fixed Income Clearing Corp - JP Morgan JPM FIG G RP 3.66% 7/1/26 3.66 N/A N/A MXK802000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 2032-05-31 0.625 - 4.125 N/A 26569600.00 26522763.87 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 26000000.00 26000000.00 0.0091 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 07/21/2027 3.73 3133ETQK6 254900C5LP6DN9OP9V83 US3133ETQK60 4003205 LOC581000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-21 2027-07-21 N N N 0.0375 5998796.16 5998796.16 0.0021 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/12/2026 313385B62 2549001DPIFGXC1TOL40 US313385B622 313385B62 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-12 2026-08-12 2026-08-12 N N N 0.0370 1991256.66 1991256.66 0.0007 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 12/30/2027 3.70 3130B8Z54 2549001DPIFGXC1TOL40 US3130B8Z542 0001026214 MBA454000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-30 2027-12-30 N N N 0.0370 1000007.58 1000007.58 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 06/22/2027 3.69 3133ET4Z7 254900C5LP6DN9OP9V83 US3133ET4Z74 4003205 MAI619000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-22 2027-06-22 N N N 0.0369 1999958.80 1999958.80 0.0007 N N N N US Treasury Notes UST NOTES 1.625% 09/30/2026 1.63 912828YG9 254900HROIFWPRGM1V77 US912828YG91 FAH800000 U.S. Treasury Debt Y N/A N/A 2026-09-30 2026-09-30 2026-09-30 N N N 0.0379 994570.31 994570.31 0.0003 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/18/2026 3.64 3130B9H78 2549001DPIFGXC1TOL40 US3130B9H787 0001026214 MFC132000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-18 2026-09-18 N N N 0.0360 2999983.47 2999983.47 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+19 03/27/2028 3.81 3133ETBL0 254900C5LP6DN9OP9V83 US3133ETBL09 4003205 LPS557000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-27 2028-03-27 N N N 0.0370 1001779.71 1001779.71 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 12/17/2027 3.71 3133ET4P9 254900C5LP6DN9OP9V83 US3133ET4P92 4003205 LYS552000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-17 2027-12-17 N N N 0.0371 2999931.15 2999931.15 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/26/2026 3.76 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 4003205 KOV336000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-26 2026-08-26 N N N 0.0353 1000294.06 1000294.06 0.0003 N N N N RBC Financial Group RBCNY G *G RP 3.68% 7/30/26 3.68 N/A ES7IP3U3RHIGC71XBU11 MMO221000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TP4 2053-01-20 2055-12-20 6.000 - 6.500 N/A 8189.00 6326.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912797TC1 2026-12-24 2046-05-15 0.000 - 3.875 N/A 4115398.63 4097901.98 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 4000000.00 4000000.00 0.0014 N N Y N Bank of Montreal BMOTOR G G RP 3.65% 7/1/26 3.65 N/A NQQ6HPCNCCU6TUTQYE16 MXB247000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NWJV8 2029-11-01 2029-11-01 4.060 N/A 3087155.00 3062172.37 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 3000000.00 3000000.00 0.0010 N Y Y N US Treasury Notes UST NOTES 1.25% 12/31/2026 1.25 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 IFD926000 U.S. Treasury Debt Y N/A N/A 2026-12-31 2026-12-31 2026-12-31 N N N 0.0260 1973504.68 1973504.68 0.0007 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/23/2027 3.68 3133EWEU0 254900C5LP6DN9OP9V83 US3133EWEU00 4003205 MFS816000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-23 2027-09-23 N N N 0.0368 2999992.47 2999992.47 0.0010 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/21/2026 313385T97 2549001DPIFGXC1TOL40 US313385T970 CEF524000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-12-21 2026-12-21 2026-12-21 N N N 0.0392 6871940.81 6871940.81 0.0024 N N N N Fixed Income Clearing Corp - Goldman GS FIG M RP 3.65% 7/1/26 3.65 N/A 549300H47WTHXPU08X20 MXK764000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3UM9 2053-12-01 2053-12-01 4.500 N/A 4423408.00 4080414.47 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 4000000.00 4000000.00 0.0014 N Y Y N ABN AMRO Bank NV ABN G T RP 3.65% 7/1/26 3.65 N/A N/A MXK750000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 2033-08-15 3.875 N/A 5155200.00 5100590.80 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 5000000.00 5000000.00 0.0017 N Y Y N Fixed Income Clearing Corp - Northern Trust NTC FIT G RP 3.66% 7/1/26 3.66 N/A N/A MXK765000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 2030-11-30 3.500 N/A 5220000.00 5103251.95 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 5000000.00 5000000.00 0.0017 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 05/13/2027 3.73 3133ETGP6 254900C5LP6DN9OP9V83 US3133ETGP67 4003205 LOT343000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-13 2027-05-13 N N N 0.0363 1000847.76 1000847.76 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 11/10/2027 3.75 3133ETS40 254900C5LP6DN9OP9V83 US3133ETS401 4003205 LVD948000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-10 2027-11-10 N N N 0.0374 6000432.72 6000432.72 0.0021 N N N N Wells Fargo Securities, LLC WFSEC G G RP 3.7% 7/20/26 3.70 N/A VYVVCKR63DVZZN70PB21 0000276523 MWS983000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 2052-05-20 4.000 N/A 18244872.00 12256354.58 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-20 2026-07-20 2026-07-20 N N N 0.0364 12000000.00 12000000.00 0.0042 N N N Y Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/14/2026 313385B88 2549001DPIFGXC1TOL40 US313385B887 313385B88 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-14 2026-08-14 2026-08-14 N N N 0.0370 1990850.00 1990850.00 0.0007 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 10/20/2026 3.65 3130B9NF3 2549001DPIFGXC1TOL40 US3130B9NF38 0001026214 MFU259000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-20 2026-10-20 N N N 0.0362 999993.89 999993.89 0.0003 N N N N Fixed Income Clearing Corp - Mizuho MIZ FIG M RP 3.66% 7/1/26 3.66 N/A 9845006C81UCE4114A10 MXK789000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142BBRR3 2056-03-01 2056-06-01 4.747 - 4.804 N/A 7886865.00 7819141.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UCQ87 2056-04-01 2056-04-01 4.790 N/A 8762919.00 8502517.91 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 16000000.00 16000000.00 0.0056 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 06/22/2028 3.75 3133EWTM2 254900C5LP6DN9OP9V83 US3133EWTM29 4003205 MWO547000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-06-22 2028-06-22 N N N 0.0375 3999977.32 3999977.32 0.0014 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/11/2026 313385S72 2549001DPIFGXC1TOL40 US313385S725 313385S72 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-12-11 2026-12-11 2026-12-11 N N N 0.0392 1965514.44 1965514.44 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 08/10/2026 3.69 3130B7DZ4 2549001DPIFGXC1TOL40 US3130B7DZ46 0001026214 LKD632000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-10 2026-08-10 N N N 0.0365 1999963.46 1999963.46 0.0007 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/29/2026 313385ZY5 2549001DPIFGXC1TOL40 US313385ZY52 313385ZY5 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-29 2026-07-29 2026-07-29 N N N 0.0364 1994183.88 1994183.88 0.0007 N N Y N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.65% 7/1/26 3.65 N/A N/A MXB305000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912810QK7 2028-02-29 2054-11-15 3.375 - 4.500 N/A 19389700.00 18361895.66 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 18000000.00 18000000.00 0.0063 N Y Y N Fixed Income Clearing Corp - BNYM BNY FIT G RP 3.75% 7/1/26 3.75 N/A 549300H47WTHXPU08X20 MXL210000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 2032-07-15 0.625 N/A 8595600.00 9180066.18 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0375 9000000.00 9000000.00 0.0031 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/16/2026 313385T48 2549001DPIFGXC1TOL40 US313385T483 313385T48 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-12-16 2026-12-16 2026-12-16 N N N 0.0392 4911157.65 4911157.65 0.0017 N N N N Norinchukin Bank NORN G G RP 3.66% 7/2/26 3.66 N/A 5493007VSMFZCPV1NB83 MXC774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES OF A 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 2032-05-31 4.125 N/A 2041600.00 2041127.24 U.S. Treasuries (including strips) Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0359 2000000.00 2000000.00 0.0007 N N Y N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.66% 7/2/26 3.66 N/A N/A MXC804000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 2033-01-31 4.000 N/A 13236300.00 13261350.83 U.S. Treasuries (including strips) Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0359 13000000.00 13000000.00 0.0045 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 01/19/2027 3.71 3133ETQS9 254900C5LP6DN9OP9V83 US3133ETQS96 4003205 LIY920000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-19 2027-01-19 N N N 0.0368 6000856.98 6000856.98 0.0021 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/23/2026 313385G83 2549001DPIFGXC1TOL40 US313385G837 313385G83 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-23 2026-09-23 2026-09-23 N N N 0.0380 7930394.48 7930394.48 0.0028 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 04/23/2027 3.75 3130B5ZA9 2549001DPIFGXC1TOL40 US3130B5ZA90 0001026214 LOT332000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-23 2027-04-23 N N N 0.0373 1000080.92 1000080.92 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 3136B8LT4 2050-02-25 2050-02-25 3.000 N/A 2381000.00 804053.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381AJW7 2048-09-20 2056-05-20 4.250 - 5.000 N/A 22020962.00 2665475.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31397B6Q9 2036-09-15 2036-09-15 5.500 N/A 3902000.00 659044.13 Agency Collateralized Mortgage Obligation Y N/A N/A 2026-09-28 2026-09-28 2026-10-09 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 90 N N/A N/A N N 0.0371 4000000.00 4000000.00 0.0014 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 09/07/2027 3.75 3130B7PC2 2549001DPIFGXC1TOL40 US3130B7PC23 0001026214 LOU742000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-07 2027-09-07 N N N 0.0376 5999303.64 5999303.64 0.0021 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 3970110.56 3970110.56 0.0014 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 18087259.10 18087259.10 0.0063 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 1984203.26 1984203.26 0.0007 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 2999763.90 2999763.90 0.0010 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 999990.03 999990.03 0.0003 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 3140QQB53 2047-02-01 2054-12-01 3.500 - 5.500 N/A 5452.00 3608.12 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912803ET6 2027-06-15 2055-08-15 0.000 - 4.625 N/A 5017645.13 5122631.16 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133N3Z64 2055-10-01 2055-10-01 6.500 N/A 6180.00 5327.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HTA2 2027-05-15 2053-01-20 2.500 - 6.000 N/A 2468.00 948.29 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 5000000.00 5000000.00 0.0017 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 1000120.29 1000120.29 0.0003 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 1999914.94 1999914.94 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 912797RS8 2026-09-01 2052-05-15 0.000 - 4.625 N/A 6436900.00 5100562.86 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0367 5000000.00 5000000.00 0.0017 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 6004034.94 6004034.94 0.0021 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 1001400.86 1001400.86 0.0003 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 10/09/2026 3.76 3133ERWF4 254900C5LP6DN9OP9V83 US3133ERWF46 4003205 KWC551000 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 0.0366 9001709.55 9001709.55 0.0031 N N N 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 999980.99 999980.99 0.0003 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 1001328.12 1001328.12 0.0003 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 2999959.17 2999959.17 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 11/18/2026 3.76 3133ERB83 254900C5LP6DN9OP9V83 US3133ERB831 4003205 KUG213000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-18 2026-11-18 N N N 0.0364 2000764.42 2000764.42 0.0007 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 4991476.40 4991476.40 0.0017 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 1999661.86 1999661.86 0.0007 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 2055-12-01 2.500 - 6.000 N/A 4479168.00 3558170.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGJ54 2032-02-01 2056-04-01 2.000 - 6.500 N/A 6091254.00 4602670.71 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-30 2026-07-30 2026-07-30 N N N 0.0365 8000000.00 8000000.00 0.0028 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 3999981.48 3999981.48 0.0014 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 912797RS8 2026-09-03 2030-04-30 0.000 - 3.875 N/A 5089600.00 5100577.72 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 5000000.00 5000000.00 0.0017 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 912828V98 2026-08-15 2051-05-15 1.250 - 4.625 N/A 2056200.00 2042694.76 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 2000000.00 2000000.00 0.0007 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/05/2028 3.70 3133ET6A0 254900C5LP6DN9OP9V83 US3133ET6A06 4003205 MAU786000 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 0.0370 1999913.84 1999913.84 0.0007 N N N 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 22589276.89 22589276.89 0.0079 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 6885924.29 6885924.29 0.0024 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 999981.84 999981.84 0.0003 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 9128282R0 2026-09-30 2034-02-15 0.500 - 4.500 N/A 1045200.00 1028591.19 U.S. Treasuries (including strips) Y N/A N/A 2026-07-23 2026-07-23 2026-07-23 N N N 0.0366 1000000.00 1000000.00 0.0003 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 1997910.16 1997910.16 0.0007 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 91282CPY1 2033-01-31 2033-01-31 4.000 N/A 3054600.00 3060381.09 U.S. Treasuries (including strips) Y N/A N/A 2026-08-24 2026-08-24 2026-08-24 N N N 0.0369 3000000.00 3000000.00 0.0010 N N N Y 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 3001687.50 3001687.50 0.0010 N Y Y 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 3000581.16 3000581.16 0.0010 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5JL9 2040-06-01 2056-02-01 2.000 - 7.000 N/A 32412222.00 20779683.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SGK8 2028-07-01 2056-05-01 2.000 - 6.050 N/A 99811434.00 86320316.11 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 105000000.00 105000000.00 0.0366 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 9128282R0 2026-07-31 2035-02-15 0.500 - 4.625 N/A 8042000.00 8170823.91 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 8000000.00 8000000.00 0.0028 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/04/2026 313385E51 2549001DPIFGXC1TOL40 US313385E519 CAG679000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-04 2026-09-04 2026-09-04 N N N 0.0379 1986488.34 1986488.34 0.0007 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 1000145.26 1000145.26 0.0003 N N N N US Treasury Notes UST NOTES 1.5% 01/31/2027 1.50 912828Z78 254900HROIFWPRGM1V77 US912828Z781 FFH343000 U.S. Treasury Debt Y N/A N/A 2027-01-31 2027-01-31 2027-01-31 N N N 0.0401 985625.00 985625.00 0.0003 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/25/2026 313385Q74 2549001DPIFGXC1TOL40 US313385Q745 313385Q74 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-11-25 2026-11-25 2026-11-25 N N N 0.0390 984562.78 984562.78 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/02/2026 3.76 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 4003205 KTV485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-02 2026-12-02 N N N 0.0364 1000446.53 1000446.53 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/23/2027 3.70 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 4003205 MAI623000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-23 2027-11-23 N N N 0.0363 1000972.87 1000972.87 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 08/06/2027 3.68 3133ET6J1 254900C5LP6DN9OP9V83 US3133ET6J15 4003205 MBE518000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-06 2027-08-06 N N N 0.0368 1999946.98 1999946.98 0.0007 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/26/2026 313385D45 2549001DPIFGXC1TOL40 US313385D453 313385D45 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-26 2026-08-26 2026-08-26 N N N 0.0370 3976820.00 3976820.00 0.0014 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 09/09/2027 3.69 3130BAYS0 2549001DPIFGXC1TOL40 US3130BAYS02 0001026214 MUJ984000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-09 2027-09-09 N N N 0.0368 2999951.37 2999951.37 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 02/18/2027 3.74 3133ETTQ0 254900C5LP6DN9OP9V83 US3133ETTQ04 4003205 LKT714000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-18 2027-02-18 N N N 0.0374 1999883.48 1999883.48 0.0007 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.65% 7/1/26 3.65 N/A 549300H47WTHXPU08X20 MXK735000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WAWU7 2033-06-01 2055-05-01 2.500 - 6.500 N/A 86079382.00 56029566.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWHS5 2053-07-01 2053-07-01 5.000 N/A 97000.00 76121.87 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 55000000.00 55000000.00 0.0192 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/10/2026 3.74 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 4003205 KMA892000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-10 2026-07-10 N N N 0.0361 1000018.82 1000018.82 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/19/2026 313385C53 2549001DPIFGXC1TOL40 US313385C539 313385C53 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-19 2026-08-19 2026-08-19 N N N 0.0370 5969500.02 5969500.02 0.0021 N N Y N US Treasury Notes UST NOTES 1.875% 02/28/2027 1.88 91282CEC1 254900HROIFWPRGM1V77 US91282CEC10 IHF806000 U.S. Treasury Debt Y N/A N/A 2027-02-28 2027-02-28 2027-02-28 N N N 0.0400 10847353.55 10847353.55 0.0038 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 08/12/2026 3.69 3130B7E42 2549001DPIFGXC1TOL40 US3130B7E424 0001026214 LKD669000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-12 2026-08-12 N N N 0.0365 3999916.24 3999916.24 0.0014 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/22/2026 313385ZR0 2549001DPIFGXC1TOL40 US313385ZR02 313385ZR0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-22 2026-07-22 2026-07-22 N N N 0.0364 3991175.56 3991175.56 0.0014 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 12/03/2026 3.65 3130B9QP8 2549001DPIFGXC1TOL40 US3130B9QP82 0001026214 MGJ849000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-03 2026-12-03 N N N 0.0364 2999953.89 2999953.89 0.0010 N N N N Credit AG CAGBK G G RP 3.65% 7/1/26 3.65 N/A 1VUV7VQFKUOQSJ21A208 MXB315000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810QY7 2027-03-31 2051-05-15 1.375 - 4.250 N/A 5043300.00 5103653.61 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 5000000.00 5000000.00 0.0017 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/08/2027 3.77 3133ERS44 254900C5LP6DN9OP9V83 US3133ERS447 4003205 KXD111000 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 0.0369 1000001.18 1000001.18 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 11/19/2027 3.77 3130B8N99 2549001DPIFGXC1TOL40 US3130B8N993 0001026214 LWE128000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-19 2027-11-19 N N N 0.0371 3000525.12 3000525.12 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/24/2026 3.66 3130BA4C8 2549001DPIFGXC1TOL40 US3130BA4C81 0001026214 MIR243000 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 999991.86 999991.86 0.0003 N N N N BMO Chicago Branch BMOCHI G *G RP 3.7% 8/11/26 3.70 N/A 3Y4U8VZURTYWI1W2K376 MWH822000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YS62 2054-03-20 2054-03-20 5.500 N/A 4579424.00 3066290.39 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-07 2026-07-07 2026-08-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0365 3000000.00 3000000.00 0.0010 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 11/18/2026 3.70 3130B7HK3 2549001DPIFGXC1TOL40 US3130B7HK31 0001026214 LKV244000 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 3000446.64 3000446.64 0.0010 N N N N US Treasury Bill UST BILLS 0% 03/18/2027 912797UD7 254900HROIFWPRGM1V77 US912797UD79 MHP586000 U.S. Treasury Debt Y N/A N/A 2027-03-18 2027-03-18 2027-03-18 N N N 0.0392 972796.60 972796.60 0.0003 N Y Y N Fixed Income Clearing Corp - JP Morgan JPM FIG T RP 3.65% 7/1/26 3.65 N/A N/A MXK742000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2032-08-15 2.750 N/A 33984000.00 31623217.32 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 31000000.00 31000000.00 0.0108 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/22/2026 3.70 3133ETUJ4 254900C5LP6DN9OP9V83 US3133ETUJ42 4003205 LLJ821000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-22 2026-12-22 N N N 0.0369 1000029.95 1000029.95 0.0003 N N N N US Treasury Notes UST NOTES 1.875% 07/31/2026 1.88 912828Y95 254900HROIFWPRGM1V77 US912828Y958 EIC568000 U.S. Treasury Debt Y N/A N/A 2026-07-31 2026-07-31 2026-07-31 N N N 0.0362 4992446.75 4992446.75 0.0017 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/04/2026 3.68 3133ETWJ2 254900C5LP6DN9OP9V83 US3133ETWJ24 4003205 LOR348000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-04 2026-09-04 N N N 0.0365 999976.69 999976.69 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 07/09/2027 3.72 3133ETPL5 254900C5LP6DN9OP9V83 US3133ETPL52 4003205 LRS178000 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 0.0375 999735.41 999735.41 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/20/2027 3.68 3130B9JQ4 2549001DPIFGXC1TOL40 US3130B9JQ49 0001026214 MFG437000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-20 2027-08-20 N N N 0.0368 1999957.94 1999957.94 0.0007 N N N N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.65% 7/6/26 3.65 N/A N/A MXJ487000 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 912797UF2 2026-09-10 2046-05-15 0.000 - 5.375 N/A 21334800.00 16321655.50 U.S. Treasuries (including strips) Y N/A N/A 2026-07-06 2026-07-06 2026-07-06 N N N 0.0359 16000000.00 16000000.00 0.0056 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 10/16/2026 3.74 3133ERU90 254900C5LP6DN9OP9V83 US3133ERU906 4003205 KXS453000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-16 2026-10-16 N N N 0.0362 5001289.95 5001289.95 0.0017 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/11/2027 3.70 3133ETAA5 254900C5LP6DN9OP9V83 US3133ETAA52 4003205 LBQ308000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-03-11 2027-03-11 N N N 0.0370 4999722.70 4999722.70 0.0017 N N N N US Treasury Notes UST NOTES 3MB+10.3 04/30/2028 3.88 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 MLF217000 U.S. Treasury Debt Y N/A N/A 2026-07-01 2028-04-30 2028-04-30 N N N 0.0388 29598316.65 29598316.65 0.0103 N Y Y N Lloyds Bank PLC LOYDPL G G RP 3.67% 8/17/26 3.67 N/A H7FNTJ4851HG0EXQ1Z70 MQX740000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797VA2 2026-12-03 2047-08-15 0.000 - 4.625 N/A 1275700.00 1031060.57 U.S. Treasuries (including strips) Y N/A N/A 2026-08-17 2026-08-17 2026-08-17 N N N 0.0362 1000000.00 1000000.00 0.0003 N N N Y Royal Bank of Canada RBCTR G G RP 3.66% 7/7/26 3.66 N/A ES7IP3U3RHIGC71XBU11 MXK883000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 9128283F5 2027-09-15 2027-11-15 2.250 - 3.375 N/A 6113600.00 6120642.16 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0360 6000000.00 6000000.00 0.0021 N N Y N ABN AMRO Bank NV ABN G M RP 3.66% 7/1/26 3.66 N/A N/A MXK751000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XXDK4 2043-02-01 2056-05-01 3.000 - 6.500 N/A 4704950.00 2130819.12 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 2031-08-15 1.250 N/A 78500.00 68326.92 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140APGB4 2046-01-01 2055-11-01 2.500 - 6.500 N/A 4044832.00 2901379.78 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 5000000.00 5000000.00 0.0017 N Y Y N RBC Financial Group RBCNY G *G RP 3.66% 7/31/26 3.66 N/A ES7IP3U3RHIGC71XBU11 MXK872000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810QC5 2026-11-30 2051-02-15 0.500 - 4.500 N/A 9153600.00 7165460.22 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-31 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0361 7000000.00 7000000.00 0.0024 N N Y N BofA Securities, Inc. BASGR *G RP SOFR+0.02% 7/9/26 3.64 N/A 549300HN4UKV1E2R3U73 MHL212000 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 36179TJX4 2038-10-20 2061-05-15 3.500 - 6.000 N/A 4573368.00 973953.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KNHK2 2051-12-01 2051-12-01 2.000 N/A 100000.00 57810.33 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-07 2026-07-07 2026-07-09 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0358 1000000.00 1000000.00 0.0003 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+25.5 09/13/2027 3.88 3133ERTK7 254900C5LP6DN9OP9V83 US3133ERTK77 4003205 LPT474000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-13 2027-09-13 N N N 0.0375 1001355.28 1001355.28 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 05/14/2027 3.73 3133ETGX9 254900C5LP6DN9OP9V83 US3133ETGX91 4003205 LOT335000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-14 2027-05-14 N N N 0.0367 1000460.60 1000460.60 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 01/04/2028 3.70 3130B8Z96 2549001DPIFGXC1TOL40 US3130B8Z963 0001026214 MBB477000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-04 2028-01-04 N N N 0.0370 2000127.78 2000127.78 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 04/09/2027 3.70 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 4003205 LFB210000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-09 2027-04-09 N N N 0.0369 1000044.05 1000044.05 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 11/23/2026 3.76 3133ERN23 254900C5LP6DN9OP9V83 US3133ERN232 4003205 KWJ231000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-23 2026-11-23 N N N 0.0364 1000396.46 1000396.46 0.0003 N N N N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.68% 7/9/26 3.68 N/A N/A MXB313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 2033-01-31 4.000 N/A 8145500.00 8160916.06 U.S. Treasuries (including strips) Y N/A N/A 2026-07-09 2026-07-09 2026-07-09 N N N 0.0362 8000000.00 8000000.00 0.0028 N N N N Lloyds Bank Corp Mrkts LBCM G G RP 3.65% 7/6/26 3.65 N/A 213800MBWEIJDM5CU638 MXJ693000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810RD2 2028-05-31 2050-11-15 1.375 - 4.875 N/A 3577200.00 2056972.80 U.S. Treasuries (including strips) Y N/A N/A 2026-07-06 2026-07-06 2026-07-06 N N N 0.0359 2000000.00 2000000.00 0.0007 N N Y N Fannie Mae FANNIE MAE VFAC SOFR+14 10/23/2026 3.76 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 0000310522 KRR809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-23 2026-10-23 N N N 0.0367 3000592.17 3000592.17 0.0010 N N N N Wells Fargo Bank NA WFBK G G RP 3.7% 9/2/26 3.70 N/A KB1H1DSPRFMYMCUFXT09 0000740906 MUJ874000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BDJL5 2055-06-01 2055-06-01 6.500 N/A 5317848.00 4090903.20 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-02 2026-09-02 2026-09-02 N N N 0.0366 4000000.00 4000000.00 0.0014 N N N Y Wells Fargo Securities, LLC WFSEC G G RP 3.67% 7/1/26 3.67 N/A VYVVCKR63DVZZN70PB21 0000276523 MXB262000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 2056-03-20 5.000 N/A 1031681.00 1020728.39 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0367 1000000.00 1000000.00 0.0003 N Y Y N US Treasury Bill UST BILLS 0% 10/29/2026 912797SK4 254900HROIFWPRGM1V77 US912797SK41 LTT487000 U.S. Treasury Debt Y N/A N/A 2026-10-29 2026-10-29 2026-10-29 N N N 0.0384 12837001.71 12837001.71 0.0045 N Y Y N Lloyds Bank PLC LOYDPL G G RP 3.71% 8/5/26 3.71 N/A H7FNTJ4851HG0EXQ1Z70 MNL603000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797UE5 2027-04-15 2034-02-15 0.000 - 4.375 N/A 1019000.00 1026920.30 U.S. Treasuries (including strips) Y N/A N/A 2026-08-05 2026-08-05 2026-08-05 N N N 0.0366 1000000.00 1000000.00 0.0003 N N N Y Fixed Income Clearing Corp - BNP BNP FIG G RP 3.64% 7/1/26 3.64 N/A N/A MXL261000 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 912810RQ3 2028-02-29 2055-11-15 1.125 - 4.875 N/A 243060200.00 227865572.90 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 223375000.00 223375000.00 0.0779 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 08/26/2027 3.77 3130B8NA6 2549001DPIFGXC1TOL40 US3130B8NA67 0001026214 LWE129000 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 0.0377 2999841.00 2999841.00 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 09/10/2027 3.77 3133ETXE2 254900C5LP6DN9OP9V83 US3133ETXE28 4003205 LOW130000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-10 2027-09-10 N N N 0.0377 999994.07 999994.07 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 10/29/2027 3.76 3133ETP43 254900C5LP6DN9OP9V83 US3133ETP431 4003205 LTU975000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-29 2027-10-29 N N N 0.0373 3000652.65 3000652.65 0.0010 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/16/2026 313385F92 2549001DPIFGXC1TOL40 US313385F920 313385F92 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-16 2026-09-16 2026-09-16 N N N 0.0380 5952094.98 5952094.98 0.0021 N N N N Fixed Income Clearing Corp - BNP BNP FIG T RP 3.64% 7/1/26 3.64 N/A N/A MXK755000 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 2026-07-31 2055-11-15 0.000 - 4.875 N/A 100205200.00 94869598.47 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 93000000.00 93000000.00 0.0324 N Y Y N Fixed Income Clearing Corp - Mizuho MIZ FIG T RP 3.65% 7/1/26 3.65 N/A 9845006C81UCE4114A10 MXK788000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 2033-05-15 0.750 - 4.125 N/A 20316300.00 20402076.21 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 20000000.00 20000000.00 0.0070 N Y Y N Lloyds Bank PLC LOYDPL G G RP 3.72% 7/27/26 3.72 N/A H7FNTJ4851HG0EXQ1Z70 MMH992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810EX2 2026-08-15 2033-11-15 0.500 - 6.750 N/A 1004100.00 1026926.83 U.S. Treasuries (including strips) Y N/A N/A 2026-07-27 2026-07-27 2026-07-27 N N N 0.0366 1000000.00 1000000.00 0.0003 N N N Y US Treasury Bill UST BILLS 0% 12/10/2026 912797VG9 254900HROIFWPRGM1V77 US912797VG91 MUJ967000 U.S. Treasury Debt Y N/A N/A 2026-12-10 2026-12-10 2026-12-10 N N N 0.0391 44229487.50 44229487.50 0.0154 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 06/23/2027 3.68 3133ET5H6 254900C5LP6DN9OP9V83 US3133ET5H67 4003205 MAJ752000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-23 2027-06-23 N N N 0.0368 2999929.53 2999929.53 0.0010 N N N N Lloyds Bank PLC LOYDPL G G RP 3.765% 9/21/26 3.77 N/A H7FNTJ4851HG0EXQ1Z70 MXC922000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2033-02-15 2.875 - 4.250 N/A 1018200.00 1021290.81 U.S. Treasuries (including strips) Y N/A N/A 2026-09-21 2026-09-21 2026-09-21 N N N 0.0373 1000000.00 1000000.00 0.0003 N N N Y 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 9128284V9 2027-08-31 2033-11-15 0.500 - 4.500 N/A 1021300.00 1023979.79 U.S. Treasuries (including strips) Y N/A N/A 2026-09-03 2026-09-03 2026-09-03 N N N 0.0366 1000000.00 1000000.00 0.0003 N N N Y 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 1999979.70 1999979.70 0.0007 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 26000000.00 26000000.00 0.0091 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 912797RS8 2026-09-03 2050-05-15 0.000 - 4.375 N/A 13960400.00 9213641.05 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 9000000.00 9000000.00 0.0031 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 1000177.56 1000177.56 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 912803EV1 2046-11-15 2046-11-15 0.000 N/A 1000.00 361.76 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TP4 2053-01-20 2053-01-20 6.000 N/A 2823322.00 2049358.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPUK2 2052-08-01 2055-10-01 5.000 - 6.500 N/A 2000.00 1399.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSGB1 2053-06-01 2053-06-01 6.500 N/A 1000.00 773.46 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 2000000.00 2000000.00 0.0007 N N Y 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 1999936.74 1999936.74 0.0007 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 2999979.12 2999979.12 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 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 N/A 3622AEEH5 2055-12-20 2055-12-20 5.500 N/A 53569354.00 49985068.04 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 49000000.00 49000000.00 0.0171 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 4999704.00 4999704.00 0.0017 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 6000058.50 6000058.50 0.0021 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 36176HL28 2031-12-15 2062-07-20 4.500 - 6.500 N/A 26903593.00 326925.37 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EJ7 2037-03-15 2060-09-15 0.000 - 4.625 N/A 556000.00 419277.68 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128X74S0 2038-11-15 2038-11-15 0.000 N/A 20000.00 11097.60 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130APER2 2036-10-07 2036-10-21 2.200 - 2.350 N/A 9185000.00 7407717.75 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 8000000.00 8000000.00 0.0028 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 996136.67 996136.67 0.0003 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 999994.81 999994.81 0.0003 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 2029-04-30 0.000 - 4.625 N/A 4877700.00 5124696.80 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 5000000.00 5000000.00 0.0017 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 9128283F5 2027-11-15 2027-11-15 2.250 N/A 1043400.00 1020198.44 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1000000.00 1000000.00 0.0003 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 2999660.40 2999660.40 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 04/05/2027 3.70 3130B5SA7 2549001DPIFGXC1TOL40 US3130B5SA73 0001026214 LDG770000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-05 2027-04-05 N N N 0.0370 7999507.28 7999507.28 0.0028 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 3001871.10 3001871.10 0.0010 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 1000013.31 1000013.31 0.0003 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 43580020.00 43580020.00 0.0152 N Y Y N Fixed Income Clearing Corp - Northern Trust NTC FIT G RP 3.75% 7/1/26 3.75 N/A N/A MXL202000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 2035-02-15 4.625 N/A 6873800.00 7137890.01 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0375 7000000.00 7000000.00 0.0024 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/10/2027 3.72 3130B6N28 2549001DPIFGXC1TOL40 US3130B6N286 0001026214 LGT166000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-10 2027-06-10 N N N 0.0374 5998787.22 5998787.22 0.0021 N N N N SMBC Nikko Securities America Inc NIKKO G T RP 3.65% 7/1/26 3.65 N/A 6PJDTY319315T5LR2241 MXK783000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810EX2 2026-07-31 2042-05-15 3.000 - 6.750 N/A 10329200.00 10201113.97 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 10000000.00 10000000.00 0.0035 N Y Y N Lloyds Bank PLC LOYDPL G G RP 3.7% 7/29/26 3.70 N/A H7FNTJ4851HG0EXQ1Z70 MXA126000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CCS8 2027-04-15 2033-11-15 0.000 - 4.500 N/A 2059200.00 2043687.66 U.S. Treasuries (including strips) Y N/A N/A 2026-07-29 2026-07-29 2026-07-29 N N N 0.0364 2000000.00 2000000.00 0.0007 N N N Y Fannie Mae FANNIE MAE VFAC SOFR+12 07/29/2026 3.74 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 0000310522 KQK751000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-29 2026-07-29 N N N 0.0363 11000474.32 11000474.32 0.0038 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/29/2027 313384BE8 2549001DPIFGXC1TOL40 US313384BE89 313384BE8 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2027-01-29 2027-01-29 2027-01-29 N N N 0.0398 2932461.24 2932461.24 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 10/08/2027 3.70 3133ET3D7 254900C5LP6DN9OP9V83 US3133ET3D71 4003205 MAL109000 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 0.0370 2999885.04 2999885.04 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 09/10/2026 3.69 3133ETXH5 254900C5LP6DN9OP9V83 US3133ETXH58 4003205 LPI245000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-10 2026-09-10 N N N 0.0366 999976.02 999976.02 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 08/19/2026 3.76 3133ERPU9 254900C5LP6DN9OP9V83 US3133ERPU95 4003205 KOF637000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-19 2026-08-19 N N N 0.0364 2000174.80 2000174.80 0.0007 N N N N US Treasury Notes UST NOTES 0.625% 07/31/2026 0.63 91282CCP4 254900HROIFWPRGM1V77 US91282CCP41 HIF622000 U.S. Treasury Debt Y N/A N/A 2026-07-31 2026-07-31 2026-07-31 N N N 0.0358 10972196.51 10972196.51 0.0038 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/08/2026 3.65 3130BALB1 2549001DPIFGXC1TOL40 US3130BALB14 0001026214 MML430000 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 0.0364 999992.58 999992.58 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 05/26/2028 3.72 3133EWQS2 254900C5LP6DN9OP9V83 US3133EWQS26 4003205 MQU781000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-05-26 2028-05-26 N N N 0.0371 2999963.19 2999963.19 0.0010 N N N N US Treasury Notes UST NOTES 3.25% 06/30/2027 3.25 91282CEW7 254900HROIFWPRGM1V77 US91282CEW73 JKA321000 U.S. Treasury Debt Y N/A N/A 2027-06-30 2027-06-30 2027-06-30 N N N 0.0412 6941265.59 6941265.59 0.0024 N Y Y N Goldman Sachs & Co LLC GSCO G *G RP SOFR0% 7/15/26 3.62 N/A FOR8UP27PHTHYVLBNG30 0000769993 MWJ765000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810RK6 2032-05-15 2045-02-15 2.500 - 4.125 N/A 5470500.00 5108303.33 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-15 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0356 5000000.00 5000000.00 0.0017 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 11/19/2027 3.73 3133ETX69 254900C5LP6DN9OP9V83 US3133ETX690 4003205 LWE127000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-19 2027-11-19 N N N 0.0372 1000114.87 1000114.87 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 06/17/2027 3.72 3133ETLK1 254900C5LP6DN9OP9V83 US3133ETLK16 4003205 LOT342000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-17 2027-06-17 N N N 0.0374 999741.93 999741.93 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/06/2026 313385N44 2549001DPIFGXC1TOL40 US313385N445 313385N44 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-11-06 2026-11-06 2026-11-06 N N N 0.0389 986544.58 986544.58 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/23/2027 3.72 3133ETMJ3 254900C5LP6DN9OP9V83 US3133ETMJ34 4003205 LHP093000 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 0.0373 5999239.74 5999239.74 0.0021 N N N N Wells Fargo Bank NA WFBK G G RP 3.66% 7/2/26 3.66 N/A KB1H1DSPRFMYMCUFXT09 0000740906 MXE127000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 2033-01-31 4.000 N/A 2036400.00 2040254.06 U.S. Treasuries (including strips) Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0359 2000000.00 2000000.00 0.0007 N N Y N US Treasury Bill UST BILLS 0% 10/27/2026 912797VN4 254900HROIFWPRGM1V77 US912797VN43 MXA163000 U.S. Treasury Debt Y N/A N/A 2026-10-27 2026-10-27 2026-10-27 N N N 0.0386 39504646.00 39504646.00 0.0138 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 02/23/2028 3.71 3133EWET3 254900C5LP6DN9OP9V83 US3133EWET37 4003205 MFS823000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-02-23 2028-02-23 N N N 0.0370 3000058.80 3000058.80 0.0010 N N N N JP Morgan Securities, LLC JPM G *G RP SOFR+0.02% 7/27/26 3.64 N/A ZBUT11V806EZRVTWT807 0001287279 MXE119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810ST6 2027-07-31 2040-11-15 1.375 - 4.625 N/A 39377800.00 39800179.60 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-27 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0358 39000000.00 39000000.00 0.0136 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/24/2027 3.71 3133ER4V0 254900C5LP6DN9OP9V83 US3133ER4V07 4003205 LAN609000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-24 2027-02-24 N N N 0.0371 4999706.25 4999706.25 0.0017 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/16/2026 3.70 3133ETYB7 254900C5LP6DN9OP9V83 US3133ETYB79 4003205 LPK801000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-16 2026-11-16 N N N 0.0364 1000167.13 1000167.13 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 10/01/2027 3.76 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 4003205 LQX919000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-01 2027-10-01 N N N 0.0378 5998152.66 5998152.66 0.0021 N N N N SMBC Nikko Securities America Inc NIKKO G M RP 3.65% 7/1/26 3.65 N/A 6PJDTY319315T5LR2241 MXK784000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XJBQ4 2042-02-01 2056-04-01 4.000 - 6.500 N/A 2647160.00 2046225.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLXH6 2053-06-01 2054-01-01 5.000 - 7.000 N/A 3651.00 1397.84 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CHP9 2026-07-31 2036-01-15 1.375 - 4.500 N/A 993900.00 1017922.37 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 3000000.00 3000000.00 0.0010 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 01/06/2027 3.76 3130B4FQ9 2549001DPIFGXC1TOL40 US3130B4FQ97 0001026214 LDC088000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-06 2027-01-06 N N N 0.0366 3001438.50 3001438.50 0.0010 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIT G RP 3.66% 7/1/26 3.66 N/A 549300H47WTHXPU08X20 MXL251000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 2028-06-30 4.125 N/A 15292900.00 15300068.55 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 15000000.00 15000000.00 0.0052 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 04/29/2027 3.75 3133ETFE2 254900C5LP6DN9OP9V83 US3133ETFE20 4003205 LEK877000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-29 2027-04-29 N N N 0.0373 8000651.68 8000651.68 0.0028 N N N N US Treasury Notes UST NOTES 1.125% 02/28/2027 1.13 912828ZB9 254900HROIFWPRGM1V77 US912828ZB95 FGJ099000 U.S. Treasury Debt Y N/A N/A 2027-02-28 2027-02-28 2027-02-28 N N N 0.0399 981250.00 981250.00 0.0003 N Y Y N Citigroup Global Capital Markets Inc CITIGR G G RP SOFR+0.05% 9/1/26 3.67 N/A MBNUM2BPBDO7JBLYG310 0000315030 MXL073000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2026-09-01 2026-09-01 2026-09-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0363 8000000.00 8000000.00 0.0028 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. 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 7000100.87 7000100.87 0.0024 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 999993.74 999993.74 0.0003 N N N N Rbc Dominion Securities Inc FICASH ME 3.65% 07/01/26 3.65 N/A N/A MXL271000_07749 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 912810TJ7 2026-07-31 2055-11-15 0.000 - 4.750 N/A 3490165.24 3445520.12 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425XW47 2030-07-01 2056-06-01 1.500 - 7.500 N/A 1878228.54 1456065.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EUF4 2038-07-20 2065-02-20 2.000 - 6.500 N/A 1202093.57 834983.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DWS7 2031-08-01 2056-07-01 1.500 - 7.000 N/A 899527.18 183579.80 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 5798000.00 5798000.00 0.0020 N Y Y 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 1000287.08 1000287.08 0.0003 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 999890.92 999890.92 0.0003 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 91282CPY1 2033-01-31 2033-01-31 4.000 N/A 3054600.00 3060381.09 U.S. Treasuries (including strips) Y N/A N/A 2026-08-14 2026-08-14 2026-08-14 N N N 0.0365 3000000.00 3000000.00 0.0010 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WBAX3 2037-05-01 2056-02-01 3.500 - 6.000 N/A 11283735.00 4543230.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3129406D6 2040-06-01 2055-09-01 2.500 - 6.500 N/A 6475467.00 4637700.63 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 9000000.00 9000000.00 0.0031 N Y Y 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 6000298.74 6000298.74 0.0021 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 3976006.68 3976006.68 0.0014 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 39249718.40 39249718.40 0.0137 N Y Y N RBC Financial Group RBCNY G *G RP 3.68% 7/30/26 3.68 N/A ES7IP3U3RHIGC71XBU11 MMO219000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133N3Z64 2055-10-01 2055-10-01 6.500 N/A 8688.00 6160.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LLPL9 2033-09-01 2052-09-01 4.340 - 5.000 N/A 2546213.00 1825887.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HTA2 2027-05-15 2027-05-15 2.500 N/A 1000.00 5.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912803EV1 2026-08-15 2048-11-15 0.000 - 3.250 N/A 219442.18 222901.99 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 2000000.00 2000000.00 0.0007 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 4945380.55 4945380.55 0.0017 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 912810TJ7 2035-02-15 2052-08-15 3.000 - 4.625 N/A 76892100.00 74467530.49 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 73000000.00 73000000.00 0.0255 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 912810QC5 2026-11-30 2055-08-15 1.250 - 4.750 N/A 7233300.00 7200797.14 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 7000000.00 7000000.00 0.0024 N N 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 999986.75 999986.75 0.0003 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 999978.35 999978.35 0.0003 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 20003815.00 20003815.00 0.0070 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 91282CBL4 2027-10-15 2032-12-31 1.125 - 4.250 N/A 21620500.00 21422258.90 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 21000000.00 21000000.00 0.0073 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 13804270.62 13804270.62 0.0048 N Y Y 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 912797UL9 2026-10-22 2055-05-15 0.000 - 4.750 N/A 1058900.00 1037029.99 U.S. Treasuries (including strips) Y N/A N/A 2026-08-28 2026-08-28 2026-08-28 N N N 0.0365 1000000.00 1000000.00 0.0003 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 21941562.50 21941562.50 0.0077 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 1000000.64 1000000.64 0.0003 N N N 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 59354766.60 59354766.60 0.0207 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 9128282R0 2026-09-30 2034-05-15 0.500 - 4.625 N/A 1028200.00 1024862.09 U.S. Treasuries (including strips) Y N/A N/A 2026-08-27 2026-08-27 2026-08-27 N N N 0.0365 1000000.00 1000000.00 0.0003 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 1000085.90 1000085.90 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/07/2026 3.65 3130BAK89 2549001DPIFGXC1TOL40 US3130BAK897 0001026214 MMJ783000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-07 2026-12-07 N N N 0.0364 4999960.65 4999960.65 0.0017 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 1000139.97 1000139.97 0.0003 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 27924111.32 27924111.32 0.0097 N Y Y N Fixed Income Clearing Corp - CIBC CIB FID T RP 3.65% 7/1/26 3.65 N/A N/A MXK767000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 2029-11-30 4.125 N/A 46762000.00 46938375.39 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 46000000.00 46000000.00 0.0160 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/16/2026 313385K70 2549001DPIFGXC1TOL40 US313385K706 313385K70 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-16 2026-10-16 2026-10-16 N N N 0.0381 1977740.00 1977740.00 0.0007 N N N N US Treasury Notes UST NOTES 3.75% 06/30/2027 3.75 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 LHO950000 U.S. Treasury Debt Y N/A N/A 2027-06-30 2027-06-30 2027-06-30 N N N 0.0411 5978953.14 5978953.14 0.0021 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/16/2026 3.76 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 KRL422000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-16 2026-10-16 N N N 0.0367 7001333.64 7001333.64 0.0024 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 03/25/2027 3.72 3133ETZZ3 254900C5LP6DN9OP9V83 US3133ETZZ39 4003205 LQW141000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-03-25 2027-03-25 N N N 0.0372 5999725.92 5999725.92 0.0021 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 2999970.42 2999970.42 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 01/27/2027 3.75 3133ERX48 254900C5LP6DN9OP9V83 US3133ERX488 4003205 LEJ326000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-27 2027-01-27 N N N 0.0367 6002413.20 6002413.20 0.0021 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/17/2026 3.64 3130B9JR2 2549001DPIFGXC1TOL40 US3130B9JR22 0001026214 MFG253000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-17 2026-08-17 N N N 0.0360 1999977.24 1999977.24 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/21/2026 3.76 3130B2H32 2549001DPIFGXC1TOL40 US3130B2H329 0001026214 KOV356000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-21 2026-08-21 N N N 0.0364 3000296.07 3000296.07 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 06/16/2027 3.67 3133EWAG5 254900C5LP6DN9OP9V83 US3133EWAG51 4003205 MCL922000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-16 2027-06-16 N N N 0.0367 1999979.90 1999979.90 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 10/14/2027 3.77 3133ETF85 254900C5LP6DN9OP9V83 US3133ETF853 4003205 LSB897000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-14 2027-10-14 N N N 0.0378 2999513.88 2999513.88 0.0010 N N N N Fixed Income Clearing Corp - Northern Trust NTC FIT T RP 3.64% 7/1/26 3.64 N/A N/A MXK731000 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 912797VN4 2026-10-27 2026-10-27 0.000 N/A 220225900.00 217470537.05 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 213000000.00 213000000.00 0.0743 N Y Y N Bank of America NA FICASH ME 3.65% 07/01/26 3.65 N/A N/A MXL271000_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 24004906.21 10658734.51 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 10437000.00 10437000.00 0.0036 N Y Y N US Treasury Bill UST BILLS 0% 09/01/2026 912797UW5 254900HROIFWPRGM1V77 US912797UW50 MMJ586000 U.S. Treasury Debt Y N/A N/A 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 2981206.26 2981206.26 0.0010 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 04/23/2027 3.75 3133ETEG8 254900C5LP6DN9OP9V83 US3133ETEG86 4003205 LOT345000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-23 2027-04-23 N N N 0.0368 1000553.19 1000553.19 0.0003 N N N N US Treasury Notes UST NOTES 1.5% 08/15/2026 1.50 9128282A7 254900HROIFWPRGM1V77 US9128282A70 AIA850000 U.S. Treasury Debt Y N/A N/A 2026-08-15 2026-08-15 2026-08-15 N N N 0.0383 5982179.70 5982179.70 0.0021 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 06/22/2027 3.74 3130B7SV7 2549001DPIFGXC1TOL40 US3130B7SV76 0001026214 LQB611000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-22 2027-06-22 N N N 0.0375 5999520.78 5999520.78 0.0021 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/29/2027 3.75 3133ETRA7 254900C5LP6DN9OP9V83 US3133ETRA79 4003205 LJG640000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-29 2027-07-29 N N N 0.0376 5999448.78 5999448.78 0.0021 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 04/01/2027 3.70 3133ETBC0 254900C5LP6DN9OP9V83 US3133ETBC00 4003205 LCW311000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-01 2027-04-01 N N N 0.0370 4999700.80 4999700.80 0.0017 N N N N Fixed Income Clearing Corp - ING ING FIG T RP 3.64% 7/1/26 3.64 N/A N/A MXK791000 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 912797UJ4 2026-08-31 2036-05-15 0.000 - 4.375 N/A 43512000.00 43864434.75 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 43000000.00 43000000.00 0.0150 N Y Y N US Treasury Bill UST BILLS 0% 07/21/2026 912797UQ8 254900HROIFWPRGM1V77 US912797UQ82 MIB176000 U.S. Treasury Debt Y N/A N/A 2026-07-21 2026-07-21 2026-07-21 N N N 0.0346 20957982.57 20957982.57 0.0073 N Y Y N US Treasury Bill UST BILLS 0% 07/09/2026 912797RF6 254900HROIFWPRGM1V77 US912797RF64 LIJ980000 U.S. Treasury Debt Y N/A N/A 2026-07-09 2026-07-09 2026-07-09 N N N 0.0325 27977372.92 27977372.92 0.0098 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 08/05/2027 3.73 3133ETQ59 254900C5LP6DN9OP9V83 US3133ETQ595 4003205 LUK878000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-05 2027-08-05 N N N 0.0373 2999794.74 2999794.74 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 06/24/2027 3.73 3133ETNE3 254900C5LP6DN9OP9V83 US3133ETNE38 4003205 LHV612000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-24 2027-06-24 N N N 0.0374 5999500.68 5999500.68 0.0021 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/22/2026 3.68 3133ETYW1 254900C5LP6DN9OP9V83 US3133ETYW17 4003205 LQC702000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-22 2026-09-22 N N N 0.0365 999979.42 999979.42 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 08/18/2027 3.68 3133EWDQ0 254900C5LP6DN9OP9V83 US3133EWDQ07 4003205 MFD357000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-18 2027-08-18 N N N 0.0368 2999937.60 2999937.60 0.0010 N N N N BMO Capital Markets Corp BMOCAP G M RP 3.65% 7/1/26 3.65 N/A RUC0QBLBRPRCU4W1NE59 0000772028 MXK758000 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 91282CPW5 2031-01-31 2031-01-31 3.750 N/A 1022000.00 1020126.34 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1000000.00 1000000.00 0.0003 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/09/2028 3.71 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 4003205 MDY570000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-02-09 2028-02-09 N N N 0.0370 1000103.77 1000103.77 0.0003 N N N N TD Securities (U.S.A.) TD G M RP 3.65% 7/1/26 3.65 N/A SUVUFHICNZMP2WKHG940 MXK730000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Banks 2549001DPIFGXC1TOL40 313385ZJ8 2026-07-15 2026-07-15 0.000 N/A 2043000.00 2040207.22 Agency Debentures and Agency Strips Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 2000000.00 2000000.00 0.0007 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/17/2028 3.71 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 4003205 MFC112000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-02-17 2028-02-17 N N N 0.0369 1000326.89 1000326.89 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 11/05/2027 3.69 3133ET6G7 254900C5LP6DN9OP9V83 US3133ET6G75 4003205 MBB436000 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 0.0366 1000313.23 1000313.23 0.0003 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.65% 7/1/26 3.65 N/A 549300H47WTHXPU08X20 MXK725000 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 3132ACKR0 2041-05-01 2056-05-01 3.000 - 6.500 N/A 28655747.00 27312581.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKUL7 2035-05-01 2056-05-01 2.000 - 6.000 N/A 35911652.00 25732795.83 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 52000000.00 52000000.00 0.0181 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 06/09/2027 3.74 3133ETXF9 254900C5LP6DN9OP9V83 US3133ETXF92 4003205 LOW137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-09 2027-06-09 N N N 0.0375 999917.34 999917.34 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/05/2026 313385A71 2549001DPIFGXC1TOL40 US313385A715 313385A71 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-05 2026-08-05 2026-08-05 N N N 0.0369 2989020.00 2989020.00 0.0010 N N Y N Wells Fargo Securities, LLC WFSEC G G RP 3.67% 7/17/26 3.67 N/A VYVVCKR63DVZZN70PB21 0000276523 MQU785000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6K63 2056-05-20 2056-05-20 5.000 N/A 3092940.00 3073725.97 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-17 2026-07-17 2026-07-17 N N N 0.0361 3000000.00 3000000.00 0.0010 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/14/2027 3.72 3130B6ZK5 2549001DPIFGXC1TOL40 US3130B6ZK55 0001026214 LOT338000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-14 2027-04-14 N N N 0.0370 1000088.04 1000088.04 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/04/2026 313385N28 2549001DPIFGXC1TOL40 US313385N288 313385N28 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-11-04 2026-11-04 2026-11-04 N N N 0.0389 986753.19 986753.19 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+24 07/19/2027 3.86 3133ERLX7 254900C5LP6DN9OP9V83 US3133ERLX70 4003205 LPY238000 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 0.0374 2002334.74 2002334.74 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 09/24/2026 3.65 3130B8XL1 2549001DPIFGXC1TOL40 US3130B8XL13 0001026214 MAJ727000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-24 2026-09-24 N N N 0.0362 2999945.10 2999945.10 0.0010 N N N N Fannie Mae FANNIE MAE VFAC SOFR+13.5 08/21/2026 3.76 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 0000310522 KOW136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-21 2026-08-21 N N N 0.0353 2000517.08 2000517.08 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 10/01/2027 3.77 3133ETC70 254900C5LP6DN9OP9V83 US3133ETC702 4003205 LRC052000 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 0.0377 999923.34 999923.34 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 01/03/2028 3.78 3133ETC62 254900C5LP6DN9OP9V83 US3133ETC629 4003205 MEM952000 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 0.0371 1001019.20 1001019.20 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 02/12/2027 3.72 3130B7PM0 2549001DPIFGXC1TOL40 US3130B7PM05 0001026214 LOW082000 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 1000186.34 1000186.34 0.0003 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 912810UM8 2026-07-31 2055-08-15 0.500 - 4.750 N/A 6043500.00 6151262.81 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 6000000.00 6000000.00 0.0021 N N Y N RBC Financial Group RBCNY G *G RP 3.65% 7/28/26 3.65 N/A ES7IP3U3RHIGC71XBU11 MWS967000 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 912797TC1 2026-10-15 2054-02-15 0.000 - 4.500 N/A 6648447.65 6130216.89 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HTA2 2027-05-15 2055-06-20 2.500 - 6.000 N/A 2128.00 603.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133N3Z64 2055-10-01 2055-10-01 6.500 N/A 19552.00 13864.48 Agency Mortgage-Backed Securities 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 0.0359 6000000.00 6000000.00 0.0021 N N Y N Fixed Income Clearing Corp - BNP BNP FIG T RP 3.64% 7/1/26 3.64 N/A N/A MXK754000 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 912810FM5 2027-07-31 2036-05-15 0.375 - 6.250 N/A 66956800.00 68408118.52 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 67060000.00 67060000.00 0.0234 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 09/23/2026 3.76 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 KQF072000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-23 2026-09-23 N N N 0.0366 9001364.94 9001364.94 0.0031 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 09/29/2026 3.64 3130B9N55 2549001DPIFGXC1TOL40 US3130B9N553 0001026214 MFU126000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-29 2026-09-29 N N N 0.0361 999999.23 999999.23 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 09/15/2026 3.64 3130B9JW1 2549001DPIFGXC1TOL40 US3130B9JW17 0001026214 MFG334000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-15 2026-09-15 N N N 0.0364 1999849.60 1999849.60 0.0007 N N N N US Treasury Notes UST NOTES 0.875% 09/30/2026 0.88 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 IBE632000 U.S. Treasury Debt Y N/A N/A 2026-09-30 2026-09-30 2026-09-30 N N N 0.0377 992760.42 992760.42 0.0003 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 03/24/2028 3.71 3133EWJA9 254900C5LP6DN9OP9V83 US3133EWJA90 4003205 MIB152000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-24 2028-03-24 N N N 0.0365 1000915.58 1000915.58 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 07/12/2027 3.69 3133ET6V4 254900C5LP6DN9OP9V83 US3133ET6V43 4003205 MBU426000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-12 2027-07-12 N N N 0.0370 4999162.50 4999162.50 0.0017 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/12/2026 313385P26 2549001DPIFGXC1TOL40 US313385P267 313385P26 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-11-12 2026-11-12 2026-11-12 N N N 0.0389 2957756.25 2957756.25 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/23/2027 3.75 3133ETZE0 254900C5LP6DN9OP9V83 US3133ETZE00 4003205 LQE172000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-03-23 2027-03-23 N N N 0.0364 3000493.47 3000493.47 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 11/13/2026 3.70 3130B6D29 2549001DPIFGXC1TOL40 US3130B6D295 0001026214 LGJ224000 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 1000164.08 1000164.08 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 12/08/2026 3.65 3130BA6N2 2549001DPIFGXC1TOL40 US3130BA6N29 0001026214 MJE784000 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 0.0364 2999985.36 2999985.36 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/12/2028 3.70 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 4003205 MBT228000 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 0.0373 999526.58 999526.58 0.0003 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 4995988.90 4995988.90 0.0017 N N Y N BofA Securities, Inc. BOASC G *G RP SOFR+0.01% 9/3/26 3.63 N/A 549300HN4UKV1E2R3U73 MUH407000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797TN7 2026-07-16 2050-02-15 0.000 - 4.625 N/A 1040800.00 1022895.13 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-09-03 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0359 1000000.00 1000000.00 0.0003 N N Y N Citigroup Global Capital Markets Inc CITIGR G G RP SOFR+0.06% 8/10/26 3.68 N/A MBNUM2BPBDO7JBLYG310 0000315030 MWD437000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLG8 2036-07-15 2066-02-20 3.000 - 7.000 N/A 8261544.00 4220809.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385XTP2 2035-06-01 2038-10-01 2.150 - 5.925 N/A 5046002.00 1735535.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128QTJU9 2038-11-01 2038-11-01 6.120 N/A 4069816.00 177434.66 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-10 2026-08-10 2026-08-10 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0363 6000000.00 6000000.00 0.0021 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 03/05/2027 3.69 3133ETR33 254900C5LP6DN9OP9V83 US3133ETR338 4003205 LUP671000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-03-05 2027-03-05 N N N 0.0367 6000506.76 6000506.76 0.0021 N N N N US Treasury Bill UST BILLS 0% 04/15/2027 912797UE5 254900HROIFWPRGM1V77 US912797UE52 MJU559000 U.S. Treasury Debt Y N/A N/A 2027-04-15 2027-04-15 2027-04-15 N N N 0.0393 1939532.80 1939532.80 0.0007 N Y Y N Fixed Income Clearing Corp - Credit Agricole CAG FIG G RP 3.68% 7/1/26 3.68 N/A N/A MXJ919000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912797TF4 2026-07-02 2051-11-15 0.000 - 4.375 N/A 26110000.00 26522711.10 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0368 26000000.00 26000000.00 0.0091 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 12/02/2026 3.65 3130B9QN3 2549001DPIFGXC1TOL40 US3130B9QN35 0001026214 MGJ852000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-02 2026-12-02 N N N 0.0364 2999954.91 2999954.91 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/10/2026 3.76 3130B2LJ2 2549001DPIFGXC1TOL40 US3130B2LJ25 0001026214 KPK871000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-10 2026-09-10 N N N 0.0364 1000143.17 1000143.17 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/01/2026 313385YU4 2549001DPIFGXC1TOL40 US313385YU40 313385YU4 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0363 1999799.44 1999799.44 0.0007 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/09/2028 3.70 3133EWSL5 254900C5LP6DN9OP9V83 US3133EWSL54 4003205 MUF605000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-02-09 2028-02-09 N N N 0.0370 999989.78 999989.78 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 03/24/2028 3.74 3130BBDA0 2549001DPIFGXC1TOL40 US3130BBDA06 0001026214 MXD208000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-24 2028-03-24 N N N 0.0374 1999985.34 1999985.34 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/07/2026 3.64 3130B9RN2 2549001DPIFGXC1TOL40 US3130B9RN26 0001026214 MGW961000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-07 2026-10-07 N N N 0.0361 999998.47 999998.47 0.0003 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 4992479.15 4992479.15 0.0017 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 B1V7KEBTPIMZEU4LTD58 31288QWH9 2053-03-01 2053-03-01 4.620 N/A 1436416.00 1020103.94 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1000000.00 1000000.00 0.0003 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/01/2026 313385E28 2549001DPIFGXC1TOL40 US313385E287 313385E28 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-01 2026-09-01 2026-09-01 N N N 0.0379 2980653.75 2980653.75 0.0010 N N N N Sumitomo Mitsui Banking Corp FICASH ME 3.65% 07/01/26 3.65 N/A N/A MXL271000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWGH0 2053-02-01 2053-03-01 5.500 N/A 2614656.91 1791292.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MQN3 2042-10-20 2055-12-20 3.000 - 6.500 N/A 31993896.41 16222571.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EP20 2048-12-01 2053-03-01 2.000 - 5.500 N/A 44224131.58 9992291.16 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 27252000.00 27252000.00 0.0095 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/05/2027 3.75 3130B4SP7 2549001DPIFGXC1TOL40 US3130B4SP77 0001026214 KYH019000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-05 2027-02-05 N N N 0.0368 5001970.20 5001970.20 0.0017 N N N N JP Morgan Securities, LLC JPM G *G RP SOFR+0.02% 7/30/26 3.64 N/A ZBUT11V806EZRVTWT807 0001287279 MXK809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810UG1 2029-07-31 2055-02-15 2.625 - 4.625 N/A 26602000.00 26522718.83 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-30 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0359 26000000.00 26000000.00 0.0091 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 03/20/2028 3.71 3133EWHW3 254900C5LP6DN9OP9V83 US3133EWHW39 4003205 MHY824000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-20 2028-03-20 N N N 0.0371 999990.24 999990.24 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/18/2026 313385G34 2549001DPIFGXC1TOL40 US313385G340 313385G34 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-18 2026-09-18 2026-09-18 N N N 0.0380 4959055.55 4959055.55 0.0017 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 4999713.20 4999713.20 0.0017 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 1000212.69 1000212.69 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/19/2027 3.71 3133ETUH8 254900C5LP6DN9OP9V83 US3133ETUH85 4003205 LLJ819000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-19 2027-02-19 N N N 0.0370 1000034.94 1000034.94 0.0003 N N N N US Treasury Notes UST NOTES 4.375% 08/15/2026 4.38 91282CHU8 254900HROIFWPRGM1V77 US91282CHU80 JWP711000 U.S. Treasury Debt Y N/A N/A 2026-08-15 2026-08-15 2026-08-15 N N N 0.0390 4002098.96 4002098.96 0.0014 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 04/02/2027 3.70 3133ETBZ9 254900C5LP6DN9OP9V83 US3133ETBZ94 4003205 LDJ537000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-02 2027-04-02 2027-04-02 N N N 0.0366 5001132.65 5001132.65 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 03/23/2028 3.71 3130B9XV7 2549001DPIFGXC1TOL40 US3130B9XV77 0001026214 MIB214000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-23 2028-03-23 N N N 0.0370 999983.44 999983.44 0.0003 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 3999946.72 3999946.72 0.0014 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 N/A 38381MBV1 2055-08-16 2056-04-20 4.000 - 4.750 N/A 1138716.00 1030104.83 Agency Collateralized Mortgage Obligation Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 1000000.00 1000000.00 0.0003 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 91282CFF3 2027-08-31 2032-08-15 0.500 - 2.750 N/A 6586500.00 6140278.17 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 6000000.00 6000000.00 0.0021 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 39534231.60 39534231.60 0.0138 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 2996991.66 2996991.66 0.0010 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 2999941.89 2999941.89 0.0010 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 1000063.82 1000063.82 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 09/11/2026 3.69 3130B7FS8 2549001DPIFGXC1TOL40 US3130B7FS84 0001026214 LYJ839000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-11 2026-09-11 N N N 0.0364 1000018.73 1000018.73 0.0003 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 Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-17 2027-06-17 N N N 0.0369 2999986.32 2999986.32 0.0010 N N N N US Treasury Notes UST NOTES 1.625% 11/30/2026 1.63 912828YU8 254900HROIFWPRGM1V77 US912828YU85 FDF326000 U.S. Treasury Debt Y N/A N/A 2026-11-30 2026-11-30 2026-11-30 N N N 0.0386 990780.27 990780.27 0.0003 N Y Y N Bank of Montreal BMOTOR G *G RP 3.72% 7/1/26 3.72 N/A NQQ6HPCNCCU6TUTQYE16 MUC690000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NWJV8 2029-11-01 2029-11-01 4.060 N/A 2063019.00 2046324.13 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 Y BANK OF MNTRL TOR BRH(GOV) 1.0000 1 N N/A N/A N N 0.0372 2000000.00 2000000.00 0.0007 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 06/23/2028 3.76 3133EWUF5 254900C5LP6DN9OP9V83 US3133EWUF58 4003205 MWX791000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-06-23 2028-06-23 N N N 0.0376 3999985.12 3999985.12 0.0014 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/07/2026 313385J64 2549001DPIFGXC1TOL40 US313385J641 313385J64 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-07 2026-10-07 2026-10-07 N N N 0.0381 1979595.00 1979595.00 0.0007 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 31418EFF2 2037-07-01 2037-07-01 2.500 N/A 5407278.00 3060314.85 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 3000000.00 3000000.00 0.0010 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 6978239.73 6978239.73 0.0024 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 5000023.90 5000023.90 0.0017 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 23608762.80 23608762.80 0.0082 N Y Y 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 3618N6K63 2056-05-20 2056-05-20 5.000 N/A 15430641.00 15334782.43 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-09 2026-09-09 2026-09-09 N N N 0.0368 15000000.00 15000000.00 0.0052 N N N Y 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 1999938.34 1999938.34 0.0007 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 1000099.96 1000099.96 0.0003 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 3618N6FL6 2056-03-20 2056-03-20 5.000 N/A 4136071.00 4092161.35 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-31 2026-08-31 2026-08-31 N N N 0.0366 4000000.00 4000000.00 0.0014 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 1999976.86 1999976.86 0.0007 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 3140BDJL5 2055-06-01 2055-06-01 6.500 N/A 5314088.00 4088010.72 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-10 2026-09-10 2026-09-10 N N N 0.0368 4000000.00 4000000.00 0.0014 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 912810QT8 2026-07-15 2049-02-15 0.500 - 4.625 N/A 5756600.00 5101088.79 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 5000000.00 5000000.00 0.0017 N N Y 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 91282CPY1 2033-01-31 2033-01-31 4.000 N/A 3054600.00 3060381.09 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0361 3000000.00 3000000.00 0.0010 N N Y 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 6000734.76 6000734.76 0.0021 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 6937662.06 6937662.06 0.0024 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 5004716.65 5004716.65 0.0017 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 985814.44 985814.44 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 988148.61 988148.61 0.0003 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 78573872.00 78573872.00 0.0274 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 4000582.68 4000582.68 0.0014 N N N 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 999996.20 999996.20 0.0003 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 30000000.00 30000000.00 0.0105 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 91282CPK1 2028-11-15 2028-11-15 3.500 N/A 32951500.00 32641292.60 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 32000000.00 32000000.00 0.0112 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 987633.33 987633.33 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 999984.53 999984.53 0.0003 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 91282CPY1 2033-01-31 2033-01-31 4.000 N/A 4072800.00 4080508.12 U.S. Treasuries (including strips) Y N/A N/A 2026-07-13 2026-07-13 2026-07-13 N N N 0.0360 4000000.00 4000000.00 0.0014 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 999101.56 999101.56 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 2999959.92 2999959.92 0.0010 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 91282CLU3 2031-10-31 2031-10-31 4.125 N/A 40690300.00 40833108.14 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 40000000.00 40000000.00 0.0139 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/03/2026 3.76 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 4003205 KPD773000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-03 2026-09-03 N N N 0.0365 1000118.68 1000118.68 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 989312.50 989312.50 0.0003 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 9128283F5 2027-11-15 2027-11-15 2.250 N/A 2086700.00 2040299.10 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0359 2000000.00 2000000.00 0.0007 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 1000012.87 1000012.87 0.0003 N N N N US Treasury Notes UST NOTES 0.75% 08/31/2026 0.75 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 IAA837000 U.S. Treasury Debt Y N/A N/A 2026-08-31 2026-08-31 2026-08-31 N N N 0.0372 995014.65 995014.65 0.0003 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 997937.50 997937.50 0.0003 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 5004781.30 5004781.30 0.0017 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 11052937.50 11052937.50 0.0039 N Y Y 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 1000000.00 1000000.00 0.0003 N N N N JP Morgan Securities, LLC JPM G G RP 3.64% 7/1/26 3.64 N/A ZBUT11V806EZRVTWT807 0001287279 MXK739000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797TQ0 2026-07-30 2045-11-15 0.000 - 4.875 N/A 223610500.00 223402587.59 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 219000000.00 219000000.00 0.0764 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/15/2026 3.74 3133ERLD1 254900C5LP6DN9OP9V83 US3133ERLD17 4003205 KUG212000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-15 2026-07-15 N N N 0.0360 4000132.92 4000132.92 0.0014 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 2968774.17 2968774.17 0.0010 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 1955185.56 1955185.56 0.0007 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 2980346.67 2980346.67 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 0% 09/11/2026 313313F45 254900C5LP6DN9OP9V83 US313313F450 4003205 313313F45 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 14887914.60 14887914.60 0.0052 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 11237895.36 11237895.36 0.0039 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 912810SE9 2027-08-15 2052-11-15 2.250 - 4.750 N/A 1155200.00 1020120.82 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1000000.00 1000000.00 0.0003 N Y Y N Fannie Mae FANNIE MAE VFAC SOFR+14 09/11/2026 3.76 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 0000310522 KPT617000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-11 2026-09-11 N N N 0.0364 6000881.04 6000881.04 0.0021 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 91282CDK4 2026-11-30 2033-05-31 1.250 - 4.250 N/A 18361300.00 18368193.23 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 18000000.00 18000000.00 0.0063 N Y Y 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 5873800.86 5873800.86 0.0020 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 1001925.47 1001925.47 0.0003 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 912810FB9 2026-08-15 2033-11-15 1.250 - 6.125 N/A 19245400.00 19382029.42 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 19000000.00 19000000.00 0.0066 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 1000002.27 1000002.27 0.0003 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 1000103.21 1000103.21 0.0003 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 3000390.84 3000390.84 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 1000648.82 1000648.82 0.0003 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 999872.76 999872.76 0.0003 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 3140MFWM1 2027-12-01 2056-02-01 2.000 - 6.500 N/A 15603488.00 7243805.74 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810SU3 2028-08-31 2051-02-15 1.125 - 1.875 N/A 1437900.00 1018699.65 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DN7A5 2052-10-01 2056-06-01 4.500 - 6.000 N/A 9613027.00 8569224.71 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 16000000.00 16000000.00 0.0056 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 4997027.50 4997027.50 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 5999465.16 5999465.16 0.0021 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 9128282R0 2027-08-15 2035-02-15 1.250 - 4.875 N/A 1011300.00 1025818.41 U.S. Treasuries (including strips) Y N/A N/A 2026-08-10 2026-08-10 2026-08-10 N N N 0.0362 1000000.00 1000000.00 0.0003 N N N Y 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 912810TM0 2030-04-30 2045-05-15 1.250 - 5.000 N/A 8937600.00 8160910.10 U.S. Treasuries (including strips) Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0359 8000000.00 8000000.00 0.0028 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 12006278.64 12006278.64 0.0042 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 912810RB6 2026-08-15 2053-11-15 1.125 - 4.750 N/A 3937300.00 3064054.75 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 3000000.00 3000000.00 0.0010 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 36179YS62 2054-03-20 2054-03-20 5.500 N/A 4576120.00 3064078.10 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 3000000.00 3000000.00 0.0010 N N Y 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 5999971.50 5999971.50 0.0021 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 4001909.16 4001909.16 0.0014 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 Tennessee Valley Authority 549300HE1ISW43LNKM54 88059E7J7 2056-03-15 2056-03-15 0.000 N/A 82000.00 15990.41 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ERDS7 2027-05-06 2027-05-06 4.750 N/A 7174000.00 7261967.59 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQT5 2033-07-15 2056-06-20 3.000 - 7.500 N/A 20765796.00 2454974.85 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 313385F43 2026-09-11 2026-09-11 0.000 N/A 500000.00 496293.00 Agency Debentures and Agency 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 0.0368 10000000.00 10000000.00 0.0035 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 1999993.88 1999993.88 0.0007 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 1999725.00 1999725.00 0.0007 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 31382HZH1 2029-02-01 2036-03-01 5.998 - 7.000 N/A 10769804.00 30655.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XTD8 2028-09-15 2056-03-20 4.500 - 5.500 N/A 3884009.00 1001421.00 Agency Mortgage-Backed Securities 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 1000000.00 1000000.00 0.0003 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 999958.91 999958.91 0.0003 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 3441000.00 3064909.45 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 3000000.00 3000000.00 0.0010 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 1000099.67 1000099.67 0.0003 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 14181658.00 14181658.00 0.0049 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 5000069.35 5000069.35 0.0017 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 11971119.96 11971119.96 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 1000175.88 1000175.88 0.0003 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 1000032.01 1000032.01 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 14000000.00 14000000.00 0.0049 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 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 4999675.50 4999675.50 0.0017 N N N N Wells Fargo Bank NA WFBK G G RP 3.66% 7/2/26 3.66 N/A KB1H1DSPRFMYMCUFXT09 0000740906 MXC803000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BDJL5 2055-06-01 2055-06-01 6.500 N/A 9287093.00 7144355.85 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0359 7000000.00 7000000.00 0.0024 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 91282CJJ1 2027-04-30 2055-08-15 0.625 - 4.750 N/A 7203400.00 7150653.65 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 7000000.00 7000000.00 0.0024 N N Y 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 2949533.34 2949533.34 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 6001153.08 6001153.08 0.0021 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 999995.15 999995.15 0.0003 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 999988.25 999988.25 0.0003 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 2000406.04 2000406.04 0.0007 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 6895590.17 6895590.17 0.0024 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 2999940.66 2999940.66 0.0010 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 91282CMF5 2028-01-15 2028-01-15 4.250 N/A 30545000.00 31192789.20 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0368 30000000.00 30000000.00 0.0105 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 91282CMH1 2026-08-15 2050-11-15 0.000 - 5.500 N/A 30160200.00 30603102.65 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 30000000.00 30000000.00 0.0105 N Y Y 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 5999434.68 5999434.68 0.0021 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 999988.09 999988.09 0.0003 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 1999993.86 1999993.86 0.0007 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 995641.40 995641.40 0.0003 N Y Y N US Treasury Bill UST BILLS 0% 10/06/2026 912797VK0 254900HROIFWPRGM1V77 US912797VK04 MUF665000 U.S. Treasury Debt Y N/A N/A 2026-10-06 2026-10-06 2026-10-06 N N N 0.0376 49105141.30 49105141.30 0.0171 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 91282CPY1 2033-01-31 2033-01-31 4.000 N/A 14254500.00 14281477.86 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 14000000.00 14000000.00 0.0049 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 27563098.92 27563098.92 0.0096 N Y Y 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 912828ZQ6 2027-08-31 2035-02-15 0.500 - 4.625 N/A 2038800.00 2051432.84 U.S. Treasuries (including strips) Y N/A N/A 2026-08-14 2026-08-14 2026-08-14 N N N 0.0365 2000000.00 2000000.00 0.0007 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/02/2026 3.64 3130B9QQ6 2549001DPIFGXC1TOL40 US3130B9QQ65 0001026214 MGJ903000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-02 2026-11-02 N N N 0.0362 1999989.30 1999989.30 0.0007 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 3140A0UY3 2035-05-01 2056-03-01 3.000 - 6.500 N/A 17464158.00 9284793.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132CYC24 2035-07-01 2055-05-01 2.000 - 7.500 N/A 39184381.00 35599756.90 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 44000000.00 44000000.00 0.0153 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 2999877.24 2999877.24 0.0010 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 4000982.72 4000982.72 0.0014 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 912828ZN3 2027-04-30 2031-08-15 0.500 - 4.250 N/A 11609400.00 11221158.83 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0360 11000000.00 11000000.00 0.0038 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 14945775.00 14945775.00 0.0052 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 N/A 3618G0UM8 2054-01-20 2066-05-20 5.000 - 6.000 N/A 5821601.00 4086324.42 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-16 2026-09-16 2026-09-16 N N N 0.0368 4000000.00 4000000.00 0.0014 N N N Y 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 999956.42 999956.42 0.0003 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 3970929.44 3970929.44 0.0014 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 999988.17 999988.17 0.0003 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 6999856.22 6999856.22 0.0024 N N N N Fidelity Series Government Money Market Fund 2026-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer