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categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-10 2027-09-10 N N N 0.0376 139983211.20 139983211.20 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 01/05/2028 3.73 3130BBEJ0 2549001DPIFGXC1TOL40 US3130BBEJ06 0001026214 MXJ845000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-05 2028-01-05 N N N 0.0373 69000000.00 69000000.00 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 01/25/2027 3.66 3130BAV79 2549001DPIFGXC1TOL40 US3130BAV795 0001026214 MRC946000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-25 2027-01-25 N N N 0.0365 262000000.00 262000000.00 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 09/04/2026 3.65 3130B8TA0 2549001DPIFGXC1TOL40 US3130B8TA04 0001026214 LXX620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-04 2026-09-04 N N N 0.0361 23999633.52 23999633.52 0.0001 N N N N RBC Dominion Securities RBCSEC G *G RP 3.68% 7/30/26 3.68 N/A 549300QJJX6CVVUXLE15 MMH972000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AR2D1 2032-08-01 2060-07-01 2.000 - 7.000 N/A 369707741.00 234858427.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176STA8 2033-05-20 2067-08-15 1.500 - 7.500 N/A 909238622.00 330056301.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWFG3 2030-06-01 2056-07-01 2.000 - 7.000 N/A 274835508.00 226391328.34 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CLE9 2026-07-31 2053-08-15 0.000 - 4.875 N/A 243721288.86 242850971.02 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 1007000000.00 1007000000.00 0.0037 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 91282CHT1 2026-08-15 2055-05-15 0.500 - 6.750 N/A 133514700.00 127465490.14 U.S. Treasuries (including strips) Y N/A N/A 2026-09-21 2026-09-21 2026-09-21 N N N 0.0373 124000000.00 124000000.00 0.0005 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 60050634.00 60050634.00 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/10/2026 3.65 3130BALT2 2549001DPIFGXC1TOL40 US3130BALT22 0001026214 MMM445000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-10 2026-12-10 N N N 0.0364 431996137.92 431996137.92 0.0016 N N N N Norinchukin Bank NORN G G RP 3.67% 7/7/26 3.67 N/A 5493007VSMFZCPV1NB83 MXK820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES OF A 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 2033-08-15 0.000 - 3.375 N/A 130862000.00 125460035.51 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0361 123000000.00 123000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/21/2026 3.66 3130BAJ40 2549001DPIFGXC1TOL40 US3130BAJ402 0001026214 MLH518000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-21 2026-12-21 N N N 0.0365 257998555.20 257998555.20 0.0009 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 69999252.40 69999252.40 0.0003 N N N N Wells Fargo Securities, LLC WFSEC G G RP 3.72% 7/6/26 3.72 N/A VYVVCKR63DVZZN70PB21 0000276523 MJR440000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 2052-05-20 4.000 N/A 206015482.00 138394985.53 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-06 2026-07-06 2026-07-06 N N N 0.0365 134500000.00 134500000.00 0.0005 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 11/10/2026 3.67 3133ETE52 254900C5LP6DN9OP9V83 US3133ETE526 4003205 LRT634000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-10 2026-11-10 N N N 0.0364 35001759.45 35001759.45 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 04/06/2027 3130BBFA8 2549001DPIFGXC1TOL40 US3130BBFA87 0001026214 MXL327000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-03 2027-04-06 2027-04-06 N N N 0.0000 150000000.00 150000000.00 0.0005 N N N N Prudential Insurance Co. of America PRU G T RP 3.66% 7/1/26 3.66 N/A X574KRZ6V5A7UBU45C31 MXK762000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 2026-07-31 2045-05-15 0.098 - 5.500 N/A 794800000.00 714877699.95 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 700959550.00 700959550.00 0.0026 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 21998786.70 21998786.70 0.0001 N N N N US Treasury Notes UST NOTES 4.125% 02/28/2027 4.13 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 LAO469000 U.S. Treasury Debt Y N/A N/A 2027-02-28 2027-02-28 2027-02-28 N N N 0.0401 1670122986.65 1670122986.65 0.0061 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 08/12/2026 3.69 3133ETGD3 254900C5LP6DN9OP9V83 US3133ETGD38 4003205 LFB952000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-12 2026-08-12 N N N 0.0364 16999952.06 16999952.06 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 08/27/2026 3.75 3133ERE72 254900C5LP6DN9OP9V83 US3133ERE728 4003205 KTO514000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-27 2026-08-27 N N N 0.0364 62005462.20 62005462.20 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 01/12/2028 3.71 3133ET7D3 254900C5LP6DN9OP9V83 US3133ET7D36 4003205 MBW712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-12 2028-01-12 N N N 0.0370 108999332.92 108999332.92 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/02/2026 313385H90 2549001DPIFGXC1TOL40 US313385H900 313385H90 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-02 2026-10-02 2026-10-02 N N N 0.0381 39612511.20 39612511.20 0.0001 N N N 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 87010510.47 87010510.47 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 08/27/2027 3.68 3133EWKD1 254900C5LP6DN9OP9V83 US3133EWKD11 4003205 MIS758000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-27 2027-08-27 N N N 0.0368 18999874.60 18999874.60 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/18/2026 3.65 3130BAS81 2549001DPIFGXC1TOL40 US3130BAS817 0001026214 MPI393000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-18 2026-11-18 N N N 0.0363 129998952.20 129998952.20 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/11/2026 3.63 3130B9H37 2549001DPIFGXC1TOL40 US3130B9H373 0001026214 MFC118000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-11 2026-08-11 N N N 0.0359 133998526.00 133998526.00 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/22/2026 3.65 3130BAUM7 2549001DPIFGXC1TOL40 US3130BAUM77 0001026214 MQX957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-22 2026-12-22 N N N 0.0365 104999455.05 104999455.05 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/09/2026 3.66 3130B8V58 2549001DPIFGXC1TOL40 US3130B8V582 0001026214 LYC549000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-09 2026-12-09 N N N 0.0365 185996222.34 185996222.34 0.0007 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 263998743.36 263998743.36 0.0010 N N N N Canadian Imperial Bank of Commerce CIBC G G RP 3.74% 7/30/26 3.74 N/A 2IGI19DL77OX0HC3ZE78 MWR896000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LF32 2041-06-20 2073-05-20 0.000 - 7.000 N/A 37454356.00 12451010.31 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 912810RC4 2027-10-31 2056-02-15 3.500 - 4.750 N/A 686900.00 688764.67 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DUU70 2054-07-25 2056-06-01 4.500 - 6.000 N/A 11783.00 11370.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3DQ0 2027-10-01 2056-03-01 1.750 - 7.000 N/A 1010492.00 392434.79 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-30 2026-07-30 2026-07-30 N N N 0.0368 13000000.00 13000000.00 0.0000 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 06/11/2027 3.72 3130B6PC4 2549001DPIFGXC1TOL40 US3130B6PC40 0001026214 LHX076000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-11 2027-06-11 N N N 0.0373 53993288.34 53993288.34 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 01/21/2028 3.71 3133EWAX8 254900C5LP6DN9OP9V83 US3133EWAX84 4003205 MDD706000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-21 2028-01-21 N N N 0.0370 153997981.06 153997981.06 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/06/2026 3.75 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 4003205 KXA648000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-06 2026-10-06 N N N 0.0367 61007338.30 61007338.30 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 04/21/2028 3.71 3130BAD95 2549001DPIFGXC1TOL40 US3130BAD959 0001026214 MKE163000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-04-21 2028-04-21 N N N 0.0370 63998627.84 63998627.84 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/02/2028 3.72 3133EWSC5 254900C5LP6DN9OP9V83 US3133EWSC55 4003205 MTU716000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-06-02 2028-06-02 N N N 0.0372 117998319.68 117998319.68 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+0.5 08/04/2026 3.63 3133EWBZ2 254900C5LP6DN9OP9V83 US3133EWBZ24 4003205 MDW142000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-04 2026-08-04 N N N 0.0358 8999906.31 8999906.31 0.0000 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 06/16/2027 3.74 3133ETYC5 254900C5LP6DN9OP9V83 US3133ETYC52 4003205 LPK794000 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 0.0375 34996804.85 34996804.85 0.0001 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 579917871.39 579917871.39 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 65000000.00 65000000.00 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 07/17/2026 3.63 3130B9KD1 2549001DPIFGXC1TOL40 US3130B9KD17 0001026214 MFG448000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-17 2026-07-17 N N N 0.0358 36999793.91 36999793.91 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/06/2026 313385YZ3 2549001DPIFGXC1TOL40 US313385YZ37 313385YZ3 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-06 2026-07-06 2026-07-06 N N N 0.0363 305815888.98 305815888.98 0.0011 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 264731576.01 264731576.01 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 36003686.04 36003686.04 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/19/2027 3.73 3130B73S1 2549001DPIFGXC1TOL40 US3130B73S14 0001026214 LOC561000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-19 2027-07-19 N N N 0.0368 68033810.96 68033810.96 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 01/29/2027 3.67 3133EWBS8 254900C5LP6DN9OP9V83 US3133EWBS80 4003205 MDU427000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-29 2027-01-29 N N N 0.0367 40999596.15 40999596.15 0.0001 N N N N Lloyds Bank PLC LOYDPL G G RP 3.715% 7/14/26 3.72 N/A H7FNTJ4851HG0EXQ1Z70 MLC314000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797UE5 2027-04-15 2055-05-15 0.000 - 4.750 N/A 126160500.00 120361200.81 U.S. Treasuries (including strips) Y N/A N/A 2026-07-14 2026-07-14 2026-07-14 N N N 0.0365 117000000.00 117000000.00 0.0004 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 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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 74000010.36 74000010.36 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/11/2027 3.70 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 4003205 LJL586000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-03-11 2027-03-11 N N N 0.0376 26988353.01 26988353.01 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 05/20/2027 3.67 3130B9JN1 2549001DPIFGXC1TOL40 US3130B9JN18 0001026214 MFG439000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-20 2027-05-20 N N N 0.0340 26059163.26 26059163.26 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 07/26/2027 3.68 3133EWBH2 254900C5LP6DN9OP9V83 US3133EWBH26 4003205 MDG231000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-26 2027-07-26 N N N 0.0368 69999256.60 69999256.60 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 99991344.00 99991344.00 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/28/2026 3.64 3130B9B58 2549001DPIFGXC1TOL40 US3130B9B582 0001026214 MDH626000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-28 2026-09-28 N N N 0.0360 211000215.22 211000215.22 0.0008 N N N N JP Morgan Securities, LLC JPM G G RP 3.65% 7/1/26 3.65 N/A ZBUT11V806EZRVTWT807 0001287279 MXK743000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138NYQS7 2030-07-01 2056-07-01 1.500 - 6.500 N/A 1148958628.00 800208680.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128QJA71 2033-04-01 2046-02-01 3.500 - 6.484 N/A 196327481.00 157668427.92 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 939000000.00 939000000.00 0.0034 N Y Y N MUFG Securities EMEA PLC MUFGEM G T RP 3.65% 7/1/26 3.65 N/A U7M81AY481YLIOR75625 MXK771000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 9128282A7 2026-08-15 2029-06-30 1.500 - 4.375 N/A 482194300.00 484524418.43 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 475000000.00 475000000.00 0.0017 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 09/03/2027 3.69 3133EWCA6 254900C5LP6DN9OP9V83 US3133EWCA63 4003205 MDX428000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-03 2027-09-03 N N N 0.0368 15999692.00 15999692.00 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 05/26/2027 3.67 3133EWJY7 254900C5LP6DN9OP9V83 US3133EWJY76 4003205 MIQ027000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-26 2027-05-26 N N N 0.0366 80999539.11 80999539.11 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 05/20/2027 3.74 3133ETHK6 254900C5LP6DN9OP9V83 US3133ETHK61 4003205 LFQ785000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-20 2027-05-20 N N N 0.0374 19998534.40 19998534.40 0.0001 N N N N Bank of Montreal BMOTOR G *G RP 3.7% 7/31/26 3.70 N/A NQQ6HPCNCCU6TUTQYE16 MXL115000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H8SM4 2052-08-25 2052-08-25 3.500 N/A 29027034.00 22046057.93 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385THR5 2047-11-20 2072-11-20 2.500 - 6.000 N/A 992633300.00 495067084.84 Agency Collateralized Mortgage Obligation Y N/A N/A 2026-07-07 2026-07-07 2026-07-31 Y BANK OF MNTRL TOR BRH(GOV) 1.0000 7 N N/A N/A N N 0.0364 502000000.00 502000000.00 0.0018 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 10/01/2027 3.69 3133EWKJ8 254900C5LP6DN9OP9V83 US3133EWKJ80 4003205 MJI412000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-01 2027-10-01 N N N 0.0369 52999686.77 52999686.77 0.0002 N N N N Fixed Income Clearing Corp - JP Morgan JPM FIG G RP 3.66% 7/1/26 3.66 N/A N/A MXK802000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CNH0 2028-01-31 2032-05-15 1.250 - 3.875 N/A 1979087900.00 1904533687.39 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 1867000000.00 1867000000.00 0.0068 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 105818764.26 105818764.26 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 3.62% 02/08/2027 3.62 3130B93Y4 2549001DPIFGXC1TOL40 US3130B93Y46 0001026214 MBV665000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2027-02-08 2027-02-08 2027-02-08 N N N 0.0403 269336210.40 269336210.40 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/17/2026 3.66 3130BAEK9 2549001DPIFGXC1TOL40 US3130BAEK95 0001026214 MKH433000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-17 2026-12-17 N N N 0.0365 232000600.88 232000600.88 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/11/2028 3.71 3133EWCS7 254900C5LP6DN9OP9V83 US3133EWCS71 4003205 MEO350000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-02-11 2028-02-11 N N N 0.0371 19999536.80 19999536.80 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/12/2026 313385B62 2549001DPIFGXC1TOL40 US313385B622 313385B62 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-12 2026-08-12 2026-08-12 N N N 0.0370 601359511.32 601359511.32 0.0022 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 12/30/2027 3.70 3130B8Z54 2549001DPIFGXC1TOL40 US3130B8Z542 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0.0367 40999745.39 40999745.39 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 04/26/2027 3.66 3133EWQZ6 254900C5LP6DN9OP9V83 US3133EWQZ68 4003205 MQX839000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-26 2027-04-26 N N N 0.0366 176999396.43 176999396.43 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 08/13/2027 3.72 3133ETT98 254900C5LP6DN9OP9V83 US3133ETT987 4003205 LVH070000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-13 2027-08-13 N N N 0.0370 27005386.77 27005386.77 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/21/2026 313385G67 2549001DPIFGXC1TOL40 US313385G670 CAG874000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-21 2026-09-21 2026-09-21 N N N 0.0380 267706088.10 267706088.10 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/18/2026 3.64 3130B9H78 2549001DPIFGXC1TOL40 US3130B9H787 0001026214 MFC132000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-18 2026-09-18 N N N 0.0360 160999112.89 160999112.89 0.0006 N N N N US Treasury Notes UST NOTES 3MB+15.9 07/31/2027 3.93 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 LJK304000 U.S. Treasury Debt Y N/A N/A 2026-07-01 2027-07-31 2027-07-31 N N N 0.0383 29032057.18 29032057.18 0.0001 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 12/11/2026 3.70 3130B7PF5 2549001DPIFGXC1TOL40 US3130B7PF53 0001026214 LOV080000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-11 2026-12-11 N N N 0.0367 210019357.80 210019357.80 0.0008 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 63613011.59 63613011.59 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 10/22/2027 3.69 3130BAGK7 2549001DPIFGXC1TOL40 US3130BAGK77 0001026214 MLC478000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-22 2027-10-22 N N N 0.0369 64999312.30 64999312.30 0.0002 N N N N Freddie Mac Discount Notes FED HOME LN MRTG CORP 0% 09/02/2026 313397E31 S6XOOCT0IEG5ABCC6L87 US313397E316 313397E31 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 119409576.23 119409576.23 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 10/22/2027 3.75 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 4003205 LSW652000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-22 2027-10-22 N N N 0.0372 89033326.94 89033326.94 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/24/2026 3.64 3130B9KE9 2549001DPIFGXC1TOL40 US3130B9KE99 0001026214 MFG445000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-24 2026-08-24 N N N 0.0360 269996892.30 269996892.30 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/29/2026 3.64 3130B9B41 2549001DPIFGXC1TOL40 US3130B9B418 0001026214 MDH738000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-29 2026-10-29 N N N 0.0362 118999030.15 118999030.15 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 12/17/2027 3.71 3133ET4P9 254900C5LP6DN9OP9V83 US3133ET4P92 4003205 LYS552000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-17 2027-12-17 N N N 0.0371 133996924.70 133996924.70 0.0005 N N N N US Treasury Bill UST BILLS 0% 09/29/2026 912797VE4 254900HROIFWPRGM1V77 US912797VE44 MTO403000 U.S. Treasury Debt Y N/A N/A 2026-09-29 2026-09-29 2026-09-29 N N N 0.0372 2102975397.35 2102975397.35 0.0077 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/26/2026 3.76 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 4003205 KOV336000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-26 2026-08-26 N N N 0.0353 103030288.18 103030288.18 0.0004 N N N N RBC Financial Group RBCNY G *G RP 3.68% 7/30/26 3.68 N/A ES7IP3U3RHIGC71XBU11 MMO221000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HTA2 2027-05-15 2055-07-20 2.000 - 6.500 N/A 30792987.00 21122547.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132XCR64 2048-03-01 2052-08-01 3.500 - 5.000 N/A 365440957.00 90471792.71 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912803GK3 2027-06-30 2055-08-15 0.000 - 3.750 N/A 4768003.10 5235022.44 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQB53 2052-09-01 2056-05-01 5.000 - 5.500 N/A 243582112.00 245414527.85 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-07 2026-07-07 2026-07-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0362 353000000.00 353000000.00 0.0013 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 05/20/2027 3.67 3133EWEJ5 254900C5LP6DN9OP9V83 US3133EWEJ54 4003205 MFP483000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-20 2027-05-20 N N N 0.0368 51992006.04 51992006.04 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 01/05/2027 3.66 3130BALF2 2549001DPIFGXC1TOL40 US3130BALF28 0001026214 MML460000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-05 2027-01-05 N N N 0.0365 130000000.00 130000000.00 0.0005 N N N N Bank of Montreal BMOTOR G G RP 3.65% 7/1/26 3.65 N/A NQQ6HPCNCCU6TUTQYE16 MXB247000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HVJL9 2028-09-01 2030-10-01 2.710 - 4.970 N/A 220391969.00 220476366.36 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 216000000.00 216000000.00 0.0008 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 05/12/2027 3.71 3133ETT80 254900C5LP6DN9OP9V83 US3133ETT805 4003205 LVH158000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-12 2027-05-12 N N N 0.0371 21999195.90 21999195.90 0.0001 N N N N US Treasury Notes UST NOTES 1.25% 12/31/2026 1.25 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 IFD926000 U.S. Treasury Debt Y N/A N/A 2026-12-31 2026-12-31 2026-12-31 N N N 0.0260 285171426.26 285171426.26 0.0010 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 103999738.96 103999738.96 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 01/21/2027 3.66 3133EWAS9 254900C5LP6DN9OP9V83 US3133EWAS99 4003205 MCQ099000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-21 2027-01-21 N N N 0.0365 19999846.00 19999846.00 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 10/27/2026 3.67 3133ETM79 254900C5LP6DN9OP9V83 US3133ETM792 4003205 LTQ040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-27 2026-10-27 N N N 0.0363 111003536.46 111003536.46 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/21/2026 313385T97 2549001DPIFGXC1TOL40 US313385T970 CEF524000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-12-21 2026-12-21 2026-12-21 N N N 0.0392 639090495.33 639090495.33 0.0023 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 United States Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2030-03-31 2.875 - 4.125 N/A 319912200.00 319292392.68 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 313000000.00 313000000.00 0.0011 N Y Y N Federal Home Loan Bank FEDERAL 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Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-29 2026-10-29 N N N 0.0369 36005241.96 36005241.96 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 01/26/2028 3.71 3130B97D6 2549001DPIFGXC1TOL40 US3130B97D62 0001026214 MCQ103000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-26 2028-01-26 N N N 0.0370 66998688.14 66998688.14 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/03/2027 3.75 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 4003205 KYL475000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-03 2027-02-03 N N N 0.0368 69026832.03 69026832.03 0.0003 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 116998833.51 116998833.51 0.0004 N N N N RBC Financial Group RBCNY G *G RP 3.69% 10/1/26 3.69 N/A ES7IP3U3RHIGC71XBU11 MMM308000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5A38 2054-12-01 2056-03-01 5.000 - 5.500 N/A 9344714.00 7367159.73 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912797TC1 2026-07-31 2045-02-15 0.000 - 4.625 N/A 403674200.00 460714554.85 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133N3Z64 2055-10-01 2056-01-01 5.000 - 6.500 N/A 1596568.00 1441945.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HTA2 2027-05-15 2051-09-20 2.500 N/A 2000.00 560.57 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 455000000.00 455000000.00 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 68008179.72 68008179.72 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/04/2026 3.76 3130B2LH6 2549001DPIFGXC1TOL40 US3130B2LH68 0001026214 KPK856000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-04 2026-09-04 N N N 0.0374 205991238.82 205991238.82 0.0008 N N N N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.67% 7/1/26 3.67 N/A N/A MXE122000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912810RE0 2026-07-31 2054-11-15 1.250 - 4.625 N/A 394266300.00 392740048.48 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0367 385000000.00 385000000.00 0.0014 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 11/03/2027 3.75 3133ETP76 254900C5LP6DN9OP9V83 US3133ETP761 4003205 LUJ236000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-03 2027-11-03 N N N 0.0369 134090113.66 134090113.66 0.0005 N N N N US Treasury Bill UST BILLS 0% 11/19/2026 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 MPI180000 U.S. Treasury Debt Y N/A N/A 2026-11-19 2026-11-19 2026-11-19 N N N 0.0388 2561634296.00 2561634296.00 0.0094 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3 12/08/2026 3.65 3133ET3R6 254900C5LP6DN9OP9V83 US3133ET3R67 4003205 LYH676000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-08 2026-12-08 N N N 0.0365 36999296.63 36999296.63 0.0001 N N N N US Treasury Notes UST NOTES 4.25% 12/31/2026 4.25 91282CME8 254900HROIFWPRGM1V77 US91282CME83 KWL687000 U.S. Treasury Debt Y N/A N/A 2026-12-31 2026-12-31 2026-12-31 N N N 0.0411 723960230.76 723960230.76 0.0026 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 12/07/2026 3.65 3130B9R44 2549001DPIFGXC1TOL40 US3130B9R448 0001026214 MGV270000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-07 2026-12-07 N N N 0.0364 271996298.08 271996298.08 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 227086761.67 227086761.67 0.0008 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/17/2026 313385ZL3 2549001DPIFGXC1TOL40 US313385ZL32 313385ZL3 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-17 2026-07-17 2026-07-17 N N N 0.0364 513123773.92 513123773.92 0.0019 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5.5 07/09/2027 3.68 3130B8ZZ8 2549001DPIFGXC1TOL40 US3130B8ZZ80 0001026214 MBG169000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-09 2027-07-09 N N N 0.0369 134977175.55 134977175.55 0.0005 N N N N Fixed Income Clearing Corp - ING ING FIG G RP 3.71% 7/30/26 3.71 N/A N/A MWS984000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31281LCM8 2031-03-15 2056-06-01 2.000 - 7.000 N/A 171502975.00 32228332.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A1TZ4 2028-10-01 2056-05-01 2.000 - 7.000 N/A 904640736.00 529849586.35 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-30 2026-07-30 2026-07-30 N N N 0.0365 551000000.00 551000000.00 0.0020 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 10/19/2026 3.65 3130B9KR0 2549001DPIFGXC1TOL40 US3130B9KR03 0001026214 MFP667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-19 2026-10-19 N N N 0.0362 323998499.88 323998499.88 0.0012 N N N N Fixed Income Clearing Corp - Barclays BARC FIG T RP 3.66% 7/1/26 3.66 N/A N/A MXK760000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CNA5 2026-07-31 2048-08-15 0.500 - 4.625 N/A 398819700.00 387639423.72 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 380000000.00 380000000.00 0.0014 N Y Y N Credit AG CAGBK G *G RP 3.65% 7/17/26 3.65 N/A 1VUV7VQFKUOQSJ21A208 MWT049000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810RU4 2026-07-31 2048-08-15 0.625 - 4.625 N/A 159026800.00 156265757.73 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 153000000.00 153000000.00 0.0006 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 123994658.08 123994658.08 0.0005 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 3026167005.53 3026167005.53 0.0111 N Y Y 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 20999618.64 20999618.64 0.0001 N N N N Lloyds Bank PLC LOYDPL G G RP 3.72% 7/23/26 3.72 N/A H7FNTJ4851HG0EXQ1Z70 MLF180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 9128282R0 2027-04-30 2034-02-15 0.500 - 4.500 N/A 121864500.00 120222532.86 U.S. Treasuries (including strips) Y N/A N/A 2026-07-23 2026-07-23 2026-07-23 N N N 0.0366 117000000.00 117000000.00 0.0004 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 931026134.56 931026134.56 0.0034 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 91282CAH4 2027-08-31 2031-01-31 0.500 - 3.750 N/A 226266200.00 221363086.67 U.S. Treasuries (including strips) Y N/A N/A 2026-08-24 2026-08-24 2026-08-24 N N N 0.0369 217000000.00 217000000.00 0.0008 N N N Y Sumitomo Mitsui Banking Corp SUMITR G *G RP 3.72% 7/24/26 3.72 N/A 5493006GGLR4BTEL8O61 MLD602000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 2029-12-31 4.375 N/A 36750000.00 37034480.84 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-24 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0366 36000000.00 36000000.00 0.0001 N N Y N US Treasury Notes UST NOTES 4.125% 10/31/2026 4.13 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 KRT267000 U.S. Treasury Debt Y N/A N/A 2026-10-31 2026-10-31 2026-10-31 N N N 0.0393 254142875.00 254142875.00 0.0009 N Y Y N Societe Generale SA FICASH MN 3.635% 07/01/26 3.63 N/A N/A MXL608000_00925 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 91282CGH8 2028-01-31 2055-11-15 3.500 - 4.625 N/A 508619957.56 503343139.34 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0363 493031000.00 493031000.00 0.0018 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/05/2026 3.64 3130B9DH0 2549001DPIFGXC1TOL40 US3130B9DH04 0001026214 MDY624000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-05 2026-11-05 N N N 0.0362 267997014.48 267997014.48 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3 07/28/2026 3.65 3133ETN60 254900C5LP6DN9OP9V83 US3133ETN600 4003205 LTR722000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-28 2026-07-28 N N N 0.0360 20999915.37 20999915.37 0.0001 N N N N Fixed Income Clearing Corp - BONY BNY FIG M RP 3.65% 7/1/26 3.65 N/A N/A MXK796000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 9128284V9 2026-07-31 2048-08-15 0.000 - 6.500 N/A 259160800.00 251868608.54 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N0P82 2030-10-01 2064-06-01 1.500 - 8.000 N/A 5579881683.00 3558175554.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425UMV4 2034-09-01 2056-07-01 2.000 - 6.500 N/A 4232109561.00 3880755907.96 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 7540000000.00 7540000000.00 0.0276 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 912797RS8 2026-09-03 2055-11-15 0.000 - 4.875 N/A 587448200.00 587312706.85 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 575000000.00 575000000.00 0.0021 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/04/2026 313385E51 2549001DPIFGXC1TOL40 US313385E519 CAG679000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-04 2026-09-04 2026-09-04 N N N 0.0379 135081207.12 135081207.12 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 10/21/2026 3.69 3133ETQP5 254900C5LP6DN9OP9V83 US3133ETQP57 4003205 LIX973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-21 2026-10-21 N N N 0.0362 35005084.10 35005084.10 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 10/14/2026 3.66 3130B84K5 2549001DPIFGXC1TOL40 US3130B84K50 0001026214 LSF053000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-14 2026-10-14 N N N 0.0364 27999445.04 27999445.04 0.0001 N N N N US Treasury Notes UST NOTES 1.5% 01/31/2027 1.50 912828Z78 254900HROIFWPRGM1V77 US912828Z781 FFH343000 U.S. Treasury Debt Y N/A N/A 2027-01-31 2027-01-31 2027-01-31 N N N 0.0401 567720000.00 567720000.00 0.0021 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 76795896.84 76795896.84 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 10/20/2026 3.66 3133ETJ57 254900C5LP6DN9OP9V83 US3133ETJ574 4003205 LSU162000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-20 2026-10-20 N N N 0.0367 19997940.40 19997940.40 0.0001 N N N N US Treasury Bill UST BILLS 0% 09/03/2026 912797RS8 254900HROIFWPRGM1V77 US912797RS85 LOG157000 U.S. Treasury Debt Y N/A N/A 2026-09-03 2026-09-03 2026-09-03 N N N 0.0370 6227768666.07 6227768666.07 0.0228 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/02/2026 3.76 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 4003205 KTV485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-02 2026-12-02 N N N 0.0364 53023666.09 53023666.09 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 10/02/2026 3.67 3133ETBN6 254900C5LP6DN9OP9V83 US3133ETBN64 4003205 LDA956000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-02 2026-10-02 2026-10-02 N N N 0.0362 85003654.15 85003654.15 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 54052534.98 54052534.98 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 08/06/2027 3.68 3133ET6J1 254900C5LP6DN9OP9V83 US3133ET6J15 4003205 MBE518000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-06 2027-08-06 N N N 0.0368 127996606.72 127996606.72 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/26/2026 313385D45 2549001DPIFGXC1TOL40 US313385D453 313385D45 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-26 2026-08-26 2026-08-26 N N N 0.0370 702902935.00 702902935.00 0.0026 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 02/16/2027 3.66 3133ET4Q7 254900C5LP6DN9OP9V83 US3133ET4Q75 4003205 LYS734000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-16 2027-02-16 N N N 0.0366 24998769.75 24998769.75 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 09/09/2027 3.69 3130BAYS0 2549001DPIFGXC1TOL40 US3130BAYS02 0001026214 MUJ984000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-09 2027-09-09 N N N 0.0368 268995639.51 268995639.51 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 123992775.76 123992775.76 0.0005 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.65% 7/1/26 3.65 N/A 549300H47WTHXPU08X20 MXK735000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFLJ6 2027-09-01 2064-09-01 1.500 - 8.000 N/A 2772785461.00 1815521615.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWHS5 2027-10-01 2056-06-01 1.500 - 7.500 N/A 3262311310.00 2231230340.25 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2031-11-30 2.750 - 4.125 N/A 13307400.00 13259643.29 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 3980000000.00 3980000000.00 0.0145 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 62001166.84 62001166.84 0.0002 N N N N Sumitomo Mitsui Banking Corp FICASH MN 3.635% 07/01/26 3.63 N/A N/A MXL608000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MQN3 2042-10-20 2055-12-20 3.000 - 6.500 N/A 784288364.71 397675047.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWGH0 2053-02-01 2053-03-01 5.500 N/A 64094881.27 43911176.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9P88 2048-12-01 2053-03-01 2.000 - 5.500 N/A 1084096522.54 244947898.63 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0363 668047000.00 668047000.00 0.0024 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/06/2026 3.63 3130B9G20 2549001DPIFGXC1TOL40 US3130B9G201 0001026214 MEP666000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-06 2026-08-06 N N N 0.0359 145998509.34 145998509.34 0.0005 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 398961584.67 398961584.67 0.0015 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 1446642514.35 1446642514.35 0.0053 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 07/14/2026 3.66 3133ETPY7 254900C5LP6DN9OP9V83 US3133ETPY73 4003205 LIQ307000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-14 2026-07-14 N N N 0.0362 43999568.80 43999568.80 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 08/12/2026 3.69 3130B7E42 2549001DPIFGXC1TOL40 US3130B7E424 0001026214 LKD669000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-12 2026-08-12 N N N 0.0365 348992691.94 348992691.94 0.0013 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/22/2026 313385ZR0 2549001DPIFGXC1TOL40 US313385ZR02 313385ZR0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-22 2026-07-22 2026-07-22 N N N 0.0364 973846836.64 973846836.64 0.0036 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 03/13/2028 3.71 3133EWGU8 254900C5LP6DN9OP9V83 US3133EWGU81 4003205 MHB862000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-13 2028-03-13 N N N 0.0370 85002343.45 85002343.45 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 12/03/2026 3.65 3130B9QP8 2549001DPIFGXC1TOL40 US3130B9QP82 0001026214 MGJ849000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-03 2026-12-03 N N N 0.0364 272995803.99 272995803.99 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 912810QH4 2026-08-15 2056-05-15 1.125 - 5.000 N/A 343053900.00 338953245.35 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 332000000.00 332000000.00 0.0012 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 139000164.02 139000164.02 0.0005 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 65999462.76 65999462.76 0.0002 N N N N BMO Chicago Branch BMOCHI G *G RP 3.7% 8/11/26 3.70 N/A 3Y4U8VZURTYWI1W2K376 MWH822000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F2F51 2061-04-15 2068-02-15 4.000 - 6.500 N/A 264386834.00 268811423.51 Agency 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Income Clearing Corp - JP Morgan JPM FIG T RP 3.65% 7/1/26 3.65 N/A N/A MXK742000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CMR9 2031-06-30 2032-02-29 4.125 N/A 2286022500.00 2285031707.79 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 2240000000.00 2240000000.00 0.0082 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/21/2026 3.66 3130BAFJ1 2549001DPIFGXC1TOL40 US3130BAFJ14 0001026214 MLA383000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-21 2026-12-21 N N N 0.0365 130000343.20 130000343.20 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/22/2026 3.70 3133ETUJ4 254900C5LP6DN9OP9V83 US3133ETUJ42 4003205 LLJ821000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-22 2026-12-22 N N N 0.0369 95002845.25 95002845.25 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 413374590.90 413374590.90 0.0015 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 51998787.88 51998787.88 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 07/02/2027 3.68 3133EWRU6 254900C5LP6DN9OP9V83 US3133EWRU62 4003205 MTS670000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-02 2027-07-02 2027-07-02 N N N 0.0368 35999951.04 35999951.04 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL 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2026-07-06 N N N 0.0359 1147000000.00 1147000000.00 0.0042 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 01/03/2028 3.73 3130BBEF8 2549001DPIFGXC1TOL40 US3130BBEF83 0001026214 MXE345000 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 0.0373 70999438.39 70999438.39 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 02/09/2027 3.66 3130B92Q2 2549001DPIFGXC1TOL40 US3130B92Q21 0001026214 MBT326000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-09 2027-02-09 N N N 0.0365 66999238.21 66999238.21 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 09/08/2027 3.75 3130B7PA6 2549001DPIFGXC1TOL40 US3130B7PA66 0001026214 LOU846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-08 2027-09-08 N N N 0.0376 41995382.52 41995382.52 0.0002 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 40997726.14 40997726.14 0.0001 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 877750079.51 877750079.51 0.0032 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 912810UK2 2026-10-31 2055-05-15 0.500 - 4.750 N/A 123806800.00 121023073.46 U.S. Treasuries (including strips) Y N/A N/A 2026-08-17 2026-08-17 2026-08-17 N N N 0.0362 118000000.00 118000000.00 0.0004 N N N Y Royal Bank of Canada RBCTR G 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2054-10-01 3.000 - 5.500 N/A 163154442.00 100046239.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MDY63 2033-03-01 2056-04-01 2.000 - 6.500 N/A 552897909.00 272291611.53 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 365000000.00 365000000.00 0.0013 N Y Y N RBC Financial Group RBCNY G *G RP 3.66% 7/31/26 3.66 N/A ES7IP3U3RHIGC71XBU11 MXK872000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 9128283W8 2026-11-15 2034-08-15 0.500 - 4.625 N/A 483605100.00 482509074.18 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 473000000.00 473000000.00 0.0017 N N Y N BofA Securities, Inc. 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Wells Fargo Bank WFB FIG G RP 3.68% 7/9/26 3.68 N/A N/A MXB313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 2032-05-31 3.875 - 4.125 N/A 617606100.00 616143031.66 U.S. Treasuries (including strips) Y N/A N/A 2026-07-09 2026-07-09 2026-07-09 N N N 0.0362 604000000.00 604000000.00 0.0022 N N N N Lloyds Bank Corp Mrkts LBCM G G RP 3.65% 7/6/26 3.65 N/A 213800MBWEIJDM5CU638 MXJ693000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810RD2 2028-03-31 2050-02-15 1.375 - 4.625 N/A 148154400.00 145889664.04 U.S. Treasuries (including strips) Y N/A N/A 2026-07-06 2026-07-06 2026-07-06 N N N 0.0359 143000000.00 143000000.00 0.0005 N N Y N Fannie Mae FANNIE MAE VFAC SOFR+14 10/23/2026 3.76 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 0000310522 KRR809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-23 2026-10-23 N N N 0.0367 346941469.26 346941469.26 0.0013 N N N N Wells Fargo Bank NA WFBK G G RP 3.7% 9/2/26 3.70 N/A KB1H1DSPRFMYMCUFXT09 0000740906 MUJ874000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTYD5 2051-04-01 2056-05-01 2.500 - 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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 1894000000.00 1894000000.00 0.0069 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. RBC Dominion Securities RBCSEC G *G RP 3.66% 7/29/26 3.66 N/A 549300QJJX6CVVUXLE15 MXC873000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797RF6 2026-07-09 2055-05-15 0.000 - 4.750 N/A 769184700.00 700845967.13 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 686000000.00 686000000.00 0.0025 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 10/15/2026 3.76 3133ERXN6 254900C5LP6DN9OP9V83 US3133ERXN60 4003205 KYO979000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-15 2026-10-15 N N N 0.0367 89015802.84 89015802.84 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 912810QP6 2026-08-15 2055-02-15 0.000 - 4.375 N/A 172337004.36 180582093.97 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HTA2 2027-05-15 2056-06-20 2.000 - 6.500 N/A 20098161.00 14393707.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JSQV0 2056-01-01 2056-01-01 5.500 N/A 3423189.00 3486464.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BXN77 2053-11-01 2055-12-01 5.000 - 5.500 N/A 8110896.00 8179413.48 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 201000000.00 201000000.00 0.0007 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4.5 04/06/2027 3.67 3130B92P4 2549001DPIFGXC1TOL40 US3130B92P48 0001026214 MBT325000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-06 2027-04-06 N N N 0.0367 45996113.00 45996113.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 05/05/2027 3.75 3133ETFP7 254900C5LP6DN9OP9V83 US3133ETFP76 4003205 LER808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-05 2027-05-05 N N N 0.0375 151995192.24 151995192.24 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/04/2026 3.64 3130B9R36 2549001DPIFGXC1TOL40 US3130B9R364 0001026214 MGV244000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-04 2026-11-04 N N N 0.0362 271998106.88 271998106.88 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 07/08/2027 3.67 3130B93N8 2549001DPIFGXC1TOL40 US3130B93N80 0001026214 MBV633000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-08 2027-07-08 N N N 0.0369 66985806.05 66985806.05 0.0002 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.65% 7/1/26 3.65 N/A 549300H47WTHXPU08X20 MXK734000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M9JX1 2027-09-20 2066-05-20 1.500 - 7.500 N/A 5803257864.00 3631568163.40 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 3560000000.00 3560000000.00 0.0130 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 51996921.60 51996921.60 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/24/2027 3.78 3133ETZJ9 254900C5LP6DN9OP9V83 US3133ETZJ96 4003205 LQG629000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-24 2027-09-24 N N N 0.0377 228002223.00 228002223.00 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 07/21/2026 3.65 3130B8BA9 2549001DPIFGXC1TOL40 US3130B8BA95 0001026214 LTO176000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-21 2026-07-21 N N N 0.0358 555004329.00 555004329.00 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/21/2026 3.65 3130BADD6 2549001DPIFGXC1TOL40 US3130BADD61 0001026214 MKE152000 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 0.0363 230016592.20 230016592.20 0.0008 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 36176ARN1 2027-09-15 2076-03-20 2.000 - 8.500 N/A 727581154.00 272349329.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31358DJP0 2037-07-15 2037-07-15 0.000 N/A 5614000.00 3305876.88 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 88059E4Z4 2027-09-15 2064-09-15 0.000 N/A 735000.00 319679.90 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ERFJ5 2027-05-20 2027-05-26 3.875 - 4.500 N/A 138582000.00 139093286.62 Agency Debentures and Agency Strips 4.250 TVPR 65 A 549300HE1ISW43LNKM54 88059FCG4 2065-09-15 2065-09-15 0.000 N/A 84000.00 9711.74 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B6R24 2026-11-03 2038-11-29 0.000 - 4.250 N/A 156243000.00 153411521.88 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 557000000.00 557000000.00 0.0020 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 01/24/2028 3.70 3133EWMS6 254900C5LP6DN9OP9V83 US3133EWMS61 4003205 MLC355000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-24 2028-01-24 N N N 0.0369 25999599.86 25999599.86 0.0001 N N N N 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 117544127.06 117544127.06 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/22/2026 3.65 3130BAUU9 2549001DPIFGXC1TOL40 US3130BAUU93 0001026214 MRB271000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-22 2026-12-22 N N N 0.0365 129999325.30 129999325.30 0.0005 N N N N Fixed Income Clearing Corp - Natwest NTW FIG T RP 3.65% 7/1/26 3.65 N/A N/A MXK777000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 2033-02-28 3.750 N/A 18674100.00 18361944.96 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 0.0001 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 09/15/2027 3.76 3133ETYJ0 254900C5LP6DN9OP9V83 US3133ETYJ06 4003205 LPM572000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-09-15 2027-09-15 N N N 0.0376 56993547.60 56993547.60 0.0002 N N N N US Treasury Notes UST NOTES 4.125% 01/31/2027 4.13 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 KYF876000 U.S. Treasury Debt Y N/A N/A 2027-01-31 2027-01-31 2027-01-31 N N N 0.0401 1714068398.10 1714068398.10 0.0063 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/18/2026 3.67 3133ETLJ4 254900C5LP6DN9OP9V83 US3133ETLJ43 4003205 LHE544000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-18 2026-08-18 N N N 0.0361 14000186.34 14000186.34 0.0001 N N N N US Treasury Bill UST BILLS 0% 10/01/2026 912797SA6 254900HROIFWPRGM1V77 US912797SA68 LRA513000 U.S. Treasury Debt Y N/A N/A 2026-10-01 2026-10-01 2026-10-01 N N N 0.0379 4824506305.00 4824506305.00 0.0176 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 91282CKQ3 2034-05-15 2035-02-15 4.375 - 4.625 N/A 521846000.00 531470555.45 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0375 521000000.00 521000000.00 0.0019 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/10/2027 3.72 3130B6N28 2549001DPIFGXC1TOL40 US3130B6N286 0001026214 LGT166000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-10 2027-06-10 N N N 0.0374 125974531.62 125974531.62 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 01/27/2028 3.70 3130BAHD2 2549001DPIFGXC1TOL40 US3130BAHD26 0001026214 MLF193000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-27 2028-01-27 N N N 0.0369 90998544.00 90998544.00 0.0003 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 912797TF4 2026-07-02 2055-08-15 0.000 - 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6.500 N/A 86498282.84 60082344.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVLS2 2030-07-01 2056-06-01 1.500 - 7.500 N/A 135150497.23 104773188.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912828ZV5 2026-07-31 2055-11-15 0.000 - 4.750 N/A 251139601.07 247927100.57 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYK50 2031-08-01 2056-07-01 1.500 - 7.000 N/A 64726705.47 13209735.14 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 417203000.00 417203000.00 0.0015 N Y Y 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 77975984.58 77975984.58 0.0003 N N N N SMBC Nikko Securities America Inc NIKKO G M RP 3.65% 7/1/26 3.65 N/A 6PJDTY319315T5LR2241 MXK784000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132AC3B4 2040-10-01 2052-07-01 2.500 - 4.500 N/A 9690779.00 5654935.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XQBG5 2029-04-01 2056-04-01 2.500 - 7.000 N/A 406582401.00 250391022.44 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 251000000.00 251000000.00 0.0009 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 04/07/2028 3.71 3133EWKR0 254900C5LP6DN9OP9V83 US3133EWKR07 4003205 MJL788000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-04-07 2028-04-07 N N N 0.0370 180005439.60 180005439.60 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 02/12/2027 3.71 3130B54R6 2549001DPIFGXC1TOL40 US3130B54R67 0001026214 LPU474000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-12 2027-02-12 N N N 0.0366 67019853.44 67019853.44 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 01/06/2027 3.76 3130B4FQ9 2549001DPIFGXC1TOL40 US3130B4FQ97 0001026214 LDC088000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-06 2027-01-06 N N N 0.0366 24011508.00 24011508.00 0.0001 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIT G RP 3.66% 7/1/26 3.66 N/A 549300H47WTHXPU08X20 MXL251000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 2028-06-30 4.125 N/A 1067439700.00 1067940062.36 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 1047000000.00 1047000000.00 0.0038 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 04/29/2027 3.75 3133ETFE2 254900C5LP6DN9OP9V83 US3133ETFE20 4003205 LEK877000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-29 2027-04-29 N N N 0.0373 283023053.18 283023053.18 0.0010 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 115787500.00 115787500.00 0.0004 N Y Y N Citigroup Global Capital Markets Inc CITIGR G G RP SOFR+0.05% 9/1/26 3.67 N/A MBNUM2BPBDO7JBLYG310 0000315030 MXL073000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2026-09-01 2026-09-01 2026-09-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0363 555000000.00 555000000.00 0.0020 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. 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 625009006.25 625009006.25 0.0023 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 04/19/2027 3.67 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 4003205 MAI620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-19 2027-04-19 N N N 0.0366 23999509.20 23999509.20 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 05/06/2027 3.67 3133EWCK4 254900C5LP6DN9OP9V83 US3133EWCK46 4003205 MEL555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-06 2027-05-06 N N N 0.0368 70989915.16 70989915.16 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 12/29/2027 3.70 3133EWRN2 254900C5LP6DN9OP9V83 US3133EWRN20 4003205 MTO353000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-29 2027-12-29 N N N 0.0370 51999674.48 51999674.48 0.0002 N N N N US Treasury Notes UST NOTES 4.5% 07/15/2026 4.50 91282CHM6 254900HROIFWPRGM1V77 US91282CHM64 JVN370000 U.S. Treasury Debt Y N/A N/A 2026-07-15 2026-07-15 2026-07-15 N N N 0.0373 130037320.40 130037320.40 0.0005 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 05/24/2027 3.68 3133EWMT4 254900C5LP6DN9OP9V83 US3133EWMT45 4003205 MLC324000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-24 2027-05-24 N N N 0.0368 59993455.20 59993455.20 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/28/2026 3.63 3130B9BJ8 2549001DPIFGXC1TOL40 US3130B9BJ87 0001026214 MDT239000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-28 2026-08-28 N N N 0.0359 225997498.18 225997498.18 0.0008 N N N N Sumitomo Mitsui Banking Corp SUMITR G *G RP 3.7% 7/1/26 3.70 N/A 5493006GGLR4BTEL8O61 MWJ300000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 2033-11-15 3.875 - 4.500 N/A 42322000.00 41940871.12 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 1 N N/A N/A N N 0.0370 41000000.00 41000000.00 0.0001 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 03/10/2028 3.71 3130B9RT9 2549001DPIFGXC1TOL40 US3130B9RT95 0001026214 MGW964000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-10 2028-03-10 N N N 0.0373 112951954.66 112951954.66 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 01/12/2027 3.72 3133ETCY1 254900C5LP6DN9OP9V83 US3133ETCY11 4003205 LJB080000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-12 2027-01-12 N N N 0.0368 88017026.24 88017026.24 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 91282CAH4 2027-08-31 2027-08-31 0.500 N/A 225070700.00 216262245.01 U.S. Treasuries (including strips) Y N/A N/A 2026-08-14 2026-08-14 2026-08-14 N N N 0.0365 212000000.00 212000000.00 0.0008 N N N Y Fixed Income Clearing Corp - ING ING FIG M RP 3.65% 7/1/26 3.65 N/A N/A MXK792000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LXQJ1 2033-12-01 2056-06-01 2.000 - 7.000 N/A 583523180.00 382518559.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128P7TU7 2032-06-01 2055-11-01 3.000 - 7.000 N/A 384085998.00 256066179.05 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 626000000.00 626000000.00 0.0023 N Y Y N Sumitomo Mitsui Banking Corp SUMITR G *G RP 3.71% 7/15/26 3.71 N/A 5493006GGLR4BTEL8O61 MXE204000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2026-07-07 2026-07-07 2026-07-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0365 43000000.00 43000000.00 0.0002 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/11/2026 3.64 3130B9HJ2 2549001DPIFGXC1TOL40 US3130B9HJ24 0001026214 MFC275000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-11 2026-09-11 N N N 0.0360 107999063.64 107999063.64 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 11/12/2027 3.74 3133ETT56 254900C5LP6DN9OP9V83 US3133ETT565 4003205 LVH079000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-12 2027-11-12 N N N 0.0373 81004032.99 81004032.99 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/17/2026 3.63 3130B9GM6 2549001DPIFGXC1TOL40 US3130B9GM61 0001026214 MER184000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-17 2026-08-17 N N N 0.0359 39999559.20 39999559.20 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/28/2026 313385D60 2549001DPIFGXC1TOL40 US313385D602 313385D60 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-28 2026-08-28 2026-08-28 N N N 0.0370 1017857710.08 1017857710.08 0.0037 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 1630825799.52 1630825799.52 0.0060 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 2055-08-01 2056-02-01 5.000 - 6.500 N/A 13270262.00 10142985.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2Z68 2031-05-01 2055-09-01 3.000 - 5.500 N/A 30090354.00 29539489.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V2CT2 2055-06-20 2056-04-20 3.500 - 6.500 N/A 17047971.00 14284836.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810QX9 2026-08-15 2055-08-15 0.000 - 4.625 N/A 151130254.33 152408361.67 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 201000000.00 201000000.00 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 422335498.97 422335498.97 0.0015 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 912797UL9 2026-10-22 2031-04-30 0.000 - 4.250 N/A 5598465900.00 5395325499.26 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 5289000000.00 5289000000.00 0.0193 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 912810QU5 2027-06-30 2052-02-15 1.125 - 4.375 N/A 731490100.00 487317274.81 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 474000000.00 474000000.00 0.0017 N N Y N US Treasury Bill UST BILLS 0% 07/02/2026 912797TF4 254900HROIFWPRGM1V77 US912797TF47 MAU031000 U.S. Treasury Debt Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0181 2635726553.71 2635726553.71 0.0096 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 11/30/2026 3.66 3130BAJV0 2549001DPIFGXC1TOL40 US3130BAJV06 0001026214 MMJ804000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-30 2026-11-30 N N N 0.0365 63999152.00 63999152.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/28/2026 3.67 3133ETJD0 254900C5LP6DN9OP9V83 US3133ETJD01 4003205 LGC004000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-28 2026-08-28 N N N 0.0364 49998917.50 49998917.50 0.0002 N N N 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 912797UJ4 2026-10-08 2036-05-15 0.000 - 4.625 N/A 1559598300.00 1550557666.48 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 1520000000.00 1520000000.00 0.0056 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 678381299.04 678381299.04 0.0025 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 10/08/2027 3.68 3133EWKS8 254900C5LP6DN9OP9V83 US3133EWKS89 4003205 MJL780000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-08 2027-10-08 N N N 0.0368 46999653.14 46999653.14 0.0002 N N N N Lloyds Bank PLC LOYDPL G G RP 3.7% 8/28/26 3.70 N/A H7FNTJ4851HG0EXQ1Z70 MTO324000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912828ZQ6 2027-08-31 2033-11-15 0.500 - 4.500 N/A 119888300.00 120870746.31 U.S. Treasuries (including strips) Y N/A N/A 2026-08-28 2026-08-28 2026-08-28 N N N 0.0365 118000000.00 118000000.00 0.0004 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 230386406.25 230386406.25 0.0008 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 269000172.16 269000172.16 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 07/30/2027 3.74 3130B7BV5 2549001DPIFGXC1TOL40 US3130B7BV59 0001026214 LJL703000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-30 2027-07-30 N N N 0.0369 405165997.35 405165997.35 0.0015 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 02/01/2027 3.66 3133EWNG1 254900C5LP6DN9OP9V83 US3133EWNG15 4003205 MMI050000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-01 2027-02-01 N N N 0.0366 136998505.33 136998505.33 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/20/2026 313385C61 2549001DPIFGXC1TOL40 US313385C612 313385C61 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-08-20 2026-08-20 2026-08-20 N N N 0.0370 65657790.00 65657790.00 0.0002 N N Y N US Treasury Bill UST BILLS 0% 10/13/2026 912797VL8 254900HROIFWPRGM1V77 US912797VL86 MWE667000 U.S. Treasury Debt Y N/A N/A 2026-10-13 2026-10-13 2026-10-13 N N N 0.0379 3956984440.00 3956984440.00 0.0145 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 91282CLF6 2027-04-15 2035-02-15 0.000 - 4.625 N/A 125367100.00 121943773.69 U.S. Treasuries (including strips) Y N/A N/A 2026-08-27 2026-08-27 2026-08-27 N N N 0.0365 119000000.00 119000000.00 0.0004 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 10/02/2026 3.67 3133ETC54 254900C5LP6DN9OP9V83 US3133ETC546 4003205 LRC055000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-02 2026-10-02 2026-10-02 N N N 0.0360 15001288.50 15001288.50 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5.5 05/27/2027 3.68 3130BAWW3 2549001DPIFGXC1TOL40 US3130BAWW32 0001026214 MTU852000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-27 2027-05-27 N N N 0.0367 65999293.14 65999293.14 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/07/2026 3.65 3130BAK89 2549001DPIFGXC1TOL40 US3130BAK897 0001026214 MMJ783000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-07 2026-12-07 N N N 0.0364 492996120.09 492996120.09 0.0018 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 21002939.37 21002939.37 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 12/23/2026 3.69 3130B6W85 2549001DPIFGXC1TOL40 US3130B6W857 0001026214 LHY215000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-23 2026-12-23 N N N 0.0369 53999096.58 53999096.58 0.0002 N N N N US Treasury Bill UST BILLS 0% 07/28/2026 912797UR6 254900HROIFWPRGM1V77 US912797UR65 MIQ049000 U.S. Treasury Debt Y N/A N/A 2026-07-28 2026-07-28 2026-07-28 N N N 0.0351 3684985404.55 3684985404.55 0.0135 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 04/10/2028 3.71 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 4003205 MJS755000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-04-10 2028-04-10 N N N 0.0370 52999221.43 52999221.43 0.0002 N N N N Fixed Income Clearing Corp - CIBC CIB FID T RP 3.65% 7/1/26 3.65 N/A N/A MXK767000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 91282CLK5 2027-12-31 2032-05-31 0.625 - 4.125 N/A 3433135000.00 3356914303.80 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 3290000000.00 3290000000.00 0.0120 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 421258620.00 421258620.00 0.0015 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 356445256.36 356445256.36 0.0013 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 615117169.80 615117169.80 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 11/27/2026 3.70 3130B6HX7 2549001DPIFGXC1TOL40 US3130B6HX78 0001026214 LFX926000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-27 2026-11-27 N N N 0.0364 32005186.88 32005186.88 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5.5 06/01/2027 3.68 3130BAX44 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2026-07-01 2027-07-12 2027-07-12 N N N 0.0367 202998816.51 202998816.51 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 03/08/2027 3.66 3133EWGH7 254900C5LP6DN9OP9V83 US3133EWGH70 4003205 MGW871000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-03-08 2027-03-08 N N N 0.0318 107333759.75 107333759.75 0.0004 N N N 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 843127849.38 843127849.38 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 134999896.05 134999896.05 0.0005 N N N N 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2026-07-08 2026-07-08 N N N 0.0363 394683123.10 394683123.10 0.0014 N N Y N Sumitomo Mitsui Banking Corp/New York FICASH MN 3.635% 07/01/26 3.63 N/A N/A MXL608000_10193 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 3618N5A33 2047-03-20 2054-11-20 2.000 - 6.000 N/A 429424327.15 290796432.36 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810UA4 2026-08-15 2054-05-15 1.000 - 5.000 N/A 257642751.90 251851493.62 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0363 531953000.00 531953000.00 0.0019 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+23 06/28/2027 3.85 3133ERKA8 254900C5LP6DN9OP9V83 US3133ERKA86 4003205 LKV243000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-06-28 2027-06-28 N N 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549300M8ZYFG0OCMTT87 3618V8JV7 2027-06-20 2065-11-20 1.500 - 7.500 N/A 2776086663.00 1395465162.40 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-09 2026-09-09 2026-09-09 N N N 0.0368 1365000000.00 1365000000.00 0.0050 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 07/20/2027 3.67 3133EWHX1 254900C5LP6DN9OP9V83 US3133EWHX12 4003205 MHY826000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-20 2027-07-20 N N N 0.0367 41999718.18 41999718.18 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 02/12/2027 3.68 3130B8K84 2549001DPIFGXC1TOL40 US3130B8K841 0001026214 LVH435000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-12 2027-02-12 N N N 0.0368 137995745.46 137995745.46 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 11/13/2026 3.69 3133ETKZ9 254900C5LP6DN9OP9V83 US3133ETKZ93 4003205 LGX155000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-13 2026-11-13 N N N 0.0364 28002798.88 28002798.88 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/20/2028 3.70 3133EWAK6 254900C5LP6DN9OP9V83 US3133EWAK63 4003205 MJL714000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-20 2028-01-20 N N N 0.0373 13993226.94 13993226.94 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/28/2027 3.69 3133EWJX9 254900C5LP6DN9OP9V83 US3133EWJX93 4003205 MIQ026000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-28 2027-12-28 N N N 0.0369 33999716.44 33999716.44 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 3.62% 02/08/2027 3.62 3130B93X6 2549001DPIFGXC1TOL40 US3130B93X62 0001026214 MBV663000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2027-02-08 2027-02-08 2027-02-08 N N N 0.0406 1208780128.08 1208780128.08 0.0044 N N N N Wells Fargo Securities, LLC WFSEC G G RP 3.7% 8/31/26 3.70 N/A VYVVCKR63DVZZN70PB21 0000276523 MUF520000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Q3H2 2030-07-20 2056-06-20 2.000 - 7.500 N/A 533508568.00 360110138.77 Agency Mortgage-Backed Securities Y N/A N/A 2026-08-31 2026-08-31 2026-08-31 N N N 0.0366 352000000.00 352000000.00 0.0013 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/12/2026 3.65 3130B9HU7 2549001DPIFGXC1TOL40 US3130B9HU78 0001026214 MFD393000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-12 2026-11-12 N N N 0.0363 269996876.10 269996876.10 0.0010 N N N N Wells Fargo Bank NA WFBK G G RP 3.72% 9/10/26 3.72 N/A KB1H1DSPRFMYMCUFXT09 0000740906 MWJ384000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4AH0 2048-01-01 2056-03-01 3.500 - 6.500 N/A 907188736.00 275940702.79 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-10 2026-09-10 2026-09-10 N N N 0.0368 270000000.00 270000000.00 0.0010 N N N Y Canadian Imperial Bank of Commerce CIBC G *G RP 3.65% 7/13/26 3.65 N/A 2IGI19DL77OX0HC3ZE78 MXJ810000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 9128282A7 2026-08-15 2032-11-15 0.375 - 4.125 N/A 353571100.00 349930975.40 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 343000000.00 343000000.00 0.0013 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 04/21/2027 3.73 3133ETQX8 254900C5LP6DN9OP9V83 US3133ETQX81 4003205 LOT384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-21 2027-04-21 N N N 0.0373 19998408.80 19998408.80 0.0001 N N N N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.67% 7/7/26 3.67 N/A N/A MXK855000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 2027-02-28 1.875 N/A 192251400.00 190759535.41 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0361 187000000.00 187000000.00 0.0007 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 02/02/2028 3.72 3133EWBT6 254900C5LP6DN9OP9V83 US3133EWBT63 4003205 MDU419000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-02-02 2028-02-02 N N N 0.0371 122997794.61 122997794.61 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 05/27/2027 3.74 3133ETJA6 254900C5LP6DN9OP9V83 US3133ETJA61 4003205 LGA851000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-27 2027-05-27 N N N 0.0369 51006245.46 51006245.46 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 03/27/2028 3.71 3133EWJM3 254900C5LP6DN9OP9V83 US3133EWJM39 4003205 MIE839000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-27 2028-03-27 N N N 0.0371 57999487.28 57999487.28 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 11/27/2026 3.69 3133ETMS3 254900C5LP6DN9OP9V83 US3133ETMS33 4003205 LHQ330000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-27 2026-11-27 N N N 0.0364 71008537.75 71008537.75 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/25/2026 313385H25 2549001DPIFGXC1TOL40 US313385H256 313385H25 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-25 2026-09-25 2026-09-25 N N N 0.0380 707914081.13 707914081.13 0.0026 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+27 11/24/2026 3.89 3133EPF34 254900C5LP6DN9OP9V83 US3133EPF349 4003205 LBQ353000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-24 2026-11-24 N N N 0.0364 57053769.81 57053769.81 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/13/2026 313385P34 2549001DPIFGXC1TOL40 US313385P341 313385P34 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-11-13 2026-11-13 2026-11-13 N N N 0.0389 82808412.96 82808412.96 0.0003 N N N N Federal Home Loan Bank Discount Notes 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notes) Y N/A N/A 2026-07-01 2027-12-23 2027-12-23 N N N 0.0369 267038893.89 267038893.89 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/09/2026 3.64 3130B9GH7 2549001DPIFGXC1TOL40 US3130B9GH76 0001026214 MER136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-09 2026-10-09 N N N 0.0361 40000011.60 40000011.60 0.0001 N N N N US Treasury Notes UST NOTES 1.25% 11/30/2026 1.25 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 IEA092000 U.S. Treasury Debt Y N/A N/A 2026-11-30 2026-11-30 2026-11-30 N N N 0.0396 11866031.28 11866031.28 0.0000 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/10/2026 3.63 3130B9FS4 2549001DPIFGXC1TOL40 US3130B9FS41 0001026214 MEP665000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-10 2026-07-10 N N N 0.0358 258999015.80 258999015.80 0.0009 N N N N Citigroup Global Capital Markets Inc FICASH MN 3.635% 07/01/26 3.63 N/A N/A MXL608000_00137 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 91282CKQ3 2029-05-31 2044-05-15 3.375 - 4.500 N/A 765892331.71 773871160.69 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0363 758621000.00 758621000.00 0.0028 N Y Y 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 2148000000.00 2148000000.00 0.0078 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. 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no-coupon discount notes) Y N/A N/A 2026-10-28 2026-10-28 2026-10-28 N N N 0.0382 77035399.74 77035399.74 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 105998360.18 105998360.18 0.0004 N N N N Fixed Income Clearing Corp - Wells Fargo Bank WFB FIG G RP 3.66% 7/13/26 3.66 N/A N/A MWR252000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CPJ4 2029-02-15 2035-11-15 3.500 - 4.000 N/A 304558200.00 300930669.67 U.S. Treasuries (including strips) Y N/A N/A 2026-07-13 2026-07-13 2026-07-13 N N N 0.0360 295000000.00 295000000.00 0.0011 N N N Y US Treasury Notes UST NOTES 3.5% 09/30/2026 3.50 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 KQE189000 U.S. Treasury Debt Y N/A N/A 2026-09-30 2026-09-30 2026-09-30 N N N 0.0383 67938906.08 67938906.08 0.0002 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 268996406.16 268996406.16 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 11/26/2027 3.74 3133ET2A4 254900C5LP6DN9OP9V83 US3133ET2A42 4003205 LWP084000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-26 2027-11-26 N N N 0.0371 73013819.63 73013819.63 0.0003 N N N N Bank of America NA FICASH M2 3.65% 07/01/26 3.65 N/A N/A MXL263000_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 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2026-08-03 2026-08-03 N N N 0.0358 269997013.80 269997013.80 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/03/2026 3.76 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 4003205 KPD773000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-03 2026-09-03 N N N 0.0365 101011986.68 101011986.68 0.0004 N N N N US Treasury Notes UST NOTES 2.75% 04/30/2027 2.75 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 JAE851000 U.S. Treasury Debt Y N/A N/A 2027-04-30 2027-04-30 2027-04-30 N N N 0.0406 114760250.00 114760250.00 0.0004 N Y Y N NatWest Market Securities Inc NTWSEC G G RP 3.65% 7/7/26 3.65 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 MXK822000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 2028-09-15 0.625 - 3.375 N/A 144431100.00 142814575.30 U.S. Treasuries (including strips) Y N/A 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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 10009562.60 10009562.60 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/21/2027 3.73 3130B74D3 2549001DPIFGXC1TOL40 US3130B74D36 0001026214 LOC580000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-21 2027-07-21 N N N 0.0375 26994507.39 26994507.39 0.0001 N N N N US Treasury Notes UST NOTES 4.625% 06/15/2027 4.63 91282CKV2 254900HROIFWPRGM1V77 US91282CKV27 KKQ924000 U.S. Treasury Debt Y N/A N/A 2027-06-15 2027-06-15 2027-06-15 N N N 0.0411 692315812.50 692315812.50 0.0025 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 07/30/2027 3.68 3130B9CN8 2549001DPIFGXC1TOL40 US3130B9CN80 0001026214 MDW364000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-30 2027-07-30 N N N 0.0368 66999037.88 66999037.88 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/24/2026 3.66 3130BAFU6 2549001DPIFGXC1TOL40 US3130BAFU68 0001026214 MLA302000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-24 2026-12-24 N N N 0.0365 259000442.89 259000442.89 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/28/2026 3.75 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 4003205 KRR808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-28 2026-08-28 N N N 0.0363 44005037.12 44005037.12 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 07/01/2027 3133EWUR9 254900C5LP6DN9OP9V83 US3133EWUR96 4003205 MXC915000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-01 2027-07-01 2027-07-01 N N N 0.0000 43000000.00 43000000.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 01/06/2027 3.66 3133ET6H5 254900C5LP6DN9OP9V83 US3133ET6H58 4003205 MBE527000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-06 2027-01-06 N N N 0.0323 89189743.55 89189743.55 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/09/2026 313385J80 2549001DPIFGXC1TOL40 US313385J807 313385J80 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-09 2026-10-09 2026-10-09 N N N 0.0381 228595611.09 228595611.09 0.0008 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/28/2027 313384BD0 2549001DPIFGXC1TOL40 US313384BD07 313384BD0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2027-01-28 2027-01-28 2027-01-28 N N N 0.0398 190630592.10 190630592.10 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 10/25/2027 3.69 3133EWFE5 254900C5LP6DN9OP9V83 US3133EWFE58 4003205 MGE460000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-10-25 2027-10-25 N N N 0.0368 44999604.45 44999604.45 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/02/2026 313385E36 2549001DPIFGXC1TOL40 US313385E360 313385E36 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-02 2026-09-02 2026-09-02 N N N 0.0379 201670124.67 201670124.67 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 06/09/2028 3.71 3130BAYW1 2549001DPIFGXC1TOL40 US3130BAYW14 0001026214 MUJ985000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-06-09 2028-06-09 N N N 0.0371 239994381.60 239994381.60 0.0009 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 1074843028.11 1074843028.11 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 91282CAE1 2030-08-15 2030-08-15 0.625 N/A 123219400.00 107110903.33 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 105000000.00 105000000.00 0.0004 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/20/2026 3.63 3130B9A42 2549001DPIFGXC1TOL40 US3130B9A428 0001026214 MCQ322000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-20 2026-08-20 N N N 0.0359 134998238.25 134998238.25 0.0005 N N N N Fannie Mae FANNIE MAE VFAC SOFR+14 09/11/2026 3.76 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 0000310522 KPT617000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-11 2026-09-11 N N N 0.0364 611089719.24 611089719.24 0.0022 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 91282CNY3 2027-06-30 2028-09-15 3.250 - 3.375 N/A 1360830000.00 1351708201.79 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1325000000.00 1325000000.00 0.0048 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4.5 05/27/2027 3.67 3130B9Q60 2549001DPIFGXC1TOL40 US3130B9Q606 0001026214 MGH521000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-27 2027-05-27 N N N 0.0359 66043243.86 66043243.86 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/15/2027 313384AQ2 2549001DPIFGXC1TOL40 US313384AQ29 313384AQ2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2027-01-15 2027-01-15 2027-01-15 N N N 0.0398 252573436.98 252573436.98 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 08/09/2027 3.69 3133EWCL2 254900C5LP6DN9OP9V83 US3133EWCL29 4003205 MEL553000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-09 2027-08-09 N N N 0.0369 42999281.04 42999281.04 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+25 11/12/2027 3.87 3133ERZU8 254900C5LP6DN9OP9V83 US3133ERZU85 4003205 LPW092000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-12 2027-11-12 N N N 0.0372 26050062.22 26050062.22 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/15/2026 3.66 3130BAEG8 2549001DPIFGXC1TOL40 US3130BAEG83 0001026214 MKH451000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-15 2026-12-15 N N N 0.0365 116000165.88 116000165.88 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 08/26/2027 3.68 3133EWJK7 254900C5LP6DN9OP9V83 US3133EWJK72 4003205 MID427000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-26 2027-08-26 N N N 0.0367 42999716.63 42999716.63 0.0002 N N N N Fixed Income Clearing Corp - Nomura NOM FIG T RP 3.65% 7/1/26 3.65 N/A XPSKD1VTEQPKCHBEKQ95 MXK813000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 91282CCR0 2026-08-15 2035-05-15 0.750 - 4.625 N/A 1424360700.00 1404682483.34 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1377000000.00 1377000000.00 0.0050 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 135000306.45 135000306.45 0.0005 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/02/2028 3.71 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 4003205 MDT172000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-02-02 2028-02-02 N N N 0.0370 75007740.75 75007740.75 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/21/2026 3.64 3130B96P0 2549001DPIFGXC1TOL40 US3130B96P02 0001026214 MCO782000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-21 2026-09-21 N N N 0.0361 65998848.30 65998848.30 0.0002 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 09/04/2026 3.76 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 KPM089000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-04 2026-09-04 N N N 0.0364 282036738.96 282036738.96 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3 12/08/2026 3.65 3133EWSP6 254900C5LP6DN9OP9V83 US3133EWSP68 4003205 MUH671000 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 101999160.54 101999160.54 0.0004 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 12007785.84 12007785.84 0.0000 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 07/16/2027 3.68 3133EWLR9 254900C5LP6DN9OP9V83 US3133EWLR97 4003205 MKC574000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-07-16 2027-07-16 N N N 0.0368 30999538.10 30999538.10 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 12/29/2026 3.66 3130BAH34 2549001DPIFGXC1TOL40 US3130BAH349 0001026214 MLD705000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-29 2026-12-29 N N N 0.0365 128999882.61 128999882.61 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 04/15/2027 3.67 3133EWAF7 254900C5LP6DN9OP9V83 US3133EWAF78 4003205 MDD918000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-15 2027-04-15 N N N 0.0368 13998218.64 13998218.64 0.0001 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIG M RP 3.66% 7/1/26 3.66 N/A N/A MXK818000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U0NA1 2031-05-01 2057-03-01 1.500 - 6.500 N/A 681603884.00 485527694.54 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912797TC1 2026-09-17 2055-02-15 0.000 - 4.875 N/A 13590000.00 13659116.96 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426AFK9 2037-09-01 2056-06-01 2.000 - 7.000 N/A 825089418.00 677502652.29 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 1152000000.00 1152000000.00 0.0042 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 477715829.00 477715829.00 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 64994205.90 64994205.90 0.0002 N N N N Lloyds Bank PLC LOYDPL G G RP 3.67% 8/10/26 3.67 N/A H7FNTJ4851HG0EXQ1Z70 MQW418000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810UK2 2027-08-15 2055-05-15 0.500 - 4.750 N/A 125233600.00 119883603.33 U.S. Treasuries (including strips) Y N/A N/A 2026-08-10 2026-08-10 2026-08-10 N N N 0.0362 117000000.00 117000000.00 0.0004 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 05/15/2028 3.71 3133EWPQ7 254900C5LP6DN9OP9V83 US3133EWPQ78 4003205 MPD621000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-05-15 2028-05-15 N N N 0.0371 40999476.43 40999476.43 0.0001 N N N N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.66% 7/2/26 3.66 N/A N/A MXC801000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912810PT9 2027-09-30 2052-05-15 1.500 - 5.000 N/A 683839500.00 601861187.92 U.S. Treasuries (including strips) Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0359 590000000.00 590000000.00 0.0022 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 1064556706.08 1064556706.08 0.0039 N Y Y N Canadian Imperial Bank of Commerce CIBC G *G RP 3.65% 7/30/26 3.65 N/A 2IGI19DL77OX0HC3ZE78 MWS971000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797TN7 2026-07-16 2056-02-15 0.000 - 4.750 N/A 204142300.00 196100218.39 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 192000000.00 192000000.00 0.0007 N N Y N BMO Chicago Branch BMOCHI G *G RP 3.69% 7/21/26 3.69 N/A 3Y4U8VZURTYWI1W2K376 MWT047000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDQ0 2026-12-15 2066-06-20 1.500 - 8.000 N/A 334548595.00 216528140.40 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 212000000.00 212000000.00 0.0008 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 12/06/2027 3.71 3130B8TP7 2549001DPIFGXC1TOL40 US3130B8TP72 0001026214 MJJ503000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-06 2027-12-06 N N N 0.0369 171042508.89 171042508.89 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/30/2026 3.64 3130B9BH2 2549001DPIFGXC1TOL40 US3130B9BH22 0001026214 MDT244000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-30 2026-09-30 N N N 0.0360 266000372.40 266000372.40 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 01/08/2027 3.72 3133ETPB7 254900C5LP6DN9OP9V83 US3133ETPB70 4003205 LIG193000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-01-08 2027-01-08 N N N 0.0372 86999586.75 86999586.75 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 03/26/2027 3.71 3133ETMT1 254900C5LP6DN9OP9V83 US3133ETMT16 4003205 LHQ329000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-03-26 2027-03-26 N N N 0.0363 17008113.93 17008113.93 0.0001 N N N N Citigroup Global Capital Markets Inc CITIGR G RP SOFR+0.06% 7/1/26 3.68 N/A MBNUM2BPBDO7JBLYG310 0000315030 MUF582000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128QJ5D4 2035-08-01 2056-03-01 3.000 - 6.125 N/A 6441472.00 6247436.65 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ET6N2 2028-01-12 2028-01-12 3.700 N/A 164803000.00 166062735.69 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VN4L2 2030-08-15 2076-05-20 2.000 - 9.000 N/A 1004745744.00 746980830.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384VJ94 2028-10-01 2055-12-01 2.000 - 6.529 N/A 108547311.00 51462529.06 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0368 949000000.00 949000000.00 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 15999951.04 15999951.04 0.0001 N N N N US Treasury Notes UST NOTES 3.75% 08/31/2026 3.75 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 KOW161000 U.S. Treasury Debt Y N/A N/A 2026-08-31 2026-08-31 2026-08-31 N N N 0.0379 1182837337.50 1182837337.50 0.0043 N Y Y N BofA Securities, Inc. BASGR *G RP SOFR+0.02% 7/6/26 3.64 N/A 549300HN4UKV1E2R3U73 MHB796000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VVX5 2050-10-20 2061-05-15 2.000 - 6.500 N/A 144470576.00 108367886.76 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 105000000.00 105000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 12/24/2026 3.69 3130B6UD6 2549001DPIFGXC1TOL40 US3130B6UD67 0001026214 LHU592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-24 2026-12-24 N N N 0.0370 91996219.72 91996219.72 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 217890000.00 194075303.91 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 190000000.00 190000000.00 0.0007 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 06/09/2028 3.71 3130BB2X2 2549001DPIFGXC1TOL40 US3130BB2X29 0001026214 MWE674000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-06-09 2028-06-09 N N N 0.0371 999978120.00 999978120.00 0.0037 N N N 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 207020631.69 207020631.69 0.0008 N N N N US Treasury Bill UST BILLS 0% 07/14/2026 912797UP0 254900HROIFWPRGM1V77 US912797UP00 MHM710000 U.S. Treasury Debt Y N/A N/A 2026-07-14 2026-07-14 2026-07-14 N N N 0.0334 1776769995.66 1776769995.66 0.0065 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 215002982.05 215002982.05 0.0008 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/24/2026 313385ZT6 2549001DPIFGXC1TOL40 US313385ZT67 MDG506000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-07-24 2026-07-24 2026-07-24 N N N 0.0364 1091367103.02 1091367103.02 0.0040 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 97017060.36 97017060.36 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 12/08/2026 3.70 3130B7P99 2549001DPIFGXC1TOL40 US3130B7P990 0001026214 LOU842000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-12-08 2026-12-08 N N N 0.0368 89502864.90 89502864.90 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 977000000.00 977000000.00 0.0036 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/25/2026 3.63 3130B97H7 2549001DPIFGXC1TOL40 US3130B97H76 0001026214 MCQ136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-25 2026-09-25 N N N 0.0360 134999407.35 134999407.35 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/08/2027 3.69 3130BANB9 2549001DPIFGXC1TOL40 US3130BANB95 0001026214 MNL711000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-11-08 2027-11-08 N N N 0.0369 63999242.24 63999242.24 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 04/08/2027 3.71 3133ETBW6 254900C5LP6DN9OP9V83 US3133ETBW63 4003205 LDH505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-08 2027-04-08 N N N 0.0371 211986241.20 211986241.20 0.0008 N N N N Wells Fargo Bank NA WFBK G G RP 3.66% 7/2/26 3.66 N/A KB1H1DSPRFMYMCUFXT09 0000740906 MXC803000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XTEF4 2051-12-01 2055-02-25 2.500 - 6.500 N/A 837928504.00 552156610.53 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-02 2026-07-02 2026-07-02 N N N 0.0359 541000000.00 541000000.00 0.0020 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 912797UT2 2026-07-31 2056-05-15 0.000 - 5.000 N/A 485689600.00 483541623.56 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 474000000.00 474000000.00 0.0017 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 07/23/2026 3.65 3130B8BU5 2549001DPIFGXC1TOL40 US3130B8BU59 0001026214 LTQ243000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-23 2026-07-23 N N N 0.0358 277002614.88 277002614.88 0.0010 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/21/2026 313385L46 2549001DPIFGXC1TOL40 US313385L464 313385L46 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-10-21 2026-10-21 2026-10-21 N N N 0.0382 613768281.12 613768281.12 0.0022 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/07/2026 313385S31 2549001DPIFGXC1TOL40 US313385S311 CEF522000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-12-07 2026-12-07 2026-12-07 N N N 0.0391 257592578.36 257592578.36 0.0009 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 557107044.26 557107044.26 0.0020 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 113999447.10 113999447.10 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+1.5 08/20/2026 3.64 3133EWEK2 254900C5LP6DN9OP9V83 US3133EWEK28 4003205 MFP485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-20 2026-08-20 N N N 0.0360 25999694.50 25999694.50 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 10/23/2026 3.76 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 4003205 KRM359000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-23 2026-10-23 N N N 0.0367 130526494.11 130526494.11 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/20/2026 313385Q25 2549001DPIFGXC1TOL40 US313385Q257 313385Q25 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-11-20 2026-11-20 2026-11-20 N N N 0.0390 592035670.31 592035670.31 0.0022 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 177996479.16 177996479.16 0.0007 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 3.68% 7/1/26 3.68 N/A N/A MXJ918000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 2042-02-15 2.375 - 4.250 N/A 2472717000.00 2224475415.36 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0368 2162000000.00 2162000000.00 0.0079 N Y Y N MUFG Securities (Canada) Ltd. FICASH MN 3.635% 07/01/26 3.63 N/A N/A MXL608000_76664 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 912810TR9 2053-05-15 2053-05-15 3.625 N/A 136419.43 110460.62 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374CRW8 2032-04-01 2056-03-01 1.500 - 6.500 N/A 391298571.67 158579973.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 31288QY46 2037-02-01 2054-11-01 1.500 - 6.500 N/A 199111279.53 116738566.92 Agency Mortgage-Backed Securities Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0363 270000000.00 270000000.00 0.0010 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 91282CHR5 2028-05-31 2030-09-30 3.625 - 4.000 N/A 2196007600.00 2199343118.47 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 2156000000.00 2156000000.00 0.0079 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 09/18/2026 3.69 3133ETTL1 254900C5LP6DN9OP9V83 US3133ETTL17 4003205 LKN855000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-09-18 2026-09-18 N N N 0.0365 24999647.75 24999647.75 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 02/09/2027 3.66 3133EWLB4 254900C5LP6DN9OP9V83 US3133EWLB46 4003205 MJR468000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-02-09 2027-02-09 N N N 0.0365 59999772.00 59999772.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/12/2027 3.76 3133ETSS7 254900C5LP6DN9OP9V83 US3133ETSS78 4003205 LKE808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-08-12 2027-08-12 N N N 0.0377 153985490.12 153985490.12 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/23/2026 3.64 3130B96X3 2549001DPIFGXC1TOL40 US3130B96X36 0001026214 MCP238000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-23 2026-10-23 N N N 0.0361 267998434.88 267998434.88 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 07/30/2026 3.64 3130B8RZ7 2549001DPIFGXC1TOL40 US3130B8RZ72 0001026214 LXI884000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-07-30 2026-07-30 N N N 0.0360 132998415.97 132998415.97 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 03/09/2028 3.71 3133EWGE4 254900C5LP6DN9OP9V83 US3133EWGE40 4003205 MGV234000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-03-09 2028-03-09 N N N 0.0371 127999607.04 127999607.04 0.0005 N N N N US Treasury Bill UST BILLS 0% 08/13/2026 912797TW7 254900HROIFWPRGM1V77 US912797TW79 MEP521000 U.S. Treasury Debt Y N/A N/A 2026-08-13 2026-08-13 2026-08-13 N N N 0.0360 119476968.00 119476968.00 0.0004 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 1259309268.72 1259309268.72 0.0046 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 91282CKQ3 2029-06-30 2034-05-15 4.250 - 4.375 N/A 1007677700.00 1012962726.34 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 993000000.00 993000000.00 0.0036 N Y Y N US Treasury Bill UST BILLS 0% 11/27/2026 912797SU2 254900HROIFWPRGM1V77 US912797SU23 LWN590000 U.S. Treasury Debt Y N/A N/A 2026-11-27 2026-11-27 2026-11-27 N N N 0.0389 2559430614.00 2559430614.00 0.0094 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5.5 05/26/2027 3.68 3130BAWX1 2549001DPIFGXC1TOL40 US3130BAWX15 0001026214 MTU835000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-05-26 2027-05-26 N N N 0.0367 161998222.86 161998222.86 0.0006 N N N N Lloyds Bank PLC LOYDPL G G RP 3.7% 8/14/26 3.70 N/A H7FNTJ4851HG0EXQ1Z70 MPI129000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810RY6 2026-08-15 2055-05-15 0.000 - 6.750 N/A 184938900.00 181497021.02 U.S. Treasuries (including strips) Y N/A N/A 2026-08-14 2026-08-14 2026-08-14 N N N 0.0365 177000000.00 177000000.00 0.0006 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/03/2026 3.63 3130B9BF6 2549001DPIFGXC1TOL40 US3130B9BF65 0001026214 MDT242000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-08-03 2026-08-03 N N N 0.0358 132998540.99 132998540.99 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/02/2026 3.64 3130B9QQ6 2549001DPIFGXC1TOL40 US3130B9QQ65 0001026214 MGJ903000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-11-02 2026-11-02 N N N 0.0362 266998571.55 266998571.55 0.0010 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 3.65% 7/1/26 3.65 N/A 549300H47WTHXPU08X20 MXK726000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERPD6 2027-07-01 2056-06-01 1.500 - 7.500 N/A 2687206940.00 1675468050.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVLP8 2028-01-01 2056-07-01 1.500 - 8.000 N/A 1998737355.00 1101046750.76 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CLF6 2029-12-31 2034-08-15 3.625 - 4.375 N/A 430442000.00 427630031.43 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 3141000000.00 3141000000.00 0.0115 N Y Y N US Treasury Notes UST NOTES 4.375% 12/15/2026 4.38 91282CJP7 254900HROIFWPRGM1V77 US91282CJP77 KCE423000 U.S. Treasury Debt Y N/A N/A 2026-12-15 2026-12-15 2026-12-15 N N N 0.0385 60139218.60 60139218.60 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 12/29/2027 3.70 3130B8XS6 2549001DPIFGXC1TOL40 US3130B8XS65 0001026214 MAL140000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-12-29 2027-12-29 N N N 0.0370 52997831.24 52997831.24 0.0002 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/29/2026 3.76 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 KRY193000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2026-10-29 2026-10-29 N N N 0.0366 420103185.60 420103185.60 0.0015 N N N N Fixed Income Clearing Corp - Barclays BARC FIG G RP 3.66% 7/7/26 3.66 N/A N/A MXK871000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 912810QS0 2026-08-31 2054-11-15 0.500 - 4.625 N/A 875065700.00 775278861.18 U.S. Treasuries (including strips) Y N/A N/A 2026-07-07 2026-07-07 2026-07-07 N N N 0.0360 760000000.00 760000000.00 0.0028 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 1303271580.00 1303271580.00 0.0048 N Y Y N Wells Fargo Securities, LLC WFSEC G G RP 3.72% 9/16/26 3.72 N/A VYVVCKR63DVZZN70PB21 0000276523 MWP682000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 2056-03-20 5.000 N/A 278786544.00 275826870.21 Agency Mortgage-Backed Securities Y N/A N/A 2026-09-16 2026-09-16 2026-09-16 N N N 0.0368 270000000.00 270000000.00 0.0010 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 03/18/2027 3.66 3133EWHV5 254900C5LP6DN9OP9V83 US3133EWHV55 4003205 MHY827000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-03-18 2027-03-18 N N N 0.0366 79992436.00 79992436.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 04/06/2027 3.72 3133ETC96 254900C5LP6DN9OP9V83 US3133ETC967 4003205 LRO160000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2027-04-06 2027-04-06 N N N 0.0372 20999084.82 20999084.82 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/09/2026 313385F27 2549001DPIFGXC1TOL40 US313385F276 313385F27 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2026-09-09 2026-09-09 2026-09-09 N N N 0.0379 304768834.52 304768834.52 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 01/18/2028 3.71 3133EWDV9 254900C5LP6DN9OP9V83 US3133EWDV91 4003205 MFE923000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-07-01 2028-01-18 2028-01-18 N N N 0.0370 26999680.59 26999680.59 0.0001 N N N N Fixed Income Clearing Corp - Goldman GS FIG G RP 3.5% 7/1/26 3.50 N/A 549300H47WTHXPU08X20 MXL323000 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 912797UD7 2026-09-29 2049-08-15 0.000 - 4.250 N/A 1221975700.00 1020099179.82 U.S. Treasuries (including strips) Y N/A N/A 2026-07-01 2026-07-01 2026-07-01 N N N 0.0350 1000000000.00 1000000000.00 0.0037 N Y Y 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 471990305.12 471990305.12 0.0017 N N N N Fidelity Investments Money Market Government Portfolio 2026-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer