0001752724-25-164944.txt : 20250708 0001752724-25-164944.hdr.sgml : 20250708 20250708093303 ACCESSION NUMBER: 0001752724-25-164944 CONFORMED SUBMISSION TYPE: N-MFP3 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20250630 FILED AS OF DATE: 20250708 DATE AS OF CHANGE: 20250708 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 ORGANIZATION NAME: EIN: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP3 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 251109765 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CASH RESERVES DATE OF NAME CHANGE: 19930122 0000278001 S000007149 Fidelity Government Cash Reserves C000019553 Fidelity Government Cash Reserves FDRXX N-MFP3 1 primary_doc.xml N-MFP3 0000278001 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2025-06-17 0.0398 2025-06-18 0.0398 2025-06-20 0.0398 2025-06-23 0.0398 2025-06-24 0.0398 2025-06-25 0.0399 2025-06-26 0.0400 2025-06-27 0.0404 2025-06-30 N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/17/2025 4.45 3130B4L90 2549001DPIFGXC1TOL40 US3130B4L905 0001026214 KXN152000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-17 2025-07-17 N N N 0.0433 115998960.64 115998960.64 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 06/12/2026 4.55 3133ERHC8 254900C5LP6DN9OP9V83 US3133ERHC89 4003205 KKV414000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-06-12 2026-06-12 N N N 0.0441 119040480.23 119040480.23 0.0005 N N N N BMO Capital Markets Corp BMOCAP G RP 4.36% 7/3/25 4.36 N/A RUC0QBLBRPRCU4W1NE59 0000772028 LIA346000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. 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2025-07-01 2025-11-24 2025-11-24 N N N 0.0437 225022671.00 225022671.00 0.0010 N N N N Mitsubishi UFJ Securities (U.S.A.), Inc. 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268510948.95 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-21 2025-08-21 2025-08-21 N N N 0.0432 262000000.00 262000000.00 0.0011 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS 0.375% 09/04/2025 0.38 3130AK5E2 2549001DPIFGXC1TOL40 US3130AK5E22 0001026214 GFG026000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-09-04 2025-09-04 2025-09-04 N N N 0.0440 42396300.95 42396300.95 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 10/16/2025 4.54 3130B02D0 2549001DPIFGXC1TOL40 US3130B02D09 0001026214 KJP808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-16 2025-10-16 N N N 0.0435 79023524.62 79023524.62 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/30/2025 4.50 3133ERVF5 254900C5LP6DN9OP9V83 US3133ERVF54 4003205 KQI852000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-30 2025-09-30 N N N 0.0433 20003696.00 20003696.00 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/02/2025 4.45 3130B5DE5 2549001DPIFGXC1TOL40 US3130B5DE50 0001026214 LAV111000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-02 2025-10-02 2025-10-02 N N N 0.0435 202001016.06 202001016.06 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/09/2026 4.45 3130B6PX8 2549001DPIFGXC1TOL40 US3130B6PX86 0001026214 LGX213000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-09 2026-01-09 N N N 0.0439 13000140.92 13000140.92 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/21/2025 4.45 3130B5YK8 2549001DPIFGXC1TOL40 US3130B5YK81 0001026214 LED055000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-21 2025-08-21 N N N 0.0434 131998812.00 131998812.00 0.0006 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/27/2025 313385KY1 2549001DPIFGXC1TOL40 US313385KY18 GCJ040000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-27 2025-08-27 2025-08-27 N N N 0.0427 64558072.15 64558072.15 0.0003 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 01/08/2027 4.58 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 4003205 KXT417000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-01-08 2027-01-08 N N N 0.0442 119184940.28 119184940.28 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 09/12/2025 4.44 3130B5JP4 2549001DPIFGXC1TOL40 US3130B5JP44 0001026214 LBO823000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-12 2025-09-12 N N N 0.0433 93999084.44 93999084.44 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 4.75% 03/09/2026 4.75 3133EPCR4 254900C5LP6DN9OP9V83 US3133EPCR48 4003205 JRK631000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-03-09 2026-03-09 2026-03-09 N N N 0.0422 18063754.74 18063754.74 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 05/21/2026 4.53 3133ERFG1 254900C5LP6DN9OP9V83 US3133ERFG12 4003205 KUB715000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-05-21 2026-05-21 N N N 0.0441 49026205.69 49026205.69 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/29/2025 4.46 3130B4RA1 2549001DPIFGXC1TOL40 US3130B4RA18 0001026214 KYE423000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-29 2025-08-29 N N N 0.0435 36999188.96 36999188.96 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 02/11/2026 4.48 3133ER3H2 254900C5LP6DN9OP9V83 US3133ER3H22 4003205 LDT939000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-11 2026-02-11 N N N 0.0443 56997234.36 56997234.36 0.0002 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.34% 7/31/25 4.34 N/A 2IGI19DL77OX0HC3ZE78 LGK195000 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 LGK195000 2051-08-01 2055-06-01 2.000 - 7.000 N/A 60583222.00 42486706.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGK195000 2072-01-20 2072-10-20 5.838 - 7.284 N/A 3672.00 3389.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGK195000 2030-12-01 2055-06-01 1.410 - 7.000 N/A 63771710.00 58887821.19 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LGK195000 2032-05-15 2032-05-15 2.875 N/A 17100.00 15989.76 U.S. Treasuries (including strips) Y N/A N/A 2025-07-07 2025-07-07 2025-07-31 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0426 99000000.00 99000000.00 0.0004 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 08/12/2026 4.51 3133ETGD3 254900C5LP6DN9OP9V83 US3133ETGD38 4003205 LFB952000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-08-12 2026-08-12 N N N 0.0443 18004803.30 18004803.30 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 06/26/2026 4.57 3133ERVC2 254900C5LP6DN9OP9V83 US3133ERVC24 4003205 KQF120000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-06-26 2026-06-26 N N N 0.0444 50036626.50 50036626.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 08/27/2026 4.57 3133ERE72 254900C5LP6DN9OP9V83 US3133ERE728 4003205 KTO514000 U.S. Government Agency 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8.000 N/A 1112926646.42 529693369.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF304000 2025-12-01 2061-09-01 1.500 - 7.500 N/A 1203317858.50 544332902.79 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIF304000 2025-07-03 2055-05-15 0.000 - 6.750 N/A 1207796119.64 1124488608.46 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF304000 2026-11-01 2055-07-01 1.500 - 8.000 N/A 774369929.45 350371845.50 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 2496938000.00 2496938000.00 0.0108 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 03/12/2026 4.56 3133EP5D3 254900C5LP6DN9OP9V83 US3133EP5D36 4003205 KQC170000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-03-12 2026-03-12 N N N 0.0434 20154471.89 20154471.89 0.0001 N N N N Federal Reserve Bank of NY FEDRESNY G RP 4.25% 7/1/25 4.25 N/A 254900Y8NKGV541U8Q32 0001457970 LIF287000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIF287000 2025-08-15 2040-02-15 2.250 - 4.625 N/A 2336488900.00 2286269968.87 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0425 2286000000.00 2286000000.00 0.0099 N Y Y N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.01% 7/28/25 4.45 N/A FOR8UP27PHTHYVLBNG30 0000769993 LGK174000 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 LGK174000 2034-05-01 2054-06-01 2.000 - 5.500 N/A 255236917.00 216805549.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGK174000 2046-08-01 2055-06-01 2.500 - 6.500 N/A 228032797.00 209755589.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGK174000 2034-08-20 2064-11-15 2.500 - 6.500 N/A 233430307.00 179744709.33 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-07 2025-07-07 2025-07-28 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0432 592000000.00 592000000.00 0.0026 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/03/2025 313385LF1 2549001DPIFGXC1TOL40 US313385LF10 313385LF1 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-03 2025-09-03 2025-09-03 N N N 0.0433 252073834.18 252073834.18 0.0011 N N N N MUFG Securities EMEA PLC MUFSECGR *G RP 4.32% 7/25/25 4.32 N/A U7M81AY481YLIOR75625 LGX064000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LGX064000 2026-05-31 2029-11-30 0.500 - 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4.36% 7/3/25 4.36 N/A 213800MBWEIJDM5CU638 LIA550000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIA550000 2026-03-31 2054-02-15 1.625 - 4.625 N/A 143026500.00 136853419.00 U.S. Treasuries (including strips) Y N/A N/A 2025-07-03 2025-07-03 2025-07-03 N N N 0.0427 134000000.00 134000000.00 0.0006 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 07/16/2025 4.53 3130AYWR3 2549001DPIFGXC1TOL40 US3130AYWR32 0001026214 KGS341000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-16 2025-07-16 N N N 0.0435 84001530.48 84001530.48 0.0004 N N N N Lloyds Bank PLC LLOYDGR G RP 4.39% 8/7/25 4.39 N/A H7FNTJ4851HG0EXQ1Z70 LFE951000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LFE951000 2027-05-15 2030-02-15 0.500 - 3.125 N/A 123017000.00 115006243.06 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 N N N 0.0432 112000000.00 112000000.00 0.0005 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/21/2025 4.44 3130B5C97 2549001DPIFGXC1TOL40 US3130B5C976 0001026214 LAT939000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-21 2025-08-21 N N N 0.0433 67999162.24 67999162.24 0.0003 N N N N US Treasury Bill UST BILLS 0% 07/08/2025 912797PZ4 254900HROIFWPRGM1V77 US912797PZ47 LBF474000 U.S. Treasury Debt Y N/A N/A 2025-07-08 2025-07-08 2025-07-08 N N N 0.0365 189846865.70 189846865.70 0.0008 N Y Y N Fixed Income Clearing Corp - ING ING FID T RP 4.39% 7/1/25 4.39 N/A N/A LIE843000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIE843000 2029-01-31 2029-01-31 4.000 N/A 444002000.00 454829914.78 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 446000000.00 446000000.00 0.0019 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/02/2026 4.48 3133ETKD8 254900C5LP6DN9OP9V83 US3133ETKD81 4003205 LGK251000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-06-02 2026-06-02 N N N 0.0443 18999821.97 18999821.97 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 01/26/2026 4.45 3130B5PS1 2549001DPIFGXC1TOL40 US3130B5PS19 0001026214 LCT491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-26 2026-01-26 N N N 0.0440 24999806.50 24999806.50 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 09/19/2025 4.52 3130B0HG7 2549001DPIFGXC1TOL40 US3130B0HG75 0001026214 KGS340000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-19 2025-09-19 N N N 0.0434 22003527.48 22003527.48 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 05/20/2027 4.56 3133ETHK6 254900C5LP6DN9OP9V83 US3133ETHK61 4003205 LFQ785000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-05-20 2027-05-20 N N N 0.0450 19999926.80 19999926.80 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/28/2025 4.60 3130AWNS5 2549001DPIFGXC1TOL40 US3130AWNS59 0001026214 JWV095000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-28 2025-07-28 N N N 0.0434 3200300.10 3200300.10 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/24/2026 4.55 3130B3FE8 2549001DPIFGXC1TOL40 US3130B3FE84 0001026214 KRR896000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-04-24 2026-04-24 N N N 0.0442 68040332.16 68040332.16 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 11/26/2025 4.52 3133ERCY5 254900C5LP6DN9OP9V83 US3133ERCY54 4003205 KLD589000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-26 2025-11-26 N N N 0.0437 41012632.10 41012632.10 0.0002 N N N N US Treasury Bill UST BILLS 0% 07/15/2025 912797QA8 254900HROIFWPRGM1V77 US912797QA86 LBO735000 U.S. Treasury Debt Y N/A N/A 2025-07-15 2025-07-15 2025-07-15 N N N 0.0390 106827209.98 106827209.98 0.0005 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 12/02/2025 4.50 3133ERG21 254900C5LP6DN9OP9V83 US3133ERG210 4003205 KTW131000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-02 2025-12-02 N N N 0.0437 45010734.30 45010734.30 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/14/2025 4.60 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-14 2025-10-14 N N N 0.0434 424198448.96 424198448.96 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/08/2025 4.46 3130B4H46 2549001DPIFGXC1TOL40 US3130B4H465 0001026214 KXD284000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-08 2025-10-08 N N N 0.0434 53003261.62 53003261.62 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/05/2025 313385LH7 2549001DPIFGXC1TOL40 US313385LH75 AHF138000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-05 2025-09-05 2025-09-05 N N N 0.0433 258959849.13 258959849.13 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.33% 04/14/2026 4.33 3130B5L89 2549001DPIFGXC1TOL40 US3130B5L894 0001026214 LBR664000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-04-14 2026-04-14 2026-04-14 N N N 0.0456 214608033.50 214608033.50 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/27/2026 4.45 3130B6U95 2549001DPIFGXC1TOL40 US3130B6U950 0001026214 LHQ372000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-27 2026-01-27 N N N 0.0439 90999995.45 90999995.45 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/04/2025 4.46 3130B4T50 2549001DPIFGXC1TOL40 US3130B4T502 0001026214 KYL520000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-04 2025-11-04 N N N 0.0438 68999008.47 68999008.47 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 05/28/2026 4.48 3133ETJC2 254900C5LP6DN9OP9V83 US3133ETJC28 4003205 LGC000000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-05-28 2026-05-28 N N N 0.0443 14999883.60 14999883.60 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/15/2025 4.46 3130B4LN9 2549001DPIFGXC1TOL40 US3130B4LN92 0001026214 KXO002000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-15 2025-10-15 N N N 0.0434 278023788.46 278023788.46 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 09/15/2025 4.44 3130B5JQ2 2549001DPIFGXC1TOL40 US3130B5JQ27 0001026214 LBO848000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-15 2025-09-15 N N N 0.0433 200998410.09 200998410.09 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 04/08/2026 4.54 3133EP7H2 254900C5LP6DN9OP9V83 US3133EP7H22 4003205 LGK348000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-04-08 2026-04-08 N N N 0.0442 82039652.74 82039652.74 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/26/2026 4.58 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 4003205 KOV336000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-08-26 2026-08-26 N N N 0.0443 94094815.92 94094815.92 0.0004 N N N N Norinchukin Bank NORGR G RP 4.31% 7/1/25 4.31 N/A 5493007VSMFZCPV1NB83 LHV454000 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 LHV454000 2031-11-30 2031-11-30 4.125 N/A 116007500.00 117384328.05 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0431 115000000.00 115000000.00 0.0005 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 07/28/2025 4.45 3130B4DR9 2549001DPIFGXC1TOL40 US3130B4DR98 0001026214 KWN012000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-28 2025-07-28 N N N 0.0434 241996735.42 241996735.42 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 4.59 3130AXZ50 2549001DPIFGXC1TOL40 US3130AXZ501 0001026214 KCK257000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-08 2025-12-08 N N N 0.0437 306206023.68 306206023.68 0.0013 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/18/2025 313385JG2 2549001DPIFGXC1TOL40 US313385JG21 313385JG2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-18 2025-07-18 2025-07-18 N N N 0.0420 467024220.00 467024220.00 0.0020 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 01/23/2026 4.53 3133ERBX8 254900C5LP6DN9OP9V83 US3133ERBX80 4003205 KHH468000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-23 2026-01-23 N N N 0.0439 155070774.55 155070774.55 0.0007 N N N N BofA Securities, Inc. BASGR *G RP SOFR+0.01% 8/27/25 4.45 N/A 549300HN4UKV1E2R3U73 LIA490000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIA490000 2041-05-15 2045-05-15 2.250 - 5.000 N/A 278840900.00 245940436.18 U.S. Treasuries (including strips) Y N/A N/A 2025-07-07 2025-07-07 2025-08-27 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0434 241000000.00 241000000.00 0.0010 N N Y N US Treasury Bill UST BILLS 0% 07/10/2025 912797LW5 254900HROIFWPRGM1V77 US912797LW51 KLV714000 U.S. Treasury Debt Y N/A N/A 2025-07-10 2025-07-10 2025-07-10 N N N 0.0380 426552538.16 426552538.16 0.0018 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 3.75% 09/22/2025 3.75 3133ENN22 254900C5LP6DN9OP9V83 US3133ENN223 4003205 LAH464000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-09-22 2025-09-22 2025-09-22 N N N 0.0443 15973686.56 15973686.56 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 10/22/2025 4.44 3130B5M70 2549001DPIFGXC1TOL40 US3130B5M702 0001026214 LBW601000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-22 2025-10-22 N N N 0.0435 265999319.04 265999319.04 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/25/2025 4.45 3130B5XV5 2549001DPIFGXC1TOL40 US3130B5XV55 0001026214 LEA718000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-25 2025-08-25 N N N 0.0434 67999348.56 67999348.56 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 09/17/2026 4.50 3133ER7M7 254900C5LP6DN9OP9V83 US3133ER7M70 4003205 LBQ226000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-09-17 2026-09-17 N N N 0.0445 15997895.84 15997895.84 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 07/16/2026 4.57 3133ERLB5 254900C5LP6DN9OP9V83 US3133ERLB50 4003205 KXL908000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-07-16 2026-07-16 N N N 0.0444 15005619.75 15005619.75 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 06/18/2026 4.49 3133ETLP0 254900C5LP6DN9OP9V83 US3133ETLP03 4003205 LHG041000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-06-18 2026-06-18 N N N 0.0443 91999666.96 91999666.96 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/12/2025 4.52 3133ERAZ4 254900C5LP6DN9OP9V83 US3133ERAZ48 4003205 KKO755000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-12 2025-12-12 N N N 0.0438 48016436.16 48016436.16 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT 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0001026214 KML462000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-20 2026-02-20 N N N 0.0439 66051649.62 66051649.62 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/26/2025 4.54 3133ERVS7 254900C5LP6DN9OP9V83 US3133ERVS75 4003205 KQK833000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-26 2025-12-26 N N N 0.0436 27016285.86 27016285.86 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/07/2025 313385HV1 2549001DPIFGXC1TOL40 US313385HV16 AFE767000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-07 2025-07-07 2025-07-07 N N N 0.0420 51957836.84 51957836.84 0.0002 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 12/23/2025 4.54 3130B2TU9 2549001DPIFGXC1TOL40 US3130B2TU97 0001026214 KQE448000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-23 2025-12-23 N N N 0.0438 217103027.26 217103027.26 0.0009 N N N N Fixed Income Clearing Corp - Goldman GS FIG T RP 4.39% 7/1/25 4.39 N/A 549300H47WTHXPU08X20 LIF058000 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 LIF058000 2029-03-31 2052-05-15 2.875 - 4.125 N/A 2842683600.00 2649263074.64 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 2597000000.00 2597000000.00 0.0112 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.395% 02/06/2026 4.40 3130B4JU6 2549001DPIFGXC1TOL40 US3130B4JU63 0001026214 KXK710000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-08 2025-07-08 2026-02-06 N N N 0.0439 276999905.82 276999905.82 0.0012 N N Y N Wells Fargo Securities, LLC WELLSFAR G RP 4.39% 8/19/25 4.39 N/A VYVVCKR63DVZZN70PB21 0000276523 LGA697000 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 LGA697000 2029-03-01 2055-06-01 2.500 - 7.000 N/A 308774322.00 271684386.52 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-19 2025-08-19 2025-08-19 N N N 0.0432 265000000.00 265000000.00 0.0011 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/17/2025 4.44 3130B5TL2 2549001DPIFGXC1TOL40 US3130B5TL20 0001026214 LDK805000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-17 2025-12-17 N N N 0.0438 267001142.76 267001142.76 0.0012 N N N N Citibank NA CITIBK G RP 4.36% 7/2/25 4.36 N/A E57ODZWZ7FF32TWEFA76 0000036684 LHW641000 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 LHW641000 2026-03-31 2027-05-31 0.750 - 3.875 N/A 48940600.00 47823676.78 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHW641000 2029-09-01 2054-10-01 4.000 - 7.382 N/A 3077769.00 2391031.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LHW641000 2026-01-01 2037-09-01 1.320 - 5.330 N/A 31353611.00 31469096.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LHW641000 2030-11-20 2055-05-20 2.000 - 8.000 N/A 1028867891.00 219434849.92 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0427 295000000.00 295000000.00 0.0013 N N Y N US Treasury Bill UST BILLS 0% 07/01/2025 912797PU5 254900HROIFWPRGM1V77 US912797PU59 LAU992000 U.S. Treasury Debt Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0000 483000000.00 483000000.00 0.0021 N Y Y N US Treasury Bill UST BILLS 0% 07/03/2025 912797NX1 254900HROIFWPRGM1V77 US912797NX17 KWT485000 U.S. Treasury Debt Y N/A N/A 2025-07-03 2025-07-03 2025-07-03 N N N 0.0281 828806983.93 828806983.93 0.0036 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/27/2027 4.54 3133ETJE8 254900C5LP6DN9OP9V83 US3133ETJE83 4003205 LGB972000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-05-27 2027-05-27 N N N 0.0449 33999959.20 33999959.20 0.0001 N N N N Lloyds Bank PLC LLOYDGR G RP 4.36% 7/31/25 4.36 N/A H7FNTJ4851HG0EXQ1Z70 LER756000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LER756000 2025-09-30 2033-08-15 0.500 - 4.625 N/A 59400600.00 61659548.40 U.S. Treasuries (including strips) Y N/A N/A 2025-07-31 2025-07-31 2025-07-31 N N N 0.0428 60000000.00 60000000.00 0.0003 N N N Y Fixed Income Clearing Corp - Goldman GS FIG T RP 4.39% 7/1/25 4.39 N/A 549300H47WTHXPU08X20 LIF053000 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 LIF053000 2025-10-07 2054-05-15 0.000 - 5.375 N/A 2764214800.00 2649263094.45 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 2597000000.00 2597000000.00 0.0112 N Y Y N TD Securities (U.S.A.) TDGR M RP 4.41% 7/1/25 4.41 N/A SUVUFHICNZMP2WKHG940 LIE722000 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 LIE722000 2049-01-02 2054-12-01 2.000 - 6.500 N/A 377324413.00 203562950.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIE722000 2047-11-01 2055-06-01 4.000 - 7.000 N/A 391951318.00 194285780.64 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0441 390000000.00 390000000.00 0.0017 N Y Y N HSBC Securities, Inc. (U.S.A.) HSBCSECS G RP 4.31% 7/1/25 4.31 N/A CYYGQCGNHMHPSMRL3R97 0000853784 LHV447000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHV447000 2025-08-15 2044-02-15 0.500 - 6.125 N/A 374604100.00 359340925.38 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0431 352000000.00 352000000.00 0.0015 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/12/2026 4.59 3133EPU52 254900C5LP6DN9OP9V83 US3133EPU520 4003205 KDD676000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-12 2026-01-12 N N N 0.0445 260116862.20 260116862.20 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/05/2025 4.45 3130B4VH1 2549001DPIFGXC1TOL40 US3130B4VH15 0001026214 KYQ001000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-05 2025-08-05 N N N 0.0433 136997929.93 136997929.93 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 01/29/2026 4.46 3130B6LG9 2549001DPIFGXC1TOL40 US3130B6LG99 0001026214 LGK277000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-29 2026-01-29 N N N 0.0440 255999687.68 255999687.68 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/26/2026 4.45 3130B6U61 2549001DPIFGXC1TOL40 US3130B6U612 0001026214 LHQ363000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-26 2026-01-26 N N N 0.0439 64999894.70 64999894.70 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/18/2025 4.58 3130AXTD0 2549001DPIFGXC1TOL40 US3130AXTD00 0001026214 KBI505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-18 2025-08-18 N N N 0.0433 231041053.32 231041053.32 0.0010 N N N N Fixed Income Clearing Corp - Goldman GS FIG M RP 4.4% 7/1/25 4.40 N/A 549300H47WTHXPU08X20 LIF105000 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 LIF105000 2029-09-01 2055-05-01 2.000 - 6.500 N/A 1477699906.00 1003829743.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF105000 2030-04-01 2055-04-01 2.000 - 6.000 N/A 757005277.00 595725734.06 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1568000000.00 1568000000.00 0.0068 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/25/2025 4.47 3130B64A1 2549001DPIFGXC1TOL40 US3130B64A15 0001026214 LEK849000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-25 2025-11-25 N N N 0.0437 132013283.16 132013283.16 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 08/28/2025 4.60 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 4003205 JXI262000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-28 2025-08-28 N N N 0.0433 66016026.78 66016026.78 0.0003 N N N N Lloyds Bank Corp Mrkts LBCMGR G RP 4.36% 7/2/25 4.36 N/A 213800MBWEIJDM5CU638 LHW776000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHW776000 2026-03-31 2044-05-15 1.125 - 5.375 N/A 592877700.00 548138090.28 U.S. Treasuries (including strips) Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0427 537000000.00 537000000.00 0.0023 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/14/2025 4.60 3133EPD44 254900C5LP6DN9OP9V83 US3133EPD443 4003205 KCL813000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-14 2025-11-14 N N N 0.0436 134077922.34 134077922.34 0.0006 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.07% 7/2/25 4.52 N/A MBNUM2BPBDO7JBLYG310 0000315030 LGS979000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGS979000 2025-11-06 2027-06-30 0.000 - 3.750 N/A 543392200.00 542375492.49 U.S. Treasuries (including strips) Y N/A N/A 2025-08-05 2025-08-05 2025-08-05 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0438 530000000.00 530000000.00 0.0023 N N N Y Wells Fargo Securities, LLC WELLSFAR G RP 4.39% 8/8/25 4.39 N/A VYVVCKR63DVZZN70PB21 0000276523 LFG761000 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 LFG761000 2027-05-01 2055-07-01 1.500 - 7.500 N/A 956519764.00 827533660.50 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-08 2025-08-08 2025-08-08 N N N 0.0432 806000000.00 806000000.00 0.0035 N N N Y US Treasury Notes UST NOTES 4.875% 04/30/2026 4.88 91282CKK6 254900HROIFWPRGM1V77 US91282CKK61 KIF731000 U.S. Treasury Debt Y N/A N/A 2026-04-30 2026-04-30 2026-04-30 N N N 0.0410 447781250.00 447781250.00 0.0019 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/11/2025 4.45 3130B4VK4 2549001DPIFGXC1TOL40 US3130B4VK44 0001026214 KYP880000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-11 2025-08-11 N N N 0.0434 111998146.40 111998146.40 0.0005 N N N N US Treasury Notes UST NOTES 0.5% 02/28/2026 0.50 91282CBQ3 254900HROIFWPRGM1V77 US91282CBQ33 HCB405000 U.S. Treasury Debt Y N/A N/A 2026-02-28 2026-02-28 2026-02-28 N N N 0.0417 514360231.74 514360231.74 0.0022 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 09/02/2025 4.60 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 0001026214 JXO969000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-02 2025-09-02 N N N 0.0436 437097577.73 437097577.73 0.0019 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 04/16/2026 4.55 3133ERXK2 254900C5LP6DN9OP9V83 US3133ERXK22 4003205 KYO978000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-04-16 2026-04-16 N N N 0.0442 26015155.66 26015155.66 0.0001 N N N N NatWest Market Securities Inc NATSECGR T RP 4.39% 7/1/25 4.39 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 LIE689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIE689000 2027-08-15 2030-05-31 3.750 - 4.000 N/A 89686400.00 90791089.34 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 89000000.00 89000000.00 0.0004 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/04/2026 4.59 3133ERH20 254900C5LP6DN9OP9V83 US3133ERH200 4003205 KUG067000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-12-04 2026-12-04 N N N 0.0445 49037735.88 49037735.88 0.0002 N N N N US Treasury Notes UST NOTES 0.375% 12/31/2025 0.38 91282CBC4 254900HROIFWPRGM1V77 US91282CBC47 GJJ938000 U.S. Treasury Debt Y N/A N/A 2025-12-31 2025-12-31 2025-12-31 N N N 0.0230 1022258986.98 1022258986.98 0.0044 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/22/2026 4.54 3130B1SR9 2549001DPIFGXC1TOL40 US3130B1SR94 0001026214 KLE611000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-06-22 2026-06-22 N N N 0.0444 71030455.45 71030455.45 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 10/29/2026 4.58 3130B3EC3 2549001DPIFGXC1TOL40 US3130B3EC38 0001026214 KXS564000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-10-29 2026-10-29 N N N 0.0445 41037273.51 41037273.51 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 12/29/2025 4.53 3133ERMR9 254900C5LP6DN9OP9V83 US3133ERMR93 4003205 LDT950000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-29 2025-12-29 N N N 0.0438 63028011.06 63028011.06 0.0003 N N N N Freddie Mac FED HOME LN MTG CORP 0.68% 09/02/2025 0.68 3134GWD52 S6XOOCT0IEG5ABCC6L87 US3134GWD525 GFB084000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-09-02 2025-09-02 2025-09-02 N N N 0.0441 51667702.32 51667702.32 0.0002 N N N N JP Morgan Securities, LLC MORGNSEC G RP 4.39% 7/1/25 4.39 N/A ZBUT11V806EZRVTWT807 0001287279 LIF170000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIF170000 2027-04-30 2042-02-15 0.500 - 2.375 N/A 1182401500.00 906890630.96 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 889000000.00 889000000.00 0.0039 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/21/2025 4.52 3133ERPW5 254900C5LP6DN9OP9V83 US3133ERPW51 4003205 KOU614000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-21 2025-11-21 N N N 0.0437 30009492.30 30009492.30 0.0001 N N N N Fixed Income Clearing Corp - Natwest NTW FIG T RP 4.39% 7/1/25 4.39 N/A N/A LIE688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIE688000 2031-04-30 2032-02-29 4.125 - 4.625 N/A 17670100.00 18362273.31 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 18000000.00 18000000.00 0.0001 N Y Y N BMO Chicago Branch BMOCHIGR T RP 4.39% 7/1/25 4.39 N/A 3Y4U8VZURTYWI1W2K376 LIE680000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIE680000 2025-08-15 2055-05-15 1.875 - 6.875 N/A 113996400.00 92336886.21 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 90000000.00 90000000.00 0.0004 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/03/2027 4.57 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 4003205 KYL475000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-02-03 2027-02-03 N N N 0.0449 30011481.60 30011481.60 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/04/2025 4.44 3130B5Q68 2549001DPIFGXC1TOL40 US3130B5Q687 0001026214 LCW678000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-04 2025-11-04 N N N 0.0436 198998505.51 198998505.51 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/04/2026 4.58 3130B2LH6 2549001DPIFGXC1TOL40 US3130B2LH68 0001026214 KPK856000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-09-04 2026-09-04 N N N 0.0444 204200046.48 204200046.48 0.0009 N N N N MUFG Securities (Canada), Ltd. MFGCAGR G RP 4.37% 9/3/25 4.37 N/A 549300Y1PMK3RWXMWR72 LHP206000 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 LHP206000 2027-12-01 2055-06-01 1.500 - 8.000 N/A 147844205.00 70971206.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHP206000 2035-02-01 2055-05-01 1.500 - 7.121 N/A 142492165.00 99750707.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LHP206000 2032-08-15 2055-01-20 3.000 - 6.500 N/A 23653801.00 14948264.33 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LHP206000 2043-08-15 2052-05-15 2.375 - 3.625 N/A 292500.00 219902.42 U.S. Treasuries (including strips) Y N/A N/A 2025-09-03 2025-09-03 2025-09-03 N N N 0.0431 182000000.00 182000000.00 0.0008 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 10/21/2025 4.52 3133EP6C4 254900C5LP6DN9OP9V83 US3133EP6C44 4003205 KGG110000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-21 2025-10-21 N N N 0.0434 65517825.83 65517825.83 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 01/08/2026 4.55 3133EP4W2 254900C5LP6DN9OP9V83 US3133EP4W26 4003205 KOE077000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-08 2026-01-08 N N N 0.0442 92035005.08 92035005.08 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/16/2025 313385JE7 2549001DPIFGXC1TOL40 US313385JE72 GAJ533000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-16 2025-07-16 2025-07-16 N N N 0.0420 168686787.23 168686787.23 0.0007 N N Y N US Treasury Notes UST NOTES 4.625% 06/30/2026 4.63 91282CKY6 254900HROIFWPRGM1V77 US91282CKY65 KLG637000 U.S. Treasury Debt Y N/A N/A 2026-06-30 2026-06-30 2026-06-30 N N N 0.0402 67392578.46 67392578.46 0.0003 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/17/2025 4.47 3130B5WU8 2549001DPIFGXC1TOL40 US3130B5WU81 0001026214 LDX807000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-17 2025-11-17 N N N 0.0437 349033238.76 349033238.76 0.0015 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/20/2025 4.44 3130B53B2 2549001DPIFGXC1TOL40 US3130B53B25 0001026214 LAF583000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-20 2025-08-20 N N N 0.0433 232996402.48 232996402.48 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 11/18/2026 4.58 3133ERB83 254900C5LP6DN9OP9V83 US3133ERB831 4003205 KUG213000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-11-18 2026-11-18 N N N 0.0445 25023490.00 25023490.00 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 10/21/2025 4.47 3130B5VX3 2549001DPIFGXC1TOL40 US3130B5VX30 0001026214 LDR807000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-21 2025-10-21 N N N 0.0439 266995666.59 266995666.59 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 05/28/2026 4.53 3133ERFM8 254900C5LP6DN9OP9V83 US3133ERFM89 4003205 LGK346000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-05-28 2026-05-28 N N N 0.0443 172075299.88 172075299.88 0.0007 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/19/2025 313385LX2 2549001DPIFGXC1TOL40 US313385LX26 313385LX2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-19 2025-09-19 2025-09-19 N N N 0.0433 244665850.00 244665850.00 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 09/22/2025 4.46 3130B5YE2 2549001DPIFGXC1TOL40 US3130B5YE22 0001026214 LEB741000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-22 2025-09-22 N N N 0.0433 66001274.46 66001274.46 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/25/2025 4.59 3133EPZQ1 254900C5LP6DN9OP9V83 US3133EPZQ18 4003205 KAK230000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-25 2025-07-25 N N N 0.0432 258022714.32 258022714.32 0.0011 N N N N US Treasury Notes UST NOTES 2.5% 02/28/2026 2.50 9128286F2 254900HROIFWPRGM1V77 US9128286F22 ECA969000 U.S. Treasury Debt Y N/A N/A 2026-02-28 2026-02-28 2026-02-28 N N N 0.0418 58350078.42 58350078.42 0.0003 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/29/2025 4.44 3130B5DP0 2549001DPIFGXC1TOL40 US3130B5DP08 0001026214 LAV940000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-29 2025-08-29 N N N 0.0433 201997186.14 201997186.14 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/02/2026 4.46 3130B6LW4 2549001DPIFGXC1TOL40 US3130B6LW40 0001026214 LGL744000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-02 2026-02-02 N N N 0.0439 515019961.40 515019961.40 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/25/2025 4.44 3130B5CE6 2549001DPIFGXC1TOL40 US3130B5CE69 0001026214 LAT940000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-25 2025-08-25 N N N 0.0433 135998096.00 135998096.00 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 09/02/2025 4.59 3130AXQ43 2549001DPIFGXC1TOL40 US3130AXQ435 0001026214 KCQ714000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-02 2025-09-02 N N N 0.0436 48459980.22 48459980.22 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 07/08/2026 4.56 3133ERKG5 254900C5LP6DN9OP9V83 US3133ERKG56 4003205 KLT188000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-07-08 2026-07-08 N N N 0.0443 142054191.46 142054191.46 0.0006 N N N N BofA Securities Inc FICASH MR 4.391% 07/01/25 4.39 N/A N/A LIF402000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 LIF402000 2033-06-10 2033-06-10 4.000 N/A 4885.50 4782.16 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF402000 2031-11-15 2055-06-20 2.000 - 7.000 N/A 233704.18 159144.96 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LIF402000 2032-03-08 2045-12-22 2.040 - 3.000 N/A 14357.25 11819.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF402000 2026-10-01 2055-05-01 1.500 - 6.500 N/A 15693.57 9028.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF402000 2027-03-01 2055-06-01 2.000 - 7.500 N/A 14353.69 10471.49 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIF402000 2043-02-15 2045-05-15 2.500 - 5.000 N/A 158081.34 131193.05 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 320000.00 320000.00 0.0000 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 10/10/2025 4.59 3130AXYD4 2549001DPIFGXC1TOL40 US3130AXYD45 0001026214 KBW968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-10 2025-10-10 N N N 0.0434 153062820.27 153062820.27 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/15/2026 4.55 3130B1XV4 2549001DPIFGXC1TOL40 US3130B1XV42 0001026214 KYO957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-04-15 2026-04-15 N N N 0.0442 74042768.30 74042768.30 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 10/05/2026 4.50 3133ETKG1 254900C5LP6DN9OP9V83 US3133ETKG13 4003205 LGL726000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-10-05 2026-10-05 N N N 0.0444 22000350.46 22000350.46 0.0001 N N N N JP Morgan Securities, LLC MORGNSEC G RP 4.4% 7/1/25 4.40 N/A ZBUT11V806EZRVTWT807 0001287279 LIF171000 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 LIF171000 2028-07-20 2055-02-20 5.625 - 6.500 N/A 252974690.00 169652531.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF171000 2031-11-01 2049-11-01 3.000 - 6.597 N/A 146517320.00 92346880.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF171000 2026-08-01 2061-12-01 1.050 - 7.000 N/A 1773777454.00 1530359628.26 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1757000000.00 1757000000.00 0.0076 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/21/2025 4.60 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 0001026214 KHC753000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-21 2025-08-21 N N N 0.0433 201552383.60 201552383.60 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 01/05/2026 4.47 3130B66R2 2549001DPIFGXC1TOL40 US3130B66R22 0001026214 LET070000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-05 2026-01-05 N N N 0.0438 65009701.25 65009701.25 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/03/2025 4.43 3130B5QB7 2549001DPIFGXC1TOL40 US3130B5QB74 0001026214 LCW676000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-03 2025-10-03 N N N 0.0434 230999531.07 230999531.07 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/03/2025 4.46 3130B4T43 2549001DPIFGXC1TOL40 US3130B4T437 0001026214 KYL524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-03 2025-10-03 N N N 0.0434 223010521.14 223010521.14 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/30/2026 4.45 3130B6VE3 2549001DPIFGXC1TOL40 US3130B6VE32 0001026214 LHX105000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-30 2026-01-30 N N N 0.0439 259999586.60 259999586.60 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+0 12/24/2025 4.44 3133ETML8 254900C5LP6DN9OP9V83 US3133ETML89 4003205 LHP078000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-24 2025-12-24 N N N 0.0439 18000025.74 18000025.74 0.0001 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.05% 8/5/25 4.49 N/A 549300HN4UKV1E2R3U73 LFA880000 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 LFA880000 2036-08-15 2065-02-20 3.000 - 7.000 N/A 93909751.00 83392224.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFA880000 2027-11-01 2055-06-01 2.000 - 6.500 N/A 141961678.00 84858524.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFA880000 2049-01-01 2055-01-01 3.500 - 6.500 N/A 80505810.00 20438996.92 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 LFA880000 2032-06-30 2032-06-30 1.570 N/A 15095000.00 12559598.52 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 LFA880000 2055-02-01 2055-02-01 5.250 N/A 6287000.00 6211187.16 Agency Debentures and Agency Strips Y N/A N/A 2025-08-05 2025-08-05 2025-08-05 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0436 202000000.00 202000000.00 0.0009 N N N Y BMO Chicago Branch BMOCHIGR *G RP 4.33% 7/8/25 4.33 N/A 3Y4U8VZURTYWI1W2K376 LHV518000 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 LHV518000 2055-02-20 2073-02-20 5.182 - 6.000 N/A 452086982.00 455643304.51 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-07-07 2025-07-07 2025-07-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 442000000.00 442000000.00 0.0019 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 03/05/2026 4.45 3130B6W51 2549001DPIFGXC1TOL40 US3130B6W519 0001026214 LHY239000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-03-05 2026-03-05 N N N 0.0437 195029170.05 195029170.05 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/04/2025 4.45 3130B4RV5 2549001DPIFGXC1TOL40 US3130B4RV54 0001026214 KYG028000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-04 2025-08-04 N N N 0.0433 207996994.40 207996994.40 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4.5 02/05/2026 4.49 3130B4WT4 2549001DPIFGXC1TOL40 US3130B4WT44 0001026214 KYU805000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-05 2026-02-05 N N N 0.0439 211047133.18 211047133.18 0.0009 N N N N Fixed Income Clearing Corp - Nomura NOM FIG G RP 4.4% 7/1/25 4.40 N/A XPSKD1VTEQPKCHBEKQ95 LIF168000 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 LIF168000 2025-10-31 2033-05-15 0.250 - 4.625 N/A 1242896900.00 1252713107.35 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1228000000.00 1228000000.00 0.0053 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 11/03/2025 4.60 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 4003205 KAU628000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-03 2025-11-03 N N N 0.0438 100048340.00 100048340.00 0.0004 N N N N US Treasury Bill UST BILLS 0% 05/14/2026 912797QN0 254900HROIFWPRGM1V77 US912797QN08 LFG981000 U.S. Treasury Debt Y N/A N/A 2026-05-14 2026-05-14 2026-05-14 N N N 0.0399 512585381.05 512585381.05 0.0022 N Y Y N BMO Chicago Branch BMOCHIGR *G RP 4.32% 7/11/25 4.32 N/A 3Y4U8VZURTYWI1W2K376 LHE413000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A LHE413000 2055-04-20 2055-05-20 5.652 - 6.000 N/A 202928921.00 202364512.27 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-07-07 2025-07-07 2025-07-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 196000000.00 196000000.00 0.0008 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 03/20/2026 4.53 3133ERL58 254900C5LP6DN9OP9V83 US3133ERL582 4003205 KWA894000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-03-20 2026-03-20 N N N 0.0439 31017566.15 31017566.15 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/22/2025 4.54 3130B05P0 2549001DPIFGXC1TOL40 US3130B05P02 0001026214 KJP809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-22 2025-09-22 N N N 0.0433 143031927.61 143031927.61 0.0006 N N N N BNP Paribas, SA BNP (GR) *G RP 4.32% 7/28/25 4.32 N/A R0MUWSFPU8MPRO8K5P83 LHX994000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHX994000 2025-10-31 2050-02-15 0.750 - 4.422 N/A 764139800.00 730758207.91 U.S. Treasuries (including strips) Y N/A N/A 2025-07-07 2025-07-07 2025-07-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 716000000.00 716000000.00 0.0031 N N Y N TD Securities (U.S.A.) TDGR T RP 4.4% 7/1/25 4.40 N/A SUVUFHICNZMP2WKHG940 LIE721000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIE721000 2038-05-15 2054-05-15 2.250 - 4.625 N/A 255369100.00 241322849.91 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 236000000.00 236000000.00 0.0010 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.22% 08/15/2025 4.22 3130B5LG1 2549001DPIFGXC1TOL40 US3130B5LG17 0001026214 LBR968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-15 2025-08-15 2025-08-15 N N N 0.0431 406918831.99 406918831.99 0.0018 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/02/2026 4.58 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 4003205 KTV485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-12-02 2026-12-02 N N N 0.0445 61063201.49 61063201.49 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 09/17/2025 4.44 3130B5JR0 2549001DPIFGXC1TOL40 US3130B5JR00 0001026214 LBO846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-17 2025-09-17 N N N 0.0433 240997970.78 240997970.78 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 10/02/2026 4.49 3133ETBN6 254900C5LP6DN9OP9V83 US3133ETBN64 4003205 LDA956000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-02 2026-10-02 2026-10-02 N N N 0.0443 88999745.46 88999745.46 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2025 4.45 3130B5XH6 2549001DPIFGXC1TOL40 US3130B5XH61 0001026214 LEA668000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-18 2025-08-18 N N N 0.0434 67999281.24 67999281.24 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 02/27/2026 4.52 3130B1LC9 2549001DPIFGXC1TOL40 US3130B1LC98 0001026214 KKG137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-27 2026-02-27 N N N 0.0439 141067024.35 141067024.35 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 10/22/2025 4.44 3130B6HU3 2549001DPIFGXC1TOL40 US3130B6HU30 0001026214 LFX869000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-22 2025-10-22 N N N 0.0435 64000110.72 64000110.72 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 04/28/2026 4.48 3133ER5B3 254900C5LP6DN9OP9V83 US3133ER5B34 4003205 LAP524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-04-28 2026-04-28 N N N 0.0441 20002907.80 20002907.80 0.0001 N N N N US Treasury Notes UST NOTES 0.25% 09/30/2025 0.25 91282CAM3 254900HROIFWPRGM1V77 US91282CAM38 GFJ893000 U.S. Treasury Debt Y N/A N/A 2025-09-30 2025-09-30 2025-09-30 N N N 0.0426 805870598.28 805870598.28 0.0035 N Y Y N Barclays Bank PLC BPLCGR *G RP 4.33% 7/17/25 4.33 N/A G5GSEF7VJP5I7OUK5573 LHN475000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LHN475000 2040-04-23 2040-04-23 5.780 N/A 1000.00 1010.54 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 LHN475000 2037-09-15 2065-07-15 1.250 - 7.000 N/A 151948854.00 130931063.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHN475000 2027-09-25 2055-04-01 3.000 - 14.026 N/A 53962143.00 17135155.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LHN475000 2030-08-01 2055-02-25 2.000 - 6.500 N/A 86712684.00 53414661.62 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-07 2025-07-07 2025-07-17 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 197000000.00 197000000.00 0.0009 N N Y N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.32% 7/14/25 4.32 N/A 2IGI19DL77OX0HC3ZE78 LHE761000 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 LHE761000 2054-06-20 2072-10-20 5.500 - 7.284 N/A 2378837.00 2150753.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHE761000 2046-11-01 2055-06-01 2.000 - 7.000 N/A 138559768.00 113407522.89 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LHE761000 2026-01-15 2028-01-15 0.500 - 0.625 N/A 37731000.00 50768698.57 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LHE761000 2028-08-01 2055-06-01 1.380 - 7.000 N/A 471289282.00 235939886.20 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-07 2025-07-07 2025-07-14 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 393000000.00 393000000.00 0.0017 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.33% 04/14/2026 4.33 3130B5LC0 2549001DPIFGXC1TOL40 US3130B5LC03 0001026214 LBR777000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-04-14 2026-04-14 2026-04-14 N N N 0.0449 267648413.48 267648413.48 0.0012 N N N N Freddie Mac FED HOME LN MTG CORP 0.64% 11/24/2025 0.64 3134GXEJ9 S6XOOCT0IEG5ABCC6L87 US3134GXEJ92 GIH535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-11-24 2025-11-24 2025-11-24 N N N 0.0440 44334235.35 44334235.35 0.0002 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.39% 7/1/25 4.39 N/A 549300H47WTHXPU08X20 LIE699000 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 LIE699000 2025-09-18 2055-02-15 0.000 - 4.625 N/A 240739000.00 211189817.76 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIE699000 2025-08-01 2055-07-01 1.500 - 8.500 N/A 2164618499.00 1822478179.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIE699000 2025-09-01 2055-07-01 1.500 - 8.500 N/A 2498252959.00 2164143840.08 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 4115000000.00 4115000000.00 0.0178 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/10/2026 4.56 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 4003205 KMA892000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-07-10 2026-07-10 N N N 0.0444 69045308.16 69045308.16 0.0003 N N N N US Treasury Bill UST BILLS 0% 07/22/2025 912797QB6 254900HROIFWPRGM1V77 US912797QB69 LBY728000 U.S. Treasury Debt Y N/A N/A 2025-07-22 2025-07-22 2025-07-22 N N N 0.0400 327802215.06 327802215.06 0.0014 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.35% 03/06/2026 4.35 3130B4X97 2549001DPIFGXC1TOL40 US3130B4X975 0001026214 KYW030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-03-06 2026-03-06 2026-03-06 N N N 0.0455 548256143.43 548256143.43 0.0024 N N N N Fannie Mae FANNIE MAE 0.65% 12/17/2025 0.65 3135G06N8 B1V7KEBTPIMZEU4LTD58 US3135G06N86 0000310522 GJB806000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-12-17 2025-12-17 2025-12-17 N N N 0.0418 46043312.26 46043312.26 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/04/2026 4.48 3133ER5Z0 254900C5LP6DN9OP9V83 US3133ER5Z02 4003205 LAV867000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-06-04 2026-06-04 N N N 0.0442 34000628.32 34000628.32 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/08/2027 4.59 3133ERS44 254900C5LP6DN9OP9V83 US3133ERS447 4003205 KXD111000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-01-08 2027-01-08 N N N 0.0453 161001310.54 161001310.54 0.0007 N N N N Citigroup Global Capital Markets Inc. FICASH MU 4.399% 07/01/25 4.40 N/A N/A LIF304000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIF304000 2026-03-31 2032-08-15 0.500 - 4.875 N/A 1187831105.19 1174810324.03 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF304000 2025-08-15 2075-05-20 2.000 - 9.000 N/A 504595660.25 395306106.58 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1539142000.00 1539142000.00 0.0067 N Y Y N US Treasury Bill UST BILLS 0% 12/18/2025 912797QZ3 254900HROIFWPRGM1V77 US912797QZ38 LHG080000 U.S. Treasury Debt Y N/A N/A 2025-12-18 2025-12-18 2025-12-18 N N N 0.0425 1117813935.60 1117813935.60 0.0048 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/10/2025 313385LN4 2549001DPIFGXC1TOL40 US313385LN44 GEB198000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-10 2025-09-10 2025-09-10 N N N 0.0433 90235600.00 90235600.00 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.35% 06/05/2026 4.35 3130B6BV7 2549001DPIFGXC1TOL40 US3130B6BV76 0001026214 LFB176000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-06-05 2026-06-05 2026-06-05 N N N 0.0454 262542161.71 262542161.71 0.0011 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/22/2025 313385KT2 2549001DPIFGXC1TOL40 US313385KT23 AGG970000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-22 2025-08-22 2025-08-22 N N N 0.0427 405465185.76 405465185.76 0.0018 N N Y N BNP Paribas, SA BNP (GR) *G RP 4.31% 7/31/25 4.31 N/A R0MUWSFPU8MPRO8K5P83 LHQ166000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHQ166000 2025-08-14 2053-02-15 0.000 - 4.875 N/A 1275913000.00 1174544796.47 U.S. Treasuries (including strips) Y N/A N/A 2025-07-07 2025-07-07 2025-07-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 1150000000.00 1150000000.00 0.0050 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 02/25/2026 4.45 3130B6V86 2549001DPIFGXC1TOL40 US3130B6V867 0001026214 LHV754000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-25 2026-02-25 N N N 0.0439 65000000.00 65000000.00 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/21/2025 4.47 3130B5Z92 2549001DPIFGXC1TOL40 US3130B5Z928 0001026214 LEH524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-21 2025-11-21 N N N 0.0437 40003964.40 40003964.40 0.0002 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 4.39% 9/3/25 4.39 N/A VYVVCKR63DVZZN70PB21 0000276523 LGV505000 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 LGV505000 2027-12-01 2055-07-01 2.500 - 7.000 N/A 406171762.00 346876314.91 Agency Mortgage-Backed Securities Y N/A N/A 2025-09-03 2025-09-03 2025-09-03 N N N 0.0433 339000000.00 339000000.00 0.0015 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/08/2026 4.56 3133ERPE5 254900C5LP6DN9OP9V83 US3133ERPE53 4003205 KNY434000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-05-08 2026-05-08 N N N 0.0442 70048246.10 70048246.10 0.0003 N N N N Bank of Nova Scotia/The FICASH MU 4.399% 07/01/25 4.40 N/A N/A LIF304000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIF304000 2025-09-04 2044-11-15 0.000 - 5.250 N/A 462686107.45 429052327.37 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 420588000.00 420588000.00 0.0018 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.39% 7/1/25 4.39 N/A 549300H47WTHXPU08X20 LIE698000 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 LIE698000 2033-10-20 2055-06-20 2.000 - 7.500 N/A 1449563226.00 799777517.17 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 784000000.00 784000000.00 0.0034 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+10 02/09/2026 4.54 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 KOT976000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-09 2026-02-09 N N N 0.0443 80024892.00 80024892.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/17/2025 4.59 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 4003205 KAD692000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-17 2025-07-17 N N N 0.0432 92005316.68 92005316.68 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/14/2025 4.58 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-14 2025-08-14 N N N 0.0433 308049689.64 308049689.64 0.0013 N N N N Mitsubishi UFJ Securities (U.S.A.), Inc. MUFJGR G RP 4.35% 9/3/25 4.35 N/A K5HU16E3LMSVCCJJJ255 LHP207000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHP207000 2033-02-15 2053-05-15 2.000 - 3.625 N/A 211880400.00 177025619.61 U.S. Treasuries (including strips) Y N/A N/A 2025-09-03 2025-09-03 2025-09-03 N N N 0.0429 173000000.00 173000000.00 0.0007 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/27/2025 4.45 3130B5YL6 2549001DPIFGXC1TOL40 US3130B5YL64 0001026214 LED062000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-27 2025-08-27 N N N 0.0434 131998904.40 131998904.40 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 03/18/2026 4.55 3133EP5N1 254900C5LP6DN9OP9V83 US3133EP5N18 4003205 KML440000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-03-18 2026-03-18 N N N 0.0438 141099428.97 141099428.97 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/11/2027 4.52 3133ETAA5 254900C5LP6DN9OP9V83 US3133ETAA52 4003205 LBQ308000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-03-11 2027-03-11 N N N 0.0446 43000039.13 43000039.13 0.0002 N N N N BofA Securities, Inc. BASGR *G RP SOFR+0.05% 7/11/25 4.49 N/A 549300HN4UKV1E2R3U73 LDT474000 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 LDT474000 2045-08-01 2055-04-01 2.000 - 5.000 N/A 81942831.00 49398794.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LDT474000 2036-07-01 2055-05-01 2.000 - 6.000 N/A 7755206.00 6640523.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LDT474000 2028-02-15 2060-03-15 2.500 - 7.000 N/A 233579411.00 224124912.14 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-07 2025-07-07 2025-07-11 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0435 272000000.00 272000000.00 0.0012 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/03/2026 4.45 3130B6VF0 2549001DPIFGXC1TOL40 US3130B6VF07 0001026214 LHW993000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-03 2026-02-03 N N N 0.0439 57999997.10 57999997.10 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 10/16/2025 4.57 3130AYJD9 2549001DPIFGXC1TOL40 US3130AYJD92 0001026214 KDK258000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-16 2025-10-16 N N N 0.0435 300111954.00 300111954.00 0.0013 N N N N Canadian Imperial Bank of Commerce CIBCGR G RP 4.37% 7/31/25 4.37 N/A 2IGI19DL77OX0HC3ZE78 LHP197000 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 LHP197000 2029-05-31 2033-02-15 3.500 - 4.500 N/A 2967500.00 3056567.98 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LHP197000 2044-04-01 2055-06-01 6.000 - 7.000 N/A 1124232.00 745493.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHP197000 2051-09-25 2055-06-01 2.500 - 6.500 N/A 2098899.00 234422.11 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 LHP197000 2050-12-20 2075-05-20 0.000 - 6.026 N/A 14571772.00 9518425.43 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-07-31 2025-07-31 2025-07-31 N N N 0.0429 13000000.00 13000000.00 0.0001 N N N Y Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/06/2025 313385KB1 2549001DPIFGXC1TOL40 US313385KB15 GCJ032000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-06 2025-08-06 2025-08-06 N N N 0.0426 195149904.88 195149904.88 0.0008 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 4.60 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-25 2025-07-25 N N N 0.0432 481047421.79 481047421.79 0.0021 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 09/05/2025 4.44 3130B5DU9 2549001DPIFGXC1TOL40 US3130B5DU92 0001026214 LAW000000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-05 2025-09-05 N N N 0.0434 93998865.42 93998865.42 0.0004 N N N N US Treasury Notes UST NOTES 1.625% 02/15/2026 1.63 912828P46 254900HROIFWPRGM1V77 US912828P469 ABI639000 U.S. Treasury Debt Y N/A N/A 2026-02-15 2026-02-15 2026-02-15 N N N 0.0419 58473544.34 58473544.34 0.0003 N Y Y N SMBC Nikko Securities America, Inc. NIKKOGR G RP 4.35% 7/2/25 4.35 N/A 6PJDTY319315T5LR2241 LHW678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHW678000 2026-08-31 2054-11-15 0.625 - 4.625 N/A 180733600.00 179731793.89 U.S. Treasuries (including strips) Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0426 176000000.00 176000000.00 0.0008 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 04/17/2026 4.54 3133ERBY6 254900C5LP6DN9OP9V83 US3133ERBY63 4003205 KHI145000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-04-17 2026-04-17 N N N 0.0442 77035811.93 77035811.93 0.0003 N N N N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.01% 7/28/25 4.45 N/A FOR8UP27PHTHYVLBNG30 0000769993 LGJ115000 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 S6XOOCT0IEG5ABCC6L87 LGJ115000 2036-04-01 2055-06-01 2.000 - 6.000 N/A 226728990.00 129864770.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A LGJ115000 2054-08-20 2055-04-20 6.000 - 6.500 N/A 21201642.00 21893845.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LGJ115000 2032-06-01 2055-06-01 1.500 - 6.500 N/A 489908314.00 252834459.60 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-07 2025-07-07 2025-07-28 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0432 395000000.00 395000000.00 0.0017 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 04/09/2027 4.52 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 4003205 LFB210000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-04-09 2027-04-09 N N N 0.0446 80002669.60 80002669.60 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/09/2026 4.57 3130AYT30 2549001DPIFGXC1TOL40 US3130AYT304 0001026214 KQC169000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-09 2026-02-09 N N N 0.0443 82041198.44 82041198.44 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 11/23/2026 4.58 3133ERN23 254900C5LP6DN9OP9V83 US3133ERN232 4003205 KWJ231000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-11-23 2026-11-23 N N N 0.0445 111105365.64 111105365.64 0.0005 N N N N US Treasury Bill UST BILLS 0% 09/23/2025 912797QV2 254900HROIFWPRGM1V77 US912797QV24 LGA866000 U.S. Treasury Debt Y N/A N/A 2025-09-23 2025-09-23 2025-09-23 N N N 0.0429 2341981020.82 2341981020.82 0.0101 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2025 4.45 3130B5YB8 2549001DPIFGXC1TOL40 US3130B5YB82 0001026214 LEB721000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-18 2025-08-18 N N N 0.0432 233003986.63 233003986.63 0.0010 N N N N Fannie Mae FANNIE MAE VFAC SOFR+14 10/23/2026 4.58 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 0000310522 KRR809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-10-23 2026-10-23 N N N 0.0445 369346074.03 369346074.03 0.0016 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 10/06/2025 4.60 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 4003205 JYU452000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-06 2025-10-06 N N N 0.0434 35014790.65 35014790.65 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/29/2025 4.45 3130B4QV6 2549001DPIFGXC1TOL40 US3130B4QV63 0001026214 KYD338000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-29 2025-07-29 N N N 0.0433 415994720.96 415994720.96 0.0018 N N N N Barclays Bank PLC BPLCGR M RP 4.41% 7/1/25 4.41 N/A G5GSEF7VJP5I7OUK5573 LIE702000 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 LIE702000 2034-07-20 2063-08-16 1.250 - 5.480 N/A 166328126.00 122657183.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIE702000 2027-10-01 2055-05-01 1.500 - 7.000 N/A 95913292.00 45826845.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIE702000 2025-09-01 2055-05-01 2.000 - 6.500 N/A 147977416.00 83287060.43 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0441 245000000.00 245000000.00 0.0011 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/27/2025 4.60 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 4003205 KAO066000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-27 2025-10-27 N N N 0.0433 67039519.28 67039519.28 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 07/21/2026 4.50 3133ETHF7 254900C5LP6DN9OP9V83 US3133ETHF76 4003205 LFQ764000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-07-21 2026-07-21 N N N 0.0444 41000917.58 41000917.58 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/30/2025 4.45 3130B4S36 2549001DPIFGXC1TOL40 US3130B4S363 0001026214 KYG072000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-30 2025-07-30 N N N 0.0433 69999054.30 69999054.30 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/14/2025 4.60 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-14 2025-07-14 N N N 0.0436 61002302.14 61002302.14 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/04/2025 4.45 3130B4UQ2 2549001DPIFGXC1TOL40 US3130B4UQ23 0001026214 KYN563000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-04 2025-09-04 N N N 0.0434 234997971.95 234997971.95 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 07/21/2026 4.57 3133ERYD7 254900C5LP6DN9OP9V83 US3133ERYD79 4003205 KRL449000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-07-21 2026-07-21 N N N 0.0444 26018796.18 26018796.18 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 07/17/2025 4.60 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 4003205 JVX030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-17 2025-07-17 N N N 0.0432 112006974.24 112006974.24 0.0005 N N N N US Treasury Notes UST NOTES 5% 09/30/2025 5.00 91282CJB8 254900HROIFWPRGM1V77 US91282CJB81 JYJ207000 U.S. Treasury Debt Y N/A N/A 2025-09-30 2025-09-30 2025-09-30 N N N 0.0433 263405801.11 263405801.11 0.0011 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/05/2025 4.44 3130B6NM4 2549001DPIFGXC1TOL40 US3130B6NM40 0001026214 LHX114000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-05 2025-12-05 N N N 0.0438 64999431.90 64999431.90 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/02/2026 4.46 3130B6LX2 2549001DPIFGXC1TOL40 US3130B6LX23 0001026214 LGL757000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-03-02 2026-03-02 N N N 0.0439 250020067.50 250020067.50 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/07/2025 4.45 3130B4SU6 2549001DPIFGXC1TOL40 US3130B4SU62 0001026214 KYH267000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-07 2025-08-07 N N N 0.0434 13999773.76 13999773.76 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/22/2025 4.58 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 4003205 KBL768000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-22 2025-08-22 N N N 0.0433 174033715.98 174033715.98 0.0008 N N N N US Treasury Bill UST BILLS 0% 08/07/2025 912797MG9 254900HROIFWPRGM1V77 US912797MG92 KNO747000 U.S. Treasury Debt Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 N N N 0.0418 1091211904.80 1091211904.80 0.0047 N Y Y N BNP Paribas, SA BNP (GR) *G RP 4.32% 7/10/25 4.32 N/A R0MUWSFPU8MPRO8K5P83 LHD034000 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 LHD034000 2028-12-20 2065-04-20 2.000 - 7.500 N/A 1258451098.00 409088299.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LHD034000 2025-11-01 2055-07-01 1.750 - 7.500 N/A 1033782804.00 510942112.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHD034000 2030-04-01 2055-06-01 1.220 - 7.209 N/A 617763006.00 463792099.62 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LHD034000 2034-08-15 2043-11-15 0.000 N/A 36745499.19 17266572.94 U.S. Treasuries (including strips) Y N/A N/A 2025-07-07 2025-07-07 2025-07-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 1370000000.00 1370000000.00 0.0059 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 04/15/2026 4.54 3133ERA68 254900C5LP6DN9OP9V83 US3133ERA684 4003205 LDT938000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-04-15 2026-04-15 N N N 0.0442 65903087.82 65903087.82 0.0003 N N N N US Treasury Bill UST BILLS 0% 07/31/2025 912797PG6 254900HROIFWPRGM1V77 US912797PG65 KYF869000 U.S. Treasury Debt Y N/A N/A 2025-07-31 2025-07-31 2025-07-31 N N N 0.0407 299954777.50 299954777.50 0.0013 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 09/10/2025 4.44 3130B5FP8 2549001DPIFGXC1TOL40 US3130B5FP89 0001026214 LBE245000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-10 2025-09-10 N N N 0.0434 132998539.66 132998539.66 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 06/10/2026 4.57 3133ERSX0 254900C5LP6DN9OP9V83 US3133ERSX08 4003205 LAV887000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-06-10 2026-06-10 N N N 0.0443 50039067.00 50039067.00 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 02/17/2026 4.45 3130B6TL0 2549001DPIFGXC1TOL40 US3130B6TL03 0001026214 LHP084000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-17 2026-02-17 N N N 0.0439 39000040.95 39000040.95 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/12/2025 4.45 3130B4KM2 2549001DPIFGXC1TOL40 US3130B4KM29 0001026214 KXL800000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-12 2025-08-12 N N N 0.0433 277999555.20 277999555.20 0.0012 N N N N US Treasury Bill UST BILLS 0% 07/29/2025 912797QC4 254900HROIFWPRGM1V77 US912797QC43 LCX676000 U.S. Treasury Debt Y N/A N/A 2025-07-29 2025-07-29 2025-07-29 N N N 0.0404 533273137.70 533273137.70 0.0023 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/15/2025 313385KL9 2549001DPIFGXC1TOL40 US313385KL96 313385KL9 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-15 2025-08-15 2025-08-15 N N N 0.0427 1607286172.48 1607286172.48 0.0070 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/09/2026 4.53 3133ERZR5 254900C5LP6DN9OP9V83 US3133ERZR56 4003205 LAV869000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-09 2026-02-09 N N N 0.0443 36009270.00 36009270.00 0.0002 N N N N ABN AMRO Bank NV ABNGR M RP 4.43% 7/1/25 4.43 N/A N/A LIE681000 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 LIE681000 2052-08-20 2053-04-20 5.000 - 5.500 N/A 6627776.00 5114434.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIE681000 2051-06-01 2055-03-01 3.000 - 6.000 N/A 129765694.00 120707277.94 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIE681000 2027-01-15 2028-07-31 0.375 - 3.875 N/A 6271400.00 6386651.54 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIE681000 2028-09-01 2055-04-01 2.500 - 7.000 N/A 236097957.00 166690638.16 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0443 293000000.00 293000000.00 0.0013 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 11/12/2025 4.45 3130B5J74 2549001DPIFGXC1TOL40 US3130B5J740 0001026214 LBN404000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-12 2025-11-12 N N N 0.0435 314023980.18 314023980.18 0.0014 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 4.39% 7/1/25 4.39 N/A N/A LIA586000 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 LIA586000 2025-08-19 2052-11-15 0.000 - 4.875 N/A 4718502000.00 4282546992.86 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 4172000000.00 4172000000.00 0.0181 N Y Y N Fixed Income Clearing Corp - CIBC CIB FID T RP 4.39% 7/1/25 4.39 N/A N/A LIE684000 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 LIE684000 2029-12-31 2030-11-30 3.875 - 4.375 N/A 624509000.00 636580238.98 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 624000000.00 624000000.00 0.0027 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/26/2025 4.59 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-26 2025-09-26 N N N 0.0433 93033280.98 93033280.98 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 01/02/2026 4.59 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-02 2026-01-02 2026-01-02 N N N 0.0438 139105171.57 139105171.57 0.0006 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/30/2025 313385JU1 2549001DPIFGXC1TOL40 US313385JU15 GAJ537000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-30 2025-07-30 2025-07-30 N N N 0.0421 252120825.00 252120825.00 0.0011 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 04/09/2026 4.55 3133ERAG6 254900C5LP6DN9OP9V83 US3133ERAG66 4003205 KQC185000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-04-09 2026-04-09 N N N 0.0438 45009093.15 45009093.15 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/24/2027 4.57 3130B6TA4 2549001DPIFGXC1TOL40 US3130B6TA48 0001026214 LHN713000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-06-24 2027-06-24 N N N 0.0452 156500985.95 156500985.95 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 02/09/2027 4.54 3133ETGQ4 254900C5LP6DN9OP9V83 US3133ETGQ41 4003205 LFF143000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-02-09 2027-02-09 N N N 0.0449 19999992.20 19999992.20 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 10/28/2025 4.44 3130B5PB8 2549001DPIFGXC1TOL40 US3130B5PB83 0001026214 LCF522000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-28 2025-10-28 N N N 0.0435 213999015.60 213999015.60 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/25/2026 4.54 3130B1S81 2549001DPIFGXC1TOL40 US3130B1S815 0001026214 KLD463000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-06-25 2026-06-25 N N N 0.0444 85036860.25 85036860.25 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/12/2026 4.45 3130B5TR9 2549001DPIFGXC1TOL40 US3130B5TR99 0001026214 LDK706000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-12 2026-01-12 N N N 0.0439 533994355.62 533994355.62 0.0023 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2025 4.45 3130B4UJ8 2549001DPIFGXC1TOL40 US3130B4UJ89 0001026214 KYN564000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-05 2025-09-05 N N N 0.0434 246997949.90 246997949.90 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 05/05/2027 4.57 3133ETFP7 254900C5LP6DN9OP9V83 US3133ETFP76 4003205 LER808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-05-05 2027-05-05 N N N 0.0449 111041814.81 111041814.81 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.3% 06/02/2026 4.30 3130B6A55 2549001DPIFGXC1TOL40 US3130B6A556 0001026214 LEU178000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-06-02 2026-06-02 2026-06-02 N N N 0.0436 1049409259.50 1049409259.50 0.0045 N N N N Credit AG CREDITAG M RP 4.4% 7/1/25 4.40 N/A 1VUV7VQFKUOQSJ21A208 LIE713000 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 LIE713000 2026-06-30 2026-06-30 0.875 N/A 50511100.00 48966015.96 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 48000000.00 48000000.00 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 03/01/2027 4.53 3130B5BF4 2549001DPIFGXC1TOL40 US3130B5BF44 0001026214 LAN784000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-03-01 2027-03-01 N N N 0.0448 57999569.06 57999569.06 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/16/2025 4.44 3130B5TP3 2549001DPIFGXC1TOL40 US3130B5TP34 0001026214 LDK739000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-16 2025-12-16 N N N 0.0438 386998935.75 386998935.75 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/25/2025 4.45 3130B5ZH4 2549001DPIFGXC1TOL40 US3130B5ZH44 0001026214 LEI612000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-25 2025-08-25 N N N 0.0434 131998698.48 131998698.48 0.0006 N N N N Sumitomo Mitsui Banking Corp/New York FICASH MR 4.391% 07/01/25 4.39 N/A N/A LIF402000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIF402000 2025-07-31 2053-05-15 0.250 - 4.875 N/A 24421561.48 23444824.62 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 22982000.00 22982000.00 0.0001 N Y Y N Sumitomo Mitsui Banking Corp/New York FICASH MU 4.399% 07/01/25 4.40 N/A N/A LIF304000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIF304000 2025-07-31 2053-05-15 0.250 - 4.875 N/A 1233484380.30 1184151348.56 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1160775000.00 1160775000.00 0.0050 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/12/2025 4.58 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-12 2025-11-12 N N N 0.0436 305152509.15 305152509.15 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/20/2025 4.60 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-20 2025-10-20 N N N 0.0435 157077272.26 157077272.26 0.0007 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/24/2025 313385MC7 2549001DPIFGXC1TOL40 US313385MC79 GEB191000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-24 2025-09-24 2025-09-24 N N N 0.0434 129685633.77 129685633.77 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 4.59 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-08 2025-12-08 N N N 0.0437 88059248.64 88059248.64 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/27/2026 4.45 3130B6U53 2549001DPIFGXC1TOL40 US3130B6U539 0001026214 LHQ364000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-27 2026-01-27 N N N 0.0439 51999977.12 51999977.12 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/27/2025 4.45 3130B4SQ5 2549001DPIFGXC1TOL40 US3130B4SQ50 0001026214 KYH059000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-27 2025-08-27 N N N 0.0434 284997067.35 284997067.35 0.0012 N N N N ING Financial Markets LLC INGFIN G RP 4.4% 7/2/25 4.40 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 LIF331000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0431 1249000000.00 1249000000.00 0.0054 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+0 09/08/2025 4.44 3133ER5P2 254900C5LP6DN9OP9V83 US3133ER5P20 4003205 LAU972000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-08 2025-09-08 N N N 0.0436 18998924.03 18998924.03 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 04/05/2027 4.52 3130B5SA7 2549001DPIFGXC1TOL40 US3130B5SA73 0001026214 LDG770000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-04-05 2027-04-05 N N N 0.0446 1014996417.05 1014996417.05 0.0044 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/11/2025 4.45 3130B5YA0 2549001DPIFGXC1TOL40 US3130B5YA00 0001026214 LEB720000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-11 2025-08-11 N N N 0.0432 56000649.60 56000649.60 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/18/2026 4.49 3133ETLJ4 254900C5LP6DN9OP9V83 US3133ETLJ43 4003205 LHE544000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-08-18 2026-08-18 N N N 0.0443 14000204.96 14000204.96 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/10/2027 4.54 3130B6N28 2549001DPIFGXC1TOL40 US3130B6N286 0001026214 LGT166000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-06-10 2027-06-10 N N N 0.0449 126000939.96 126000939.96 0.0005 N N N N Fixed Income Clearing Corp - BNYM BNY FIT T RP 4.4% 7/1/25 4.40 N/A 549300H47WTHXPU08X20 LIE703000 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 LIE703000 2028-02-15 2045-02-15 0.125 - 4.625 N/A 8282510700.00 7826460034.74 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 7673000000.00 7673000000.00 0.0332 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/12/2026 4.57 3130AYX76 2549001DPIFGXC1TOL40 US3130AYX769 0001026214 KMJ640000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-12 2026-02-12 N N N 0.0443 70035752.50 70035752.50 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/04/2025 4.44 3130B5SM1 2549001DPIFGXC1TOL40 US3130B5SM12 0001026214 LDH510000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-04 2025-12-04 N N N 0.0434 227034515.35 227034515.35 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/29/2026 4.57 3133ERMQ1 254900C5LP6DN9OP9V83 US3133ERMQ11 4003205 KMR276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-07-29 2026-07-29 N N N 0.0444 76029891.56 76029891.56 0.0003 N N N N Nomura Securities International Inc FICASH MR 4.391% 07/01/25 4.39 N/A N/A LIF402000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIF402000 2025-07-15 2042-11-15 0.000 - 6.750 N/A 303422.70 293168.11 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF402000 2025-07-25 2055-06-01 1.500 - 9.000 N/A 1108081.97 192800.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF402000 2025-07-15 2063-07-20 1.500 - 9.000 N/A 583619.11 79991.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF402000 2025-07-25 2063-03-01 1.500 - 9.000 N/A 2707848.91 200153.80 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 751000.00 751000.00 0.0000 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/23/2025 4.45 3130B4RE3 2549001DPIFGXC1TOL40 US3130B4RE30 0001026214 KYE424000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-23 2025-07-23 N N N 0.0433 193997805.86 193997805.86 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 08/19/2026 4.58 3133ERPU9 254900C5LP6DN9OP9V83 US3133ERPU95 4003205 KOF637000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-08-19 2026-08-19 N N N 0.0444 171151276.86 171151276.86 0.0007 N N N N Fannie Mae FANNIE MAE VFAC SOFR+10 06/18/2026 4.54 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 0000310522 KLE478000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-06-18 2026-06-18 N N N 0.0442 365220821.35 365220821.35 0.0016 N N N N RBC Dominion Securities RBCDOMGR *G RP 4.31% 7/31/25 4.31 N/A 549300QJJX6CVVUXLE15 LHQ155000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHQ155000 2025-08-31 2035-05-15 0.250 - 4.625 N/A 559357100.00 546418663.86 U.S. Treasuries (including strips) Y N/A N/A 2025-07-07 2025-07-07 2025-07-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 535000000.00 535000000.00 0.0023 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/08/2025 4.45 3130B4JB8 2549001DPIFGXC1TOL40 US3130B4JB82 0001026214 KXK791000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-08 2025-07-08 N N N 0.0433 137999239.62 137999239.62 0.0006 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.16% 06/09/2026 4.16 3130B6DP8 2549001DPIFGXC1TOL40 US3130B6DP80 0001026214 LFH134000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-06-09 2026-06-09 2026-06-09 N N N 0.0427 463528571.36 463528571.36 0.0020 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 09/05/2025 4.51 3133ERSA0 254900C5LP6DN9OP9V83 US3133ERSA05 4003205 KPK918000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-05 2025-09-05 N N N 0.0433 145015504.85 145015504.85 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.37% 02/06/2026 4.37 3130B4J69 2549001DPIFGXC1TOL40 US3130B4J693 0001026214 KXI571000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-08 2025-07-08 2026-02-06 N N N 0.0436 277998584.98 277998584.98 0.0012 N N Y N ING Financial Markets LLC INGFIN G RP 4.37% 7/31/25 4.37 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 LHQ184000 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 LHQ184000 2028-03-01 2055-07-01 3.000 - 8.000 N/A 868674251.00 237270788.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LHQ184000 2029-05-01 2055-07-01 2.000 - 7.000 N/A 848107865.00 294858804.70 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-31 2025-07-31 2025-07-31 N N N 0.0429 521000000.00 521000000.00 0.0023 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 04/10/2026 4.48 3133ETCV7 254900C5LP6DN9OP9V83 US3133ETCV71 4003205 LEM070000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-04-10 2026-04-10 N N N 0.0442 50001505.50 50001505.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 11/13/2025 4.53 3133ERTJ0 254900C5LP6DN9OP9V83 US3133ERTJ05 4003205 KPS606000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-13 2025-11-13 N N N 0.0437 41012361.09 41012361.09 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/12/2026 4.53 3130B1WK9 2549001DPIFGXC1TOL40 US3130B1WK95 0001026214 KLV562000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-12 2026-01-12 N N N 0.0440 142054242.58 142054242.58 0.0006 N N N N RBC Financial Group RBCNYGR *G RP 4.34% 7/25/25 4.34 N/A ES7IP3U3RHIGC71XBU11 LHY210000 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 LHY210000 2025-10-23 2029-06-30 0.000 - 4.250 N/A 1054432600.00 1060927891.16 U.S. Treasuries (including strips) Y N/A N/A 2025-07-07 2025-07-07 2025-07-25 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0426 1040000000.00 1040000000.00 0.0045 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/14/2025 4.44 3130B52Y3 2549001DPIFGXC1TOL40 US3130B52Y37 0001026214 LBI266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-14 2025-08-14 N N N 0.0433 318995170.34 318995170.34 0.0014 N N N N Canadian Imperial Bank of Commerce CIBCGR T RP 4.39% 7/1/25 4.39 N/A 2IGI19DL77OX0HC3ZE78 LIE695000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIE695000 2025-11-15 2050-08-15 1.375 - 4.875 N/A 91698100.00 90791074.62 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 89000000.00 89000000.00 0.0004 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.37% 02/06/2026 4.37 3130B4J28 2549001DPIFGXC1TOL40 US3130B4J289 0001026214 KXI121000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-07 2025-07-07 2026-02-06 N N N 0.0436 277998785.14 277998785.14 0.0012 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/23/2027 4.54 3133ETMJ3 254900C5LP6DN9OP9V83 US3133ETMJ34 4003205 LHP093000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-06-23 2027-06-23 N N N 0.0449 45000744.75 45000744.75 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/02/2025 4.54 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0439 78000197.34 78000197.34 0.0003 N N Y N BofA Securities, Inc. 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Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/17/2025 4.51 3133ERHJ3 254900C5LP6DN9OP9V83 US3133ERHJ33 4003205 KKW207000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-17 2025-12-17 N N N 0.0438 99034824.24 99034824.24 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/12/2025 4.54 3133EP5E1 254900C5LP6DN9OP9V83 US3133EP5E19 4003205 KJA241000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-12 2025-12-12 N N N 0.0438 145063781.15 145063781.15 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 04/21/2026 4.55 3133ERYB1 254900C5LP6DN9OP9V83 US3133ERYB14 4003205 KRK539000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-04-21 2026-04-21 N N N 0.0441 51864214.62 51864214.62 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.35% 06/05/2026 4.35 3130B6BQ8 2549001DPIFGXC1TOL40 US3130B6BQ81 0001026214 LFB049000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-06-05 2026-06-05 2026-06-05 N N N 0.0441 525679087.40 525679087.40 0.0023 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/02/2025 4.45 3130B4T27 2549001DPIFGXC1TOL40 US3130B4T270 0001026214 KYL457000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-02 2025-09-02 N N N 0.0437 330983959.74 330983959.74 0.0014 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/13/2025 313385PE0 2549001DPIFGXC1TOL40 US313385PE09 313385PE0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-11-13 2025-11-13 2025-11-13 N N N 0.0424 223501174.09 223501174.09 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+1.5 03/27/2026 4.46 3133ETMW4 254900C5LP6DN9OP9V83 US3133ETMW45 4003205 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2026-01-31 2026-01-31 N N N 0.0422 187771875.84 187771875.84 0.0008 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/02/2025 313385HQ2 2549001DPIFGXC1TOL40 US313385HQ21 GAJ534000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0419 177958762.74 177958762.74 0.0008 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 08/05/2025 4.48 3130B2A39 2549001DPIFGXC1TOL40 US3130B2A399 0001026214 KNO813000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-05 2025-08-05 N N N 0.0428 280021028.00 280021028.00 0.0012 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/09/2025 313385HX7 2549001DPIFGXC1TOL40 US313385HX71 313385HX7 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-09 2025-07-09 2025-07-09 N N N 0.0420 281706015.00 281706015.00 0.0012 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/04/2025 4.45 3130B4UT6 2549001DPIFGXC1TOL40 US3130B4UT61 0001026214 KYN598000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-04 2025-08-04 N N N 0.0433 274996221.50 274996221.50 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 08/28/2025 4.51 3133ERRN3 254900C5LP6DN9OP9V83 US3133ERRN35 4003205 KPD642000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-28 2025-08-28 N N N 0.0433 47004433.04 47004433.04 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.21% 01/02/2026 4.21 3130B6GE0 2549001DPIFGXC1TOL40 US3130B6GE07 0001026214 LFQ786000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-01-02 2026-01-02 2026-01-02 N N N 0.0425 266941300.05 266941300.05 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/04/2025 4.45 3130B4H79 2549001DPIFGXC1TOL40 US3130B4H796 0001026214 KXD297000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-04 2025-08-04 N N N 0.0433 280996821.89 280996821.89 0.0012 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/29/2025 313385LA2 2549001DPIFGXC1TOL40 US313385LA23 313385LA2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-29 2025-08-29 2025-08-29 N N N 0.0430 308812634.37 308812634.37 0.0013 N N Y N Fixed Income Clearing Corp - State Street Bank SSB FIT T RP 4.4% 7/1/25 4.40 N/A 549300H47WTHXPU08X20 LIE718000 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 LIE718000 2028-09-30 2029-03-31 1.250 - 4.875 N/A 10052420900.00 10192860045.50 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 9993000000.00 9993000000.00 0.0433 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 03/03/2026 3130B6X84 2549001DPIFGXC1TOL40 US3130B6X848 0001026214 LIF289000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-03 2026-03-03 2026-03-03 N N N 0.0000 65000000.00 65000000.00 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 07/08/2025 4.60 3130AWTE0 2549001DPIFGXC1TOL40 US3130AWTE00 0001026214 JYP827000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-08 2025-07-08 N N N 0.0433 116003194.64 116003194.64 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 12/23/2026 4.51 3130B6W85 2549001DPIFGXC1TOL40 US3130B6W857 0001026214 LHY215000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-12-23 2026-12-23 N N N 0.0443 52018340.92 52018340.92 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/03/2025 4.45 3130B4VJ7 2549001DPIFGXC1TOL40 US3130B4VJ70 0001026214 KYP985000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-03 2025-09-03 N N N 0.0434 279997166.40 279997166.40 0.0012 N N N N US Treasury Notes UST NOTES 3MB+20.5 10/31/2026 4.49 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 KRT246000 U.S. Treasury Debt Y N/A N/A 2025-07-01 2026-10-31 2026-10-31 N N N 0.0435 350421400.00 350421400.00 0.0015 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/26/2026 4.54 3130B1T80 2549001DPIFGXC1TOL40 US3130B1T805 0001026214 KLG735000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-06-26 2026-06-26 N N N 0.0444 142061832.48 142061832.48 0.0006 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/16/2026 4.58 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 KRL422000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-10-16 2026-10-16 N N N 0.0445 645112345.90 645112345.90 0.0028 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/19/2025 4.54 3130B03E7 2549001DPIFGXC1TOL40 US3130B03E72 0001026214 KOC474000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-19 2025-09-19 N N N 0.0433 28005961.20 28005961.20 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/28/2025 4.45 3130B4S28 2549001DPIFGXC1TOL40 US3130B4S280 0001026214 KYG073000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-28 2025-07-28 N N N 0.0433 82998864.56 82998864.56 0.0004 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.39% 7/1/25 4.39 N/A 549300H47WTHXPU08X20 LIE697000 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 LIE697000 2031-11-01 2055-06-01 1.500 - 7.500 N/A 1652964564.00 1317381690.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIE697000 2036-12-01 2055-07-01 1.500 - 7.500 N/A 2693223591.00 2192075995.73 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIE697000 2025-07-08 2053-11-15 0.000 - 4.750 N/A 686315700.00 688354151.71 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 4115000000.00 4115000000.00 0.0178 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 11/27/2026 4.52 3130B6HX7 2549001DPIFGXC1TOL40 US3130B6HX78 0001026214 LFX926000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-11-27 2026-11-27 N N N 0.0446 31999972.16 31999972.16 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/17/2025 313385LV6 2549001DPIFGXC1TOL40 US313385LV69 GEB186000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-17 2025-09-17 2025-09-17 N N N 0.0433 154562199.48 154562199.48 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 10/14/2025 4.45 3130B53A4 2549001DPIFGXC1TOL40 US3130B53A42 0001026214 LAF589000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-14 2025-10-14 N N N 0.0436 54999883.40 54999883.40 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/21/2025 4.45 3130B4KJ9 2549001DPIFGXC1TOL40 US3130B4KJ99 0001026214 KXL839000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-21 2025-07-21 N N N 0.0433 138998571.08 138998571.08 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 01/27/2027 4.57 3133ERX48 254900C5LP6DN9OP9V83 US3133ERX488 4003205 LEJ326000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-01-27 2027-01-27 N N N 0.0450 100023292.00 100023292.00 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/21/2026 4.58 3130B2H32 2549001DPIFGXC1TOL40 US3130B2H329 0001026214 KOV356000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-08-21 2026-08-21 N N N 0.0444 274259593.08 274259593.08 0.0012 N N N N US Treasury Notes UST NOTES 2.625% 12/31/2025 2.63 9128285T3 254900HROIFWPRGM1V77 US9128285T35 DJG351000 U.S. Treasury Debt Y N/A N/A 2025-12-31 2025-12-31 2025-12-31 N N N 0.0343 118071861.88 118071861.88 0.0005 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/08/2025 4.43 3130B5S90 2549001DPIFGXC1TOL40 US3130B5S907 0001026214 LDG690000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-08 2025-10-08 N N N 0.0434 131999555.16 131999555.16 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/07/2027 4.54 3130B6NE2 2549001DPIFGXC1TOL40 US3130B6NE24 0001026214 LGT205000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-06-07 2027-06-07 N N N 0.0448 39008924.76 39008924.76 0.0002 N N N N Fixed Income Clearing Corp - ING ING FIG G RP 4.39% 7/1/25 4.39 N/A N/A LIE950000 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 LIE950000 2025-12-26 2029-12-31 0.000 - 4.625 N/A 1709242700.00 1729110854.71 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 1695000000.00 1695000000.00 0.0073 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/28/2025 4.45 3130B4SG7 2549001DPIFGXC1TOL40 US3130B4SG78 0001026214 KYH041000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-28 2025-07-28 N N N 0.0433 142998049.48 142998049.48 0.0006 N N N N Lloyds Bank PLC LLOYDGR G RP 4.39% 9/26/25 4.39 N/A H7FNTJ4851HG0EXQ1Z70 LHV553000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHV553000 2027-05-15 2028-11-15 2.375 - 3.125 N/A 59497800.00 58175490.33 U.S. Treasuries (including strips) Y N/A N/A 2025-09-26 2025-09-26 2025-09-26 N N N 0.0434 57000000.00 57000000.00 0.0002 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 01/15/2026 4.54 3133ERPN5 254900C5LP6DN9OP9V83 US3133ERPN52 4003205 KOD965000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-15 2026-01-15 N N N 0.0438 24013375.44 24013375.44 0.0001 N N N N US Treasury Notes USTN TII 0.375% 07/15/2025 0.38 912828XL9 254900HROIFWPRGM1V77 US912828XL95 912828XL9 U.S. Treasury Debt Y N/A N/A 2025-07-15 2025-07-15 2025-07-15 N N N 0.0402 1296545753.12 1296545753.12 0.0056 N Y Y N MUFG Securities (Canada) Ltd. FICASH MU 4.399% 07/01/25 4.40 N/A N/A LIF304000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF304000 2050-02-20 2055-01-20 2.500 - 5.500 N/A 85033835.53 42779934.14 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LIF304000 2025-10-20 2025-10-20 4.700 N/A 4683864.65 4730790.47 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF304000 2027-12-01 2058-01-01 1.460 - 7.325 N/A 776765339.31 422988842.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF304000 2029-08-06 2055-05-01 1.500 - 7.121 N/A 368062693.13 236432951.97 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIF304000 2025-07-15 2054-02-15 0.000 - 4.500 N/A 44615513.29 41718690.46 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 733872000.00 733872000.00 0.0032 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/06/2026 4.57 3133ERNN7 254900C5LP6DN9OP9V83 US3133ERNN70 4003205 KNO743000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-08-06 2026-08-06 N N N 0.0444 97042526.74 97042526.74 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 12/11/2025 4.60 3130AXYL6 2549001DPIFGXC1TOL40 US3130AXYL60 0001026214 KBW820000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-11 2025-12-11 N N N 0.0437 153108428.04 153108428.04 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 04/01/2027 4.52 3133ETBC0 254900C5LP6DN9OP9V83 US3133ETBC00 4003205 LCW311000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-04-01 2027-04-01 N N N 0.0446 44999865.90 44999865.90 0.0002 N N N N US Bancorp Inv USBCGR T RP 4.39% 7/1/25 4.39 N/A N1GZ7BBF3NP8GI976H15 LIE715000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIE715000 2025-09-15 2030-07-31 0.000 - 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6.500 N/A 183903033.00 103197055.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 LHF704000 2025-12-15 2067-09-15 2.000 - 8.500 N/A 335293377.00 176370089.23 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LHF704000 2033-03-03 2036-12-15 2.740 - 4.940 N/A 1811000.00 1643518.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHF704000 2031-01-25 2051-07-01 3.000 - 6.000 N/A 51133317.00 20416366.37 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-07-07 2025-07-07 2025-07-11 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 294000000.00 294000000.00 0.0013 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/06/2025 4.60 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 4003205 JYV240000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-06 2025-10-06 N N N 0.0434 50021798.50 50021798.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 07/02/2026 4.49 3133ETNY9 254900C5LP6DN9OP9V83 US3133ETNY91 4003205 LIA547000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-02 2026-07-02 2026-07-02 N N N 0.0001 71992886.40 71992886.40 0.0003 N N N N BMO Chicago Branch BMOCHIGR M RP 4.4% 7/1/25 4.40 N/A 3Y4U8VZURTYWI1W2K376 LIE679000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A LIE679000 2055-05-20 2055-05-20 6.000 N/A 201843643.00 201904674.35 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 196000000.00 196000000.00 0.0008 N Y Y N US Treasury Notes UST NOTES 2.25% 03/31/2026 2.25 9128286L9 254900HROIFWPRGM1V77 US9128286L99 EDC154000 U.S. Treasury Debt Y N/A N/A 2026-03-31 2026-03-31 2026-03-31 N N N 0.0409 58203730.69 58203730.69 0.0003 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/28/2025 313385PV2 2549001DPIFGXC1TOL40 US313385PV24 AJG680000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-11-28 2025-11-28 2025-11-28 N N N 0.0424 86494026.96 86494026.96 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 08/04/2025 4.59 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-04 2025-08-04 N N N 0.0432 77009916.06 77009916.06 0.0003 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11.5 04/02/2026 4.56 3134HAPV9 S6XOOCT0IEG5ABCC6L87 US3134HAPV99 KQR666000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-02 2026-04-02 2026-04-02 N N N 0.0438 727099115.49 727099115.49 0.0031 N N N N US Treasury Bill UST BILLS 0% 11/20/2025 912797QR1 254900HROIFWPRGM1V77 US912797QR12 LFS216000 U.S. Treasury Debt Y N/A N/A 2025-11-20 2025-11-20 2025-11-20 N N N 0.0427 1457804304.84 1457804304.84 0.0063 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/09/2026 4.58 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 4003205 KPN254000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-09-09 2026-09-09 N N N 0.0444 26025734.28 26025734.28 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 04/17/2026 4.54 3130B3PZ0 2549001DPIFGXC1TOL40 US3130B3PZ04 0001026214 LDT941000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-04-17 2026-04-17 N N N 0.0442 52026075.92 52026075.92 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 06/24/2026 4.55 3133ERJD4 254900C5LP6DN9OP9V83 US3133ERJD45 4003205 KLG652000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-06-24 2026-06-24 N N N 0.0442 47017046.43 47017046.43 0.0002 N N N N Barclays Bank PLC BPLCGR T RP 4.39% 7/1/25 4.39 N/A G5GSEF7VJP5I7OUK5573 LIE701000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIE701000 2029-06-30 2032-05-31 4.125 - 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(U.S.A.) 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FICASH MR 4.391% 07/01/25 4.39 N/A N/A LIF402000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIF402000 2026-03-31 2032-08-15 0.500 - 4.875 N/A 463821.07 458736.75 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF402000 2025-08-15 2075-05-20 2.000 - 9.000 N/A 197033.15 154358.06 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 601000.00 601000.00 0.0000 N Y Y N US Treasury Notes UST NOTES 0.75% 03/31/2026 0.75 91282CBT7 254900HROIFWPRGM1V77 US91282CBT71 HDE540000 U.S. Treasury Debt Y N/A N/A 2026-03-31 2026-03-31 2026-03-31 N N N 0.0412 519851971.99 519851971.99 0.0023 N Y Y N US Treasury Notes UST NOTES 3MB+16 04/30/2027 4.44 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 LED069000 U.S. Treasury Debt Y N/A N/A 2025-07-01 2027-04-30 2027-04-30 N N N 0.0440 3203065757.59 3203065757.59 0.0139 N Y Y N Fannie Mae FANNIE MAE 0.65% 12/17/2025 0.65 3135G06K4 B1V7KEBTPIMZEU4LTD58 US3135G06K48 0000310522 GJB348000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-12-17 2025-12-17 2025-12-17 N N N 0.0423 9836907.70 9836907.70 0.0000 N N N N Mizuho Securities U.S.A., Inc. MIZUHO G RP 4.35% 7/2/25 4.35 N/A 7TK5RJIZDFROZCA6XF66 0000812291 LHW691000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHW691000 2030-06-30 2031-06-30 3.875 - 4.250 N/A 133444000.00 134737663.15 U.S. Treasuries (including strips) Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0426 132000000.00 132000000.00 0.0006 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 05/14/2026 4.53 3133EREL1 254900C5LP6DN9OP9V83 US3133EREL16 4003205 KUB699000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-05-14 2026-05-14 N N N 0.0445 14253343.05 14253343.05 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 11/04/2026 4.58 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 4003205 KRY786000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-11-04 2026-11-04 N N N 0.0445 47046125.80 47046125.80 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/04/2026 4.45 3130B6VZ6 2549001DPIFGXC1TOL40 US3130B6VZ60 0001026214 LHY220000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-02 2026-02-04 2026-02-04 N N N 0.0000 259994230.60 259994230.60 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/21/2027 4.59 3133ERV99 254900C5LP6DN9OP9V83 US3133ERV995 4003205 KXW034000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-01-21 2027-01-21 N N N 0.0453 82000077.08 82000077.08 0.0004 N N N N Bank of America NA FICASH MU 4.399% 07/01/25 4.40 N/A N/A LIF304000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIF304000 2025-08-15 2026-05-15 0.250 - 5.000 N/A 721505155.41 718695187.60 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 704517000.00 704517000.00 0.0031 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/20/2026 4.54 3133EREY3 254900C5LP6DN9OP9V83 US3133EREY37 4003205 KJO863000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-05-20 2026-05-20 N N N 0.0442 29005780.57 29005780.57 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/08/2025 4.44 3130B5SP4 2549001DPIFGXC1TOL40 US3130B5SP43 0001026214 LDH625000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-08 2025-12-08 N N N 0.0438 239999258.40 239999258.40 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 11/13/2026 4.51 3133ETKZ9 254900C5LP6DN9OP9V83 US3133ETKZ93 4003205 LGX155000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-11-13 2026-11-13 N N N 0.0445 27000359.10 27000359.10 0.0001 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 4.4% 7/2/25 4.40 N/A N/A LIF192000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0431 4167000000.00 4167000000.00 0.0180 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+0.5 01/20/2026 4.45 3130B6RL2 2549001DPIFGXC1TOL40 US3130B6RL21 0001026214 LHG162000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-20 2026-01-20 N N N 0.0439 512002769.92 512002769.92 0.0022 N N N N US Treasury Bill UST BILLS 0% 07/17/2025 912797PE1 254900HROIFWPRGM1V77 US912797PE18 KXM815000 U.S. Treasury Debt Y N/A N/A 2025-07-17 2025-07-17 2025-07-17 N N N 0.0393 588776653.92 588776653.92 0.0025 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 12/29/2025 4.45 3130B5Q76 2549001DPIFGXC1TOL40 US3130B5Q760 0001026214 LCW573000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-29 2025-12-29 N N N 0.0439 259999792.00 259999792.00 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/23/2026 4.59 3133ERN56 254900C5LP6DN9OP9V83 US3133ERN562 4003205 KWK406000 U.S. Government 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LIF304000 2025-07-15 2063-07-20 1.500 - 9.000 N/A 499093808.86 68406648.17 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 642233000.00 642233000.00 0.0028 N Y Y N US Treasury Bill UST BILLS 0% 07/24/2025 912797PF8 254900HROIFWPRGM1V77 US912797PF82 KXW098000 U.S. Treasury Debt Y N/A N/A 2025-07-24 2025-07-24 2025-07-24 N N N 0.0402 2270242833.99 2270242833.99 0.0098 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 11/27/2026 4.51 3133ETMS3 254900C5LP6DN9OP9V83 US3133ETMS33 4003205 LHQ330000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-11-27 2026-11-27 N N N 0.0445 70999880.72 70999880.72 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/15/2025 4.60 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 4003205 JYB484000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-15 2025-09-15 N N N 0.0433 137044886.68 137044886.68 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+27 11/24/2026 4.71 3133EPF34 254900C5LP6DN9OP9V83 US3133EPF349 4003205 LBQ353000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-11-24 2026-11-24 N N N 0.0444 61174458.17 61174458.17 0.0003 N N N N BofA Securities Inc FICASH MU 4.399% 07/01/25 4.40 N/A N/A LIF304000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF304000 2031-11-15 2055-06-20 2.000 - 7.000 N/A 152966688.29 104165346.84 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LIF304000 2032-03-08 2045-12-22 2.040 - 3.000 N/A 9397270.04 7736378.85 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF304000 2027-03-01 2055-06-01 2.000 - 7.500 N/A 9394939.71 6853915.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF304000 2026-10-01 2055-05-01 1.500 - 6.500 N/A 10271930.52 5909435.49 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 LIF304000 2033-06-10 2033-06-10 4.000 N/A 3197709.92 3130075.87 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 LIF304000 2043-02-15 2045-05-15 2.500 - 5.000 N/A 103469179.37 85869948.97 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 209450000.00 209450000.00 0.0009 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/10/2025 4.59 3133EPYA7 254900C5LP6DN9OP9V83 US3133EPYA74 4003205 JYV262000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-10 2025-07-10 N N N 0.0433 139004456.34 139004456.34 0.0006 N N N N Federal Farm Credit Banks 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0.0431 689000000.00 689000000.00 0.0030 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 10/08/2025 4.45 3130B54D7 2549001DPIFGXC1TOL40 US3130B54D71 0001026214 LAF686000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-08 2025-10-08 N N N 0.0434 274009469.44 274009469.44 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/03/2025 4.44 3130B5RZ3 2549001DPIFGXC1TOL40 US3130B5RZ34 0001026214 LDB983000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-03 2025-11-03 N N N 0.0436 129999351.30 129999351.30 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 11/18/2025 4.50 3133ERB42 254900C5LP6DN9OP9V83 US3133ERB427 4003205 KSN165000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-18 2025-11-18 N N N 0.0437 91019359.34 91019359.34 0.0004 N N N N Fixed Income 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2026-02-13 N N N 0.0443 54002395.44 54002395.44 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/06/2025 4.43 3130B5S41 2549001DPIFGXC1TOL40 US3130B5S410 0001026214 LDB992000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-06 2025-10-06 N N N 0.0434 131999481.24 131999481.24 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/03/2026 4.58 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 4003205 KPD773000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-09-03 2026-09-03 N N N 0.0444 103094132.73 103094132.73 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/24/2025 4.45 3130B4SH5 2549001DPIFGXC1TOL40 US3130B4SH51 0001026214 KYH045000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-24 2025-07-24 N N N 0.0433 56999449.38 56999449.38 0.0002 N N N N JP 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N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/28/2026 4.57 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 4003205 KRR808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-08-28 2026-08-28 N N N 0.0444 47039902.06 47039902.06 0.0002 N N N N Barclays Bank PLC BPLCGR *G RP 4.33% 7/10/25 4.33 N/A G5GSEF7VJP5I7OUK5573 LHC262000 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 LHC262000 2032-02-15 2055-04-01 3.000 - 12.240 N/A 28671513.00 737459.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LHC262000 2026-04-15 2067-01-15 2.000 - 8.000 N/A 491642212.00 336142270.78 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LHC262000 2041-12-16 2041-12-16 2.800 N/A 1000.00 735.87 Agency Debentures and 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N/A N/A LIF304000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIF304000 2026-07-31 2032-11-15 0.625 - 4.375 N/A 274131304.13 275406095.09 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 269973000.00 269973000.00 0.0012 N Y Y N Fixed Income Clearing Corp - BNP BNP FIG T RP 4.39% 7/1/25 4.39 N/A N/A LIE693000 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 LIE693000 2026-07-31 2055-05-15 0.750 - 4.750 N/A 1779870500.00 1730130956.87 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 1696000000.00 1696000000.00 0.0073 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 01/16/2026 4.58 3130AYJ80 2549001DPIFGXC1TOL40 US3130AYJ800 0001026214 KMJ618000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-16 2026-01-16 N N N 0.0438 70054490.10 70054490.10 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/21/2025 4.50 3130B2G90 2549001DPIFGXC1TOL40 US3130B2G909 0001026214 KOU677000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-21 2025-08-21 N N N 0.0432 411034108.89 411034108.89 0.0018 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/20/2025 313385KR6 2549001DPIFGXC1TOL40 US313385KR66 313385KR6 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-20 2025-08-20 2025-08-20 N N N 0.0427 441345621.48 441345621.48 0.0019 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/07/2025 4.44 3130B5S74 2549001DPIFGXC1TOL40 US3130B5S741 0001026214 LDG687000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-07 2025-11-07 N N N 0.0436 263997785.04 263997785.04 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/02/2026 4.53 3133ERDN8 254900C5LP6DN9OP9V83 US3133ERDN80 4003205 KIT368000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-02 2026-02-02 N N N 0.0439 51024713.58 51024713.58 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/16/2026 4.53 3130B0YQ6 2549001DPIFGXC1TOL40 US3130B0YQ64 0001026214 KHH555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-16 2026-01-16 N N N 0.0438 72036429.12 72036429.12 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 12/16/2025 4.46 3130B53D8 2549001DPIFGXC1TOL40 US3130B53D80 0001026214 LAF592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-16 2025-12-16 N N N 0.0438 55005728.80 55005728.80 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 02/26/2026 4.45 3130B6TN6 2549001DPIFGXC1TOL40 US3130B6TN68 0001026214 LHP066000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-26 2026-02-26 N N N 0.0439 260999736.39 260999736.39 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/11/2025 4.44 3130B5VL9 2549001DPIFGXC1TOL40 US3130B5VL91 0001026214 LFO052000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-11 2025-08-11 N N N 0.0433 103998849.76 103998849.76 0.0005 N N N N Fannie Mae FANNIE MAE VFAC SOFR+14 09/11/2026 4.58 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 0000310522 KPT617000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-09-11 2026-09-11 N N N 0.0444 602553876.12 602553876.12 0.0026 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/27/2026 4.45 3130B6UQ7 2549001DPIFGXC1TOL40 US3130B6UQ70 0001026214 LHV686000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-01 2026-01-27 2026-01-27 N N N 0.0000 259999849.20 259999849.20 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 03/23/2026 4.51 3133ERW98 254900C5LP6DN9OP9V83 US3133ERW985 4003205 KXX270000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-03-23 2026-03-23 N N N 0.0439 32013697.28 32013697.28 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/21/2025 4.60 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-21 2025-07-21 N N N 0.0432 282022754.58 282022754.58 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/17/2025 4.60 3130AXS90 2549001DPIFGXC1TOL40 US3130AXS902 0001026214 KCK819000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-17 2025-11-17 N N N 0.0436 468278371.08 468278371.08 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/03/2025 4.44 3130B5S82 2549001DPIFGXC1TOL40 US3130B5S824 0001026214 LDG688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-03 2025-11-03 N N N 0.0436 144999182.20 144999182.20 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/03/2026 4.45 3130B6XA9 2549001DPIFGXC1TOL40 US3130B6XA91 0001026214 LIF310000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-02 2026-02-03 2026-02-03 N N N 0.0000 130000000.00 130000000.00 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/02/2026 4.57 3133ERWA5 254900C5LP6DN9OP9V83 US3133ERWA58 4003205 KQM206000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-02 2026-07-02 2026-07-02 N N N 0.0443 143124132.58 143124132.58 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/10/2026 4.52 3133ERGM7 254900C5LP6DN9OP9V83 US3133ERGM70 4003205 KKO797000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-10 2026-02-10 N N N 0.0443 65012818.65 65012818.65 0.0003 N N N N US Treasury Notes UST NOTES 4.5% 03/31/2026 4.50 91282CKH3 254900HROIFWPRGM1V77 US91282CKH33 KGG310000 U.S. Treasury Debt Y N/A N/A 2026-03-31 2026-03-31 2026-03-31 N N N 0.0412 642752737.58 642752737.58 0.0028 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 09/04/2026 4.58 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 KPM089000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-09-04 2026-09-04 N N N 0.0444 284277450.96 284277450.96 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 10/09/2025 4.52 3133EP7M1 254900C5LP6DN9OP9V83 US3133EP7M17 4003205 LEH545000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-09 2025-10-09 N N N 0.0434 74015786.42 74015786.42 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/13/2026 4.54 3133EREH0 254900C5LP6DN9OP9V83 US3133EREH04 4003205 KJH573000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-05-13 2026-05-13 N N N 0.0441 288054357.12 288054357.12 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18.5 05/10/2027 4.63 3133EREP2 254900C5LP6DN9OP9V83 US3133EREP20 4003205 LHC376000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-05-10 2027-05-10 N N N 0.0449 12018237.48 12018237.48 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 04/06/2026 3130B6X92 2549001DPIFGXC1TOL40 US3130B6X921 0001026214 LIF288000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-03 2026-04-06 2026-04-06 N N N 0.0000 65000000.00 65000000.00 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 12/30/2025 4.47 3130B5YY8 2549001DPIFGXC1TOL40 US3130B5YY85 0001026214 LEH488000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-30 2025-12-30 N N N 0.0439 199034064.82 199034064.82 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 07/18/2025 4.49 3133EP5P6 254900C5LP6DN9OP9V83 US3133EP5P65 4003205 KGS333000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-18 2025-07-18 N N N 0.0432 70001138.20 70001138.20 0.0003 N N N N MUFG Securities (Canada), Ltd. MFGCAGR G RP 4.35% 9/3/25 4.35 N/A 549300Y1PMK3RWXMWR72 LHP204000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHP204000 2025-11-15 2053-11-15 0.500 - 4.875 N/A 178205000.00 176712283.88 U.S. Treasuries (including strips) Y N/A N/A 2025-09-03 2025-09-03 2025-09-03 N N N 0.0429 173000000.00 173000000.00 0.0007 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/22/2025 4.53 3133EP3G8 254900C5LP6DN9OP9V83 US3133EP3G84 4003205 KJP831000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-22 2025-09-22 N N N 0.0435 99016583.49 99016583.49 0.0004 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 8/1/25 4.50 N/A 549300HN4UKV1E2R3U73 LDH446000 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 LDH446000 2038-10-01 2055-05-01 0.000 - 6.500 N/A 190938695.00 151352986.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LDH446000 2028-05-20 2065-02-20 2.000 - 7.500 N/A 1215321953.00 843437356.93 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 LDH446000 2033-07-11 2033-07-11 3.930 N/A 3500000.00 3405000.08 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LDH446000 2029-10-01 2055-05-01 1.500 - 6.500 N/A 190494197.00 142031669.53 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LDH446000 2032-03-29 2034-02-01 2.480 - 3.540 N/A 45000000.00 41124427.22 Agency Debentures and Agency Strips Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0437 1145500000.00 1145500000.00 0.0050 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/12/2025 4.45 3130B4Z95 2549001DPIFGXC1TOL40 US3130B4Z954 0001026214 LAE629000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-12 2025-08-12 N N N 0.0434 83998709.76 83998709.76 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.33% 04/14/2026 4.33 3130B5LD8 2549001DPIFGXC1TOL40 US3130B5LD85 0001026214 LBR790000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-04-14 2026-04-14 2026-04-14 N N N 0.0457 267500549.84 267500549.84 0.0012 N N N N US Treasury Notes UST NOTES 1.625% 05/15/2026 1.63 912828R36 254900HROIFWPRGM1V77 US912828R366 AEJ953000 U.S. Treasury Debt Y N/A N/A 2026-05-15 2026-05-15 2026-05-15 N N N 0.0406 577750585.20 577750585.20 0.0025 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 12/22/2026 4.63 3130B4BB6 2549001DPIFGXC1TOL40 US3130B4BB64 0001026214 KWH851000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-12-22 2026-12-22 N N N 0.0458 392998404.42 392998404.42 0.0017 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.39% 7/1/25 4.39 N/A 549300H47WTHXPU08X20 LIE700000 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 LIE700000 2036-04-01 2058-08-01 1.500 - 7.500 N/A 710002635.00 619901553.72 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIE700000 2027-05-31 2048-05-15 1.875 - 4.250 N/A 270007900.00 263268275.63 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIE700000 2030-10-01 2055-07-01 1.500 - 7.500 N/A 1299916963.00 1116273962.87 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 1960000000.00 1960000000.00 0.0085 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 05/05/2026 4.54 3133ERKD2 254900C5LP6DN9OP9V83 US3133ERKD26 4003205 KLP328000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-05-05 2026-05-05 N N N 0.0442 82040159.50 82040159.50 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 03/26/2027 4.53 3133ETMT1 254900C5LP6DN9OP9V83 US3133ETMT16 4003205 LHQ329000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-03-26 2027-03-26 N N N 0.0447 16999951.55 16999951.55 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/22/2025 4.45 3130B5CF3 2549001DPIFGXC1TOL40 US3130B5CF35 0001026214 LAT972000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-22 2025-09-22 N N N 0.0434 135999963.28 135999963.28 0.0006 N N N N US Treasury Notes UST NOTES 4.25% 12/31/2025 4.25 91282CJS1 254900HROIFWPRGM1V77 US91282CJS17 KCS513000 U.S. Treasury Debt Y N/A N/A 2025-12-31 2025-12-31 2025-12-31 N N N 0.0425 1033010092.41 1033010092.41 0.0045 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 12/30/2025 4.50 3133ERQ87 254900C5LP6DN9OP9V83 US3133ERQ870 4003205 KWS708000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-30 2025-12-30 N N N 0.0438 58017203.96 58017203.96 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 08/08/2025 4.49 3130B2BK0 2549001DPIFGXC1TOL40 US3130B2BK08 0001026214 KNY760000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-08 2025-08-08 N N N 0.0429 336026933.76 336026933.76 0.0015 N N N N Fixed Income Clearing Corp - Mizuho MIZ FIG M RP 4.4% 7/1/25 4.40 N/A 9845006C81UCE4114A10 LIF085000 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 LIF085000 2035-08-01 2055-06-01 2.000 - 7.000 N/A 162018125.00 142419347.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIF085000 2029-05-31 2029-05-31 2.750 N/A 80510200.00 77745487.62 U.S. Treasuries (including strips) Government National Mortgage Association N/A LIF085000 2055-02-20 2055-05-20 6.000 - 6.500 N/A 11662010.00 12093358.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF085000 2031-03-01 2062-12-01 2.000 - 8.500 N/A 1272048857.00 867436197.10 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1078000000.00 1078000000.00 0.0047 N Y Y N US Treasury Notes UST NOTES 4% 02/15/2026 4.00 91282CGL9 254900HROIFWPRGM1V77 US91282CGL90 JQD881000 U.S. Treasury Debt Y N/A N/A 2026-02-15 2026-02-15 2026-02-15 N N N 0.0420 36953388.51 36953388.51 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 07/03/2025 4.45 3130B4QJ3 2549001DPIFGXC1TOL40 US3130B4QJ36 0001026214 KYO700000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-03 2025-07-03 N N N 0.0431 56999924.76 56999924.76 0.0002 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 12/24/2026 4.51 3130B6UD6 2549001DPIFGXC1TOL40 US3130B6UD67 0001026214 LHU592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-12-24 2026-12-24 N N N 0.0446 90999831.65 90999831.65 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 08/04/2025 4.60 3133EPRW7 254900C5LP6DN9OP9V83 US3133EPRW77 4003205 KSG274000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-04 2025-08-04 N N N 0.0432 12001696.56 12001696.56 0.0001 N N N N US Treasury Notes UST NOTES 4.25% 01/31/2026 4.25 91282CJV4 254900HROIFWPRGM1V77 US91282CJV46 KDP083000 U.S. Treasury Debt Y N/A N/A 2026-01-31 2026-01-31 2026-01-31 N N N 0.0425 380985118.14 380985118.14 0.0017 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 02/10/2027 4.56 3133ER3G4 254900C5LP6DN9OP9V83 US3133ER3G49 4003205 LFF098000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-02-10 2027-02-10 N N N 0.0447 45022004.55 45022004.55 0.0002 N N N N US Treasury Notes UST NOTES 4.875% 05/31/2026 4.88 91282CKS9 254900HROIFWPRGM1V77 US91282CKS97 KJY072000 U.S. Treasury Debt Y N/A N/A 2026-05-31 2026-05-31 2026-05-31 N N N 0.0407 198408242.68 198408242.68 0.0009 N Y Y N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 8/13/25 4.52 N/A MBNUM2BPBDO7JBLYG310 0000315030 LHE405000 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 LHE405000 2027-02-15 2027-02-15 2.250 N/A 1250700.00 1230370.98 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LHE405000 2051-07-20 2051-09-20 2.000 - 4.000 N/A 887637194.00 530400307.86 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-13 2025-08-13 2025-08-13 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0440 520000000.00 520000000.00 0.0023 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 0% 08/07/2025 313313KC1 254900C5LP6DN9OP9V83 US313313KC11 4003205 LHO909000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 N N N 0.0426 50772823.56 50772823.56 0.0002 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 08/27/2025 4.46 3130B4DS7 2549001DPIFGXC1TOL40 US3130B4DS71 0001026214 KWN034000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-27 2025-08-27 N N N 0.0435 43999402.92 43999402.92 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 01/02/2026 4.53 3130B26N0 2549001DPIFGXC1TOL40 US3130B26N09 0001026214 KQJ964000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-02 2026-01-02 2026-01-02 N N N 0.0438 132059491.08 132059491.08 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 01/15/2026 4.49 3133ETDP9 254900C5LP6DN9OP9V83 US3133ETDP94 4003205 LDT656000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-01-15 2026-01-15 N N N 0.0438 27007718.22 27007718.22 0.0001 N N N N Fixed Income Clearing Corp - Goldman GS FIG G RP 4.37% 7/1/25 4.37 N/A 549300H47WTHXPU08X20 LIF159000 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 LIF159000 2028-12-31 2051-08-15 1.875 - 3.750 N/A 1928975800.00 1471018546.78 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0437 1442000000.00 1442000000.00 0.0062 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/15/2025 4.59 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 4003205 KCE402000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-15 2025-12-15 N N N 0.0438 128090087.68 128090087.68 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 02/10/2027 4.58 3133ER3D1 254900C5LP6DN9OP9V83 US3133ER3D18 4003205 KYU592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-02-10 2027-02-10 N N N 0.0452 237497188.00 237497188.00 0.0010 N N N N US Treasury Bill UST BILLS 0% 03/19/2026 912797PV3 254900HROIFWPRGM1V77 US912797PV33 LBR651000 U.S. Treasury Debt Y N/A N/A 2026-03-19 2026-03-19 2026-03-19 N N N 0.0406 171995325.00 171995325.00 0.0007 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/17/2025 4.55 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-17 2025-07-17 N N N 0.0432 75703108.24 75703108.24 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/24/2025 4.60 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-24 2025-07-24 N N N 0.0433 273025126.92 273025126.92 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/10/2025 4.44 3130B5TK4 2549001DPIFGXC1TOL40 US3130B5TK47 0001026214 LDK725000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-10 2025-11-10 N N N 0.0436 533995263.42 533995263.42 0.0023 N N N N RBC Financial Group RBCNYGR *G RP 4.32% 7/8/25 4.32 N/A ES7IP3U3RHIGC71XBU11 LES927000 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 LES927000 2054-11-20 2065-04-20 5.000 - 7.000 N/A 5206924.00 5303564.67 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LES927000 2025-07-03 2048-02-15 0.000 - 4.625 N/A 991921900.00 976562516.17 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LES927000 2052-11-01 2055-06-25 5.000 - 6.000 N/A 53635312.00 45828642.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LES927000 2030-11-25 2054-12-25 1.517 - 6.000 N/A 17490127.00 15461954.15 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-07 2025-07-07 2025-07-08 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0423 1014000000.00 1014000000.00 0.0044 N N Y N Fixed Income Clearing Corp - ING ING FIG M RP 4.4% 7/1/25 4.40 N/A N/A LIE812000 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 LIE812000 2054-01-01 2054-04-01 5.500 - 6.500 N/A 308695251.00 281167458.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIE812000 2053-10-01 2053-12-01 6.000 - 6.500 N/A 227299613.00 198291135.22 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 470000000.00 470000000.00 0.0020 N Y Y N US Treasury Notes UST NOTES 0.75% 04/30/2026 0.75 91282CBW0 254900HROIFWPRGM1V77 US91282CBW01 HEI686000 U.S. Treasury Debt Y N/A N/A 2026-04-30 2026-04-30 2026-04-30 N N N 0.0409 52536621.06 52536621.06 0.0002 N Y Y N HSBC Securities Inc. (U.S.A.) FICASH MU 4.399% 07/01/25 4.40 N/A N/A LIF304000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIF304000 2026-01-31 2044-08-15 0.375 - 4.875 N/A 284864275.66 284357786.44 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF304000 2033-06-01 2055-03-01 1.500 - 7.500 N/A 256735998.99 123999670.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF304000 2030-06-01 2055-02-01 2.000 - 7.500 N/A 258578671.73 87786222.95 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 486356000.00 486356000.00 0.0021 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/02/2026 4.45 3130B6UU8 2549001DPIFGXC1TOL40 US3130B6UU82 0001026214 LHV746000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-01 2026-02-02 2026-02-02 N N N 0.0000 129999923.30 129999923.30 0.0006 N N N N Wells Fargo Securities LLC FICASH MR 4.391% 07/01/25 4.39 N/A N/A LIF402000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIF402000 2040-11-15 2053-02-15 1.250 - 4.750 N/A 67780.08 50241.59 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 49000.00 49000.00 0.0000 N Y Y N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.32% 7/2/25 4.32 N/A 2IGI19DL77OX0HC3ZE78 LGR676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGR676000 2025-07-31 2054-05-15 0.000 - 4.750 N/A 331814000.00 310485954.63 U.S. Treasuries (including strips) Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 2 N N/A N/A N N 0.0423 303000000.00 303000000.00 0.0013 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 04/08/2027 4.53 3133ETBW6 254900C5LP6DN9OP9V83 US3133ETBW63 4003205 LDH505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-04-08 2027-04-08 N N N 0.0447 224498172.57 224498172.57 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/25/2025 4.45 3130B5DD7 2549001DPIFGXC1TOL40 US3130B5DD77 0001026214 LAV109000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-25 2025-09-25 N N N 0.0434 135000130.95 135000130.95 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/25/2026 4.59 3130B2UL7 2549001DPIFGXC1TOL40 US3130B2UL79 0001026214 KQF147000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-09-25 2026-09-25 N N N 0.0444 539592576.60 539592576.60 0.0023 N N N N MUFG Securities (Canada), Ltd. MFGCAGR *G RP 4.32% 7/31/25 4.32 N/A 549300Y1PMK3RWXMWR72 LHQ150000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHQ150000 2026-01-31 2050-05-15 0.500 - 4.750 N/A 96168300.00 90950236.89 U.S. Treasuries (including strips) Y N/A N/A 2025-07-07 2025-07-07 2025-07-31 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0424 89000000.00 89000000.00 0.0004 N N Y N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.32% 7/25/25 4.32 N/A 2IGI19DL77OX0HC3ZE78 LHW989000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHW989000 2027-10-31 2035-05-15 3.500 - 4.625 N/A 178724500.00 182711502.50 U.S. Treasuries (including strips) Y N/A N/A 2025-07-07 2025-07-07 2025-07-25 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 179000000.00 179000000.00 0.0008 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/28/2025 4.45 3130B4R60 2549001DPIFGXC1TOL40 US3130B4R605 0001026214 KYE430000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-28 2025-08-28 N N N 0.0436 416981243.34 416981243.34 0.0018 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID T RP 4.4% 7/1/25 4.40 N/A N/A LIE714000 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 LIE714000 2026-12-15 2048-08-15 1.125 - 4.625 N/A 1186248000.00 1109095075.66 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1088000000.00 1088000000.00 0.0047 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/18/2025 4.45 3130B4LL3 2549001DPIFGXC1TOL40 US3130B4LL37 0001026214 KXO004000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-18 2025-08-18 N N N 0.0434 207997859.68 207997859.68 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/30/2025 4.45 3130B6M45 2549001DPIFGXC1TOL40 US3130B6M452 0001026214 LGL760000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-30 2025-12-30 N N N 0.0439 258018062.58 258018062.58 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/29/2025 4.45 3130B4T76 2549001DPIFGXC1TOL40 US3130B4T767 0001026214 KYL654000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-29 2025-07-29 N N N 0.0433 137998292.94 137998292.94 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 10/23/2026 4.58 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 4003205 KRM359000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-10-23 2026-10-23 N N N 0.0445 137131658.37 137131658.37 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 11/27/2026 4.59 3133ERD73 254900C5LP6DN9OP9V83 US3133ERD738 4003205 KTN607000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-11-27 2026-11-27 N N N 0.0445 136102017.68 136102017.68 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/25/2025 4.59 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-25 2025-07-25 N N N 0.0432 78006918.60 78006918.60 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 02/23/2026 4.46 3130B6K39 2549001DPIFGXC1TOL40 US3130B6K399 0001026214 LGC119000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-23 2026-02-23 N N N 0.0439 258019638.96 258019638.96 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/24/2025 4.46 3130B4QF1 2549001DPIFGXC1TOL40 US3130B4QF14 0001026214 KXX278000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-24 2025-10-24 N N N 0.0438 276996941.92 276996941.92 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 02/25/2026 4.45 3130B6TV8 2549001DPIFGXC1TOL40 US3130B6TV84 0001026214 LHQ328000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-25 2026-02-25 N N N 0.0439 38999930.19 38999930.19 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/28/2025 4.51 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-28 2025-11-28 N N N 0.0436 141045033.99 141045033.99 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 02/20/2026 4.55 3130B2FF7 2549001DPIFGXC1TOL40 US3130B2FF76 0001026214 KOT957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-20 2026-02-20 N N N 0.0439 136084227.52 136084227.52 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/20/2026 4.57 3133EP3F0 254900C5LP6DN9OP9V83 US3133EP3F02 4003205 KEQ873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-20 2026-02-20 N N N 0.0439 73057006.43 73057006.43 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/07/2025 4.44 3130B5T73 2549001DPIFGXC1TOL40 US3130B5T731 0001026214 LDJ625000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-07 2025-11-07 N N N 0.0436 53999533.44 53999533.44 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/18/2026 4.54 3133ERHP9 254900C5LP6DN9OP9V83 US3133ERHP92 4003205 KKY986000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-06-18 2026-06-18 N N N 0.0443 132818019.77 132818019.77 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/28/2025 4.60 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 4003205 KBP973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-28 2025-11-28 N N N 0.0437 206132610.44 206132610.44 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/07/2026 4.55 3130B33C5 2549001DPIFGXC1TOL40 US3130B33C52 0001026214 LDT940000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-04-07 2026-04-07 N N N 0.0442 65101762.38 65101762.38 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 12/01/2025 4.60 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 4003205 KBU266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-01 2025-12-01 N N N 0.0437 157103817.82 157103817.82 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 11/25/2025 4.44 3130B5Q35 2549001DPIFGXC1TOL40 US3130B5Q356 0001026214 LCW611000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-25 2025-11-25 N N N 0.0437 132999130.18 132999130.18 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 12/04/2025 4.47 3130B5ZP6 2549001DPIFGXC1TOL40 US3130B5ZP69 0001026214 LEI363000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-04 2025-12-04 N N N 0.0437 265029672.05 265029672.05 0.0011 N N N N Fixed Income Clearing Corp - ING ING FIG T RP 4.39% 7/1/25 4.39 N/A N/A LIE872000 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 LIE872000 2043-08-15 2048-05-15 3.125 - 4.750 N/A 293244600.00 274413524.64 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 269000000.00 269000000.00 0.0012 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/05/2025 4.45 3130B4SJ1 2549001DPIFGXC1TOL40 US3130B4SJ18 0001026214 KYH043000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-05 2025-08-05 N N N 0.0433 128997970.83 128997970.83 0.0006 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/29/2026 4.58 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 KRY193000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-10-29 2026-10-29 N N N 0.0445 452438860.36 452438860.36 0.0020 N N N N Societe Generale SOCGENFR G RP 4.36% 7/2/25 4.36 N/A O2RNE8IBXP4R0TD8PU41 LHW671000 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 LHW671000 2050-07-01 2062-10-01 2.000 - 2.500 N/A 643624054.00 301118654.49 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0427 295000000.00 295000000.00 0.0013 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 11/03/2025 4.46 3130B5YF9 2549001DPIFGXC1TOL40 US3130B5YF96 0001026214 LEB744000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-03 2025-11-03 N N N 0.0436 199013637.47 199013637.47 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/22/2025 4.45 3130B5YW2 2549001DPIFGXC1TOL40 US3130B5YW20 0001026214 LEH489000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-22 2025-08-22 N N N 0.0434 427995758.52 427995758.52 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/25/2025 4.58 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-25 2025-08-25 N N N 0.0433 149030869.82 149030869.82 0.0006 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/23/2025 313385JM9 2549001DPIFGXC1TOL40 US313385JM98 313385JM9 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-23 2025-07-23 2025-07-23 N N N 0.0420 51861463.16 51861463.16 0.0002 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 12/24/2026 4.53 3133ETMM6 254900C5LP6DN9OP9V83 US3133ETMM62 4003205 LHP091000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-12-24 2026-12-24 N N N 0.0445 128030384.64 128030384.64 0.0006 N N N N Fidelity Government Cash Reserves 2025-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer