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FICASH MN 4.39% 07/01/25 4.39 N/A N/A LIF400000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LIF400000 2025-10-20 2025-10-20 4.700 N/A 1761.54 1779.19 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF400000 2050-02-20 2055-01-20 2.500 - 5.500 N/A 31980.15 16088.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF400000 2029-08-06 2055-05-01 1.500 - 7.121 N/A 138423.74 88919.45 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIF400000 2025-07-15 2054-02-15 0.000 - 4.500 N/A 16779.33 15689.87 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF400000 2027-12-01 2058-01-01 1.460 - 7.325 N/A 292131.64 159080.77 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 276000.00 276000.00 0.0000 N Y Y 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 185000930.55 185000930.55 0.0008 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 123998884.00 123998884.00 0.0005 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 63564871.04 63564871.04 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 60093247.20 60093247.20 0.0003 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 86999152.62 86999152.62 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 46024601.26 46024601.26 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 32999276.64 32999276.64 0.0001 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 52997428.44 52997428.44 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 2048-09-01 2055-06-01 2.000 - 7.000 N/A 33691010.00 33184007.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGK195000 2044-11-20 2072-10-20 2.000 - 8.000 N/A 30819196.00 27035330.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGK195000 2030-12-01 2055-06-01 2.500 - 7.000 N/A 39858950.00 37973138.02 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LGK195000 2026-05-31 2054-02-15 0.750 - 4.375 N/A 2747400.00 2184058.39 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 98000000.00 98000000.00 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 17004536.45 17004536.45 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 51037359.03 51037359.03 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 Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-08-27 2026-08-27 N N N 0.0444 62048825.00 62048825.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/17/2026 4.52 3133ERET4 254900C5LP6DN9OP9V83 US3133ERET42 4003205 KJO854000 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 0.0443 63012824.91 63012824.91 0.0003 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 8/25/25 4.52 N/A MBNUM2BPBDO7JBLYG310 0000315030 LHQ229000 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 LHQ229000 2052-12-20 2053-05-20 2.500 - 7.500 N/A 701600113.00 537540452.74 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LHQ229000 2027-02-15 2027-02-15 2.250 N/A 538000.00 529255.29 U.S. Treasuries (including strips) Y N/A N/A 2025-08-25 2025-08-25 2025-08-25 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0440 527000000.00 527000000.00 0.0022 N N N Y Barclays Bank PLC BPLCGR G RP 4.35% 7/1/25 4.35 N/A G5GSEF7VJP5I7OUK5573 LIF193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIF193000 2025-07-31 2034-11-15 0.000 - 6.750 N/A 596843900.00 565148308.15 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0435 554000000.00 554000000.00 0.0024 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/15/2026 4.45 3130B6RY4 2549001DPIFGXC1TOL40 US3130B6RY42 0001026214 LHH160000 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 0.0439 644002369.92 644002369.92 0.0027 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/12/2026 4.57 3133ERNW7 254900C5LP6DN9OP9V83 US3133ERNW79 4003205 KNW360000 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 0.0444 87070210.74 87070210.74 0.0004 N N N N ING Financial Markets LLC INGFIN G RP 4.31% 7/1/25 4.31 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 LHV427000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHV427000 2025-08-12 2025-08-12 0.000 N/A 36935800.00 36750862.45 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0431 36000000.00 36000000.00 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/30/2027 4.57 3130B6TF3 2549001DPIFGXC1TOL40 US3130B6TF35 0001026214 LHN730000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-06-30 2027-06-30 N N N 0.0445 106073267.20 106073267.20 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 07/08/2025 4.56 3130AYEN2 2549001DPIFGXC1TOL40 US3130AYEN20 0001026214 KDD806000 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 0.0432 121002401.85 121002401.85 0.0005 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 01/13/2026 4.46 3133ER6Y2 254900C5LP6DN9OP9V83 US3133ER6Y28 4003205 LBI233000 U.S. 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S6XOOCT0IEG5ABCC6L87 LIF400000 2026-11-01 2055-07-01 1.500 - 8.000 N/A 45667871.59 20662910.38 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIF400000 2025-07-03 2055-05-15 0.000 - 6.750 N/A 71228848.13 66315851.67 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF400000 2025-12-01 2061-09-01 1.500 - 7.500 N/A 70964746.12 32101614.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF400000 2030-06-20 2066-07-15 2.000 - 8.000 N/A 65633993.84 31238259.48 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 147255000.00 147255000.00 0.0006 N Y Y 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 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254900HROIFWPRGM1V77 LIF063000 2025-07-10 2055-05-15 0.000 - 4.750 N/A 472389200.00 471297546.47 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 462000000.00 462000000.00 0.0020 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/21/2025 4.44 3130B54C9 2549001DPIFGXC1TOL40 US3130B54C98 0001026214 LAF718000 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 243996757.24 243996757.24 0.0010 N N N N BNP Paribas, SA BNP (GR) *G RP 4.32% 7/30/25 4.32 N/A R0MUWSFPU8MPRO8K5P83 LIF087000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIF087000 2025-07-31 2051-11-15 0.250 - 5.000 N/A 482058700.00 470276431.92 U.S. Treasuries (including strips) Y N/A N/A 2025-07-07 2025-07-07 2025-07-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 461000000.00 461000000.00 0.0020 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 05/14/2026 4.49 3130B6DF0 2549001DPIFGXC1TOL40 US3130B6DF09 0001026214 LFH050000 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 0.0444 26999783.19 26999783.19 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 05/06/2027 4.56 3133ETFX0 254900C5LP6DN9OP9V83 US3133ETFX01 4003205 LGB981000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-05-06 2027-05-06 N N N 0.0449 28007509.32 28007509.32 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/05/2026 4.45 3130B6W44 2549001DPIFGXC1TOL40 US3130B6W444 0001026214 LHY235000 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 0.0437 201019929.15 201019929.15 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 07/25/2025 4.46 3130B3VD2 2549001DPIFGXC1TOL40 US3130B3VD28 0001026214 KTO620000 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 0.0433 60999884.10 60999884.10 0.0003 N N N N Lloyds Bank PLC LLOYDGR G RP 4.4% 8/20/25 4.40 N/A H7FNTJ4851HG0EXQ1Z70 LGA738000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGA738000 2026-05-31 2033-05-15 0.500 - 4.125 N/A 62861400.00 58438456.08 U.S. Treasuries (including strips) Y N/A N/A 2025-08-20 2025-08-20 2025-08-20 N N N 0.0433 57000000.00 57000000.00 0.0002 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/26/2026 4.56 3133ERF63 254900C5LP6DN9OP9V83 US3133ERF634 4003205 KTP535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-05-26 2026-05-26 N N N 0.0443 74018526.64 74018526.64 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/24/2025 4.59 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 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 88007266.16 88007266.16 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/07/2025 4.45 3130B4SK8 2549001DPIFGXC1TOL40 US3130B4SK80 0001026214 KYH023000 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 0.0433 361994631.54 361994631.54 0.0015 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 05/28/2026 4.51 3133ERZ87 254900C5LP6DN9OP9V83 US3133ERZ871 4003205 KYF995000 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 0.0444 38004548.98 38004548.98 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.2% 01/15/2026 4.20 3130B6GK6 2549001DPIFGXC1TOL40 US3130B6GK66 0001026214 LFQ955000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-01-15 2026-01-15 2026-01-15 N N N 0.0422 129986682.80 129986682.80 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/25/2025 4.60 3133EPWW1 254900C5LP6DN9OP9V83 US3133EPWW13 4003205 KSG275000 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 0.0433 15005650.50 15005650.50 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 09/26/2025 4.60 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 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 85237527.86 85237527.86 0.0004 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP 4.36% 7/2/25 4.36 N/A MBNUM2BPBDO7JBLYG310 0000315030 LHW639000 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 LHW639000 2027-02-28 2029-09-30 1.875 - 3.500 N/A 467493800.00 463416559.77 U.S. Treasuries (including strips) Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0427 454000000.00 454000000.00 0.0019 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/19/2025 4.50 3130B2GB5 2549001DPIFGXC1TOL40 US3130B2GB53 0001026214 KOU675000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-19 2025-08-19 N N N 0.0431 404040169.72 404040169.72 0.0017 N N N N BNP Paribas, SA BNP (GR) *G RP 4.31% 7/10/25 4.31 N/A R0MUWSFPU8MPRO8K5P83 LHD039000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHD039000 2025-07-15 2055-05-15 0.000 - 6.500 N/A 615276000.00 554375854.08 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 0.0422 542000000.00 542000000.00 0.0023 N N Y N US Treasury Notes UST NOTES 0.25% 10/31/2025 0.25 91282CAT8 254900HROIFWPRGM1V77 US91282CAT80 GHF075000 U.S. Treasury Debt Y N/A N/A 2025-10-31 2025-10-31 2025-10-31 N N N 0.0430 31572812.48 31572812.48 0.0001 N Y Y N Royal Bank of Canada RBC (GR) G RP 4.31% 7/1/25 4.31 N/A ES7IP3U3RHIGC71XBU11 LHV453000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHV453000 2026-01-31 2055-02-15 0.875 - 4.625 N/A 581564700.00 566902915.21 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0431 555000000.00 555000000.00 0.0024 N Y Y N Lloyds Bank Corp Mrkts LBCMGR G RP 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 2029-01-31 2054-02-15 2.000 - 4.625 N/A 143684900.00 141232984.13 U.S. Treasuries (including strips) Y N/A N/A 2025-07-03 2025-07-03 2025-07-03 N N N 0.0427 138000000.00 138000000.00 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 73001330.06 73001330.06 0.0003 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 2027-08-15 2030-11-15 0.500 - 3.125 N/A 114748400.00 111925691.27 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 N N N 0.0432 109000000.00 109000000.00 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 60999248.48 60999248.48 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 175858149.28 175858149.28 0.0007 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 2027-04-30 2027-04-30 3.750 N/A 467487000.00 470118995.10 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 461000000.00 461000000.00 0.0020 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 23999814.24 23999814.24 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 20003206.80 20003206.80 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 19201800.58 19201800.58 0.0001 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 64037959.68 64037959.68 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 36011091.60 36011091.60 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 2066757078.31 2066757078.31 0.0088 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 39009303.06 39009303.06 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 355166154.20 355166154.20 0.0015 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 46002830.84 46002830.84 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 260944215.79 260944215.79 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 200633556.90 200633556.90 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 91999995.40 91999995.40 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 59999137.80 59999137.80 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 242020707.94 242020707.94 0.0010 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 187998512.92 187998512.92 0.0008 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 81039169.17 81039169.17 0.0003 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 103103894.04 103103894.04 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 119033800.00 120446545.51 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0431 118000000.00 118000000.00 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 205997221.06 205997221.06 0.0009 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 252169666.56 252169666.56 0.0011 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 444072175.00 444072175.00 0.0019 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 151068948.11 151068948.11 0.0006 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 2042-05-15 2045-05-15 3.000 - 5.000 N/A 281088900.00 254104390.59 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 249000000.00 249000000.00 0.0011 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 396583975.76 396583975.76 0.0017 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 05/14/2026 4.49 3133ETGS0 254900C5LP6DN9OP9V83 US3133ETGS07 4003205 LFG997000 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 0.0444 15999888.48 15999888.48 0.0001 N N N 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 14800618.95 14800618.95 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 251999354.88 251999354.88 0.0011 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 62999396.46 62999396.46 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 14998027.35 14998027.35 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 14005245.10 14005245.10 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 93999659.72 93999659.72 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 45015408.90 45015408.90 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/04/2026 4.58 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 4003205 KPK923000 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 44042985.36 44042985.36 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/30/2025 4.46 3130B4T35 2549001DPIFGXC1TOL40 US3130B4T353 0001026214 KYL481000 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 0.0436 169000819.65 169000819.65 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/07/2025 4.44 3130B66Z4 2549001DPIFGXC1TOL40 US3130B66Z48 0001026214 LET069000 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 0.0433 150997667.05 150997667.05 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/20/2026 4.57 3130AYZW9 2549001DPIFGXC1TOL40 US3130AYZW99 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 59046171.63 59046171.63 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 28016889.04 28016889.04 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 49959458.50 49959458.50 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 221104926.38 221104926.38 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 2026-02-28 2046-02-15 0.500 - 4.000 N/A 3381687100.00 2739033978.65 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 2685000000.00 2685000000.00 0.0114 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 245999916.36 245999916.36 0.0010 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 Home Loan Mortgage Corp N/A LGA697000 2029-02-25 2029-02-25 6.776 N/A 6700000.00 2282696.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGA697000 2029-11-01 2059-01-01 2.000 - 7.000 N/A 333425497.00 261222059.30 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-19 2025-08-19 2025-08-19 N N N 0.0432 257000000.00 257000000.00 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 250001070.00 250001070.00 0.0011 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 2030-05-31 0.750 - 4.000 N/A 42914900.00 43419852.45 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHW641000 2029-09-01 2037-03-01 4.000 - 6.808 N/A 9085596.00 7877034.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LHW641000 2026-01-01 2037-09-01 1.320 - 6.859 N/A 42732009.00 40634615.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LHW641000 2025-11-20 2075-04-20 2.000 - 8.000 N/A 352720693.00 217353173.17 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0427 303000000.00 303000000.00 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 452000000.00 452000000.00 0.0019 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 795814667.32 795814667.32 0.0034 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 32999960.40 32999960.40 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 2034-08-15 0.500 - 6.000 N/A 58614200.00 57548941.27 U.S. Treasuries (including strips) Y N/A N/A 2025-07-31 2025-07-31 2025-07-31 N N N 0.0428 56000000.00 56000000.00 0.0002 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 2028-08-31 2054-05-15 1.625 - 4.625 N/A 2732284500.00 2739034057.43 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 2685000000.00 2685000000.00 0.0114 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 2036-04-01 2055-06-01 2.000 - 7.000 N/A 261736890.00 187387309.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIE722000 2042-08-01 2054-09-01 2.000 - 6.500 N/A 391600196.00 224743170.41 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0441 404000000.00 404000000.00 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 2026-03-31 2040-08-15 1.125 - 4.625 N/A 473313800.00 366486897.19 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0431 359000000.00 359000000.00 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 214096186.58 214096186.58 0.0009 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 124998111.25 124998111.25 0.0005 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 253999690.12 253999690.12 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 65999893.08 65999893.08 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 184032700.48 184032700.48 0.0008 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 2026-07-01 2055-05-01 1.500 - 7.000 N/A 2608845761.00 982681169.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF105000 2028-05-01 2055-06-01 1.500 - 6.500 N/A 1732710107.00 670940915.05 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1621000000.00 1621000000.00 0.0069 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 125012578.75 125012578.75 0.0005 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 56013598.48 56013598.48 0.0002 N N N N Sumitomo Mitsui Banking Corp/New York FICASH MN 4.39% 07/01/25 4.39 N/A N/A LIF400000_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 LIF400000 2025-07-31 2053-05-15 0.250 - 4.875 N/A 116667097.51 112001013.60 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 109790000.00 109790000.00 0.0005 N Y Y 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 2048-05-15 1.125 - 5.375 N/A 582241500.00 562612761.88 U.S. Treasuries (including strips) Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0427 551000000.00 551000000.00 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 110063966.10 110063966.10 0.0005 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 543513900.00 543398851.72 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 531000000.00 531000000.00 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 2026-03-01 2055-07-01 1.500 - 6.500 N/A 978512970.00 793138651.22 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-08 2025-08-08 2025-08-08 N N N 0.0432 772500000.00 772500000.00 0.0033 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 421618750.00 421618750.00 0.0018 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 102998295.35 102998295.35 0.0004 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 480199685.04 480199685.04 0.0020 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 355079267.95 355079267.95 0.0015 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.13% 08/28/2025 4.13 3130ASZD4 2549001DPIFGXC1TOL40 US3130ASZD41 0001026214 JLA909000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-08-28 2025-08-28 2025-08-28 N N N 0.0458 44383594.26 44383594.26 0.0002 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 24026997.42 24026997.42 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 2028-04-30 2030-05-31 3.500 - 3.750 N/A 94902800.00 94871628.23 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 93000000.00 93000000.00 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 43033115.16 43033115.16 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 894721877.28 894721877.28 0.0038 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 62026594.90 62026594.90 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 36032727.96 36032727.96 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 59026232.58 59026232.58 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 2027-05-31 2045-05-15 0.500 - 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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 60016329.00 60016329.00 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 85032341.65 85032341.65 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 163696053.88 163696053.88 0.0007 N N Y N Wells Fargo Securities LLC FICASH M2 4.4% 07/01/25 4.40 N/A N/A LIF300000_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 LIF300000 2040-11-15 2053-02-15 1.250 - 4.750 N/A 50613739.53 37517141.45 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 36590000.00 36590000.00 0.0002 N Y 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 66386719.08 66386719.08 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 329031333.96 329031333.96 0.0014 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 207996788.48 207996788.48 0.0009 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 22020671.20 22020671.20 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 248995958.73 248995958.73 0.0011 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 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1792337280.40 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1817000000.00 1817000000.00 0.0077 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 182038280.06 182038280.06 0.0008 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 63009402.75 63009402.75 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 218999555.43 218999555.43 0.0009 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 201009483.18 201009483.18 0.0009 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 266999575.47 266999575.47 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 2026-09-20 2055-06-20 1.500 - 8.000 N/A 46418221.00 33503391.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFA880000 2027-03-01 2055-03-01 2.000 - 7.000 N/A 105973833.00 47662724.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFA880000 2040-01-01 2055-02-01 2.500 - 7.500 N/A 136960894.00 114997061.38 Agency Mortgage-Backed Securities 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 191000000.00 191000000.00 0.0008 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 2054-06-20 2072-05-20 5.082 - 5.812 N/A 479240757.00 464921108.83 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 451000000.00 451000000.00 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 201030067.59 201030067.59 0.0009 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 179997399.00 179997399.00 0.0008 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 190042442.20 190042442.20 0.0008 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 2025-07-31 2030-05-31 0.375 - 4.750 N/A 1318835100.00 1295558426.73 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1270000000.00 1270000000.00 0.0054 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 82039638.80 82039638.80 0.0003 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 662834253.34 662834253.34 0.0028 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 549300M8ZYFG0OCMTT87 LHE413000 2054-09-20 2055-04-20 5.472 - 5.652 N/A 215807608.00 206494400.04 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 200000000.00 200000000.00 0.0009 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 27015299.55 27015299.55 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 127028355.29 127028355.29 0.0005 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 2026-01-31 2054-08-15 0.500 - 5.375 N/A 939932200.00 750149872.07 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 735000000.00 735000000.00 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 2041-02-15 2054-05-15 4.625 - 4.750 N/A 249441500.00 249954236.84 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 244000000.00 244000000.00 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 0.0017 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 53054912.77 53054912.77 0.0002 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 224998105.50 224998105.50 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 84999756.90 84999756.90 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 62999334.09 62999334.09 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 130061795.50 130061795.50 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 18002617.02 18002617.02 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 784090311.84 784090311.84 0.0033 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 LHN475000 2040-06-20 2065-03-15 1.767 - 7.000 N/A 210020909.00 152076635.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHN475000 2037-04-25 2055-03-01 3.500 - 12.240 N/A 15493360.00 13568199.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LHN475000 2035-07-01 2055-05-25 2.500 - 5.805 N/A 71646875.00 37089653.66 Agency Collateralized Mortgage Obligation 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 198000000.00 198000000.00 0.0008 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 2050-10-20 2072-10-20 2.000 - 7.284 N/A 109303236.00 70545000.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 LHE761000 2043-08-01 2055-04-01 2.000 - 7.000 N/A 234034299.00 138882293.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LHE761000 2030-10-01 2054-08-01 1.330 - 7.000 N/A 390214108.00 198480620.95 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 399000000.00 399000000.00 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 250670715.61 250670715.61 0.0011 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 2027-03-31 2054-02-15 2.750 - 4.750 N/A 361495200.00 358419770.25 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIE699000 2026-10-01 2062-12-01 1.500 - 8.500 N/A 2328625054.00 1767274841.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIE699000 2030-05-01 2055-06-01 1.500 - 7.500 N/A 2375269902.00 2214934705.08 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 4255000000.00 4255000000.00 0.0181 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 62040711.68 62040711.68 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 308748586.62 308748586.62 0.0013 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 489336084.30 489336084.30 0.0021 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 45261082.68 45261082.68 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 32000591.36 32000591.36 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 139001131.46 139001131.46 0.0006 N N N 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 1189037803.80 1189037803.80 0.0051 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 92218800.00 92218800.00 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 248566533.33 248566533.33 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 403477611.32 403477611.32 0.0017 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 2026-11-15 2054-11-15 0.500 - 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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 2032-02-15 2053-05-15 1.875 - 4.750 N/A 208812000.00 178229256.00 U.S. Treasuries (including strips) Y N/A N/A 2025-09-03 2025-09-03 2025-09-03 N N N 0.0429 174000000.00 174000000.00 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 123998970.80 123998970.80 0.0005 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 127089556.59 127089556.59 0.0005 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 41000037.31 41000037.31 0.0002 N N N N BofA Securities, Inc. 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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 2025-07-08 2054-11-15 0.000 - 5.250 N/A 185814300.00 184753904.66 U.S. Treasuries (including strips) Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0426 181000000.00 181000000.00 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 67031161.03 67031161.03 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGJ115000 2027-03-20 2057-07-15 2.500 - 6.500 N/A 705539243.00 400495930.39 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 391000000.00 391000000.00 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 76002536.12 76002536.12 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 80040193.60 80040193.60 0.0003 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 97092076.28 97092076.28 0.0004 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 2296333580.83 2296333580.83 0.0098 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 219003747.09 219003747.09 0.0009 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 347198321.78 347198321.78 0.0015 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 29012255.11 29012255.11 0.0001 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 360995418.91 360995418.91 0.0015 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 FRESB MTG TR 2016-SB25 B 20361125 FLT N/A LIE702000 2036-11-25 2036-11-25 4.665 N/A 10099.00 3694.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIE702000 2041-01-15 2063-08-16 1.250 - 5.600 N/A 342247987.00 228911963.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIE702000 2031-01-25 2054-07-01 2.000 - 12.240 N/A 48455476.00 15035177.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIE702000 2031-07-01 2050-01-25 3.000 - 6.500 N/A 98938391.00 14708658.02 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0441 253000000.00 253000000.00 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 54031851.36 54031851.36 0.0002 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 40000895.20 40000895.20 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 59999189.40 59999189.40 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 49001849.26 49001849.26 0.0002 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 209998187.70 209998187.70 0.0009 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 25018073.25 25018073.25 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 91005666.57 91005666.57 0.0004 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 230354883.10 230354883.10 0.0010 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 66999414.42 66999414.42 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 247019826.69 247019826.69 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 11999806.08 11999806.08 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 142975699.03 142975699.03 0.0006 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 1056364809.30 1056364809.30 0.0045 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 2034-02-20 2066-03-15 2.000 - 7.500 N/A 1209166890.00 412891597.42 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LHD034000 2040-10-01 2042-03-24 2.875 - 3.700 N/A 566000.00 473009.82 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LHD034000 2026-07-01 2055-04-01 1.731 - 7.500 N/A 1417255106.00 552697444.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHD034000 2029-12-01 2055-06-01 2.000 - 7.000 N/A 501306148.00 431930237.77 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LHD034000 2029-07-15 2054-11-15 0.000 - 1.750 N/A 45933452.72 21544595.73 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 1388000000.00 1388000000.00 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 62031143.84 62031143.84 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 520187355.00 520187355.00 0.0022 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 126998605.54 126998605.54 0.0005 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 243999609.60 243999609.60 0.0010 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 502373198.88 502373198.88 0.0021 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 1605296956.92 1605296956.92 0.0068 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 34008755.00 34008755.00 0.0001 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 27053571.00 20863446.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIE681000 2040-10-01 2055-03-01 2.500 - 6.000 N/A 71663674.00 51242230.01 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIE681000 2027-01-15 2040-11-15 0.375 - 1.375 N/A 15872600.00 14308574.42 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIE681000 2028-09-01 2054-11-01 2.000 - 7.000 N/A 520084379.00 221674892.28 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0443 302000000.00 302000000.00 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 295022529.15 295022529.15 0.0013 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 2027-06-30 2042-08-15 3.375 - 4.500 N/A 4548898000.00 4418957823.26 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 4305000000.00 4305000000.00 0.0183 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 2030-11-30 2031-02-15 1.125 - 4.375 N/A 713930000.00 659009231.58 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 646000000.00 646000000.00 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 73026123.78 73026123.78 0.0003 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 110113252.00 110113252.00 0.0005 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 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 157000989.10 157000989.10 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 18999992.59 18999992.59 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 200999075.40 200999075.40 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 75032523.75 75032523.75 0.0003 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 499994715.00 499994715.00 0.0021 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 218998182.30 218998182.30 0.0009 N N N N Bank of Nova Scotia/The FICASH M2 4.4% 07/01/25 4.40 N/A N/A LIF300000_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 LIF300000 2025-09-04 2044-11-15 0.000 - 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The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. 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7.410 N/A 466290955.00 193194876.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LHQ184000 2032-10-01 2053-08-01 2.000 - 7.201 N/A 783906003.00 342999979.08 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LHQ184000 2028-05-15 2032-05-15 2.375 - 4.375 N/A 2099100.00 2062910.02 U.S. Treasuries (including strips) Y N/A N/A 2025-07-31 2025-07-31 2025-07-31 N N N 0.0429 527000000.00 527000000.00 0.0022 N N N Y 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 126048130.74 126048130.74 0.0005 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 Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 LHY210000 2053-09-01 2054-02-01 5.500 - 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BASGR *G RP 4.32% 8/7/25 4.32 N/A 549300HN4UKV1E2R3U73 LFE923000 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 LFE923000 2040-11-15 2040-11-15 1.375 N/A 1838700.00 1169015.58 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 LFE923000 2035-06-15 2035-06-15 4.650 N/A 4600000.00 4668845.90 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFE923000 2033-10-01 2054-04-01 2.000 - 6.000 N/A 10051923.00 5791252.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LFE923000 2047-09-01 2054-12-01 6.500 - 6.779 N/A 15891712.00 15536132.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LFE923000 2028-08-15 2065-02-20 3.000 - 7.500 N/A 108786859.00 73454491.09 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-07 2025-07-07 2025-08-07 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 0.0425 98000000.00 98000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 4.60 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 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 128012619.52 128012619.52 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 10/20/2025 4.47 3130B5VW5 2549001DPIFGXC1TOL40 US3130B5VW56 0001026214 LDR817000 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 249023505.60 249023505.60 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 12/17/2025 4.44 3130B5TN8 2549001DPIFGXC1TOL40 US3130B5TN85 0001026214 LDK705000 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 136999973.97 136999973.97 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/05/2026 4.57 3133EP4L6 254900C5LP6DN9OP9V83 US3133EP4L60 4003205 KOU730000 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 0.0438 36028873.80 36028873.80 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 12/30/2026 4.58 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 4003205 KWR776000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-12-30 2026-12-30 N N N 0.0453 60998364.59 60998364.59 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 03/26/2026 4.46 3133ETAV9 254900C5LP6DN9OP9V83 US3133ETAV99 4003205 LCF455000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-03-26 2026-03-26 N N N 0.0439 38003846.74 38003846.74 0.0002 N N N N US Treasury Notes UST NOTES 4.625% 03/15/2026 4.63 91282CGR6 254900HROIFWPRGM1V77 US91282CGR60 JRJ983000 U.S. Treasury Debt Y N/A N/A 2026-03-15 2026-03-15 2026-03-15 N N N 0.0411 35830874.05 35830874.05 0.0002 N Y Y N US Treasury Notes UST NOTES 0.25% 07/31/2025 0.25 91282CAB7 254900HROIFWPRGM1V77 US91282CAB72 GDG982000 U.S. Treasury Debt Y N/A N/A 2025-07-31 2025-07-31 2025-07-31 N N N 0.0421 295995914.28 295995914.28 0.0013 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/02/2026 4.45 3130B6VC7 2549001DPIFGXC1TOL40 US3130B6VC75 0001026214 LHX056000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-02 2026-02-02 2026-02-02 N N N 0.0002 400943607.37 400943607.37 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/04/2025 4.45 3130B6LH7 2549001DPIFGXC1TOL40 US3130B6LH72 0001026214 LGK351000 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 0.0439 25999891.58 25999891.58 0.0001 N N N N Goldman Sachs & Co LLC GOLDMAN M RP 4.4% 7/1/25 4.40 N/A FOR8UP27PHTHYVLBNG30 0000769993 LIF070000 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 LIF070000 2054-11-20 2055-06-20 5.500 - 6.500 N/A 39123552.00 40409158.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF070000 2053-11-01 2054-12-01 5.000 - 5.500 N/A 823254016.00 783721794.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF070000 2035-01-01 2053-02-01 3.500 - 6.000 N/A 132549025.00 102142244.72 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 908000000.00 908000000.00 0.0039 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/17/2025 4.60 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 4003205 KAD688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-17 2025-10-17 N N N 0.0435 36017285.04 36017285.04 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/01/2025 313385JW7 2549001DPIFGXC1TOL40 US313385JW70 313385JW7 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-01 2025-08-01 2025-08-01 N N N 0.0426 357653351.51 357653351.51 0.0015 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/24/2027 4.53 3133ER4V0 254900C5LP6DN9OP9V83 US3133ER4V07 4003205 LAN609000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-02-24 2027-02-24 N N N 0.0448 16999878.28 16999878.28 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-0.5 11/10/2025 4.44 3130B5TG3 2549001DPIFGXC1TOL40 US3130B5TG35 0001026214 LDJ831000 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 123998918.72 123998918.72 0.0005 N N N N MUFG Securities EMEA PLC MUFSECGR *G RP 4.32% 7/7/25 4.32 N/A U7M81AY481YLIOR75625 LGU483000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LGU483000 2026-10-31 2030-02-28 0.625 - 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CITIGRP G RP SOFR+0.08% 7/2/25 4.53 N/A MBNUM2BPBDO7JBLYG310 0000315030 LGS982000 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 LGS982000 2027-02-15 2027-02-15 2.250 N/A 3118600.00 3067909.91 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LGS982000 2052-07-20 2053-01-20 2.000 - 7.500 N/A 1225783176.00 932280855.42 Agency Mortgage-Backed Securities 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 0.0439 914000000.00 914000000.00 0.0039 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/08/2026 4.52 3133ERKF7 254900C5LP6DN9OP9V83 US3133ERKF73 4003205 KML448000 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 0.0439 63023968.98 63023968.98 0.0003 N N N N Federal Farm Credit 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 88531130.76 88531130.76 0.0004 N N N N Nomura Securities International Inc FICASH M2 4.4% 07/01/25 4.40 N/A N/A LIF300000_07426 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 LIF300000 2025-07-15 2063-07-20 1.500 - 9.000 N/A 393157226.77 53886799.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF300000 2025-07-25 2055-06-01 1.500 - 9.000 N/A 746463627.23 129880618.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIF300000 2025-07-15 2042-11-15 0.000 - 6.750 N/A 204401850.99 197493810.35 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF300000 2025-07-25 2063-03-01 1.500 - 9.000 N/A 1824152691.97 134834369.54 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 505914000.00 505914000.00 0.0022 N Y Y 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 134058942.58 134058942.58 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 50031076.00 50031076.00 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 497696170.20 497696170.20 0.0021 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 290985898.14 290985898.14 0.0012 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 215624480.73 215624480.73 0.0009 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 LHU558000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-03-27 2026-03-27 N N N 0.0440 13999979.56 13999979.56 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 06/03/2026 4.54 3133ERGC9 254900C5LP6DN9OP9V83 US3133ERGC98 4003205 KUB713000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-06-03 2026-06-03 N N N 0.0445 38149468.48 38149468.48 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/28/2026 4.49 3133ETJD0 254900C5LP6DN9OP9V83 US3133ETJD01 4003205 LGC004000 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 49999691.00 49999691.00 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/25/2025 313385JP2 2549001DPIFGXC1TOL40 US313385JP20 313385JP2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-25 2025-07-25 2025-07-25 N N N 0.0421 114666979.55 114666979.55 0.0005 N N Y N Prudential Insurance Co. of America PRUINSGR G RP 4.4% 7/1/25 4.40 N/A X574KRZ6V5A7UBU45C31 LIF179000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIF179000 2025-08-07 2045-02-15 0.000 - 5.500 N/A 833800000.00 796471549.56 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 780711750.00 780711750.00 0.0033 N Y Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+9 01/26/2026 4.53 3134HABP7 S6XOOCT0IEG5ABCC6L87 US3134HABP77 KMR503000 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 1143065330.92 1143065330.92 0.0049 N N N N US Treasury Notes UST NOTES 5% 10/31/2025 5.00 91282CJE2 254900HROIFWPRGM1V77 US91282CJE21 KAK088000 U.S. Treasury Debt Y N/A N/A 2025-10-31 2025-10-31 2025-10-31 N N N 0.0434 21042861.42 21042861.42 0.0001 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 12/18/2026 4.63 3130B4AV3 2549001DPIFGXC1TOL40 US3130B4AV38 0001026214 KWH850000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-12-18 2026-12-18 N N N 0.0445 297171487.80 297171487.80 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 09/26/2025 4.43 3130B5R75 2549001DPIFGXC1TOL40 US3130B5R750 0001026214 LCY000000 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 125999770.68 125999770.68 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.33% 04/14/2026 4.33 3130B5LB2 2549001DPIFGXC1TOL40 US3130B5LB20 0001026214 LBR804000 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 251530367.76 251530367.76 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 02/25/2026 4.54 3133EP6E0 254900C5LP6DN9OP9V83 US3133EP6E00 4003205 KKG138000 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 124074630.64 124074630.64 0.0005 N N N N US Treasury Notes UST NOTES 0.375% 01/31/2026 0.38 91282CBH3 254900HROIFWPRGM1V77 US91282CBH34 HBA016000 U.S. Treasury Debt Y N/A N/A 2026-01-31 2026-01-31 2026-01-31 N N N 0.0422 171146241.00 171146241.00 0.0007 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 170960384.43 170960384.43 0.0007 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 255019150.50 255019150.50 0.0011 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 269718525.00 269718525.00 0.0011 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 244996633.70 244996633.70 0.0010 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 46004338.72 46004338.72 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 259942839.00 259942839.00 0.0011 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 241997262.98 241997262.98 0.0010 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 303847801.02 303847801.02 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 2029-08-31 2032-02-29 0.625 - 4.625 N/A 10535265700.00 10540680039.56 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 10334000000.00 10334000000.00 0.0439 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+0.5 12/03/2025 4.45 3133ETKA4 254900C5LP6DN9OP9V83 US3133ETKA43 4003205 LGL710000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-12-03 2025-12-03 N N N 0.0438 39999535.60 39999535.60 0.0002 N N N 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 67000000.00 67000000.00 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 102002809.08 102002809.08 0.0004 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 54019046.34 54019046.34 0.0002 N N N N MUFG Securities (Canada) Ltd. FICASH M2 4.4% 07/01/25 4.40 N/A N/A LIF300000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LIF300000 2025-10-20 2025-10-20 4.700 N/A 4843418.27 4891942.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF300000 2029-08-06 2055-05-01 1.500 - 7.121 N/A 380600573.40 244486927.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF300000 2050-02-20 2055-01-20 2.500 - 5.500 N/A 87930472.62 44237212.21 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIF300000 2025-07-15 2054-02-15 0.000 - 4.500 N/A 46135319.49 43139817.77 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF300000 2027-12-01 2058-01-01 1.460 - 7.325 N/A 803225480.47 437397755.72 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 758871000.00 758871000.00 0.0032 N Y Y 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 256997399.16 256997399.16 0.0011 N N N 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 125054430.00 125054430.00 0.0005 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 615584317.65 615584317.65 0.0026 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 26005535.40 26005535.40 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 71999015.04 71999015.04 0.0003 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 2029-01-01 2055-06-01 2.000 - 7.500 N/A 2005743237.00 1641235516.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIE697000 2031-04-01 2056-10-01 2.000 - 7.500 N/A 2310269452.00 1859684361.19 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIE697000 2025-07-08 2051-05-15 0.000 - 4.375 N/A 863265000.00 839709424.73 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 4255000000.00 4255000000.00 0.0181 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 155552982.81 155552982.81 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 48999896.12 48999896.12 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 121998745.84 121998745.84 0.0005 N N N N HSBC Securities Inc. (U.S.A.) FICASH MN 4.39% 07/01/25 4.39 N/A N/A LIF400000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF400000 2033-06-01 2055-03-01 1.500 - 7.500 N/A 153230991.94 74008290.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF400000 2030-06-01 2055-02-01 2.000 - 7.500 N/A 154330777.61 52394561.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIF400000 2026-01-31 2044-08-15 0.375 - 4.875 N/A 170019146.90 169716852.53 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 290278000.00 290278000.00 0.0012 N Y Y 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 95022127.40 95022127.40 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 269254855.98 269254855.98 0.0011 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 102196653.56 102196653.56 0.0004 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 127999568.64 127999568.64 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/07/2027 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6.000 N/A 61931799.00 39580446.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 LHF704000 2035-12-20 2067-09-15 1.250 - 6.500 N/A 286803392.00 229158991.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHF704000 2032-09-25 2051-09-25 3.000 - 5.500 N/A 117276865.00 38223464.18 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 299000000.00 299000000.00 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 42018310.74 42018310.74 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 74992590.00 74992590.00 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 549300M8ZYFG0OCMTT87 LIE679000 2054-04-20 2054-11-20 5.402 - 5.952 N/A 227067662.00 208085429.94 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 202000000.00 202000000.00 0.0009 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 55244218.96 55244218.96 0.0002 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 84528253.62 84528253.62 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 62007984.36 62007984.36 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 711586333.26 711586333.26 0.0030 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 1430261443.48 1430261443.48 0.0061 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 50025073.00 50025073.00 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 41014870.29 41014870.29 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 2032-01-31 2044-11-15 3.000 - 4.375 N/A 652090500.00 565148977.68 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 554000000.00 554000000.00 0.0024 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/04/2025 4.45 3130B5CY2 2549001DPIFGXC1TOL40 US3130B5CY24 0001026214 LAV106000 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 60998893.46 60998893.46 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/10/2026 4.58 3130B2LJ2 2549001DPIFGXC1TOL40 US3130B2LJ25 0001026214 KPK871000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-09-10 2026-09-10 N N N 0.0444 68067864.00 68067864.00 0.0003 N N N N Fixed Income Clearing Corp - BNP BNP FIG T RP 4.39% 7/1/25 4.39 N/A N/A LIE694000 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 LIE694000 2025-07-22 2055-05-15 0.000 - 5.375 N/A 1840564800.00 1788278063.21 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 1753000000.00 1753000000.00 0.0075 N Y Y N US Treasury Notes UST NOTES 4.625% 02/28/2026 4.63 91282CKB6 254900HROIFWPRGM1V77 US91282CKB62 KEX490000 U.S. Treasury Debt Y N/A N/A 2026-02-28 2026-02-28 2026-02-28 N N N 0.0419 155431396.00 155431396.00 0.0007 N Y Y N US Treasury Notes UST NOTES 3.75% 04/15/2026 3.75 91282CGV7 254900HROIFWPRGM1V77 US91282CGV72 JSM567000 U.S. Treasury Debt Y N/A N/A 2026-04-15 2026-04-15 2026-04-15 N N N 0.0408 156592167.38 156592167.38 0.0007 N Y Y N Wells Fargo Securities, LLC WELLSFAR G RP 4.39% 8/18/25 4.39 N/A VYVVCKR63DVZZN70PB21 0000276523 LFX728000 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 LFX728000 2028-06-01 2055-07-01 1.500 - 6.500 N/A 654398836.00 535231908.30 Agency Mortgage-Backed Securities Y N/A N/A 2025-08-18 2025-08-18 2025-08-18 N N N 0.0432 522000000.00 522000000.00 0.0022 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 12/08/2025 4.60 3130AXYH5 2549001DPIFGXC1TOL40 US3130AXYH58 0001026214 KCM446000 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 99424070.60 99424070.60 0.0004 N N N N Societe Generale SA FICASH MN 4.39% 07/01/25 4.39 N/A N/A LIF400000_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 LIF400000 2026-07-31 2032-11-15 0.625 - 4.375 N/A 284917926.66 286242878.58 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 280596000.00 280596000.00 0.0012 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/29/2025 4.44 3130B5DQ8 2549001DPIFGXC1TOL40 US3130B5DQ80 0001026214 LAV898000 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 123998273.92 123998273.92 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+-1 10/07/2025 4.43 3130B5S66 2549001DPIFGXC1TOL40 US3130B5S667 0001026214 LDG689000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-07 2025-10-07 N N N 0.0434 511998776.32 511998776.32 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/05/2027 4.57 3130B4SP7 2549001DPIFGXC1TOL40 US3130B4SP77 0001026214 KYH019000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-02-05 2027-02-05 N N N 0.0452 69499788.72 69499788.72 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/21/2025 4.57 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 4003205 KDJ233000 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 24006529.20 24006529.20 0.0001 N N N N NatWest Market Securities Inc NATSECGR G RP 4.35% 7/2/25 4.35 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 LHW689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHW689000 2039-05-15 2055-05-15 1.125 - 4.750 N/A 415090200.00 360463948.63 U.S. Treasuries (including strips) Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0426 352000000.00 352000000.00 0.0015 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 02/25/2027 4.54 3133ER5A5 254900C5LP6DN9OP9V83 US3133ER5A50 4003205 LAP530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-02-25 2027-02-25 N N N 0.0448 26999771.31 26999771.31 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/08/2025 313385KD7 2549001DPIFGXC1TOL40 US313385KD70 313385KD7 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-08 2025-08-08 2025-08-08 N N N 0.0426 404143901.98 404143901.98 0.0017 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/15/2025 4.45 3130B4JV4 2549001DPIFGXC1TOL40 US3130B4JV47 0001026214 KXK794000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-15 2025-07-15 N N N 0.0433 85999378.22 85999378.22 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 12/18/2026 4.58 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 4003205 LEJ325000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-12-18 2026-12-18 N N N 0.0445 62062073.16 62062073.16 0.0003 N N N N Nomura Securities International Inc FICASH MN 4.39% 07/01/25 4.39 N/A N/A LIF400000_07426 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 LIF400000 2025-07-15 2063-07-20 1.500 - 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BASGR *G RP 4.32% 7/3/25 4.32 N/A 549300HN4UKV1E2R3U73 LGT002000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGT002000 2040-08-15 2045-02-15 1.125 - 4.750 N/A 341421600.00 270184815.26 U.S. Treasuries (including strips) Y N/A N/A 2025-07-03 2025-07-03 2025-07-03 Y BANK OF AMERICA CORPORATION 1.0000 3 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0423 264000000.00 264000000.00 0.0011 N N Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11 03/05/2026 4.55 3134HAJM6 S6XOOCT0IEG5ABCC6L87 US3134HAJM64 KPM085000 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 0.0439 431301441.40 431301441.40 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 08/06/2025 4.48 3130B2AF2 2549001DPIFGXC1TOL40 US3130B2AF22 0001026214 KNR846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-08-06 2025-08-06 N N N 0.0428 219016541.07 219016541.07 0.0009 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11 05/07/2026 4.55 3134HAVY6 S6XOOCT0IEG5ABCC6L87 US3134HAVY64 KRY196000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-05-07 2026-05-07 N N N 0.0442 232140759.04 232140759.04 0.0010 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 04/02/2027 4.52 3133ETBZ9 254900C5LP6DN9OP9V83 US3133ETBZ94 4003205 LDJ537000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-02 2027-04-02 2027-04-02 N N N 0.0446 41998354.02 41998354.02 0.0002 N N N N SMBC Nikko Securities America, Inc. NIKKOGR T RP 4.4% 7/1/25 4.40 N/A 6PJDTY319315T5LR2241 LIF078000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIF078000 2025-07-08 2054-11-15 0.000 - 4.750 N/A 1191274600.00 1202738245.75 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1179000000.00 1179000000.00 0.0050 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 4.60 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 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 246053158.14 246053158.14 0.0010 N N N N Lloyds Bank PLC LLOYDGR G RP 4.4% 8/28/25 4.40 N/A H7FNTJ4851HG0EXQ1Z70 LGK228000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LGK228000 2026-11-15 2033-11-15 0.500 - 4.625 N/A 118574100.00 117787487.96 U.S. Treasuries (including strips) Y N/A N/A 2025-08-28 2025-08-28 2025-08-28 N N N 0.0434 115000000.00 115000000.00 0.0005 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/15/2025 4.46 3130B4L58 2549001DPIFGXC1TOL40 US3130B4L582 0001026214 KXN097000 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 0.0435 243999175.28 243999175.28 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 07/10/2025 4.44 3130B4VB4 2549001DPIFGXC1TOL40 US3130B4VB45 0001026214 KYO698000 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 0.0432 126999447.55 126999447.55 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 07/10/2025 4.45 3130B4GW5 2549001DPIFGXC1TOL40 US3130B4GW56 0001026214 KXD188000 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 0.0432 28999859.93 28999859.93 0.0001 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/12/2025 313385LQ7 2549001DPIFGXC1TOL40 US313385LQ74 313385LQ7 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-12 2025-09-12 2025-09-12 N N N 0.0433 115989900.39 115989900.39 0.0005 N N N N Bank of America NA FICASH M2 4.4% 07/01/25 4.40 N/A N/A LIF300000_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 LIF300000 2025-08-15 2026-05-15 0.250 - 5.000 N/A 746082847.96 743177160.08 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 728516000.00 728516000.00 0.0031 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 07/07/2025 4.60 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 4003205 JVW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-07 2025-07-07 N N N 0.0433 26000617.76 26000617.76 0.0001 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/24/2026 4.54 3130B1T72 2549001DPIFGXC1TOL40 US3130B1T722 0001026214 KLG655000 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 0.0444 79034139.06 79034139.06 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/26/2025 313385ME3 2549001DPIFGXC1TOL40 US313385ME36 AHF158000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-26 2025-09-26 2025-09-26 N N N 0.0434 94024666.35 94024666.35 0.0004 N N N N JP Morgan Securities, LLC MORGNSEC G RP 4.4% 7/1/25 4.40 N/A ZBUT11V806EZRVTWT807 0001287279 LIF172000 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 LIF172000 2034-07-01 2043-09-01 5.000 - 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(U.S.A.) 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The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. 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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 49005103.84 49005103.84 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 262999734.37 262999734.37 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 99998894.00 99998894.00 0.0004 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 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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 28011985.12 28011985.12 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 233018800.77 233018800.77 0.0010 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 383227812.23 383227812.23 0.0016 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 140999204.76 140999204.76 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 134000000.00 134000000.00 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 135117188.10 135117188.10 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 58011438.18 58011438.18 0.0002 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 607657034.28 607657034.28 0.0026 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 282275497.08 282275497.08 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 68014506.44 68014506.44 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 252047562.48 252047562.48 0.0011 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 67000000.00 67000000.00 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 185031668.30 185031668.30 0.0008 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 61000991.86 61000991.86 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 2044-08-15 0.500 - 4.500 N/A 180187600.00 177715907.04 U.S. Treasuries (including strips) Y N/A N/A 2025-09-03 2025-09-03 2025-09-03 N N N 0.0429 174000000.00 174000000.00 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 88514824.64 88514824.64 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 2036-04-01 2055-06-01 1.500 - 6.500 N/A 35830339.00 29767591.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LDH446000 2036-06-15 2060-06-15 2.000 - 7.500 N/A 991699643.00 935516671.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LDH446000 2026-11-01 2055-05-01 2.000 - 6.000 N/A 217321528.00 148517182.27 Agency Mortgage-Backed Securities 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 1080000000.00 1080000000.00 0.0046 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 73998863.36 73998863.36 0.0003 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 251530367.76 251530367.76 0.0011 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 557186581.32 557186581.32 0.0024 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 342998607.42 342998607.42 0.0015 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 2033-01-01 2055-07-01 1.500 - 7.000 N/A 802167154.00 648675929.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIE700000 2025-07-08 2049-02-15 0.000 - 4.625 N/A 255808600.00 252701748.73 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIE700000 2025-10-01 2055-07-01 1.000 - 8.000 N/A 1529502152.00 1165394419.59 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 2026000000.00 2026000000.00 0.0086 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 73035751.75 73035751.75 0.0003 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 122999966.79 122999966.79 0.0005 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 903008822.31 903008822.31 0.0038 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 53015720.86 53015720.86 0.0002 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 308524729.36 308524729.36 0.0013 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 2037-04-01 2055-05-01 2.000 - 7.000 N/A 126295134.00 124182933.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF085000 2033-04-20 2065-12-15 3.500 - 6.500 N/A 198293168.00 114242761.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF085000 2035-12-01 2055-07-01 1.500 - 7.000 N/A 1215549151.00 897993183.66 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1114000000.00 1114000000.00 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 32958427.59 32958427.59 0.0001 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 50999932.68 50999932.68 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 91999829.80 91999829.80 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 332986993.02 332986993.02 0.0014 N Y Y 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 191358203.60 191358203.60 0.0008 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 1272100.00 1251423.14 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LHE405000 2052-05-20 2052-08-20 2.000 - 6.500 N/A 752145032.00 539580582.56 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 529000000.00 529000000.00 0.0022 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 36999497.91 36999497.91 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 128027674.80 128027674.80 0.0005 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 26007432.36 26007432.36 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 2028-02-29 2055-05-15 1.125 - 4.750 N/A 1662824100.00 1521004637.01 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0437 1491000000.00 1491000000.00 0.0063 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 103072492.43 103072492.43 0.0004 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 214997454.40 214997454.40 0.0009 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 161306350.00 161306350.00 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 60402480.02 60402480.02 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 217019972.68 217019972.68 0.0009 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 499995565.00 499995565.00 0.0021 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 2065-05-20 5.000 - 7.000 N/A 15957293.00 16389978.41 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LES927000 2025-08-05 2055-02-15 0.000 - 5.250 N/A 1016800000.00 913716771.98 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LES927000 2055-04-01 2055-04-01 5.000 N/A 78060816.00 75291060.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LES927000 2030-11-25 2054-12-01 1.517 - 6.000 N/A 29981.00 26036.88 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 974000000.00 974000000.00 0.0041 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 2052-05-01 2053-02-01 4.000 - 6.000 N/A 482185326.00 372858441.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 LIE812000 2053-10-01 2053-10-01 6.500 N/A 147822694.00 122922146.30 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 486000000.00 486000000.00 0.0021 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 50590820.28 50590820.28 0.0002 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 132999921.53 132999921.53 0.0006 N N N 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 - 4.875 N/A 359726600.00 317161879.39 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 309000000.00 309000000.00 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 211998274.32 211998274.32 0.0009 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 123000119.31 123000119.31 0.0005 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 557612365.80 557612365.80 0.0024 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 2025-07-15 2053-08-15 0.000 - 4.625 N/A 101082800.00 91921218.22 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 90000000.00 90000000.00 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 2025-08-31 2035-05-15 3.500 - 5.000 N/A 182369500.00 187815216.48 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 184000000.00 184000000.00 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 361983717.24 361983717.24 0.0015 N N N N Citigroup Global Capital Markets Inc. FICASH MN 4.39% 07/01/25 4.39 N/A N/A LIF400000_00137 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 LIF400000 2025-08-15 2075-05-20 2.000 - 9.000 N/A 448347450.51 351240605.14 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIF400000 2026-03-31 2032-08-15 0.500 - 4.875 N/A 1055421379.16 1043852048.50 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 1367571000.00 1367571000.00 0.0058 N Y Y 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 2026-12-31 2030-06-30 1.125 - 4.625 N/A 1147624000.00 1147354351.75 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1125000000.00 1125000000.00 0.0048 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 182998116.93 182998116.93 0.0008 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 255017852.55 255017852.55 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 119998515.60 119998515.60 0.0005 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 130625411.81 130625411.81 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 120090015.60 120090015.60 0.0005 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 65005765.50 65005765.50 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 252019182.24 252019182.24 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 240997339.36 240997339.36 0.0010 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 39999928.40 39999928.40 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3.5 06/09/2026 4.48 3133ETCG0 254900C5LP6DN9OP9V83 US3133ETCG05 4003205 LDK700000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-06-09 2026-06-09 N N N 0.0442 49999851.50 49999851.50 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 129541361.01 129541361.01 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 1000619.32 1000619.32 0.0000 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 64049978.24 64049978.24 0.0003 N N N N BofA Securities Inc FICASH MN 4.39% 07/01/25 4.39 N/A N/A LIF400000_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 Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF400000 2026-10-01 2055-05-01 1.500 - 6.500 N/A 5381177.26 3095788.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF400000 2031-11-15 2055-06-20 2.000 - 7.000 N/A 80134971.94 54569313.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF400000 2027-03-01 2055-06-01 2.000 - 7.500 N/A 4921746.28 3590574.88 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LIF400000 2032-03-08 2045-12-22 2.040 - 3.000 N/A 4922967.08 4052872.62 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 LIF400000 2043-02-15 2045-05-15 2.500 - 5.000 N/A 54204610.68 44984865.84 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 LIF400000 2033-06-10 2033-06-10 4.000 N/A 1675190.84 1639759.25 Agency Debentures and Agency Strips Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 109725000.00 109725000.00 0.0005 N Y Y 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 48999576.64 48999576.64 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 124063536.36 124063536.36 0.0005 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 162304414.63 162304414.63 0.0007 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 62035030.62 62035030.62 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 125587991.44 125587991.44 0.0005 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 125999175.96 125999175.96 0.0005 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 249027880.53 249027880.53 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 2028-05-31 2055-05-15 1.125 - 4.750 N/A 375437200.00 283594611.69 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 278000000.00 278000000.00 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 110998253.97 110998253.97 0.0005 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 420407790.60 420407790.60 0.0018 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 2048-11-01 2055-06-01 2.000 - 7.000 N/A 512258816.00 256250048.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHW671000 2040-05-01 2055-06-01 2.000 - 7.000 N/A 58399198.00 53034535.27 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0427 303000000.00 303000000.00 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 187012815.11 187012815.11 0.0008 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 397996055.82 397996055.82 0.0017 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 129616848.46 129616848.46 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 50864127.33 50864127.33 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 130030859.40 130030859.40 0.0006 N N N N Fidelity Investments Money Market Government Portfolio 2025-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer