0001752724-25-164931.txt : 20250708 0001752724-25-164931.hdr.sgml : 20250708 20250708093249 ACCESSION NUMBER: 0001752724-25-164931 CONFORMED SUBMISSION TYPE: N-MFP3 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20250630 FILED AS OF DATE: 20250708 DATE AS OF CHANGE: 20250708 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY HEREFORD STREET TRUST CENTRAL INDEX KEY: 0000917286 ORGANIZATION NAME: EIN: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0430 FILING VALUES: FORM TYPE: N-MFP3 SEC ACT: 1940 Act SEC FILE NUMBER: 811-07139 FILM NUMBER: 251109747 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 0000917286 S000056367 Fidelity Flex Government Money Market Fund C000177594 Fidelity Flex Government Money Market Fund FLGXX N-MFP3 1 primary_doc.xml N-MFP3 0000917286 XXXXXXXX 2025-06-30 Fidelity Hereford Street Trust 0000917286 549300KQI5JTFSYJTM18 Fidelity Flex Government Money Market Fund 5493003AS9JOFLOAT498 S000056367 1 N N 033-52577 Fidelity Management & Research Company LLC 801-07884 Fidelity Management & Research (Hong Kong) Limited 801-69507 FMR Investment Management (UK) Limited 801-28773 Fidelity Management & Research (Japan) Limited 801-69571 PricewaterhouseCoopers LLP Boston MA Fidelity Service Company Fidelity Investments Institutional Operations Company LLC 0000862124 084-01839 N N N Government N N 24 100 79385862.60 98426961.92 0.5100 0.6300 2025-06-02 88457472.21 109500723.76 0.5300 0.6600 2025-06-03 84731338.62 104771442.13 0.5200 0.6500 2025-06-04 77079004.03 99114421.74 0.4900 0.6300 2025-06-05 76880191.76 98415656.51 0.4900 0.6300 2025-06-06 83918005.67 104904116.40 0.5100 0.6400 2025-06-09 89761691.85 111748510.45 0.5200 0.6500 2025-06-10 77099928.99 99088888.78 0.4800 0.6200 2025-06-11 77537650.68 98538521.82 0.4900 0.6300 2025-06-12 74311023.86 94317145.82 0.4800 0.6200 2025-06-13 73808173.68 92815368.70 0.4900 0.6100 2025-06-16 87024362.88 106026753.17 0.5300 0.6400 2025-06-17 84457239.22 103441428.96 0.5100 0.6300 2025-06-18 76195701.89 95185609.95 0.4800 0.6100 2025-06-20 75356776.81 96346178.21 0.4800 0.6100 2025-06-23 79236759.57 100226755.69 0.4900 0.6200 2025-06-24 69237236.14 90229258.93 0.4500 0.5900 2025-06-25 71718681.72 92722480.76 0.4800 0.6200 2025-06-26 73987305.50 96270696.80 0.4800 0.6300 2025-06-27 78052580.79 101351502.29 0.5000 0.6500 2025-06-30 1000390.13 152996163.61 152990372.35 26101960.11 14984851.58 165107871.01 165104064.1400 Y 1.0000 0.0439 2025-06-02 0.0439 2025-06-03 0.0439 2025-06-04 0.0438 2025-06-05 0.0438 2025-06-06 0.0436 2025-06-09 0.0436 2025-06-10 0.0436 2025-06-11 0.0436 2025-06-12 0.0436 2025-06-13 0.0436 2025-06-16 0.0436 2025-06-17 0.0436 2025-06-18 0.0436 2025-06-20 0.0436 2025-06-23 0.0436 2025-06-24 0.0437 2025-06-25 0.0437 2025-06-26 0.0439 2025-06-27 0.0442 2025-06-30 1.0000 2025-06-02 1.0000 2025-06-03 1.0000 2025-06-04 1.0000 2025-06-05 1.0000 2025-06-06 1.0000 2025-06-09 1.0000 2025-06-10 1.0000 2025-06-11 1.0000 2025-06-12 1.0000 2025-06-13 1.0000 2025-06-16 1.0000 2025-06-17 1.0000 2025-06-18 1.0000 2025-06-20 1.0000 2025-06-23 1.0000 2025-06-24 1.0000 2025-06-25 1.0000 2025-06-26 1.0000 2025-06-27 1.0001 2025-06-30 N N Fidelity Flex Government Money Market Fund C000177594 1.00 165107871.01 165104064.1400 1.0000 2025-06-02 1.0000 2025-06-03 1.0000 2025-06-04 1.0000 2025-06-05 1.0000 2025-06-06 1.0000 2025-06-09 1.0000 2025-06-10 1.0000 2025-06-11 1.0000 2025-06-12 1.0000 2025-06-13 1.0000 2025-06-16 1.0000 2025-06-17 1.0000 2025-06-18 1.0000 2025-06-20 1.0000 2025-06-23 1.0000 2025-06-24 1.0000 2025-06-25 1.0000 2025-06-26 1.0000 2025-06-27 1.0001 2025-06-30 29141349.54 22699224.74 2025-06-02 33698958.04 24643727.39 2025-06-03 24404073.57 27150802.59 2025-06-04 22459587.15 30120904.81 2025-06-05 22781881.89 22520101.26 2025-06-06 27469325.78 19999004.54 2025-06-09 34580894.71 28720370.70 2025-06-10 24433058.89 36105854.89 2025-06-11 22718800.88 24311317.00 2025-06-12 20040808.87 23283192.30 2025-06-13 22028079.98 23558150.88 2025-06-16 30673138.82 19461848.47 2025-06-17 22534152.43 25150707.22 2025-06-18 20651642.33 24973727.88 2025-06-20 25468340.25 23828585.80 2025-06-23 28208407.08 22839146.44 2025-06-24 21224421.01 30232099.53 2025-06-25 21417458.68 23962832.93 2025-06-26 21051463.30 19799755.12 2025-06-27 24722675.64 22669312.87 2025-06-30 499708518.84 496030667.36 0.0439 2025-06-02 0.0439 2025-06-03 0.0438 2025-06-04 0.0438 2025-06-05 0.0438 2025-06-06 0.0436 2025-06-09 0.0436 2025-06-10 0.0436 2025-06-11 0.0436 2025-06-12 0.0436 2025-06-13 0.0436 2025-06-16 0.0436 2025-06-17 0.0436 2025-06-18 0.0436 2025-06-20 0.0436 2025-06-23 0.0436 2025-06-24 0.0437 2025-06-25 0.0437 2025-06-26 0.0439 2025-06-27 0.0442 2025-06-30 N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/24/2025 4.47 3130B5YX0 2549001DPIFGXC1TOL40 US3130B5YX03 0001026214 LEH528000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-24 2025-11-24 N N N 0.0437 1000100.76 1000100.76 0.0061 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/30/2025 4.50 3133ERVF5 254900C5LP6DN9OP9V83 US3133ERVF54 4003205 KQI852000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-30 2025-09-30 N N N 0.0433 1000184.80 1000184.80 0.0061 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 999991.00 999991.00 0.0061 N N N 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 1000266.85 1000266.85 0.0061 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LHQ229000 2054-09-01 2054-11-01 3.556 - 5.125 N/A 553882.00 510732.23 Agency Mortgage-Backed Securities 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 500000.00 500000.00 0.0030 N N N Y Nomura Securities International Inc FICASH MA 4.401% 07/01/25 4.40 N/A N/A LIF303000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIF303000 2025-07-15 2042-11-15 0.000 - 6.750 N/A 126055.77 121795.54 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF303000 2025-07-25 2055-06-01 1.500 - 9.000 N/A 460348.30 80098.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF303000 2025-07-15 2063-07-20 1.500 - 9.000 N/A 242462.27 33232.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF303000 2025-07-25 2063-03-01 1.500 - 9.000 N/A 1124965.19 83153.11 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 312000.00 312000.00 0.0019 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/06/2026 4.57 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 4003205 KXA648000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-10-06 2026-10-06 N N N 0.0445 1000747.85 1000747.85 0.0061 N N N N MUFG Securities EMEA PLC MUFSECGR *G RP 4.32% 7/25/25 4.32 N/A U7M81AY481YLIOR75625 LGX064000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LGX064000 2026-10-31 2026-10-31 1.125 N/A 1060600.00 1024255.36 U.S. Treasuries (including strips) Y N/A N/A 2025-07-07 2025-07-07 2025-07-25 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 1000000.00 1000000.00 0.0061 N N Y 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 1000119.71 1000119.71 0.0061 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 2025-07-31 2047-11-15 0.500 - 4.875 N/A 1058800.00 1022585.38 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 1000000.00 1000000.00 0.0061 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 1000018.22 1000018.22 0.0061 N N N N Lloyds Bank PLC LLOYDGR G RP 4.39% 8/7/25 4.39 N/A H7FNTJ4851HG0EXQ1Z70 LFE951000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LFE951000 2027-05-15 2031-08-15 0.875 - 3.875 N/A 1046700.00 1026876.10 U.S. Treasuries (including strips) Y N/A N/A 2025-08-07 2025-08-07 2025-08-07 N N N 0.0432 1000000.00 1000000.00 0.0061 N N N Y 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 1015000.00 1020714.54 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 1000000.00 1000000.00 0.0061 N Y Y N MUFG Securities (Canada) Ltd. FICASH MA 4.401% 07/01/25 4.40 N/A N/A LIF303000_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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF303000 2027-12-01 2058-01-01 1.460 - 7.325 N/A 495353.66 269745.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF303000 2050-02-20 2055-01-20 2.500 - 5.500 N/A 54227.22 27281.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF303000 2029-08-06 2055-05-01 1.500 - 7.121 N/A 234718.51 150776.46 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LIF303000 2025-10-20 2025-10-20 4.700 N/A 2986.96 3016.89 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 LIF303000 2025-07-15 2054-02-15 0.000 - 4.500 N/A 28451.91 26604.57 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 468000.00 468000.00 0.0028 N Y Y 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 1000061.54 1000061.54 0.0061 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 999992.24 999992.24 0.0061 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 550370.30 550370.30 0.0033 N N N 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 1000456.61 1000456.61 0.0061 N N N N Bank of Nova Scotia/The FICASH MA 4.401% 07/01/25 4.40 N/A N/A LIF303000_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 LIF303000 2025-09-04 2044-11-15 0.000 - 5.250 N/A 294825.05 273393.50 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 268000.00 268000.00 0.0016 N Y Y 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 999189.17 999189.17 0.0061 N N Y 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 2030-10-31 2034-02-15 4.000 - 4.875 N/A 2034700.00 2040333.07 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 2000000.00 2000000.00 0.0121 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 999999.66 999999.66 0.0061 N N 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 999767.17 999767.17 0.0061 N Y Y N 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 2030-10-31 2034-02-15 1.875 - 4.875 N/A 2034700.00 2040309.28 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 2000000.00 2000000.00 0.0121 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIE722000 2050-08-01 2050-08-01 3.000 N/A 1912991.00 1020125.46 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0441 1000000.00 1000000.00 0.0061 N Y Y 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 2025-08-01 2025-08-01 5.000 N/A 2312706.00 124.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF105000 2047-07-01 2047-07-01 3.500 N/A 4662099.00 1020000.20 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1000000.00 1000000.00 0.0061 N Y Y N Bny Mellon Capital Market LLC FICASH MA 4.401% 07/01/25 4.40 N/A N/A LIF303000_08066 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 LIF303000 2025-07-25 2055-07-01 1.500 - 8.500 N/A 144029.51 138596.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF303000 2025-10-15 2055-01-20 1.500 - 8.000 N/A 7046.29 583.35 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 LIF303000 2025-07-10 2026-06-24 0.000 - 4.000 N/A 1608.04 1606.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 LIF303000 2025-07-25 2055-07-01 1.500 - 8.000 N/A 135083.16 130856.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LIF303000 2028-04-10 2031-04-22 1.600 - 5.000 N/A 8804.38 8369.70 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 LIF303000 2025-07-03 2055-05-15 0.000 - 5.375 N/A 39483.57 39288.43 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 313000.00 313000.00 0.0019 N Y Y 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 2025-12-18 2030-06-30 0.000 - 3.875 N/A 1021000.00 1023431.49 U.S. Treasuries (including strips) Y N/A N/A 2025-08-05 2025-08-05 2025-08-05 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0438 1000000.00 1000000.00 0.0061 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 2032-03-25 2032-03-25 2.400 N/A 584022.00 518392.14 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-08-08 2025-08-08 2025-08-08 N N N 0.0432 500000.00 500000.00 0.0030 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 503125.00 503125.00 0.0030 N Y Y 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 976015.62 976015.62 0.0059 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 10/21/2025 4.52 3133EP6C4 254900C5LP6DN9OP9V83 US3133EP6C44 4003205 KGG110000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-10-21 2025-10-21 N N N 0.0434 500136.08 500136.08 0.0030 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 999983.77 999983.77 0.0061 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/19/2025 313385LX2 2549001DPIFGXC1TOL40 US313385LX26 313385LX2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-09-19 2025-09-19 2025-09-19 N N N 0.0433 990550.00 990550.00 0.0060 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 07/08/2026 4.56 3133ERKG5 254900C5LP6DN9OP9V83 US3133ERKG56 4003205 KLT188000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-07-08 2026-07-08 N N N 0.0443 500190.82 500190.82 0.0030 N N N N JP Morgan Securities, LLC MORGNSEC G RP 4.4% 7/1/25 4.40 N/A ZBUT11V806EZRVTWT807 0001287279 LIF171000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF171000 2039-07-25 2039-07-25 6.500 N/A 5121671.00 346924.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF171000 2055-02-01 2055-02-01 5.500 N/A 670688.00 673200.98 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1000000.00 1000000.00 0.0061 N Y Y 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 1000047.18 1000047.18 0.0061 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 2038-10-15 2061-05-20 2.500 - 6.000 N/A 8078882.00 988159.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFA880000 2029-02-01 2041-04-01 4.500 - 7.000 N/A 10214117.00 38873.67 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 1000000.00 1000000.00 0.0061 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 N/A LHV518000 2065-04-20 2065-04-20 5.452 N/A 1041878.00 1030868.11 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 1000000.00 1000000.00 0.0061 N N Y 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 500111.69 500111.69 0.0030 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 2029-05-31 2029-05-31 4.500 N/A 990400.00 1020184.82 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1000000.00 1000000.00 0.0061 N Y Y 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 483115.35 483115.35 0.0029 N Y 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 2029-05-31 2029-05-31 2.750 N/A 1056500.00 1020219.89 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1000000.00 1000000.00 0.0061 N Y Y N Wells Fargo Securities LLC FICASH MA 4.401% 07/01/25 4.40 N/A N/A LIF303000_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 LIF303000 2040-11-15 2053-02-15 1.250 - 4.750 N/A 31815.14 23582.79 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 23000.00 23000.00 0.0001 N Y Y 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 1000145.39 1000145.39 0.0061 N N N N Rbc Dominion Securities Inc FICASH MA 4.401% 07/01/25 4.40 N/A N/A LIF303000_07749 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 LIF303000 2026-11-01 2055-07-01 1.500 - 8.000 N/A 387039.51 175120.11 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIF303000 2025-07-03 2055-05-15 0.000 - 6.750 N/A 603671.20 562033.09 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF303000 2030-06-20 2066-07-15 2.000 - 8.000 N/A 556254.28 264747.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF303000 2025-12-01 2061-09-01 1.500 - 7.500 N/A 601432.91 272064.21 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1248000.00 1248000.00 0.0076 N Y Y 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 985205.23 985205.23 0.0060 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 2029-03-31 2043-05-15 2.375 - 3.875 N/A 1500.00 1430.59 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIE699000 2055-01-01 2055-01-01 6.000 N/A 3148866.00 3058943.51 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 3000000.00 3000000.00 0.0182 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 998645.07 998645.07 0.0060 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 1000008.14 1000008.14 0.0061 N N N N BofA Securities Inc FICASH MA 4.401% 07/01/25 4.40 N/A N/A LIF303000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF303000 2031-11-15 2055-06-20 2.000 - 7.000 N/A 97133.30 66144.62 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 LIF303000 2033-06-10 2033-06-10 4.000 N/A 2030.53 1987.59 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF303000 2027-03-01 2055-06-01 2.000 - 7.500 N/A 5965.75 4352.21 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 LIF303000 2032-03-08 2045-12-22 2.040 - 3.000 N/A 5967.23 4912.57 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 LIF303000 2043-02-15 2045-05-15 2.500 - 5.000 N/A 65702.56 54527.11 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF303000 2026-10-01 2055-05-01 1.500 - 6.500 N/A 6522.64 3752.47 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 133000.00 133000.00 0.0008 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 4.60 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-25 2025-07-25 N N N 0.0432 40003.94 40003.94 0.0002 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 792146.46 792146.46 0.0048 N Y Y N Barclays Bank PLC BPLCGR M RP 4.41% 7/1/25 4.41 N/A G5GSEF7VJP5I7OUK5573 LIE702000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIE702000 2025-12-20 2064-12-15 1.500 - 9.000 N/A 57892134.00 604846.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIE702000 2039-11-01 2047-04-01 3.500 - 5.500 N/A 1116719.00 126001.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIE702000 2037-08-01 2055-02-25 2.000 - 5.755 N/A 414489.00 289422.95 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0441 1000000.00 1000000.00 0.0061 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 07/21/2025 4.60 3133EPQQ1 254900C5LP6DN9OP9V83 US3133EPQQ19 4003205 LBI267000 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 33002.68 33002.68 0.0002 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 995631.30 995631.30 0.0060 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 N/A LHD034000 2058-04-15 2058-04-15 4.730 N/A 1916.00 1864.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LHD034000 2028-08-01 2055-05-01 1.580 - 6.895 N/A 2004183.00 962898.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHD034000 2033-07-01 2055-05-01 2.000 - 6.500 N/A 72037.00 55753.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LHD034000 2043-11-15 2043-11-15 0.000 N/A 5261.00 2073.93 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 1000000.00 1000000.00 0.0061 N N Y 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 996772.22 996772.22 0.0060 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 994607.78 994607.78 0.0060 N N Y 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 33052.00 25475.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIE681000 2053-02-01 2053-02-01 5.000 N/A 5896.00 5152.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIE681000 2027-01-15 2027-04-30 0.375 - 0.500 N/A 2100.00 2348.49 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIE681000 2047-09-01 2054-09-01 2.500 - 5.500 N/A 1185597.00 987229.87 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0443 1000000.00 1000000.00 0.0061 N Y Y 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 2034-02-15 2034-02-15 4.000 N/A 3101000.00 3103771.32 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 3000000.00 3000000.00 0.0182 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 2030-08-31 2030-08-31 4.125 N/A 994000.00 1020018.22 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 1000000.00 1000000.00 0.0061 N Y 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 500003.15 500003.15 0.0030 N N N N Credit AG CREDITAG M RP 4.4% 7/1/25 4.40 N/A 1VUV7VQFKUOQSJ21A208 LIE713000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIE713000 2028-11-30 2028-11-30 1.500 N/A 1097100.00 1020211.40 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1000000.00 1000000.00 0.0061 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/12/2025 4.58 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-11-12 2025-11-12 N N N 0.0436 500250.02 500250.02 0.0030 N N N N ING Financial Markets LLC INGFIN G RP 4.4% 7/2/25 4.40 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 LIF331000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0431 1000000.00 1000000.00 0.0061 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 04/05/2027 4.52 3130B5SA7 2549001DPIFGXC1TOL40 US3130B5SA73 0001026214 LDG770000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-04-05 2027-04-05 N N N 0.0446 999996.47 999996.47 0.0061 N N N N Fixed Income Clearing Corp - BNYM BNY FIT T RP 4.4% 7/1/25 4.40 N/A 549300H47WTHXPU08X20 LIE703000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 LIE703000 2041-02-15 2041-02-15 2.125 N/A 3554000.00 5100069.14 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 5000000.00 5000000.00 0.0303 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.37% 02/06/2026 4.37 3130B4J28 2549001DPIFGXC1TOL40 US3130B4J289 0001026214 KXI121000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-07 2025-07-07 2026-02-06 N N N 0.0436 999995.63 999995.63 0.0061 N N 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 1993238.48 1993238.48 0.0121 N Y Y 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF070000 2036-11-01 2036-11-01 2.000 N/A 1718126.00 1020124.73 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1000000.00 1000000.00 0.0061 N Y Y 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 996248.89 996248.89 0.0060 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 07/23/2025 4.49 3133ERLQ2 254900C5LP6DN9OP9V83 US3133ERLQ20 4003205 KMJ685000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-07-23 2025-07-23 N N N 0.0432 500009.38 500009.38 0.0030 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/14/2025 4.60 3130AXS74 2549001DPIFGXC1TOL40 US3130AXS746 0001026214 KCM620000 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 125072.48 125072.48 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 4.60 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 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 500108.05 500108.05 0.0030 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.44% 02/09/2026 4.44 3130B4MR9 2549001DPIFGXC1TOL40 US3130B4MR97 0001026214 KXS302000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-02-09 2026-02-09 2026-02-09 N N N 0.0431 1000010.10 1000010.10 0.0061 N N N N Citigroup Global Capital Markets, Inc. 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LGS982000 2054-09-01 2054-11-01 3.556 - 5.125 N/A 1106764.00 1020535.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LGS982000 2027-02-15 2027-02-15 2.250 N/A 2900.00 2852.86 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 0.0439 1000000.00 1000000.00 0.0061 N N N Y 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 500175.88 500175.88 0.0030 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 997104.17 997104.17 0.0060 N N Y N Sumitomo Mitsui Banking Corp/New York FICASH MA 4.401% 07/01/25 4.40 N/A N/A LIF303000_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 LIF303000 2025-07-31 2053-05-15 0.250 - 4.875 N/A 635457.91 610042.86 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 598000.00 598000.00 0.0036 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 1000470.30 1000470.30 0.0061 N N N 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 500288.70 500288.70 0.0030 N N N 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 1000075.10 1000075.10 0.0061 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 992966.67 992966.67 0.0060 N N Y N Sumitomo Mitsui Banking Corp FICASH MA 4.401% 07/01/25 4.40 N/A N/A LIF303000_77387 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 LIF303000 2053-02-01 2053-04-01 5.500 N/A 340051.32 275538.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF303000 2048-12-01 2053-05-01 2.000 - 5.500 N/A 2310839.45 678656.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF303000 2042-10-20 2055-02-20 3.000 - 6.500 N/A 2569424.76 1504505.98 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 2371000.00 2371000.00 0.0144 N Y Y N Fixed Income Clearing Corp - State Street Bank SSB FIT T RP 4.4% 7/1/25 4.40 N/A 549300H47WTHXPU08X20 LIE718000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 LIE718000 2028-09-30 2028-09-30 4.625 N/A 5895200.00 6120085.14 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 6000000.00 6000000.00 0.0363 N Y Y 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 500475.06 500475.06 0.0030 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 2036-09-01 2036-09-01 2.000 N/A 5330373.00 3056339.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIE697000 2055-05-01 2055-05-01 5.500 N/A 3823.00 3831.72 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIE697000 2028-06-15 2032-11-15 3.875 - 4.125 N/A 200.00 201.65 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 3000000.00 3000000.00 0.0182 N Y Y N Fixed Income Clearing Corp - ING ING FIG G RP 4.39% 7/1/25 4.39 N/A N/A LIE950000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 LIE950000 2031-11-30 2031-11-30 4.125 N/A 1008300.00 1020223.30 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 1000000.00 1000000.00 0.0061 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 04/01/2027 4.52 3133ETBC0 254900C5LP6DN9OP9V83 US3133ETBC00 4003205 LCW311000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2027-04-01 2027-04-01 N N N 0.0446 999997.02 999997.02 0.0061 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/22/2025 4.46 3130B5YD4 2549001DPIFGXC1TOL40 US3130B5YD49 0001026214 LEB739000 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 1000062.79 1000062.79 0.0061 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIG M RP 4.42% 7/1/25 4.42 N/A N/A LIE719000 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 LIE719000 2051-02-01 2052-05-01 2.000 - 3.500 N/A 827494.00 645478.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIE719000 2049-10-01 2055-02-01 3.500 - 5.500 N/A 1313447.00 884647.55 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0442 1000000.00 1000000.00 0.0061 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 11/25/2025 4.50 3133ERD57 254900C5LP6DN9OP9V83 US3133ERD571 4003205 KTL478000 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 0.0435 1000316.16 1000316.16 0.0061 N N N N US Treasury Bill UST BILLS 0% 12/11/2025 912797QY6 254900HROIFWPRGM1V77 US912797QY62 LGV901000 U.S. Treasury Debt Y N/A N/A 2025-12-11 2025-12-11 2025-12-11 N N N 0.0423 981390.83 981390.83 0.0059 N Y Y N Wells Fargo Securities, LLC WELLSFAR G RP 4.39% 8/12/25 4.39 N/A VYVVCKR63DVZZN70PB21 0000276523 LFQ654000 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 LFQ654000 2027-08-25 2032-03-25 2.400 - 2.920 N/A 756094.00 513776.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LFQ654000 2036-03-25 2036-03-25 4.881 N/A 851422.00 4238.44 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-08-12 2025-08-12 2025-08-12 N N N 0.0432 500000.00 500000.00 0.0030 N N N Y MUFG Securities EMEA PLC MUFSECGR T RP 4.39% 7/1/25 4.39 N/A U7M81AY481YLIOR75625 LIE669000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIE669000 2031-12-31 2032-02-15 1.875 - 4.500 N/A 1154800.00 1019558.04 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 1000000.00 1000000.00 0.0061 N Y Y N Fixed Income Clearing Corp - BONY BNY FIG M RP 4.41% 7/1/25 4.41 N/A N/A LIE704000 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 LIE704000 2053-12-01 2062-09-01 3.500 - 5.500 N/A 1346438.00 984324.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIE704000 2029-07-01 2053-09-01 4.000 - 6.000 N/A 6565391.00 2072552.08 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIE704000 2030-02-28 2030-02-28 4.000 N/A 3100.00 3168.01 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0441 3000000.00 3000000.00 0.0182 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/11/2025 313385HZ2 2549001DPIFGXC1TOL40 US313385HZ20 AFE769000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-07-11 2025-07-11 2025-07-11 N N N 0.0420 998725.83 998725.83 0.0060 N N Y N ABN AMRO Bank NV ABNGR T RP 4.42% 7/1/25 4.42 N/A N/A LIE678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LIE678000 2027-01-15 2042-05-15 1.000 - 4.500 N/A 1235100.00 1020178.78 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0442 1000000.00 1000000.00 0.0061 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.4% 03/17/2026 4.40 3130B56T0 2549001DPIFGXC1TOL40 US3130B56T06 0001026214 LAH701000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2026-03-17 2026-03-17 2026-03-17 N N N 0.0458 998679.05 998679.05 0.0060 N N N N Barclays Bank PLC BPLCGR *G RP 4.33% 7/11/25 4.33 N/A G5GSEF7VJP5I7OUK5573 LHF704000 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 LHF704000 2036-11-01 2054-12-01 3.500 - 6.500 N/A 544861.00 163440.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LHF704000 2047-03-15 2059-12-15 3.500 - 5.500 N/A 765034.00 254778.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHF704000 2045-12-01 2055-01-01 3.500 - 5.500 N/A 5517568.00 604133.43 Agency Mortgage-Backed Securities 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 1000000.00 1000000.00 0.0061 N N Y N BMO Chicago Branch BMOCHIGR M RP 4.4% 7/1/25 4.40 N/A 3Y4U8VZURTYWI1W2K376 LIE679000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A LIE679000 2065-04-20 2065-04-20 5.452 N/A 1041128.00 1030126.04 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1000000.00 1000000.00 0.0061 N Y Y N Bank of America NA FICASH MA 4.401% 07/01/25 4.40 N/A N/A LIF303000_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 LIF303000 2025-08-15 2026-05-15 0.250 - 5.000 N/A 459826.82 458035.99 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 449000.00 449000.00 0.0027 N Y Y 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 500412.33 500412.33 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 983673.62 983673.62 0.0060 N Y Y 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 499998.48 499998.48 0.0030 N N N N HSBC Securities Inc. (U.S.A.) FICASH MA 4.401% 07/01/25 4.40 N/A N/A LIF303000_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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF303000 2030-06-01 2055-02-01 2.000 - 7.500 N/A 70179.84 23825.72 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIF303000 2026-01-31 2044-08-15 0.375 - 4.875 N/A 77313.91 77176.45 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF303000 2033-06-01 2055-03-01 1.500 - 7.500 N/A 69679.72 33654.27 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 132000.00 132000.00 0.0008 N Y Y N BofA Securities, Inc. 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 2027-04-30 2047-05-15 0.500 - 3.375 N/A 1023500.00 1023515.57 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 1000000.00 1000000.00 0.0061 N N Y 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 1000606.72 1000606.72 0.0061 N N N 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 250005.94 250005.94 0.0015 N N Y 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF172000 2055-04-01 2055-04-01 6.000 N/A 996728.00 1020125.72 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1000000.00 1000000.00 0.0061 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 05/14/2026 4.53 3133EREL1 254900C5LP6DN9OP9V83 US3133EREL16 4003205 KUB699000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-05-14 2026-05-14 N N N 0.0445 1000234.60 1000234.60 0.0061 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 11/13/2026 4.51 3133ETKZ9 254900C5LP6DN9OP9V83 US3133ETKZ93 4003205 LGX155000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-11-13 2026-11-13 N N N 0.0445 1000013.30 1000013.30 0.0061 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 4.4% 7/2/25 4.40 N/A N/A LIF192000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2025-07-02 2025-07-02 2025-07-02 N N N 0.0431 3000000.00 3000000.00 0.0182 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. JP Morgan Securities, LLC MORGNSEC *G RP SOFR+0.02% 7/23/25 4.46 N/A ZBUT11V806EZRVTWT807 0001287279 LHU503000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHU503000 2034-11-15 2042-02-15 2.375 - 4.250 N/A 1377600.00 1021016.88 U.S. Treasuries (including strips) Y N/A N/A 2025-07-07 2025-07-07 2025-07-23 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0433 1000000.00 1000000.00 0.0061 N N Y N US Treasury Bill UST BILLS 0% 07/24/2025 912797PF8 254900HROIFWPRGM1V77 US912797PF82 KXW098000 U.S. Treasury Debt Y N/A N/A 2025-07-24 2025-07-24 2025-07-24 N N N 0.0402 897605.13 897605.13 0.0054 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/15/2025 4.60 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 4003205 JYB484000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2025-09-15 2025-09-15 N N N 0.0433 101033.09 101033.09 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 07/03/2025 4.47 3130B3WN9 2549001DPIFGXC1TOL40 US3130B3WN90 0001026214 KTT265000 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 0.0434 999997.84 999997.84 0.0061 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/13/2025 313385KJ4 2549001DPIFGXC1TOL40 US313385KJ41 GCJ029000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-08-13 2025-08-13 2025-08-13 N N N 0.0427 994842.22 994842.22 0.0060 N N Y N Fixed Income Clearing Corp - ING ING FID G RP 4.39% 7/1/25 4.39 N/A N/A LIA585000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIA585000 2027-11-15 2027-11-15 4.125 N/A 1007000.00 1020767.57 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 1000000.00 1000000.00 0.0061 N Y Y N Wells Fargo Bank NA WFCBK GR G RP 4.31% 7/1/25 4.31 N/A KB1H1DSPRFMYMCUFXT09 0000740906 LHV434000 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 LHV434000 2052-07-01 2052-07-01 4.000 N/A 1000.00 762.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 LHV434000 2050-07-20 2050-07-20 3.000 N/A 3191727.00 1017666.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHV434000 2055-03-01 2055-03-01 6.000 N/A 2500.00 2425.77 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0431 1000000.00 1000000.00 0.0061 N Y Y N Fixed Income Clearing Corp - Natixis NAT FID T RP 4.39% 7/1/25 4.39 N/A KX1WK48MPD4Y2NCUIZ63 LIE671000 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 LIE671000 2029-09-30 2029-09-30 3.500 N/A 1022900.00 1019974.18 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 1000000.00 1000000.00 0.0061 N Y Y N US Treasury Bill UST BILLS 0% 09/18/2025 912797PX9 254900HROIFWPRGM1V77 US912797PX98 LBR658000 U.S. Treasury Debt Y N/A N/A 2025-09-18 2025-09-18 2025-09-18 N N N 0.0430 1981485.48 1981485.48 0.0120 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 02/13/2026 4.50 3133ERS85 254900C5LP6DN9OP9V83 US3133ERS850 4003205 KXK640000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-13 2026-02-13 N N N 0.0443 1000044.36 1000044.36 0.0061 N N N N US Treasury Bill UST BILLS 0% 09/16/2025 912797QU4 254900HROIFWPRGM1V77 US912797QU41 LFP227000 U.S. Treasury Debt Y N/A N/A 2025-09-16 2025-09-16 2025-09-16 N N N 0.0432 4459141.89 4459141.89 0.0270 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 05/13/2026 4.53 3130B4JN2 2549001DPIFGXC1TOL40 US3130B4JN21 0001026214 KXK873000 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 0.0443 1000371.83 1000371.83 0.0061 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/04/2026 4.52 3133ERGB1 254900C5LP6DN9OP9V83 US3133ERGB16 4003205 KKH401000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-03-04 2026-03-04 N N N 0.0439 500245.90 500245.90 0.0030 N N N N Barclays Bank PLC BPLCGR *G RP 4.33% 7/10/25 4.33 N/A G5GSEF7VJP5I7OUK5573 LHC262000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LHC262000 2032-09-25 2045-07-01 3.500 - 4.211 N/A 67358.00 10188.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 LHC262000 2035-12-20 2059-08-15 3.000 - 5.690 N/A 4658105.00 1007502.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LHC262000 2045-11-01 2045-11-01 3.500 N/A 114873.00 7490.90 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-07 2025-07-07 2025-07-10 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 1000000.00 1000000.00 0.0061 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 11/17/2025 4.51 3133ERES6 254900C5LP6DN9OP9V83 US3133ERES68 4003205 KJO180000 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 0.0435 500153.20 500153.20 0.0030 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/02/2026 4.53 3133ERDN8 254900C5LP6DN9OP9V83 US3133ERDN80 4003205 KIT368000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-01 2026-02-02 2026-02-02 N N N 0.0439 500242.29 500242.29 0.0030 N N N N Citigroup Global Capital Markets Inc. FICASH MA 4.401% 07/01/25 4.40 N/A N/A LIF303000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 LIF303000 2026-03-31 2032-08-15 0.500 - 4.875 N/A 192937.22 190822.28 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF303000 2025-08-15 2075-05-20 2.000 - 9.000 N/A 81960.54 64208.84 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 250000.00 250000.00 0.0015 N Y Y 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 500098.61 500098.61 0.0030 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 1000213.33 1000213.33 0.0061 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 1001519.79 1001519.79 0.0061 N N N N 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 500083.76 500083.76 0.0030 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 LDH446000 2031-02-20 2046-02-20 3.500 - 7.000 N/A 7752204.00 515649.84 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 500000.00 500000.00 0.0030 N N N Y Wells Fargo Bank NA FICASH MA 4.401% 07/01/25 4.40 N/A N/A LIF303000_00412 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 LIF303000 2027-09-15 2037-08-15 0.000 - 4.625 N/A 241152.92 230615.97 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF303000 2028-01-25 2056-07-01 0.125 - 6.500 N/A 255448.15 152030.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 LIF303000 2050-08-20 2055-05-20 2.500 - 6.000 N/A 9068.93 8552.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 LIF303000 2026-02-15 2057-08-15 1.000 - 6.000 N/A 82350.77 55963.23 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 437000.00 437000.00 0.0026 N Y Y 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 2045-01-01 2045-01-01 4.500 N/A 1085316.00 1018925.19 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 LIE700000 2040-08-15 2041-08-15 1.125 - 3.750 N/A 1900.00 1199.56 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 1000000.00 1000000.00 0.0061 N Y Y 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 500040.08 500040.08 0.0030 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 LIF085000 2048-02-01 2055-05-01 3.500 - 6.000 N/A 993544.00 1020224.89 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1000000.00 1000000.00 0.0061 N Y Y 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 999960.94 999960.94 0.0061 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 500351.91 500351.91 0.0030 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 499994.08 499994.08 0.0030 N N N 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 500020.53 500020.53 0.0030 N N N 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 2053-01-01 2053-01-01 5.500 N/A 1216268.00 1020124.90 Agency Mortgage-Backed Securities Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1000000.00 1000000.00 0.0061 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 972900.39 972900.39 0.0059 N Y 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 499995.93 499995.93 0.0030 N N N N MUFG Securities (Canada), Ltd. MFGCAGR *G RP 4.32% 7/31/25 4.32 N/A 549300Y1PMK3RWXMWR72 LHQ150000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 LHQ150000 2026-07-31 2050-11-15 0.625 - 4.000 N/A 1957500.00 1031361.46 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 1000000.00 1000000.00 0.0061 N N 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 2029-04-30 2029-04-30 4.625 N/A 983000.00 1020026.11 U.S. Treasuries (including strips) Y N/A N/A 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1000000.00 1000000.00 0.0061 N Y Y 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 500480.51 500480.51 0.0030 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 500159.70 500159.70 0.0030 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 500390.46 500390.46 0.0030 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 250128.10 250128.10 0.0015 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 171110.08 171110.08 0.0010 N N N 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 1000237.38 1000237.38 0.0061 N N N N Fidelity Flex Government Money Market Fund 2025-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer