0001752724-24-000835.txt : 20240108 0001752724-24-000835.hdr.sgml : 20240108 20240108091338 ACCESSION NUMBER: 0001752724-24-000835 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240108 DATE AS OF CHANGE: 20240108 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 24518630 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CASH RESERVES DATE OF NAME CHANGE: 19930122 0000278001 S000007149 Fidelity Government Cash Reserves C000019553 Fidelity Government Cash Reserves FDRXX N-MFP2 1 primary_doc.xml N-MFP2 0000278001 XXXXXXXX 2023-12-31 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 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/Agency Exempt Government N 26 76 146009437008.63 143356761484.55 141165052975.42 147154807283.93 152926989787.92 174222683152.54 174845799920.96 170124847499.54 174522000383.67 177051333311.79 0.6200 0.6100 0.6100 0.6200 0.6400 0.7400 0.7500 0.7300 0.7300 0.7400 1243000997.36 235350973036.24 235338248935.64 5185246679.68 6818931256.71 234947565355.97 234907951229.3100 1.0000 0.0543 1.0002 1.0002 1.0002 1.0002 1.0002 C000019553 1.00 234947565355.97 234907951229.3100 1.0002 1.0002 1.0002 1.0002 1.0002 21554584733.79 18607776879.23 21296064772.92 22162823883.37 22814942069.24 22071081422.57 28167427402.56 25817220386.62 19967357620.39 18274849512.54 98190768211.29 92889546142.55 0.0503 N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133ENWG1 254900C5LP6DN9OP9V83 US3133ENWG15 JUU700000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-09 2024-05-09 N N N 0.0538 64006826.88 64006826.88 0.0003 N N N N UST BILLS UST BILLS, 0% 912797GZ4 254900HROIFWPRGM1V77 US912797GZ48 JYP824000 U.S. Treasury Debt Y N/A N/A 2024-04-04 2024-04-04 2024-04-04 N N N 0.0514 32556700.11 32556700.11 0.0001 N Y Y N Wells Fargo Bank National Asso Wells Fargo Bank National Asso, 5.339755% KB1H1DSPRFMYMCUFXT09 KCX892000_00412 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2053-05-15 0.500 - 5.000 276590979.00 223576981.82 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 218202000.00 218202000.00 0.0009 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.339755% 5U0XI89JRFVHWIBS4F54 KCX892000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-05-01 2.000 - 5.500 4532330957.00 1573126208.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.500 606934018.00 572402061.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-08-20 3.000 - 6.000 3927175408.00 2456006345.75 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 4476675000.00 4476675000.00 0.0191 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 JLH097000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-03-06 2024-03-06 N N N 0.0533 183019815.24 183019815.24 0.0008 N N N N BNP PARIBAS BNP PARIBAS, 5.36% R0MUWSFPU8MPRO8K5P83 KCL529000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-08-15 2063-10-20 2.500 - 7.000 118207543.00 97907216.36 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-20 2053-02-15 0.000 - 5.000 1547913556.00 1475233431.48 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-12-01 2053-11-01 2.000 - 7.000 332614651.00 215361693.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-07-01 2053-11-01 1.500 - 6.500 342151436.00 178657786.90 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-02-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0526 1922000000.00 1922000000.00 0.0082 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVHV7 2549001DPIFGXC1TOL40 US3130AVHV79 0001026214 JSB641000 U.S. Government Agency Debt Y N/A N/A 2024-04-24 2024-04-24 2024-04-24 N N N 0.0572 919514859.91 919514859.91 0.0039 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.515% 3133EPXC4 254900C5LP6DN9OP9V83 US3133EPXC40 JYJ779000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-04-29 2025-04-29 N N N 0.0548 156103392.12 156103392.12 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AWAM2 2549001DPIFGXC1TOL40 US3130AWAM27 0001026214 JUB460000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-28 2024-05-28 N N N 0.0539 615254517.75 615254517.75 0.0026 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RS0 2549001DPIFGXC1TOL40 US313384RS02 313384RS0 U.S. Government Agency Debt Y N/A N/A 2024-01-12 2024-01-12 2024-01-12 N N N 0.0534 82093332.19 82093332.19 0.0003 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AWX96 2549001DPIFGXC1TOL40 US3130AWX961 0001026214 JXC294000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-17 2024-05-17 N N N 0.0539 284049058.16 284049058.16 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AYB96 2549001DPIFGXC1TOL40 US3130AYB963 0001026214 KCS051000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-23 2024-07-23 N N N 0.0540 104015770.56 104015770.56 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVT69 2549001DPIFGXC1TOL40 US3130AVT698 0001026214 JSY318000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0543 322797285.20 322797285.20 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXSK5 2549001DPIFGXC1TOL40 US3130AXSK51 0001026214 KBE446000 U.S. Government Agency Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0520 307271335.81 307271335.81 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AWXM7 2549001DPIFGXC1TOL40 US3130AWXM79 0001026214 JXC950000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-16 2024-05-16 N N N 0.0538 308052760.40 308052760.40 0.0013 N N N N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.34% K5HU16E3LMSVCCJJJ255 KCL462000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-12-15 2029-11-15 0.750 - 4.125 310172100.00 278221980.09 U.S. Treasuries (including strips) Y N/A N/A 2024-03-07 2024-03-07 2024-03-07 N N N 0.0525 272000000.00 272000000.00 0.0012 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AWTB6 2549001DPIFGXC1TOL40 US3130AWTB60 0001026214 JWP901000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-07 2024-11-07 N N N 0.0544 311680084.38 311680084.38 0.0013 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.33% KBVRJ5K57JZ3E2AVWX40 0000877559 KCW101000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-07-31 2050-02-15 0.250 - 3.000 47078500.00 32736915.95 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 32000000.00 32000000.00 0.0001 N Y Y N Credit Agricole CIB New York Branch Credit Agricole CIB New York Branch, 5.339755% 1VUV7VQFKUOQSJ21A208 KCX892000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2031-05-15 1.250 - 3.875 278799430.00 267238057.19 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 261843000.00 261843000.00 0.0011 N Y Y N UST NOTES UST NOTES, 0.625% 912828B25 254900HROIFWPRGM1V77 US912828B253 912828B25 U.S. Treasury Debt Y N/A N/A 2024-01-15 2024-01-15 2024-01-15 N N N 0.0433 2367273558.60 2367273558.60 0.0101 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AV6G2 2549001DPIFGXC1TOL40 US3130AV6G26 0001026214 JRH760000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-28 2024-05-28 N N N 0.0539 337097750.22 337097750.22 0.0014 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.36% KBVRJ5K57JZ3E2AVWX40 0000877559 KCM402000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-01-01 2052-08-01 2.500 - 5.000 268915815.00 160569175.33 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 N N N 0.0525 157000000.00 157000000.00 0.0007 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AYBG0 2549001DPIFGXC1TOL40 US3130AYBG06 0001026214 KCS652000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-26 2024-08-26 N N N 0.0533 110062527.30 110062527.30 0.0005 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384WW5 2549001DPIFGXC1TOL40 US313384WW58 313384WW5 U.S. Government Agency Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0521 109341546.21 109341546.21 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 JMH440000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-02 2024-05-02 N N N 0.0537 184059229.60 184059229.60 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AVBG6 2549001DPIFGXC1TOL40 US3130AVBG66 0001026214 JXJ659000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-09-06 2024-09-06 N N N 0.0541 155072323.00 155072323.00 0.0007 N N N N UST BILLS UST BILLS, 0% 912797HX8 254900HROIFWPRGM1V77 US912797HX80 JXN782000 U.S. Treasury Debt Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0000 3205535000.00 3205535000.00 0.0136 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AX4J4 2549001DPIFGXC1TOL40 US3130AX4J47 0001026214 JXO970000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-06 2024-05-06 N N N 0.0538 465065792.85 465065792.85 0.0020 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 4.97% 3130AYA63 2549001DPIFGXC1TOL40 US3130AYA635 0001026214 KCP988000 U.S. Government Agency Debt Y N/A N/A 2024-11-15 2024-11-15 2024-11-15 N N N 0.0478 76117726.28 76117726.28 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AY6G6 2549001DPIFGXC1TOL40 US3130AY6G61 0001026214 KCL781000 U.S. Government Agency Debt Y N/A N/A 2024-09-13 2024-09-13 2024-09-13 N N N 0.0551 910432191.92 910432191.92 0.0039 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.33% 3Y4U8VZURTYWI1W2K376 KCL537000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-01-15 2053-10-20 4.500 - 5.500 61047577.00 61372159.67 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-01-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 60000000.00 60000000.00 0.0003 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.525% 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-24 2025-07-24 N N N 0.0550 107067874.38 107067874.38 0.0005 N N N N UST NOTES UST NOTES, 1.5% 91282CEA5 254900HROIFWPRGM1V77 US91282CEA53 IHF765000 U.S. Treasury Debt Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0507 63611674.88 63611674.88 0.0003 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AYBF2 2549001DPIFGXC1TOL40 US3130AYBF23 0001026214 KCS535000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-26 2024-07-26 N N N 0.0532 107061367.71 107061367.71 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.51% 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-01-27 2025-01-27 N N N 0.0547 313183931.32 313183931.32 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.535% 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-09-26 2025-09-26 N N N 0.0553 107037047.68 107037047.68 0.0005 N N N N UST BILLS UST BILLS, 0% 912797GC5 254900HROIFWPRGM1V77 US912797GC52 JVN364000 U.S. Treasury Debt Y N/A N/A 2024-01-11 2024-01-11 2024-01-11 N N N 0.0370 2074785309.98 2074785309.98 0.0088 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.505% 3130AXTF5 2549001DPIFGXC1TOL40 US3130AXTF57 0001026214 KBI506000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-19 2025-05-19 N N N 0.0548 155084949.30 155084949.30 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.51% 3130AXAS7 2549001DPIFGXC1TOL40 US3130AXAS79 0001026214 JYC512000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-03-20 2025-03-20 N N N 0.0551 235529899.08 235529899.08 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AXTX6 2549001DPIFGXC1TOL40 US3130AXTX63 0001026214 KBJ276000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-17 2024-05-17 N N N 0.0536 108010073.16 108010073.16 0.0005 N N N N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.38% K5HU16E3LMSVCCJJJ255 KCS982000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2042-11-15 1.125 - 7.625 171173767.00 139969717.63 U.S. Treasuries (including strips) Y N/A N/A 2024-01-16 2024-01-16 2024-01-16 N N N 0.0525 137000000.00 137000000.00 0.0006 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 JQA414000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-02-02 2024-02-02 N N N 0.0531 561030591.33 561030591.33 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AVW57 2549001DPIFGXC1TOL40 US3130AVW577 0001026214 KBJ157000 U.S. Government Agency Debt Y N/A N/A 2024-05-30 2024-05-30 2024-05-30 N N N 0.0548 31989493.44 31989493.44 0.0001 N N N N UST NOTES UST NOTES, 5.47088% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2024-01-02 2024-10-31 2024-10-31 N N N 0.0550 371383917.40 371383917.40 0.0016 N Y Y N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.4% 549300QJJX6CVVUXLE15 KBC859000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-06 2053-11-15 0.000 - 5.000 474850100.00 446642256.94 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-02-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0529 434000000.00 434000000.00 0.0018 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RX9 2549001DPIFGXC1TOL40 US313384RX96 313384RX9 U.S. Government Agency Debt Y N/A N/A 2024-01-17 2024-01-17 2024-01-17 N N N 0.0534 209422558.80 209422558.80 0.0009 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVNZ1 2549001DPIFGXC1TOL40 US3130AVNZ10 0001026214 JSQ211000 U.S. Government Agency Debt Y N/A N/A 2024-05-10 2024-05-10 2024-05-10 N N N 0.0574 332326390.00 332326390.00 0.0014 N N N N Mitsubishi UFJ Securities Holdings Ltd Mitsubishi UFJ Securities Holdings Ltd, 5.339755% 549300Y1PMK3RWXMWR72 KCX892000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2053-02-15 2053-02-15 1.500 1461181.00 1394274.57 U.S. Treasuries (including strips) Government National Mortgage Association 2051-02-20 2053-02-20 2.500 - 5.000 91138600.00 84469081.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-01-01 2053-06-01 1.500 - 5.500 179001158.00 120981550.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-10-01 2058-01-01 1.500 - 6.000 410927409.00 236990534.86 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 434861000.00 434861000.00 0.0019 N Y Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KCK219000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-05-01 2053-10-01 2.000 - 6.500 248362162.00 243855996.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-07-20 2053-07-20 5.000 651941.00 644508.80 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 239000000.00 239000000.00 0.0010 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.53% 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 JWD539000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-27 2025-05-27 N N N 0.0548 56050471.68 56050471.68 0.0002 N N N N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.36% K5HU16E3LMSVCCJJJ255 KCL464000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-03-01 2053-12-01 1.698 - 6.500 1444832998.00 791759284.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-04-01 2053-12-01 1.500 - 6.500 439855313.00 308865477.18 Agency Mortgage-Backed Securities Y N/A N/A 2024-03-07 2024-03-07 2024-03-07 N N N 0.0527 1076000000.00 1076000000.00 0.0046 N N N Y FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384VA4 2549001DPIFGXC1TOL40 US313384VA48 313384VA4 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0528 352222647.42 352222647.42 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.54% 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-10-14 2025-10-14 N N N 0.0555 424001454.32 424001454.32 0.0018 N N N N BNP PARIBAS BNP PARIBAS, 5.39% R0MUWSFPU8MPRO8K5P83 KCC756000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-04-15 2053-11-20 4.500 - 7.500 39140876.00 34842138.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-06-01 2053-11-01 2.000 - 6.500 116714657.00 72572662.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-05-01 2053-10-01 3.000 - 6.500 8224146.00 7602096.32 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-07-15 2053-02-15 0.000 - 5.501 524891094.00 378535149.35 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-02-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0528 480000000.00 480000000.00 0.0020 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPQ65 254900C5LP6DN9OP9V83 US3133EPQ650 KCP971000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-09-20 2024-09-20 N N N 0.0543 34999866.65 34999866.65 0.0001 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.33% 3Y4U8VZURTYWI1W2K376 KBV944000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2041-03-20 2063-12-20 3.000 - 7.500 146255358.00 122998026.13 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0533 120000000.00 120000000.00 0.0005 N Y Y N BNP PARIBAS BNP PARIBAS, 5.4% R0MUWSFPU8MPRO8K5P83 KCK845000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2053-08-15 0.000 - 5.531 344566764.00 319103796.95 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-05-01 2052-03-01 3.000 - 3.590 500037.00 454297.70 Agency Mortgage-Backed Securities Y N/A N/A 2024-03-13 2024-03-13 2024-03-13 N N N 0.0532 312000000.00 312000000.00 0.0013 N N N Y RBC Dominion Securities, Inc. RBC Dominion Securities, Inc., 5.333654% 549300QJJX6CVVUXLE15 KCX989000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2040-05-01 2054-01-01 2.000 - 7.500 560052.00 256970.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2053-12-01 1.875 - 7.500 142749.00 122109.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-01-20 2053-12-20 2.000 - 8.000 879612.00 354095.88 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-09 2053-11-15 0.000 - 6.875 1349602.00 1095702.15 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 1790000.00 1790000.00 0.0000 N Y Y N UST BILLS UST BILLS, 0% 912797HS9 254900HROIFWPRGM1V77 US912797HS95 KBQ501000 U.S. Treasury Debt Y N/A N/A 2024-05-30 2024-05-30 2024-05-30 N N N 0.0508 1289482404.45 1289482404.45 0.0055 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.505% 3133EPNQ4 254900C5LP6DN9OP9V83 US3133EPNQ46 JVB493000 U.S. Government Agency Debt Y N/A N/A 2024-01-03 2024-10-03 2024-10-03 N N N 0.0542 69047585.85 69047585.85 0.0003 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.41% 2IGI19DL77OX0HC3ZE78 KBL858000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-12-01 2053-06-01 2.000 - 5.000 8705069.00 8279683.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-07-20 2064-10-16 0.509 - 5.000 161711164.00 8384462.53 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-01-22 2024-01-22 2024-01-22 N N N 0.0529 16000000.00 16000000.00 0.0001 N N N Y FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RK7 2549001DPIFGXC1TOL40 US313384RK75 313384RK7 U.S. Government Agency Debt Y N/A N/A 2024-01-05 2024-01-05 2024-01-05 N N N 0.0533 237758891.72 237758891.72 0.0010 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 JNB488000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-06 2024-08-06 N N N 0.0541 173137303.18 173137303.18 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.422% 3130AXWM6 2549001DPIFGXC1TOL40 US3130AXWM61 0001026214 KBQ585000 U.S. Government Agency Debt Y N/A N/A 2024-06-20 2024-06-20 2024-06-20 N N N 0.0520 216217661.04 216217661.04 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130AXZ50 2549001DPIFGXC1TOL40 US3130AXZ501 0001026214 KCK257000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-12-08 2025-12-08 N N N 0.0555 305998913.70 305998913.70 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 JSK883000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-04-10 2025-04-10 N N N 0.0547 32018901.76 32018901.76 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVQA3 2549001DPIFGXC1TOL40 US3130AVQA32 0001026214 JSS282000 U.S. Government Agency Debt Y N/A N/A 2024-05-13 2024-05-13 2024-05-13 N N N 0.0559 322609948.43 322609948.43 0.0014 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.37% 2IGI19DL77OX0HC3ZE78 KAX755000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-12-26 2053-08-15 0.000 - 4.125 29438200.00 28814125.82 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-02-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0526 28000000.00 28000000.00 0.0001 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.525% 3130AXD54 2549001DPIFGXC1TOL40 US3130AXD540 0001026214 JYN695000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-06-27 2025-06-27 N N N 0.0554 381009056.37 381009056.37 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.52% 3130AWXT2 2549001DPIFGXC1TOL40 US3130AWXT23 0001026214 JXD699000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-22 2025-05-22 N N N 0.0550 158074187.32 158074187.32 0.0007 N N N N UST NOTES UST NOTES, 2.5% 9128285Z9 254900HROIFWPRGM1V77 US9128285Z94 EAJ551000 U.S. Treasury Debt Y N/A N/A 2024-01-31 2024-01-31 2024-01-31 N N N 0.0502 35917322.40 35917322.40 0.0002 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 JRN658000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-03-10 2025-03-10 N N N 0.0547 98030548.56 98030548.56 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.505% 3130AWQB9 2549001DPIFGXC1TOL40 US3130AWQB97 0001026214 JWH811000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-12-26 2024-12-26 N N N 0.0544 313247307.56 313247307.56 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EPJZ9 254900C5LP6DN9OP9V83 US3133EPJZ90 JTU978000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-17 2024-05-17 N N N 0.0539 39004451.07 39004451.07 0.0002 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.34% FOR8UP27PHTHYVLBNG30 0000769993 KCW539000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2034-08-20 2057-12-15 2.950 - 6.000 23455426.00 18794961.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-09-01 2056-07-01 2.000 - 7.500 1645761193.00 1067913373.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-06-01 2054-01-01 1.500 - 7.000 617628695.00 517426047.32 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2024-02-15 0.125 606470000.00 603068283.40 U.S. Treasuries (including strips) Y N/A N/A 2024-01-03 2024-01-03 2024-01-03 N N N 0.0520 2162000000.00 2162000000.00 0.0092 N N Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.35% 3Y4U8VZURTYWI1W2K376 KCW619000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2034-10-20 2063-07-20 3.500 - 7.500 186149399.00 183763710.02 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-03 2024-01-03 2024-01-03 N N N 0.0521 180000000.00 180000000.00 0.0008 N N Y N SUMITOMO MITSUI TRUST BK LTD (GOV REPO) SUMITOMO MITSUI TRUST BK LTD (GOV REPO), 5.41% 5493006GGLR4BTEL8O61 KCM528000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-08-15 2029-08-15 1.625 55645000.00 49893445.70 U.S. Treasuries (including strips) Y N/A N/A 2024-01-04 2024-01-04 2024-01-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0527 48750000.00 48750000.00 0.0002 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.52% 3130AXTD0 2549001DPIFGXC1TOL40 US3130AXTD00 0001026214 KBI505000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-08-18 2025-08-18 N N N 0.0551 231095271.33 231095271.33 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 JLQ839000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-28 2024-05-28 N N N 0.0539 239059687.86 239059687.86 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 JXI262000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-08-28 2025-08-28 N N N 0.0550 66054246.06 66054246.06 0.0003 N N N N UST BILLS UST BILLS, 0% 912797GY7 254900HROIFWPRGM1V77 US912797GY72 JYJ186000 U.S. Treasury Debt Y N/A N/A 2024-03-28 2024-03-28 2024-03-28 N N N 0.0508 428513365.81 428513365.81 0.0018 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVT44 2549001DPIFGXC1TOL40 US3130AVT441 0001026214 JSY305000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0551 807300479.05 807300479.05 0.0034 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPD44 254900C5LP6DN9OP9V83 US3133EPD443 KCL813000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-11-14 2025-11-14 N N N 0.0552 134075673.82 134075673.82 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AW3T5 2549001DPIFGXC1TOL40 US3130AW3T55 0001026214 JTU431000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-02-23 2024-02-23 N N N 0.0532 628037121.08 628037121.08 0.0027 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TH2 2549001DPIFGXC1TOL40 US313384TH29 DJI627000 U.S. Government Agency Debt Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0543 121053449.58 121053449.58 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.54% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 0001026214 JXO969000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-09-02 2025-09-02 N N N 0.0554 437114616.36 437114616.36 0.0019 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK, 5.36% 1VUV7VQFKUOQSJ21A208 KCM623000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-01-15 2027-11-15 2.250 - 3.875 219870300.00 220812079.72 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-18 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 216000000.00 216000000.00 0.0009 N N Y N UST BILLS UST BILLS, 0% 912797JB4 254900HROIFWPRGM1V77 US912797JB43 JYO345000 U.S. Treasury Debt Y N/A N/A 2024-01-30 2024-01-30 2024-01-30 N N N 0.0475 6771805325.12 6771805325.12 0.0288 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.32% 549300HN4UKV1E2R3U73 KBV964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-04-30 2028-04-30 1.250 157600300.00 141446442.44 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 Y BANK OF AMERICA CORPORATION 1.0000 4 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0532 138000000.00 138000000.00 0.0006 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.28% 3130AVM82 2549001DPIFGXC1TOL40 US3130AVM826 0001026214 KBI341000 U.S. Government Agency Debt Y N/A N/A 2024-05-07 2024-05-07 2024-05-07 N N N 0.0559 11885239.95 11885239.95 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPUA1 254900C5LP6DN9OP9V83 US3133EPUA11 JXD667000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-09-23 2024-09-23 N N N 0.0542 32011736.32 32011736.32 0.0001 N N N N UST NOTES UST NOTES, 5.25588% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 JAE853000 U.S. Treasury Debt Y N/A N/A 2024-01-02 2024-04-30 2024-04-30 N N N 0.0538 1240294181.25 1240294181.25 0.0053 N Y Y N FICC STATE STREET DVP (GOV REPO) FICC STATE STREET DVP (GOV REPO), 5.32% 549300H47WTHXPU08X20 KCX353000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-04-30 2029-06-30 0.500 - 3.250 4663438800.00 4447008133.60 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0532 4364000000.00 4364000000.00 0.0186 N Y Y N MIZUHO BK LTD NY BRH (GOV RP) MIZUHO BK LTD NY BRH (GOV RP), 5.34% RB0PEZSDGCO3JS6CEU02 KCX397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-05-15 2028-05-15 2.875 579788000.00 557252524.50 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 545000000.00 545000000.00 0.0023 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 JLG480000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-28 2024-08-28 N N N 0.0541 22009094.36 22009094.36 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.52% 3130AWUC2 2549001DPIFGXC1TOL40 US3130AWUC25 0001026214 JWR430000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-04-09 2025-04-09 N N N 0.0547 48034046.40 48034046.40 0.0002 N N N N BNP PARIBAS BNP PARIBAS, 5.4% R0MUWSFPU8MPRO8K5P83 KBW004000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-10-01 2053-08-01 2.800 - 6.500 1403130.00 1040461.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-08-15 2040-08-15 5.000 2000.00 118.42 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2038-03-12 3.375 1260000.00 1118993.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-07-01 2053-08-01 6.000 - 6.500 2799576.00 2746617.10 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-06-13 2053-11-15 0.000 - 6.125 542161641.00 478567634.29 U.S. Treasuries (including strips) Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0531 471000000.00 471000000.00 0.0020 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.525% 3133EPZQ1 254900C5LP6DN9OP9V83 US3133EPZQ18 KAK230000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-25 2025-07-25 N N N 0.0550 258163494.60 258163494.60 0.0011 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.35% 549300HN4UKV1E2R3U73 KBU229000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2033-10-20 2053-09-20 3.500 - 6.500 16622643.00 4204957.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-04-01 2053-11-01 3.000 - 7.000 55085486.00 21510382.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-05-01 2053-12-01 0.000 - 6.500 108446184.00 98364956.55 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-02-01 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 0.0524 121000000.00 121000000.00 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.525% 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 JYI393000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-06-27 2025-06-27 N N N 0.0549 118090003.32 118090003.32 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-12 2024-11-12 N N N 0.0544 318951395.81 318951395.81 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130AXQ43 2549001DPIFGXC1TOL40 US3130AXQ435 0001026214 KCQ714000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-09-02 2025-09-02 N N N 0.0553 48464485.10 48464485.10 0.0002 N N N N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.34% G5GSEF7VJP5I7OUK5573 KCX333000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-05-15 2040-02-15 0.625 - 4.625 642827300.00 556229912.04 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 545000000.00 545000000.00 0.0023 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.525% 3130AXYD4 2549001DPIFGXC1TOL40 US3130AXYD45 0001026214 KBW968000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-10-10 2025-10-10 N N N 0.0551 153079852.23 153079852.23 0.0007 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.41% VYVVCKR63DVZZN70PB21 0000276523 KBI282000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-08-01 2054-01-01 2.000 - 7.500 414239850.00 325672359.21 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-16 2024-01-16 2024-01-16 N N N 0.0528 317000000.00 317000000.00 0.0013 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 JRI350000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-10-01 2024-10-01 N N N 0.0542 173092880.24 173092880.24 0.0007 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.49% H7FNTJ4851HG0EXQ1Z70 KCP948000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2027-12-31 2.500 - 3.875 179151200.00 181753751.40 U.S. Treasuries (including strips) Y N/A N/A 2024-03-20 2024-03-20 2024-03-20 N N N 0.0541 178000000.00 178000000.00 0.0008 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 KAU628000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-11-03 2025-11-03 N N N 0.0554 100032437.00 100032437.00 0.0004 N N N N UST NOTES UST NOTES, 5.31588% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 IGD167000 U.S. Treasury Debt Y N/A N/A 2024-01-02 2024-01-31 2024-01-31 N N N 0.0530 1067826621.08 1067826621.08 0.0045 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AY3D6 2549001DPIFGXC1TOL40 US3130AY3D67 0001026214 KCF402000 U.S. Government Agency Debt Y N/A N/A 2024-09-11 2024-09-11 2024-09-11 N N N 0.0546 304941958.50 304941958.50 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 JME809000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-04-22 2024-04-22 N N N 0.0538 276952843.60 276952843.60 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 JKG585000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-01-12 2024-01-12 N N N 0.0536 279495427.38 279495427.38 0.0012 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPB61 254900C5LP6DN9OP9V83 US3133EPB611 KAX017000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-12-10 2024-12-10 N N N 0.0544 251117603.54 251117603.54 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXSU3 2549001DPIFGXC1TOL40 US3130AXSU34 0001026214 KBE451000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0508 307419097.98 307419097.98 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.58% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 JMX819000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-12-05 2024-12-05 N N N 0.0544 64091169.28 64091169.28 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-18 2024-11-18 N N N 0.0544 317203720.05 317203720.05 0.0014 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.333654% 5U0XI89JRFVHWIBS4F54 KCX989000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.500 996491.00 939794.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-05-01 2.000 - 5.500 7441379.00 2582827.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-08-20 3.000 - 6.000 6447808.00 4032378.19 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 7350000.00 7350000.00 0.0000 N Y Y N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.32% G5GSEF7VJP5I7OUK5573 KCL597000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-04-30 2030-06-30 1.250 - 3.750 792832000.00 772262317.26 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-02-02 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 755000000.00 755000000.00 0.0032 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AYCB0 2549001DPIFGXC1TOL40 US3130AYCB00 0001026214 KCX050000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-04-01 2025-04-01 N N N 0.0549 15999958.88 15999958.88 0.0001 N N N N CITIBANK NA (GOV REPO) CITIBANK NA (GOV REPO), 5.35% E57ODZWZ7FF32TWEFA76 0000036684 KCW996000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-05-01 2053-10-01 2.000 - 6.000 11657064.00 11237137.73 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-11-15 2067-10-20 3.000 - 7.500 146193193.00 137481466.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-10-01 2053-12-01 1.500 - 7.000 296858974.00 220316907.28 Agency Mortgage-Backed Securities Resolution Funding Corp 2029-10-15 2029-10-15 0.000 609000.00 478855.48 Agency Debentures and Agency Strips Y N/A N/A 2024-01-04 2024-01-04 2024-01-04 N N N 0.0522 362000000.00 362000000.00 0.0015 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 JKO884000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-01-26 2024-01-26 N N N 0.0531 744023889.84 744023889.84 0.0032 N N N N UST BILLS UST BILLS, 0% 912797FW2 254900HROIFWPRGM1V77 US912797FW26 JVH116000 U.S. Treasury Debt Y N/A N/A 2024-01-04 2024-01-04 2024-01-04 N N N 0.0178 3418817502.84 3418817502.84 0.0146 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.515% 3130AWSY7 2549001DPIFGXC1TOL40 US3130AWSY72 0001026214 JYP807000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-02 2025-05-02 N N N 0.0548 2121412.26 2121412.26 0.0000 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 JKH766000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-12 2024-07-12 N N N 0.0542 93021893.13 93021893.13 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.525% 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 KAD692000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-17 2025-07-17 N N N 0.0550 92057949.88 92057949.88 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.52% 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-08-14 2025-08-14 N N N 0.0550 308171186.40 308171186.40 0.0013 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.44% VYVVCKR63DVZZN70PB21 0000276523 KBP870000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-06-01 2053-12-01 5.000 - 6.500 634443529.00 653863683.59 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-21 2024-02-21 2024-02-21 N N N 0.0534 637000000.00 637000000.00 0.0027 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 0001026214 JRT306000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-03-14 2024-03-14 N N N 0.0533 565118124.55 565118124.55 0.0024 N N N N FEDERAL RESERVE BANK OF NY(GOV REPO BNY) FEDERAL RESERVE BANK OF NY(GOV REPO BNY), 5.3% 254900Y8NKGV541U8Q32 0001457970 KCX830000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2047-05-15 0.375 - 4.500 57504281400.00 48791716001.72 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0530 48763000000.00 48763000000.00 0.2075 N Y Y N UST BILLS UST BILLS, 0% 912797JP3 254900HROIFWPRGM1V77 US912797JP39 KCQ743000 U.S. Treasury Debt Y N/A N/A 2024-04-23 2024-04-23 2024-04-23 N N N 0.0519 1280943287.82 1280943287.82 0.0055 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.54% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-25 2025-07-25 N N N 0.0551 481338816.40 481338816.40 0.0020 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC, 5.339755% VYVVCKR63DVZZN70PB21 KCX892000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-05-20 2063-12-20 1.500 - 9.000 1210431673.00 493135547.53 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 483179000.00 483179000.00 0.0021 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 JMF002000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-26 2024-07-26 N N N 0.0542 183076393.35 183076393.35 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVT51 2549001DPIFGXC1TOL40 US3130AVT516 0001026214 JSY316000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0546 322764038.81 322764038.81 0.0014 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RZ4 2549001DPIFGXC1TOL40 US313384RZ45 313384RZ4 U.S. Government Agency Debt Y N/A N/A 2024-01-19 2024-01-19 2024-01-19 N N N 0.0534 66796375.61 66796375.61 0.0003 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130AWQK9 2549001DPIFGXC1TOL40 US3130AWQK96 0001026214 JYP816000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-28 2025-05-28 N N N 0.0552 2110839.84 2110839.84 0.0000 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 JYU452000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-10-06 2025-10-06 N N N 0.0552 35019603.85 35019603.85 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVRK0 2549001DPIFGXC1TOL40 US3130AVRK05 0001026214 JSW381000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0541 324890078.50 324890078.50 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 KAO066000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-10-27 2025-10-27 N N N 0.0554 67021750.21 67021750.21 0.0003 N N N N UST BILLS UST BILLS, 0% 912797LL9 254900HROIFWPRGM1V77 US912797LL96 JRV534000 U.S. Treasury Debt Y N/A N/A 2024-03-21 2024-03-21 2024-03-21 N N N 0.0505 1423204949.89 1423204949.89 0.0061 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133ENV56 254900C5LP6DN9OP9V83 US3133ENV564 JMD400000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-01-24 2024-01-24 N N N 0.0534 119001760.01 119001760.01 0.0005 N N N N NORINCHUKIN BK NORINCHUKIN BK, 5.4% 5493007VSMFZCPV1NB83 KCB880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2043-02-15 2043-02-15 3.875 143314500.00 140264101.02 U.S. Treasuries (including strips) Y N/A N/A 2024-01-09 2024-01-09 2024-01-09 N N N 0.0527 137000000.00 137000000.00 0.0006 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.34% KCX409000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-07-31 2044-11-15 0.375 - 4.000 309184800.00 277604686.09 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 272000000.00 272000000.00 0.0012 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.54% 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-14 2025-07-14 N N N 0.0550 61051801.81 61051801.81 0.0003 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KCW153000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-06-01 2053-08-01 1.500 - 7.000 212268883.00 169644147.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-10-31 2030-07-31 1.125 - 4.000 395004000.00 369347475.03 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-03-01 2056-08-01 2.000 - 6.500 598834345.00 495277602.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-02-20 2064-11-15 2.500 - 6.500 920707079.00 564706220.78 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 1566000000.00 1566000000.00 0.0067 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 JSQ675000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-12-26 2024-12-26 N N N 0.0544 32020729.28 32020729.28 0.0001 N N N N UST BILLS UST BILLS, 0% 912797JA6 254900HROIFWPRGM1V77 US912797JA69 JYH852000 U.S. Treasury Debt Y N/A N/A 2024-01-23 2024-01-23 2024-01-23 N N N 0.0454 4485173718.19 4485173718.19 0.0191 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AXVR6 2549001DPIFGXC1TOL40 US3130AXVR67 0001026214 KBP243000 U.S. Government Agency Debt Y N/A N/A 2024-06-10 2024-06-10 2024-06-10 N N N 0.0519 155102186.85 155102186.85 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 JVX030000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-17 2025-07-17 N N N 0.0550 112087442.88 112087442.88 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 KBL768000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-08-22 2025-08-22 N N N 0.0553 174022896.66 174022896.66 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133ENUG3 254900C5LP6DN9OP9V83 US3133ENUG33 JWP710000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-04-12 2024-04-12 N N N 0.0535 82007646.50 82007646.50 0.0003 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 JRO196000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-09-13 2024-09-13 N N N 0.0541 117052584.48 117052584.48 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AW5G1 2549001DPIFGXC1TOL40 US3130AW5G17 0001026214 JTU980000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-23 2024-05-23 N N N 0.0539 312574843.75 312574843.75 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.22% 3130AVKL5 2549001DPIFGXC1TOL40 US3130AVKL50 0001026214 KBI336000 U.S. Government Agency Debt Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0552 36957144.38 36957144.38 0.0002 N N N N ROYAL BANK OF CAN NYC (GOV RP) ROYAL BANK OF CAN NYC (GOV RP), 5.35% ES7IP3U3RHIGC71XBU11 KCL493000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-01 2057-09-01 1.500 - 7.000 1565454326.00 841968701.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-12-20 2053-12-20 3.500 - 7.500 35567030.00 36149500.00 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2024-01-04 2053-05-15 0.000 - 6.000 590018300.00 541096690.63 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-09-15 2053-12-01 2.000 - 7.500 1576518310.00 1157074791.76 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-02-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0524 2516000000.00 2516000000.00 0.0107 N N Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.37% FOR8UP27PHTHYVLBNG30 0000769993 KCX005000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-12-01 2053-12-01 2.000 - 7.000 344378445.00 304923120.87 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2024-02-15 0.125 281110000.00 279533241.79 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-01 2053-11-01 2.000 - 6.500 191350411.00 154574421.37 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-04 2024-01-04 2024-01-04 N N N 0.0523 724000000.00 724000000.00 0.0031 N N Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.37% KBVRJ5K57JZ3E2AVWX40 0000877559 KBE196000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-22 2048-05-15 0.000 - 4.750 144835000.00 141961989.11 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-05 N N N 0.0523 138000000.00 138000000.00 0.0006 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TR0 2549001DPIFGXC1TOL40 US313384TR01 313384TR0 U.S. Government Agency Debt Y N/A N/A 2024-02-28 2024-02-28 2024-02-28 N N N 0.0544 24358525.34 24358525.34 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 JTP908000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-09-17 2024-09-17 N N N 0.0541 125066225.00 125066225.00 0.0005 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.38% 549300Y1PMK3RWXMWR72 KCT125000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-03-15 2053-11-15 1.250 - 4.750 144379700.00 140090515.59 U.S. Treasuries (including strips) Y N/A N/A 2024-01-16 2024-01-16 2024-01-16 N N N 0.0536 136992451.30 136992451.30 0.0006 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.525% 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-09-26 2025-09-26 N N N 0.0554 92999349.00 92999349.00 0.0004 N N N N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.38% 549300QJJX6CVVUXLE15 KBD448000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-11-20 2053-11-20 2.000 - 6.500 389451031.00 262157961.61 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2053-02-15 0.000 - 5.000 311689400.00 216735759.54 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-03-01 2053-12-01 2.000 - 7.500 222849633.00 68554087.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-02-01 2053-12-01 2.000 - 7.500 103199527.00 100808723.70 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-01-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0525 630000000.00 630000000.00 0.0027 N N Y N UST BILLS UST BILLS, 0% 912797JF5 254900HROIFWPRGM1V77 US912797JF56 KAO903000 U.S. Treasury Debt Y N/A N/A 2024-02-27 2024-02-27 2024-02-27 N N N 0.0508 2855343170.63 2855343170.63 0.0122 N Y Y N BNY Mellon Capital Markets LLC BNY Mellon Capital Markets LLC, 5.339755% VJW2DOOHGDT6PR0ZRO63 KCX892000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-03-15 2053-10-20 1.500 - 9.000 47086501.00 27528653.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-25 2053-11-01 1.500 - 9.000 152780717.00 137111477.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-25 2053-12-01 1.500 - 8.000 129864337.00 120048492.16 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-11-26 2024-11-26 1.000 3003.00 2901.80 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-01-11 2051-08-15 0.000 - 5.316 22303937.00 21783169.38 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 300287000.00 300287000.00 0.0013 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.555% 3133EPMP7 254900C5LP6DN9OP9V83 US3133EPMP71 JUO625000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-12-13 2024-12-13 N N N 0.0543 53530970.62 53530970.62 0.0002 N N N N Nomura Securities International Nomura Securities International, 5.333654% OXTKY6Q8X53C9ILVV871 KCX989000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-15 2053-12-01 0.000 - 9.500 833495.00 157002.77 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-01-09 2038-06-11 0.000 - 6.610 4661.00 4722.51 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-01-04 2053-11-15 0.000 - 7.625 311890.00 293941.07 U.S. Treasuries (including strips) Resolution Funding Corp 2030-04-15 2030-04-15 0.000 - 8.875 4075.00 3113.84 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-15 2062-09-01 0.000 - 8.500 1937307.00 401953.01 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2056-04-01 0.000 - 7.125 2.00 4.20 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-05-16 2044-10-06 0.920 - 5.980 669.00 675.57 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-01-15 2064-10-15 1.500 - 10.000 540683.00 79400.90 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 920000.00 920000.00 0.0000 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXSM1 2549001DPIFGXC1TOL40 US3130AXSM18 0001026214 KBE447000 U.S. Government Agency Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0520 154136109.82 154136109.82 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AXZZ4 2549001DPIFGXC1TOL40 US3130AXZZ48 0001026214 KCD750000 U.S. Government Agency Debt Y N/A N/A 2024-07-08 2024-07-08 2024-07-08 N N N 0.0557 303741928.32 303741928.32 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 JMF598000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-24 2024-07-24 N N N 0.0542 180084803.40 180084803.40 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.54% 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-10-20 2025-10-20 N N N 0.0555 156999142.78 156999142.78 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-12-08 2025-12-08 N N N 0.0555 88000858.00 88000858.00 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.525% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 JMM606000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-06-10 2024-06-10 N N N 0.0541 178096242.82 178096242.82 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AXJX7 2549001DPIFGXC1TOL40 US3130AXJX73 0001026214 KBP263000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-15 2024-05-15 N N N 0.0538 79010506.21 79010506.21 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.2% 3130AVQV7 2549001DPIFGXC1TOL40 US3130AVQV78 0001026214 JSV702000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0550 973523910.71 973523910.71 0.0041 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.5% H7FNTJ4851HG0EXQ1Z70 KBU239000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-08-15 2027-08-15 2.250 103425900.00 98338919.60 U.S. Treasuries (including strips) Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0540 96000000.00 96000000.00 0.0004 N N N Y MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.34% 549300Y1PMK3RWXMWR72 KCL475000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-30 2053-11-15 0.250 - 5.000 223726900.00 209417334.75 U.S. Treasuries (including strips) Y N/A N/A 2024-03-07 2024-03-07 2024-03-07 N N N 0.0525 204000000.00 204000000.00 0.0009 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.505% 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 JXN769000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-03-05 2025-03-05 N N N 0.0547 262154498.78 262154498.78 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AVBF8 2549001DPIFGXC1TOL40 US3130AVBF83 0001026214 JRK045000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-04-05 2024-04-05 N N N 0.0536 814098078.86 814098078.86 0.0035 N N N N UST BILLS UST BILLS, 0% 912797GN1 254900HROIFWPRGM1V77 US912797GN18 JWW581000 U.S. Treasury Debt Y N/A N/A 2024-02-15 2024-02-15 2024-02-15 N N N 0.0494 1877893283.70 1877893283.70 0.0080 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPC29 254900C5LP6DN9OP9V83 US3133EPC296 KAX601000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-03-11 2025-03-11 N N N 0.0548 32009867.52 32009867.52 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPD77 254900C5LP6DN9OP9V83 US3133EPD773 KBE353000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-04-15 2025-04-15 N N N 0.0548 81037451.97 81037451.97 0.0003 N N N N UST BILLS UST BILLS, 0% 912797JQ1 254900HROIFWPRGM1V77 US912797JQ12 KCW188000 U.S. Treasury Debt Y N/A N/A 2024-04-30 2024-04-30 2024-04-30 N N N 0.0519 57983450.06 57983450.06 0.0002 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AW2Z2 2549001DPIFGXC1TOL40 US3130AW2Z25 0001026214 JTT738000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-19 2024-08-19 N N N 0.0545 161034883.87 161034883.87 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AW3L2 2549001DPIFGXC1TOL40 US3130AW3L20 0001026214 JTT821000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-02-20 2024-02-20 N N N 0.0532 605032506.65 605032506.65 0.0026 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPBP9 254900C5LP6DN9OP9V83 US3133EPBP90 JQY130000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-02-23 2024-02-23 N N N 0.0532 76005578.40 76005578.40 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.525% 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-02 2025-07-02 N N N 0.0549 78059904.78 78059904.78 0.0003 N N N N UST BILLS UST BILLS, 0% 912797GM3 254900HROIFWPRGM1V77 US912797GM35 JWQ679000 U.S. Treasury Debt Y N/A N/A 2024-02-08 2024-02-08 2024-02-08 N N N 0.0489 3597709607.53 3597709607.53 0.0153 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.54% 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-25 2025-07-25 N N N 0.0550 160136857.60 160136857.60 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 JRI378000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-09-03 2024-09-03 N N N 0.0541 168082961.76 168082961.76 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 JMF131000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-10-24 2024-10-24 N N N 0.0542 74044742.62 74044742.62 0.0003 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.36% 549300Y1PMK3RWXMWR72 KCL477000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-01-01 2053-11-01 2.000 - 6.500 44662159.00 32422009.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-10-01 2053-12-01 1.500 - 6.000 156861038.00 65136098.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-07-20 2072-01-20 2.500 - 7.031 492433287.00 118698273.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-01-15 2053-11-15 0.250 - 4.750 6478100.00 6798656.64 U.S. Treasuries (including strips) Y N/A N/A 2024-03-07 2024-03-07 2024-03-07 N N N 0.0527 218000000.00 218000000.00 0.0009 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 KAD688000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-10-17 2025-10-17 N N N 0.0552 43027803.37 43027803.37 0.0002 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK, 5.35% 1VUV7VQFKUOQSJ21A208 KCT148000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-01-15 2028-04-30 3.500 - 3.875 223540300.00 221570291.37 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-05 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 217000000.00 217000000.00 0.0009 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.505% 3130AWXC9 2549001DPIFGXC1TOL40 US3130AWXC97 0001026214 JXC927000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-02-24 2025-02-24 N N N 0.0546 339226675.74 339226675.74 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.55% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 JQY113000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-01-24 2025-01-24 N N N 0.0547 262138556.08 262138556.08 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.535% 3130AXS74 2549001DPIFGXC1TOL40 US3130AXS746 0001026214 KCM620000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-11-14 2025-11-14 N N N 0.0554 76011341.48 76011341.48 0.0003 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EPNK7 254900C5LP6DN9OP9V83 US3133EPNK75 JXN234000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-02-26 2025-02-26 N N N 0.0547 119087919.58 119087919.58 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.535% 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-08-22 2025-08-22 N N N 0.0553 149054466.95 149054466.95 0.0006 N N N N SOCIETE GENERALE (GOV REPO) SOCIETE GENERALE (GOV REPO), 5.35% O2RNE8IBXP4R0TD8PU41 KCX349000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2046-08-15 0.000 - 5.501 662043200.00 666657659.34 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-05 N N N 0.0522 653000000.00 653000000.00 0.0028 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVVR0 2549001DPIFGXC1TOL40 US3130AVVR02 0001026214 KBQ385000 U.S. Government Agency Debt Y N/A N/A 2024-05-30 2024-05-30 2024-05-30 N N N 0.0564 61933728.82 61933728.82 0.0003 N N N N BofA Securities, Inc. BofA Securities, Inc., 5.339755% 549300HN4UKV1E2R3U73 KCX892000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-01-01 2053-12-01 1.500 - 7.517 215155424.00 103631275.05 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-05-15 2071-08-20 2.000 - 7.000 745782801.00 145325936.11 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-01-31 2028-01-31 0.750 14686912.00 12997644.52 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-04-01 2053-11-01 1.500 - 7.000 155942909.00 97190911.01 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2025-08-28 2033-10-24 3.930 - 4.100 1646264.00 1599534.66 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2029-06-29 2045-12-22 1.990 - 4.470 12770536.00 12292395.72 Agency Debentures and Agency Strips Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0534 365506000.00 365506000.00 0.0016 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 JQF546000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-02-10 2025-02-10 N N N 0.0547 112097941.76 112097941.76 0.0005 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.38% KBVRJ5K57JZ3E2AVWX40 0000877559 KBX020000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-12-15 2053-08-15 0.250 - 4.625 151893200.00 140448478.55 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0526 137000000.00 137000000.00 0.0006 N N N Y MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.34% U7M81AY481YLIOR75625 KCP946000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2044-02-15 0.250 - 4.250 219654500.00 222324887.73 U.S. Treasuries (including strips) Y N/A N/A 2024-01-03 2024-01-03 2024-01-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0520 217000000.00 217000000.00 0.0009 N N Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.44% 549300HN4UKV1E2R3U73 JYO446000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2034-08-20 2063-06-20 4.000 - 7.000 7612584.00 5354978.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-02-01 2053-10-01 1.500 - 7.000 118528153.00 96299830.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-07-01 2053-01-01 3.000 - 7.000 46947638.00 22519922.61 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-01-26 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 0.0534 120000000.00 120000000.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AXVP0 2549001DPIFGXC1TOL40 US3130AXVP02 0001026214 KBP241000 U.S. Government Agency Debt Y N/A N/A 2024-06-07 2024-06-07 2024-06-07 N N N 0.0520 186111505.14 186111505.14 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AYC53 2549001DPIFGXC1TOL40 US3130AYC532 0001026214 KCW680000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-04-01 2025-04-01 N N N 0.0548 52499920.73 52499920.73 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPTG0 254900C5LP6DN9OP9V83 US3133EPTG00 JWW566000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-15 2024-11-15 N N N 0.0544 40022142.80 40022142.80 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 JRI365000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-06-03 2024-06-03 N N N 0.0540 346089838.90 346089838.90 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.28% 3130AVMG4 2549001DPIFGXC1TOL40 US3130AVMG48 0001026214 KBI344000 U.S. Government Agency Debt Y N/A N/A 2024-05-06 2024-05-06 2024-05-06 N N N 0.0553 18980414.23 18980414.23 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AXPH5 2549001DPIFGXC1TOL40 US3130AXPH59 0001026214 KAR482000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-27 2024-11-27 N N N 0.0544 612295975.44 612295975.44 0.0026 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384SM2 2549001DPIFGXC1TOL40 US313384SM23 DIG931000 U.S. Government Agency Debt Y N/A N/A 2024-01-31 2024-01-31 2024-01-31 N N N 0.0535 369991504.01 369991504.01 0.0016 N N Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.37% KBVRJ5K57JZ3E2AVWX40 0000877559 KBE197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-22 2044-05-15 0.000 - 4.875 151764400.00 141893874.07 U.S. Treasuries (including strips) Y N/A N/A 2024-01-04 2024-01-04 2024-01-04 N N N 0.0523 138000000.00 138000000.00 0.0006 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.16% 3130AUX41 2549001DPIFGXC1TOL40 US3130AUX411 0001026214 JQS934000 U.S. Government Agency Debt Y N/A N/A 2024-02-13 2024-02-13 2024-02-13 N N N 0.0537 339870276.40 339870276.40 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVJM5 2549001DPIFGXC1TOL40 US3130AVJM52 0001026214 JSE718000 U.S. Government Agency Debt Y N/A N/A 2024-04-24 2024-04-24 2024-04-24 N N N 0.0572 500327933.55 500327933.55 0.0021 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.49% H7FNTJ4851HG0EXQ1Z70 KBQ399000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2033-02-15 2033-02-15 3.500 144568300.00 142485220.05 U.S. Treasuries (including strips) Y N/A N/A 2024-02-26 2024-02-26 2024-02-26 N N N 0.0539 139000000.00 139000000.00 0.0006 N N N Y UST NOTES UST NOTES, 0.25% 91282CCC3 254900HROIFWPRGM1V77 US91282CCC38 HFD690000 U.S. Treasury Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0508 20622656.25 20622656.25 0.0001 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 JKG591000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-11 2024-07-11 N N N 0.0542 373087852.69 373087852.69 0.0016 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.37% 2IGI19DL77OX0HC3ZE78 KAW006000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2053-08-15 0.000 - 4.625 461691300.00 384925258.10 U.S. Treasuries (including strips) Y N/A N/A 2024-01-04 2024-01-04 2024-01-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0523 373000000.00 373000000.00 0.0016 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.525% 3133EPRU1 254900C5LP6DN9OP9V83 US3133EPRU12 JYP804000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-04-28 2025-04-28 N N N 0.0551 862256.63 862256.63 0.0000 N N N N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.35% 549300QJJX6CVVUXLE15 KCL539000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-08-01 2053-12-01 2.000 - 7.500 60747021.00 40851870.35 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-01 2053-11-15 0.000 - 5.456 680039800.00 580784506.25 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-01-15 2053-11-20 2.000 - 8.000 495744219.00 319351890.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-08-01 2053-11-01 1.500 - 7.000 951008249.00 232238525.42 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-01-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 1146000000.00 1146000000.00 0.0049 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AW5H9 2549001DPIFGXC1TOL40 US3130AW5H99 0001026214 JTU979000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-25 2024-11-25 N N N 0.0544 297195619.05 297195619.05 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AXZX9 2549001DPIFGXC1TOL40 US3130AXZX99 0001026214 KCD691000 U.S. Government Agency Debt Y N/A N/A 2024-06-07 2024-06-07 2024-06-07 N N N 0.0559 1213122897.14 1213122897.14 0.0052 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 JLO587000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-03-21 2024-03-21 N N N 0.0534 146021378.78 146021378.78 0.0006 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.34% U7M81AY481YLIOR75625 KCL544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-03-15 2044-02-15 0.250 - 4.625 450011600.00 441262817.96 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 431000000.00 431000000.00 0.0018 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EPXN0 254900C5LP6DN9OP9V83 US3133EPXN05 JYO897000 U.S. Government Agency Debt Y N/A N/A 2024-01-03 2025-04-03 2025-04-03 N N N 0.0547 119069563.83 119069563.83 0.0005 N N N N UST BILLS UST BILLS, 0% 912797JL2 254900HROIFWPRGM1V77 US912797JL25 KBU812000 U.S. Treasury Debt Y N/A N/A 2024-04-02 2024-04-02 2024-04-02 N N N 0.0514 218090190.24 218090190.24 0.0009 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133EPJJ5 254900C5LP6DN9OP9V83 US3133EPJJ58 JTO234000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-09 2024-08-09 N N N 0.0542 124035719.44 124035719.44 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AY5Q5 2549001DPIFGXC1TOL40 US3130AY5Q52 0001026214 KCK930000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-14 2024-08-14 N N N 0.0542 227017474.46 227017474.46 0.0010 N N N N Nomura Securities International Nomura Securities International, 5.339755% OXTKY6Q8X53C9ILVV871 KCX892000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-15 2062-09-01 0.000 - 8.500 4211089862.00 873688560.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-04 2053-11-15 0.000 - 7.625 677987805.00 638912862.72 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-01-09 2038-06-11 0.000 - 6.610 10130097.00 10264888.15 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2056-04-01 0.000 - 7.125 9961.00 9124.80 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-15 2053-12-01 0.000 - 9.500 1811727560.00 341262589.58 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-04-15 2030-04-15 0.000 - 8.875 8857069.00 6768263.47 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-01-15 2064-10-15 1.500 - 10.000 1175176248.00 172586483.73 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-05-16 2044-10-06 0.920 - 5.980 1455452.00 1468431.47 Agency Debentures and Agency Strips Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 1999720000.00 1999720000.00 0.0085 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.51% 3130AXR59 2549001DPIFGXC1TOL40 US3130AXR599 0001026214 KBC040000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-09 2025-05-09 N N N 0.0547 308225905.68 308225905.68 0.0013 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TW9 2549001DPIFGXC1TOL40 US313384TW95 313384TW9 U.S. Government Agency Debt Y N/A N/A 2024-03-04 2024-03-04 2024-03-04 N N N 0.0527 20801147.43 20801147.43 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.535% 3130AXYL6 2549001DPIFGXC1TOL40 US3130AXYL60 0001026214 KBW820000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-12-11 2025-12-11 N N N 0.0550 153156197.70 153156197.70 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AW3A6 2549001DPIFGXC1TOL40 US3130AW3A64 0001026214 JTT739000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-19 2024-11-19 N N N 0.0544 161103812.80 161103812.80 0.0007 N N N N UST BILLS UST BILLS, 0% 912797JC2 254900HROIFWPRGM1V77 US912797JC26 JYV162000 U.S. Treasury Debt Y N/A N/A 2024-02-06 2024-02-06 2024-02-06 N N N 0.0487 1495285326.45 1495285326.45 0.0064 N Y Y N UST NOTES UST NOTES, 2.125% 912828W48 254900HROIFWPRGM1V77 US912828W481 BEF222000 U.S. Treasury Debt Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0513 194994598.40 194994598.40 0.0008 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 JMS532000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-01-23 2024-01-23 N N N 0.0532 200012716.00 200012716.00 0.0009 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.36% KBVRJ5K57JZ3E2AVWX40 0000877559 KCL562000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-03-01 2053-09-01 2.500 - 6.500 719770871.00 398925332.87 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0525 390000000.00 390000000.00 0.0017 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AVUN0 2549001DPIFGXC1TOL40 US3130AVUN07 0001026214 JYJ753000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-10-28 2024-10-28 N N N 0.0543 28013739.88 28013739.88 0.0001 N N N N BNP PARIBAS BNP PARIBAS, 5.38% R0MUWSFPU8MPRO8K5P83 KCB862000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-08-15 2053-05-20 3.504 - 7.000 3683791.00 280320.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-11-01 2053-10-01 1.220 - 5.500 30267771.00 29045307.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-12-01 2053-11-01 3.000 - 7.000 162947673.00 50290451.26 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-03-31 2053-02-15 0.000 - 6.250 491033052.00 415644457.85 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2038-11-02 3.375 - 4.250 25000.00 22919.96 Agency Debentures and Agency Strips Y N/A N/A 2024-01-05 2024-01-05 2024-02-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0527 483000000.00 483000000.00 0.0021 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.53% 3133EN6S4 254900C5LP6DN9OP9V83 US3133EN6S41 JPW400000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-23 2024-07-23 N N N 0.0534 181010447.32 181010447.32 0.0008 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TC3 2549001DPIFGXC1TOL40 US313384TC32 313384TC3 U.S. Government Agency Debt Y N/A N/A 2024-02-15 2024-02-15 2024-02-15 N N N 0.0543 822181917.24 822181917.24 0.0035 N N Y N UST BILLS UST BILLS, 0% 912797GP6 254900HROIFWPRGM1V77 US912797GP65 JXJ563000 U.S. Treasury Debt Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0502 1398041381.10 1398041381.10 0.0060 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KCX423000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2032-08-15 0.125 - 3.000 404994100.00 388850203.30 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 381000000.00 381000000.00 0.0016 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.505% 3130AXSW9 2549001DPIFGXC1TOL40 US3130AXSW99 0001026214 KBF183000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-15 2025-05-15 N N N 0.0547 308208626.88 308208626.88 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 JMG232000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-04-26 2024-04-26 N N N 0.0538 92023949.44 92023949.44 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AY4C7 2549001DPIFGXC1TOL40 US3130AY4C75 0001026214 KCJ120000 U.S. Government Agency Debt Y N/A N/A 2024-09-18 2024-09-18 2024-09-18 N N N 0.0550 608753385.45 608753385.45 0.0026 N N N N UST BILLS UST BILLS, 0% 912797JH1 254900HROIFWPRGM1V77 US912797JH13 KBC734000 U.S. Treasury Debt Y N/A N/A 2024-03-12 2024-03-12 2024-03-12 N N N 0.0502 1109669806.38 1109669806.38 0.0047 N Y Y N WELLS FARGO BANK NA(GOV REPO) WELLS FARGO BANK NA(GOV REPO), 5.41% KB1H1DSPRFMYMCUFXT09 0000740906 KBI253000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-12-31 2053-11-15 1.125 - 5.000 364783500.00 285109274.77 U.S. Treasuries (including strips) Y N/A N/A 2024-01-12 2024-01-12 2024-01-12 N N N 0.0528 276000000.00 276000000.00 0.0012 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EPSN6 254900C5LP6DN9OP9V83 US3133EPSN69 JWP895000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-03-08 2024-03-08 N N N 0.0533 31001782.50 31001782.50 0.0001 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.33% 549300HN4UKV1E2R3U73 KBV963000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-06-03 2024-06-03 0.330 4375000.00 4285248.33 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2039-05-15 0.000 - 3.875 14890.00 15113.17 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-01-01 2054-01-01 1.500 - 7.000 211798154.00 163701275.40 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-01-15 2069-05-20 3.000 - 7.500 1444673527.00 517178079.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-09-01 2053-12-01 1.500 - 7.000 260488026.00 202456038.27 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 Y BANK OF AMERICA CORPORATION 1.0000 4 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0533 866000000.00 866000000.00 0.0037 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130AWTW0 2549001DPIFGXC1TOL40 US3130AWTW08 0001026214 JYP826000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-06-06 2025-06-06 N N N 0.0552 2370773.85 2370773.85 0.0000 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVSP8 2549001DPIFGXC1TOL40 US3130AVSP82 0001026214 JSX074000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0567 323623071.36 323623071.36 0.0014 N N N N UST BILLS UST BILLS, 0% 912797HY6 254900HROIFWPRGM1V77 US912797HY63 JXT528000 U.S. Treasury Debt Y N/A N/A 2024-01-09 2024-01-09 2024-01-09 N N N 0.0341 4908789398.14 4908789398.14 0.0209 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EPZU2 254900C5LP6DN9OP9V83 US3133EPZU20 KAK867000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-27 2025-05-27 N N N 0.0548 170129771.20 170129771.20 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133ENXZ8 254900C5LP6DN9OP9V83 US3133ENXZ86 KBU246000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-06-03 2024-06-03 N N N 0.0540 38003496.00 38003496.00 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.34% 3130AVH39 2549001DPIFGXC1TOL40 US3130AVH396 0001026214 KBI337000 U.S. Government Agency Debt Y N/A N/A 2024-04-23 2024-04-23 2024-04-23 N N N 0.0536 73983567.56 73983567.56 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130ATWV5 2549001DPIFGXC1TOL40 US3130ATWV58 0001026214 JMR720000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-02-23 2024-02-23 N N N 0.0535 365052779.00 365052779.00 0.0016 N N N N UST NOTES UST NOTES, 2.375% 9128286G0 254900HROIFWPRGM1V77 US9128286G05 ECA963000 U.S. Treasury Debt Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0512 138908632.97 138908632.97 0.0006 N Y Y N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.34% 549300QJJX6CVVUXLE15 KCL538000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2053-08-15 0.750 - 4.125 170597900.00 164683838.13 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 161000000.00 161000000.00 0.0007 N N Y N FICC MS DVP REPO (GOV REPO) FICC MS DVP REPO (GOV REPO), 5.34% KCX337000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-07-31 2028-03-31 2.750 - 3.625 563848000.00 555803298.00 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 545000000.00 545000000.00 0.0023 N Y Y N SOCIETE GENERALE (GOV REPO) SOCIETE GENERALE (GOV REPO), 5.35% O2RNE8IBXP4R0TD8PU41 KCW144000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-20 2041-11-15 0.000 - 4.125 523320900.00 509509480.62 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0535 499000000.00 499000000.00 0.0021 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.53% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 JMQ167000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-03-18 2024-03-18 N N N 0.0534 287082150.88 287082150.88 0.0012 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 JYV240000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-10-06 2025-10-06 N N N 0.0552 50032288.00 50032288.00 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPE35 254900C5LP6DN9OP9V83 US3133EPE359 KBF097000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-02-20 2025-02-20 N N N 0.0547 146048774.22 146048774.22 0.0006 N N N N FED HOME LN MTG CORP MTN FED HOME LN MTG CORP MTN, 5.42% 3134GYSD5 S6XOOCT0IEG5ABCC6L87 US3134GYSD59 JTQ684000 U.S. Government Agency Debt Y N/A N/A 2024-06-12 2024-06-12 2024-06-12 N N N 0.0565 966952072.24 966952072.24 0.0041 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-12 2025-05-12 N N N 0.0547 327329141.85 327329141.85 0.0014 N N N N BNP PARIBAS BNP PARIBAS, 5.4% R0MUWSFPU8MPRO8K5P83 KBW773000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-09-01 2053-05-01 2.500 - 5.906 85551826.00 63990893.03 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-22 2053-08-15 0.000 - 6.750 412156913.00 410893425.21 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-11-01 2053-10-01 2.150 - 7.835 149488364.00 147184248.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-01-15 2053-10-20 3.504 - 7.000 217682802.00 23267751.66 Agency Mortgage-Backed Securities Y N/A N/A 2024-03-01 2024-03-01 2024-03-01 N N N 0.0531 629000000.00 629000000.00 0.0027 N N N Y TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.33% SUVUFHICNZMP2WKHG940 KCX382000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-09-30 2026-09-15 4.625 - 5.000 411647000.00 421509550.42 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 413000000.00 413000000.00 0.0018 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.51% 3130AXHU5 2549001DPIFGXC1TOL40 US3130AXHU52 0001026214 KAD087000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-04-14 2025-04-14 N N N 0.0551 107013776.25 107013776.25 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.525% 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-08-04 2025-08-04 N N N 0.0554 76999628.86 76999628.86 0.0003 N N N N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc., 5.339755% 549300QJJX6CVVUXLE15 KCX892000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2041-01-20 2053-12-20 2.000 - 8.000 1023252013.00 411919937.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2053-12-01 1.875 - 7.500 166060932.00 142049929.87 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-09 2053-11-15 0.000 - 6.875 1570005200.00 1274630926.15 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-05-01 2054-01-01 2.000 - 7.500 651505501.00 298934164.69 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 2082308000.00 2082308000.00 0.0089 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.51% 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-03-28 2025-03-28 N N N 0.0547 63038851.47 63038851.47 0.0003 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.34% 549300Y1PMK3RWXMWR72 KCL527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2052-05-15 0.375 - 5.000 121864600.00 109490309.91 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-02-01 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0523 107000000.00 107000000.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AYAX4 2549001DPIFGXC1TOL40 US3130AYAX48 0001026214 KCQ853000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-21 2024-08-21 N N N 0.0543 107998542.00 107998542.00 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AW5W6 2549001DPIFGXC1TOL40 US3130AW5W66 0001026214 KBJ148000 U.S. Government Agency Debt Y N/A N/A 2024-06-18 2024-06-18 2024-06-18 N N N 0.0555 31983780.80 31983780.80 0.0001 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.35% U7M81AY481YLIOR75625 KCK899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2026-11-15 0.500 - 2.125 235852200.00 222270867.99 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 216000000.00 216000000.00 0.0009 N N Y N UST BILLS UST BILLS, 0% 912797GD3 254900HROIFWPRGM1V77 US912797GD36 JVW406000 U.S. Treasury Debt Y N/A N/A 2024-01-18 2024-01-18 2024-01-18 N N N 0.0433 2542019130.56 2542019130.56 0.0108 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.535% 3130AXYH5 2549001DPIFGXC1TOL40 US3130AXYH58 0001026214 KCM446000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-12-08 2025-12-08 N N N 0.0555 124010309.36 124010309.36 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.53% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 JSF356000 U.S. Government Agency Debt Y N/A N/A 2024-01-03 2025-01-03 2025-01-03 N N N 0.0547 50038425.50 50038425.50 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AWPY0 2549001DPIFGXC1TOL40 US3130AWPY00 0001026214 JWE348000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-10-25 2024-10-25 N N N 0.0542 234142356.24 234142356.24 0.0010 N N N N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.33% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KCX311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-07-31 2026-07-15 0.250 - 4.625 112422500.00 111245872.05 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 109000000.00 109000000.00 0.0005 N Y Y N UST BILLS UST BILLS, 0% 912796Z28 254900HROIFWPRGM1V77 US912796Z285 JQX687000 U.S. Treasury Debt Y N/A N/A 2024-02-22 2024-02-22 2024-02-22 N N N 0.0501 1820763473.97 1820763473.97 0.0077 N Y Y N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.34% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KCW551000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2025-10-31 0.000 - 5.531 546098500.00 541081181.56 U.S. Treasuries (including strips) Y N/A N/A 2024-01-03 2024-01-03 2024-01-03 N N N 0.0520 530000000.00 530000000.00 0.0023 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-19 2025-05-19 N N N 0.0547 326332696.04 326332696.04 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 JSQ681000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-12-18 2024-12-18 N N N 0.0544 81050816.16 81050816.16 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AVDS8 2549001DPIFGXC1TOL40 US3130AVDS86 0001026214 JRO800000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-06-10 2024-06-10 N N N 0.0541 670140767.00 670140767.00 0.0029 N N N N UST BILLS UST BILLS, 0% 912796ZY8 254900HROIFWPRGM1V77 US912796ZY88 JPX427000 U.S. Treasury Debt Y N/A N/A 2024-01-25 2024-01-25 2024-01-25 N N N 0.0461 2247878376.65 2247878376.65 0.0096 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 5.339755% KBVRJ5K57JZ3E2AVWX40 KCX892000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-22 2052-02-15 0.000 - 4.625 25370604.00 22279873.26 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-07-01 2052-07-01 2.000 - 4.500 52056001.00 37638963.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-03-01 2053-12-01 2.000 - 8.000 243457683.00 61137155.75 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 118568000.00 118568000.00 0.0005 N Y Y N FICC BONY DVP REPO (GOV REPO) FICC BONY DVP REPO (GOV REPO), 5.33% 549300H47WTHXPU08X20 KCX341000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-04-15 2032-02-15 0.125 - 1.875 5001908700.00 4960260015.96 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 4863000000.00 4863000000.00 0.0207 N Y Y N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.35% SUVUFHICNZMP2WKHG940 KCX381000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-05-01 2053-12-01 1.500 - 7.500 807852302.00 333032274.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-08-01 2053-08-01 5.500 86952544.00 85416322.53 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0535 410000000.00 410000000.00 0.0017 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AXPQ5 2549001DPIFGXC1TOL40 US3130AXPQ58 0001026214 KAU782000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-02 2024-05-02 N N N 0.0537 244033535.36 244033535.36 0.0010 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.339755% L3I9ZG2KFGXZ61BMYR72 KCX892000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-23 2043-05-15 0.000 - 4.375 271536085.00 267068057.68 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 261676000.00 261676000.00 0.0011 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVRX2 2549001DPIFGXC1TOL40 US3130AVRX26 0001026214 JSW457000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0540 324894254.75 324894254.75 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AWXZ8 2549001DPIFGXC1TOL40 US3130AWXZ82 0001026214 JXD674000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-10 2024-05-10 N N N 0.0538 269543691.34 269543691.34 0.0011 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.339755% MBNUM2BPBDO7JBLYG310 KCX892000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-01-20 2053-11-20 2.000 - 7.000 602457824.00 577015474.21 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2049-02-15 0.375 - 3.375 360583738.00 320136116.93 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0534 876727000.00 876727000.00 0.0037 N Y Y N UST BILLS UST BILLS, 0% 912797JE8 254900HROIFWPRGM1V77 US912797JE81 KAI599000 U.S. Treasury Debt Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0502 3993354913.37 3993354913.37 0.0170 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVSN3 2549001DPIFGXC1TOL40 US3130AVSN35 0001026214 JSX072000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0565 400572718.46 400572718.46 0.0017 N N N N UST NOTES UST NOTES, 0.125% 91282CBM2 254900HROIFWPRGM1V77 US91282CBM29 HBF544000 U.S. Treasury Debt Y N/A N/A 2024-02-15 2024-02-15 2024-02-15 N N N 0.0491 49689585.50 49689585.50 0.0002 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.535% 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-08-22 2025-08-22 N N N 0.0554 299066070.03 299066070.03 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 JKO974000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-26 2024-07-26 N N N 0.0542 28011776.52 28011776.52 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.424% 3133ENZB9 254900C5LP6DN9OP9V83 US3133ENZB90 JWP689000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-03-22 2024-03-22 N N N 0.0534 59504095.98 59504095.98 0.0003 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.46% 549300HN4UKV1E2R3U73 KAV282000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-04-01 2052-03-01 2.500 - 6.500 23672094.00 18538032.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-01-01 2052-09-01 2.500 - 5.000 129328202.00 85855856.67 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-06-03 2024-06-03 0.330 1547000.00 1515263.81 Agency Debentures and Agency Strips Government National Mortgage Association 2050-04-20 2072-01-20 3.500 - 6.500 210402651.00 55746171.80 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0536 157000000.00 157000000.00 0.0007 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 JVW459000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-07 2025-07-07 N N N 0.0549 31781633.80 31781633.80 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 JXE271000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-06-24 2025-06-24 N N N 0.0549 138094358.88 138094358.88 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130ATPM3 2549001DPIFGXC1TOL40 US3130ATPM33 0001026214 JMC214000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-01-17 2024-01-17 N N N 0.0537 552996333.61 552996333.61 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AVX64 2549001DPIFGXC1TOL40 US3130AVX641 0001026214 JYO793000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-08 2024-11-08 N N N 0.0544 43021392.93 43021392.93 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 4.25% 3133ENP79 254900C5LP6DN9OP9V83 US3133ENP798 JLR036000 U.S. Government Agency Debt Y N/A N/A 2024-09-26 2024-09-26 2024-09-26 N N N 0.0500 21780411.11 21780411.11 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AWSP6 2549001DPIFGXC1TOL40 US3130AWSP65 0001026214 KAE658000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-06 2024-11-06 N N N 0.0545 8528902.06 8528902.06 0.0000 N N N N FICC GC BNP REPO PRGM(GOV RP) FICC GC BNP REPO PRGM(GOV RP), 5.35% KCX319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2053-11-15 0.250 - 6.750 4117414746.00 3670100386.23 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0535 3596000000.00 3596000000.00 0.0153 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AXVL9 2549001DPIFGXC1TOL40 US3130AXVL97 0001026214 KBL773000 U.S. Government Agency Debt Y N/A N/A 2024-06-07 2024-06-07 2024-06-07 N N N 0.0516 77059192.98 77059192.98 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 4.55% 3130AURP1 2549001DPIFGXC1TOL40 US3130AURP19 0001026214 KBJ102000 U.S. Government Agency Debt Y N/A N/A 2024-08-02 2024-08-02 2024-08-02 N N N 0.0498 49873384.50 49873384.50 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AY3P9 2549001DPIFGXC1TOL40 US3130AY3P97 0001026214 KCF490000 U.S. Government Agency Debt Y N/A N/A 2024-09-18 2024-09-18 2024-09-18 N N N 0.0549 304867288.40 304867288.40 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 JMA896000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-18 2024-07-18 N N N 0.0542 114543285.58 114543285.58 0.0005 N N N N UST BILLS UST BILLS, 0% 912797GE1 254900HROIFWPRGM1V77 US912797GE19 JWJ608000 U.S. Treasury Debt Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0478 87613294.56 87613294.56 0.0004 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 4.98% 3130AY7E0 2549001DPIFGXC1TOL40 US3130AY7E05 0001026214 KCM669000 U.S. Government Agency Debt Y N/A N/A 2024-11-15 2024-11-15 2024-11-15 N N N 0.0481 314431115.72 314431115.72 0.0013 N N N N JP Morgan Securities LLC JP Morgan Securities LLC, 5.333654% ZBUT11V806EZRVTWT807 KCX989000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2026-09-30 0.375 - 0.875 6054795.00 5591946.85 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-04-01 2061-12-01 2.000 - 7.500 12811218.00 9667115.65 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 14951000.00 14951000.00 0.0001 N Y Y N SUMITOMO MITSUI TRUST BK LTD (GOV REPO) SUMITOMO MITSUI TRUST BK LTD (GOV REPO), 5.41% 5493006GGLR4BTEL8O61 KCW651000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-01-05 2024-01-05 2024-01-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0528 49000000.00 49000000.00 0.0002 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133END98 254900C5LP6DN9OP9V83 US3133END984 JXJ698000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-01 2024-08-01 N N N 0.0542 37000729.35 37000729.35 0.0002 N N N N FICC STATE STREET GC (GOV REPO) FICC STATE STREET GC (GOV REPO), 5.35% KCX318000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2026-01-31 0.250 - 2.625 10767300.00 10270499.94 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-03-01 2053-10-01 2.500 - 6.500 337206989.00 241343959.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-09-01 2057-09-01 2.000 - 6.500 368890832.00 244035243.24 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0535 484000000.00 484000000.00 0.0021 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPF42 254900C5LP6DN9OP9V83 US3133EPF422 KBK839000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-22 2024-11-22 N N N 0.0542 93023820.09 93023820.09 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 JTO600000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-15 2025-05-15 N N N 0.0548 132085670.64 132085670.64 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.52% 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-09-26 2024-09-26 N N N 0.0542 338012894.47 338012894.47 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.57% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 JMS524000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-25 2024-11-25 N N N 0.0550 121090978.69 121090978.69 0.0005 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RQ4 2549001DPIFGXC1TOL40 US313384RQ46 DIG928000 U.S. Government Agency Debt Y N/A N/A 2024-01-10 2024-01-10 2024-01-10 N N N 0.0534 147742972.84 147742972.84 0.0006 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384SE0 2549001DPIFGXC1TOL40 US313384SE07 DIG929000 U.S. Government Agency Debt Y N/A N/A 2024-01-24 2024-01-24 2024-01-24 N N N 0.0535 822891943.72 822891943.72 0.0035 N N Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 5.339755% 7TK5RJIZDFROZCA6XF66 KCX892000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2025-01-03 2026-02-23 1.750 - 5.200 495260.00 483678.85 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-03-01 2057-06-01 1.500 - 8.500 611896475.00 369368747.45 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 362385000.00 362385000.00 0.0015 N Y Y N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.35% KCX376000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2053-08-01 2.000 - 5.500 478628763.00 185907859.88 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-07-31 2028-07-31 0.375 - 1.000 2809500.00 2482966.37 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-07-01 2053-02-01 3.000 - 6.500 318764397.00 266799608.31 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0535 446000000.00 446000000.00 0.0019 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 JYB484000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-09-15 2025-09-15 N N N 0.0553 137044504.45 137044504.45 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.525% 3133EPYA7 254900C5LP6DN9OP9V83 US3133EPYA74 JYV262000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-10 2025-07-10 N N N 0.0549 139107713.88 139107713.88 0.0006 N N N N UST BILLS UST BILLS, 0% 912797HZ3 254900HROIFWPRGM1V77 US912797HZ39 JYA669000 U.S. Treasury Debt Y N/A N/A 2024-01-16 2024-01-16 2024-01-16 N N N 0.0419 2828205660.28 2828205660.28 0.0120 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AVSL7 2549001DPIFGXC1TOL40 US3130AVSL78 0001026214 JSX037000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-04-25 2024-04-25 N N N 0.0538 342033365.52 342033365.52 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.525% 3133EPA21 254900C5LP6DN9OP9V83 US3133EPA217 KAP519000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-30 2025-07-30 N N N 0.0550 41026109.62 41026109.62 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.57% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 JMS523000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-22 2024-11-22 N N N 0.0547 204907352.91 204907352.91 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPQ40 254900C5LP6DN9OP9V83 US3133EPQ403 KCP970000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-06-20 2025-06-20 N N N 0.0552 38000146.68 38000146.68 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 JUC731000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-12-23 2024-12-23 N N N 0.0544 117080543.97 117080543.97 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AXXT0 2549001DPIFGXC1TOL40 US3130AXXT06 0001026214 KBW164000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-01 2024-05-01 N N N 0.0537 305014932.80 305014932.80 0.0013 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.34% U7M81AY481YLIOR75625 KCS905000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-28 2028-02-29 0.750 - 4.000 232978600.00 222652036.87 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 218000000.00 218000000.00 0.0009 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.33% MBNUM2BPBDO7JBLYG310 0000315030 KBU231000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-12-20 2058-11-15 4.050 - 7.500 321271874.00 331161009.76 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2026-04-30 0.750 - 1.250 41505200.00 39021643.46 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 Y CITIGROUP INC 1.0000 4 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0533 361000000.00 361000000.00 0.0015 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EPRM9 254900C5LP6DN9OP9V83 US3133EPRM95 JWH808000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-01-28 2025-01-28 N N N 0.0547 68040032.96 68040032.96 0.0003 N N N N Sumitomo Mitsui Banking Corp. NY Sumitomo Mitsui Banking Corp. NY, 5.339755% 549300MS3WYYVQ4HXM15 KCX892000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2051-02-15 0.250 - 5.250 882071259.00 802825563.18 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 785529000.00 785529000.00 0.0033 N Y Y N UST BILLS UST BILLS, 0% 912797HT7 254900HROIFWPRGM1V77 US912797HT78 KBW039000 U.S. Treasury Debt Y N/A N/A 2024-06-06 2024-06-06 2024-06-06 N N N 0.0512 219098134.08 219098134.08 0.0009 N Y Y N UST BILLS UST BILLS, 0% 912797GX9 254900HROIFWPRGM1V77 US912797GX99 JXU873000 U.S. Treasury Debt Y N/A N/A 2024-03-14 2024-03-14 2024-03-14 N N N 0.0502 151412319.00 151412319.00 0.0006 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AX4P0 2549001DPIFGXC1TOL40 US3130AX4P07 0001026214 JXO900000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-07 2024-05-07 N N N 0.0538 310044144.00 310044144.00 0.0013 N N N N Bank of America, N.A. Bank of America, N.A., 5.339755% B4TYDEB6GKMZO031MB27 KCX892000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-04-01 2045-04-01 3.000 470474040.00 74762872.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 2051-04-01 1.250 - 3.500 2371960050.00 813761630.10 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 869722000.00 869722000.00 0.0037 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.46% 549300HN4UKV1E2R3U73 JYP015000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-03-01 2053-12-01 2.500 - 6.485 281526899.00 97514881.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2044-02-20 2063-09-20 4.000 - 6.500 22037907.00 20583257.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 2028-01-01 2053-11-01 2.000 - 6.500 45431862.00 44348455.13 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-25 2024-01-25 2024-01-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0535 157000000.00 157000000.00 0.0007 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVSA1 2549001DPIFGXC1TOL40 US3130AVSA14 0001026214 JSW961000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0560 648162556.36 648162556.36 0.0028 N N N N BNP PARIBAS BNP PARIBAS, 5.4% R0MUWSFPU8MPRO8K5P83 KBJ784000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-05-01 2051-09-01 2.500 - 6.500 5802.00 1360.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-05-01 2053-08-01 4.500 - 6.500 10456062.00 10394476.79 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2053-02-15 0.000 - 6.250 354277509.00 313068065.32 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-02-20 2053-07-20 5.000 - 6.500 2997069.00 2991161.00 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-16 2024-02-16 2024-02-16 N N N 0.0530 317000000.00 317000000.00 0.0013 N N N Y BNY MELLON CAPITAL MARKETS LLC(GOV REPO) BNY MELLON CAPITAL MARKETS LLC(GOV REPO), 5.35% VJW2DOOHGDT6PR0ZRO63 KCL472000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-08-26 2053-12-01 2.500 - 6.500 17838918.00 17670804.04 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-02-21 2024-03-27 0.000 38619000.00 38230824.41 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2026-10-13 2026-10-13 5.180 1000.00 1006.64 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-08-15 2053-09-20 2.000 - 6.000 19148814.00 10846290.18 Agency Mortgage-Backed Securities Federal National Mortgage Association S6XOOCT0IEG5ABCC6L87 2024-02-01 2053-12-01 2.500 - 6.500 44616170.00 43108848.99 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-30 2051-02-15 0.000 - 5.316 330509230.00 318747948.07 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0524 419000000.00 419000000.00 0.0018 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPWQ4 254900C5LP6DN9OP9V83 JYH775000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-22 2024-11-22 N N N 0.0544 65033932.60 65033932.60 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AX4S4 2549001DPIFGXC1TOL40 US3130AX4S46 0001026214 JXP753000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-08 2024-05-08 N N N 0.0538 232033259.52 232033259.52 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133ENQJ2 254900C5LP6DN9OP9V83 US3133ENQJ28 JWP705000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-03-04 2024-03-04 N N N 0.0533 35001186.85 35001186.85 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.505% 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-02-20 2025-02-20 N N N 0.0546 79052723.81 79052723.81 0.0003 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.35% MBNUM2BPBDO7JBLYG310 0000315030 KCW997000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-25 2057-02-01 1.500 - 7.425 603799614.00 253575659.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-07-01 2053-10-01 2.569 - 6.850 219272731.00 82481769.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2053-08-15 0.000 527077954.00 220353474.23 U.S. Treasuries (including strips) Y N/A N/A 2024-01-04 2024-01-04 2024-01-04 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0522 543000000.00 543000000.00 0.0023 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPKQ7 254900C5LP6DN9OP9V83 US3133EPKQ72 JVB303000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-24 2024-05-24 N N N 0.0539 148035767.16 148035767.16 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 JTO296000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-02-26 2025-02-26 N N N 0.0547 207070433.82 207070433.82 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPMT9 254900C5LP6DN9OP9V83 US3133EPMT93 JVB169000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-06-14 2024-06-14 N N N 0.0541 46019376.58 46019376.58 0.0002 N N N N BNP PARIBAS BNP PARIBAS, 5.4% R0MUWSFPU8MPRO8K5P83 KBK719000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-04-01 2051-09-01 2.500 - 4.500 122885.00 108654.06 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2038-03-12 3.375 1425000.00 1265528.61 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-08-15 2040-08-15 5.000 1000.00 59.21 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2052-02-15 0.000 - 6.250 349361579.00 326293698.74 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-07-01 2053-08-01 4.500 - 6.000 8839.00 8509.77 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0530 318000000.00 318000000.00 0.0014 N N N Y LLOYDS BANK PLC. LLOYDS BANK PLC., 5.49% H7FNTJ4851HG0EXQ1Z70 KBP005000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2024-11-15 0.750 106309200.00 102601703.16 U.S. Treasuries (including strips) Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0538 100000000.00 100000000.00 0.0004 N N N Y RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.38% 549300QJJX6CVVUXLE15 KBD449000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2053-05-15 0.250 - 4.625 637030800.00 566778369.03 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0525 551000000.00 551000000.00 0.0023 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPDA0 254900C5LP6DN9OP9V83 US3133EPDA04 JRO186000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-03-13 2024-03-13 N N N 0.0533 77005828.90 77005828.90 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.54% 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-21 2025-07-21 N N N 0.0550 259220999.52 259220999.52 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.535% 3130AXS90 2549001DPIFGXC1TOL40 US3130AXS902 0001026214 KCK819000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-11-17 2025-11-17 N N N 0.0555 468047113.56 468047113.56 0.0020 N N N N UST BILLS UST BILLS, 0% 912797JG3 254900HROIFWPRGM1V77 US912797JG30 KAV287000 U.S. Treasury Debt Y N/A N/A 2024-03-05 2024-03-05 2024-03-05 N N N 0.0499 1226740154.78 1226740154.78 0.0052 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.34% FOR8UP27PHTHYVLBNG30 0000769993 KCX422000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-08-15 2042-11-15 0.625 - 4.375 26727100.00 23185797.73 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2053-10-01 1.500 - 7.500 1588485819.00 1018556717.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-02-01 2053-12-01 2.000 - 7.500 639238154.00 457712494.59 Agency Mortgage-Backed Securities Government National Mortgage Association 2033-09-15 2063-12-15 2.000 - 6.210 1115445934.00 839772109.47 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-01-05 N N N 0.0521 2292000000.00 2292000000.00 0.0098 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 JMG223000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-04-26 2024-04-26 N N N 0.0538 184047898.88 184047898.88 0.0008 N N N N Royal Bank of Canada Royal Bank of Canada, 5.339755% ES7IP3U3RHIGC71XBU11 KCX892000_07750 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-15 2053-08-15 0.250 - 4.625 564942135.00 512745744.58 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 501866000.00 501866000.00 0.0021 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVQK1 2549001DPIFGXC1TOL40 US3130AVQK14 0001026214 JSS504000 U.S. Government Agency Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0564 484327857.90 484327857.90 0.0021 N N N N UST NOTES UST NOTES, 0.875% 91282CDV0 254900HROIFWPRGM1V77 US91282CDV00 IGD152000 U.S. Treasury Debt Y N/A N/A 2024-01-31 2024-01-31 2024-01-31 N N N 0.0483 80713022.67 80713022.67 0.0003 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.14% 3130AUWH3 2549001DPIFGXC1TOL40 US3130AUWH38 0001026214 JQS408000 U.S. Government Agency Debt Y N/A N/A 2024-02-14 2024-02-14 2024-02-14 N N N 0.0537 340860374.14 340860374.14 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AY2A3 2549001DPIFGXC1TOL40 US3130AY2A38 0001026214 KCE401000 U.S. Government Agency Debt Y N/A N/A 2024-06-11 2024-06-11 2024-06-11 N N N 0.0557 608623035.09 608623035.09 0.0026 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.34% U7M81AY481YLIOR75625 KCM327000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-31 2044-02-15 0.750 - 4.125 355130800.00 333342290.61 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 325000000.00 325000000.00 0.0014 N N Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.34% KBVRJ5K57JZ3E2AVWX40 0000877559 KCX421000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2049-02-15 0.375 - 4.750 71190500.00 66340414.46 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-05 N N N 0.0521 65000000.00 65000000.00 0.0003 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC, 5.339755% ZBUT11V806EZRVTWT807 KCX892000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-04-01 2061-12-01 2.000 - 7.500 328785866.00 248095909.37 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2026-09-30 0.375 - 0.875 155389662.00 143511176.41 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 383701000.00 383701000.00 0.0016 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.505% 3133EPE76 254900C5LP6DN9OP9V83 US3133EPE763 KBJ658000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-20 2025-05-20 N N N 0.0548 45024643.80 45024643.80 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AWWC0 2549001DPIFGXC1TOL40 US3130AWWC07 0001026214 JXB534000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-21 2024-11-21 N N N 0.0544 127071531.48 127071531.48 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-16 2025-05-16 N N N 0.0547 113114766.19 113114766.19 0.0005 N N N N UST BILLS UST BILLS, 0% 912797FS1 254900HROIFWPRGM1V77 US912797FS14 JUO615000 U.S. Treasury Debt Y N/A N/A 2024-06-13 2024-06-13 2024-06-13 N N N 0.0513 922117231.83 922117231.83 0.0039 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.53% 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 KCE402000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-12-15 2025-12-15 N N N 0.0552 128066393.60 128066393.60 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 JKG581000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-04-12 2024-04-12 N N N 0.0537 372534229.03 372534229.03 0.0016 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.43% VYVVCKR63DVZZN70PB21 0000276523 KCQ674000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-05-01 2054-01-01 1.500 - 7.500 710504443.00 642934803.10 Agency Mortgage-Backed Securities Y N/A N/A 2024-03-21 2024-03-21 2024-03-21 N N N 0.0535 629000000.00 629000000.00 0.0027 N N N Y NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.35% KX1WK48MPD4Y2NCUIZ63 KCX310000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2053-05-15 1.250 - 5.000 485043100.00 443933058.50 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0535 434000000.00 434000000.00 0.0018 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.54% 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-24 2025-07-24 N N N 0.0550 273233352.21 273233352.21 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AW5J5 2549001DPIFGXC1TOL40 US3130AW5J55 0001026214 JTU989000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-22 2024-08-22 N N N 0.0544 321094444.62 321094444.62 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.25% 3130AVR79 2549001DPIFGXC1TOL40 US3130AVR791 0001026214 JSV741000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0559 324543956.75 324543956.75 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AXJT6 2549001DPIFGXC1TOL40 US3130AXJT61 0001026214 KCL006000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-23 2024-07-23 N N N 0.0542 152032822.88 152032822.88 0.0006 N N N N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., 5.339755% CYYGQCGNHMHPSMRL3R97 KCX892000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-18 2043-05-15 0.000 - 6.875 225207624.00 222555726.24 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-11-01 2053-11-01 6.000 110583955.00 111225827.18 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 327043000.00 327043000.00 0.0014 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-10-21 2024-10-21 N N N 0.0542 277066516.58 277066516.58 0.0012 N N N N UST NOTES UST NOTES, 2.25% 9128286R6 254900HROIFWPRGM1V77 US9128286R69 EED423000 U.S. Treasury Debt Y N/A N/A 2024-04-30 2024-04-30 2024-04-30 N N N 0.0524 127710000.00 127710000.00 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.525% 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-25 2025-07-25 N N N 0.0551 78037735.62 78037735.62 0.0003 N N N N SMBC NIKKO SEC AM INC(GOV RP) SMBC NIKKO SEC AM INC(GOV RP), 5.33% 6PJDTY319315T5LR2241 KCX373000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-30 2053-11-15 0.000 - 6.000 708366000.00 715465656.27 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 700000000.00 700000000.00 0.0030 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.51% 3130AXD21 2549001DPIFGXC1TOL40 US3130AXD219 0001026214 JYN688000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-03-27 2025-03-27 N N N 0.0547 381216968.07 381216968.07 0.0016 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TD1 2549001DPIFGXC1TOL40 US313384TD15 313384TD1 U.S. Government Agency Debt Y N/A N/A 2024-02-16 2024-02-16 2024-02-16 N N N 0.0543 212464965.16 212464965.16 0.0009 N N Y N UST NOTES UST NOTES, 2.5% 91282CEK3 254900HROIFWPRGM1V77 US91282CEK36 JAF079000 U.S. Treasury Debt Y N/A N/A 2024-04-30 2024-04-30 2024-04-30 N N N 0.0523 201144454.14 201144454.14 0.0009 N Y Y N BNP PARIBAS BNP PARIBAS, 5.39% R0MUWSFPU8MPRO8K5P83 KBW775000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2050-08-15 0.250 - 6.750 334535600.00 322839466.77 U.S. Treasuries (including strips) Y N/A N/A 2024-03-01 2024-03-01 2024-03-01 N N N 0.0530 315000000.00 315000000.00 0.0013 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 KBP973000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-11-28 2025-11-28 N N N 0.0554 206033139.22 206033139.22 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EPYZ2 254900C5LP6DN9OP9V83 US3133EPYZ26 KAH848000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-03-20 2025-03-20 N N N 0.0547 136076223.92 136076223.92 0.0006 N N N N UST BILLS UST BILLS, 0% 912797GQ4 254900HROIFWPRGM1V77 US912797GQ49 JXO891000 U.S. Treasury Debt Y N/A N/A 2024-03-07 2024-03-07 2024-03-07 N N N 0.0501 672320104.62 672320104.62 0.0029 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 KBU266000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-12-01 2025-12-01 N N N 0.0552 157093369.47 157093369.47 0.0007 N N N N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP, 5.34% RUC0QBLBRPRCU4W1NE59 0000772028 KCW620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2053-05-15 0.000 - 5.000 114011000.00 110477519.37 U.S. Treasuries (including strips) Y N/A N/A 2024-01-03 2024-01-03 2024-01-03 N N N 0.0520 108000000.00 108000000.00 0.0005 N N Y N UST NOTES UST NOTES, 5.36788% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2024-01-02 2024-07-31 2024-07-31 N N N 0.0547 1244223207.15 1244223207.15 0.0053 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.52% 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-08-25 2025-08-25 N N N 0.0553 149020179.07 149020179.07 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 JKF573000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-01-05 2024-01-05 N N N 0.0533 928996181.81 928996181.81 0.0040 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.51% 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-03-06 2025-03-06 N N N 0.0547 231149163.63 231149163.63 0.0010 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.36% 2IGI19DL77OX0HC3ZE78 KBL856000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-07-20 2053-07-20 5.000 452743.00 447581.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-05-01 2053-10-01 2.000 - 6.500 132306748.00 112470747.72 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-01-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 110000000.00 110000000.00 0.0005 N N Y N Fidelity Government Cash Reserves 2024-01-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer