0001752724-24-020669.txt : 20240207 0001752724-24-020669.hdr.sgml : 20240207 20240207132325 ACCESSION NUMBER: 0001752724-24-020669 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240131 FILED AS OF DATE: 20240207 DATE AS OF CHANGE: 20240207 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: 24603526 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 2024-01-31 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 25 80 150835406687.10 147982984888.82 150681795756.77 149007101275.85 177297931691.31 173235871811.08 175235882591.31 174688072298.83 0.6200 0.6200 0.6300 0.6200 0.7300 0.7300 0.7300 0.7200 1243000758.78 237735777210.14 237726951205.05 3217589475.80 8207756787.91 233979784651.72 233941197721.4700 1.0000 0.0541 1.0002 1.0002 1.0002 1.0002 C000019553 1.00 233979784651.72 233941197721.4700 1.0002 1.0002 1.0002 1.0002 24659534045.57 21832934979.46 21983598905.78 24599191253.08 18868762355.11 18460250420.82 21846861427.65 22642880386.48 101184998923.11 100709666686.95 0.0502 N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KDV349000 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 2027-02-01 2057-09-01 3.000 - 4.500 183836536.00 142020114.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-04-15 2057-05-15 2.610 - 7.000 411117733.00 335465129.26 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2031-01-31 2031-01-31 4.000 244944000.00 246081519.94 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2052-07-01 2.500 - 5.500 3036680.00 2404847.73 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 711000000.00 711000000.00 0.0030 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.37% 3133ENWG1 254900C5LP6DN9OP9V83 US3133ENWG15 JUU700000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-09 2024-05-09 N N N 0.0526 64005685.76 64005685.76 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 0.0529 2335396610.09 2335396610.09 0.0100 N Y Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.33% 3Y4U8VZURTYWI1W2K376 KDI499000 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 2041-11-20 2064-01-20 3.500 - 7.500 204708531.00 185221348.60 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 1 N N/A N/A N N 0.0533 181000000.00 181000000.00 0.0008 N Y Y N SMBC NIKKO SEC AM INC(GOV RP) SMBC NIKKO SEC AM INC(GOV RP), 5.31% 6PJDTY319315T5LR2241 KEC689000 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 - 7.500 719975776.00 739698108.15 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 725000000.00 725000000.00 0.0031 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 JLH097000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-03-06 2024-03-06 N N N 0.0523 183008321.01 183008321.01 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 2063-11-20 2.500 - 7.000 191223582.00 130275452.76 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2052-11-15 0.000 - 6.750 1631637576.00 1456384218.43 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2039-07-11 2043-06-12 2.800 - 3.740 4160000.00 3527545.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-01-01 2053-12-01 2.000 - 7.500 341496530.00 199454227.26 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-08-09 2041-08-09 2.450 3000.00 2151.00 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-09-01 2053-10-01 1.500 - 7.000 425251723.00 188298729.64 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-07 2024-02-07 2024-02-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 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 919649602.47 919649602.47 0.0039 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133EPXC4 254900C5LP6DN9OP9V83 US3133EPXC40 JYJ779000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-29 2025-04-29 N N N 0.0538 156097361.16 156097361.16 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AWAM2 2549001DPIFGXC1TOL40 US3130AWAM27 0001026214 JUB460000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-28 2024-05-28 N N N 0.0528 615199905.75 615199905.75 0.0026 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.335% 3130AYME3 2549001DPIFGXC1TOL40 US3130AYME39 0001026214 KDP296000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-08 2024-10-08 N N N 0.0531 155998995.36 155998995.36 0.0007 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC, 5.315055% VYVVCKR63DVZZN70PB21 KEC883000_08395 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 2036-03-25 2036-03-25 5.768 201842.00 1197.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2024-06-15 2064-01-20 1.500 - 9.000 1164147051.00 483681861.59 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 474129000.00 474129000.00 0.0020 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.385% 3130AWX96 2549001DPIFGXC1TOL40 US3130AWX961 0001026214 JXC294000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-17 2024-05-17 N N N 0.0527 284038288.88 284038288.88 0.0012 N N N N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc., 5.315055% 549300QJJX6CVVUXLE15 KEC883000_07749 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 2024-02-08 2053-11-15 0.000 - 6.875 1187303903.00 1092475244.95 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 1069551000.00 1069551000.00 0.0046 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYB96 2549001DPIFGXC1TOL40 US3130AYB963 0001026214 KCS051000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-23 2024-07-23 N N N 0.0531 104013322.40 104013322.40 0.0004 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KDT026000 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 2051-11-01 2053-12-01 2.000 - 7.000 40444436.00 37808349.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2059-04-01 2.000 - 7.000 70629381.00 49016989.34 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2050-01-21 2050-01-21 3.200 4000.00 2818.02 Agency Debentures and Agency Strips Y N/A N/A 2024-02-07 2024-02-07 2024-02-20 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 85000000.00 85000000.00 0.0004 N N Y 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 0.0546 322738612.25 322738612.25 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 0.0522 307124276.67 307124276.67 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.385% 3130AWXM7 2549001DPIFGXC1TOL40 US3130AWXM79 0001026214 JXC950000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-16 2024-05-16 N N N 0.0527 308041429.08 308041429.08 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AYEN2 2549001DPIFGXC1TOL40 US3130AYEN20 0001026214 KDD806000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-08 2025-07-08 N N N 0.0542 152997093.00 152997093.00 0.0007 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 2024-03-07 2033-05-15 0.000 - 6.125 297949600.00 279456555.05 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0534 272000000.00 272000000.00 0.0012 N Y Y N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.31% O2RNE8IBXP4R0TD8PU41 KEB409000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2051-05-15 1.625 - 3.000 1033491300.00 711405275.83 U.S. Treasuries (including strips) Y N/A N/A 2024-02-06 2024-02-06 2024-02-06 N N N 0.0518 691000000.00 691000000.00 0.0030 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AWTB6 2549001DPIFGXC1TOL40 US3130AWTB60 0001026214 JWP901000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-07 2024-11-07 N N N 0.0534 311665194.68 311665194.68 0.0013 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.315055% 5U0XI89JRFVHWIBS4F54 KEC883000_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 4440760729.00 1516677795.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.500 646079820.00 603549706.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-10-20 3.000 - 6.500 4333387310.00 2868715378.30 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 4860417000.00 4860417000.00 0.0208 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AV6G2 2549001DPIFGXC1TOL40 US3130AV6G26 0001026214 JRH760000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-28 2024-05-28 N N N 0.0528 337076616.95 337076616.95 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-04-20 2052-10-20 2.000 - 5.500 352199337.00 161284467.71 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 N N N 0.0522 157000000.00 157000000.00 0.0007 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130AYBG0 2549001DPIFGXC1TOL40 US3130AYBG06 0001026214 KCS652000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-26 2024-08-26 N N N 0.0525 110054333.40 110054333.40 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 0.0524 109838185.05 109838185.05 0.0005 N N N N Sumitomo Mitsui Banking Corp. NY Sumitomo Mitsui Banking Corp. NY, 5.315055% 549300MS3WYYVQ4HXM15 KEC883000_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 2024-07-31 2051-02-15 0.250 - 5.250 871415710.00 790953826.79 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 770077000.00 770077000.00 0.0033 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 JMH440000 U.S. Government Agency Debt Y N/A N/A 2024-02-02 2024-05-02 2024-05-02 N N N 0.0525 184046918.16 184046918.16 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AVBG6 2549001DPIFGXC1TOL40 US3130AVBG66 0001026214 JXJ659000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-06 2024-09-06 N N N 0.0533 155061962.80 155061962.80 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AX4J4 2549001DPIFGXC1TOL40 US3130AX4J47 0001026214 JXO970000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-06 2024-05-06 N N N 0.0526 465052791.45 465052791.45 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 0.0482 76078990.60 76078990.60 0.0003 N N N N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.32% KX1WK48MPD4Y2NCUIZ63 KEC664000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-03-31 2030-03-31 3.625 109611000.00 109156155.68 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 107000000.00 107000000.00 0.0005 N Y Y 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 0.0549 910622764.01 910622764.01 0.0039 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-24 2025-07-24 N N N 0.0541 107063327.95 107063327.95 0.0005 N N N N UST BILLS UST BILLS, 0% 912796CX5 254900HROIFWPRGM1V77 US912796CX52 JSR440000 U.S. Treasury Debt Y N/A N/A 2024-04-18 2024-04-18 2024-04-18 N N N 0.0528 1709823296.17 1709823296.17 0.0073 N Y Y 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 0.0522 184449012.65 184449012.65 0.0008 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYBF2 2549001DPIFGXC1TOL40 US3130AYBF23 0001026214 KCS535000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-26 2024-07-26 N N N 0.0523 107052906.15 107052906.15 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-01-27 2025-01-27 N N N 0.0538 313170757.15 313170757.15 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-09-26 2025-09-26 N N N 0.0544 107031941.64 107031941.64 0.0005 N N N N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.32% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KEC694000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-07-31 2028-10-31 1.000 - 4.875 539045000.00 532518691.24 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-02-07 N N N 0.0519 522000000.00 522000000.00 0.0022 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.33% 3130AYP91 2549001DPIFGXC1TOL40 US3130AYP914 0001026214 KDU919000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-05 2024-09-05 N N N 0.0515 256256729.60 256256729.60 0.0011 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KEA518000 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 2026-10-01 2060-03-01 2.000 - 7.000 440158131.00 317834951.65 Agency Mortgage-Backed Securities Government National Mortgage Association 2033-11-15 2064-07-15 2.500 - 6.730 258136711.00 223729206.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-04-01 2053-07-01 2.000 - 6.500 405290526.00 244771171.75 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-02-29 2040-05-15 1.125 - 4.375 199968560.00 180033709.00 U.S. Treasuries (including strips) Y N/A N/A 2024-02-05 2024-02-05 2024-02-05 N N N 0.0520 947000000.00 947000000.00 0.0040 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AXTF5 2549001DPIFGXC1TOL40 US3130AXTF57 0001026214 KBI506000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-19 2025-05-19 N N N 0.0539 155078727.60 155078727.60 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AXAS7 2549001DPIFGXC1TOL40 US3130AXAS79 0001026214 JYC512000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-03-20 2025-03-20 N N N 0.0542 235522169.97 235522169.97 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.33% 3130AYQ25 2549001DPIFGXC1TOL40 US3130AYQ250 0001026214 KDV666000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-28 2024-08-28 N N N 0.0517 105090646.50 105090646.50 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AXTX6 2549001DPIFGXC1TOL40 US3130AXTX63 0001026214 KBJ276000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-17 2024-05-17 N N N 0.0525 108006613.92 108006613.92 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 JQA414000 U.S. Government Agency Debt Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 N N N 0.0520 561001856.91 561001856.91 0.0024 N N Y N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.31% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KEC677000 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 2031-01-31 1.250 - 4.000 109991000.00 107115831.78 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 105000000.00 105000000.00 0.0004 N Y Y 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 2024-02-03 2024-02-03 2024-05-30 N N N 0.0338 32000374.08 32000374.08 0.0001 N N Y N UST NOTES UST NOTES, 5.419529% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2024-02-01 2024-10-31 2024-10-31 N N N 0.0545 371437142.20 371437142.20 0.0016 N Y Y N Royal Bank of Canada Royal Bank of Canada, 5.315055% ES7IP3U3RHIGC71XBU11 KEC883000_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 185285762.00 169347233.38 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 165780000.00 165780000.00 0.0007 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.37% 3133EPX26 254900C5LP6DN9OP9V83 US3133EPX268 KDN620000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-01-22 2025-01-22 N N N 0.0531 88036871.12 88036871.12 0.0004 N N N 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 2024-05-15 2053-11-15 0.250 - 5.000 487041400.00 448386105.17 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-02-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0526 434000000.00 434000000.00 0.0019 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 0.0555 332567462.86 332567462.86 0.0014 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.38% 549300HN4UKV1E2R3U73 KDO919000 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 2026-02-01 2054-02-01 1.500 - 7.500 163399272.00 143873403.63 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-05-21 2024-05-21 5.370 15000.00 15210.78 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-09-01 2054-01-01 2.000 - 6.000 277369744.00 199821999.98 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-11-15 2063-11-20 3.000 - 8.000 1263272857.00 134648128.81 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-18 2024-04-18 2024-04-18 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0530 468000000.00 468000000.00 0.0020 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 JWD539000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-27 2025-05-27 N N N 0.0542 56026234.32 56026234.32 0.0002 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KDW103000 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 2029-01-01 2057-02-01 2.000 - 7.000 418919442.00 282585293.76 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-01-31 2026-01-31 4.250 415436000.00 415615052.92 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-09-01 2053-09-01 1.500 - 6.000 374095705.00 150172623.86 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 N N N 0.0519 831000000.00 831000000.00 0.0036 N N Y 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 2024-05-01 2061-01-01 2.000 - 6.500 1774518595.00 1032854214.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-06-20 2053-12-20 2.500 - 6.500 7079.00 3252.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-09-01 2053-11-01 2.000 - 6.500 239707710.00 72669550.91 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0536 1076000000.00 1076000000.00 0.0046 N Y Y N 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 0.0531 353866532.46 353866532.46 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-14 2025-10-14 N N N 0.0547 423990091.12 423990091.12 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 36869474.00 32257695.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-06-01 2053-10-01 2.000 - 6.500 93393891.00 51773665.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-05-01 2053-10-01 3.000 - 6.500 8224133.00 7514385.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2052-02-15 0.000 - 5.435 508305137.00 404374827.02 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2043-06-12 2043-06-12 3.740 10000.00 8481.36 Agency Debentures and Agency Strips Y N/A N/A 2024-02-05 2024-02-05 2024-02-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0525 480000000.00 480000000.00 0.0021 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.365% 3133EPQ65 254900C5LP6DN9OP9V83 US3133EPQ650 KCP971000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-20 2024-09-20 N N N 0.0535 34999177.15 34999177.15 0.0001 N N N 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 2024-10-31 2053-02-15 0.000 - 5.495 353531924.00 319734395.79 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-01-15 2038-01-15 6.000 1262018.00 407628.77 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2043-06-12 2043-06-12 3.740 20000.00 16962.71 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-10-01 2052-11-01 2.500 - 4.500 1854661.00 1583011.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-07-01 2032-07-01 6.500 18105344.00 370169.82 Agency Mortgage-Backed Securities Y N/A N/A 2024-03-13 2024-03-13 2024-03-13 N N N 0.0529 312000000.00 312000000.00 0.0013 N N N Y 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 0.0525 1294586437.95 1294586437.95 0.0055 N Y Y N Credit Agricole CIB New York Branch Credit Agricole CIB New York Branch, 5.315055% 1VUV7VQFKUOQSJ21A208 KEC883000_02102 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 2025-08-25 2054-01-01 0.375 - 7.000 34711315.00 19146214.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-12-30 2054-02-01 0.375 - 7.500 158227039.00 120898171.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-02-20 2063-08-20 1.500 - 6.500 138580932.00 94741820.81 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-03-28 2038-08-25 0.000 - 6.220 48642138.00 47039156.20 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2029-03-31 2053-05-15 1.125 - 4.500 1197985954.00 941901757.07 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-04-25 2036-02-25 0.720 - 6.250 22308301.00 20882621.79 Agency Debentures and Agency Strips Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 1215075000.00 1215075000.00 0.0052 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPNQ4 254900C5LP6DN9OP9V83 US3133EPNQ46 JVB493000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-03 2024-10-03 N N N 0.0533 69040605.81 69040605.81 0.0003 N N N N Nomura Securities International Nomura Securities International, 5.315055% OXTKY6Q8X53C9ILVV871 KEC883000_07426 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 2024-02-15 2065-05-15 1.500 - 10.000 1204801889.00 263509554.21 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2065-09-15 0.000 - 7.125 429869.00 486434.95 Agency Debentures and Agency Strips Resolution Funding Corp 2030-04-15 2030-04-15 8.875 237.00 303.01 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-02-06 2052-08-15 0.000 - 5.495 790623460.00 757611491.75 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-02-25 2054-02-01 0.000 - 9.500 1687961790.00 374759520.73 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-02-21 2038-06-11 1.250 - 6.610 2949566.00 2761626.51 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-11-01 2062-09-01 0.000 - 7.902 2753024148.00 602563161.19 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-05-16 2044-10-06 1.450 - 5.980 224537.00 197960.51 Agency Debentures and Agency Strips Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 1959806000.00 1959806000.00 0.0084 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 JNB488000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-06 2024-08-06 N N N 0.0533 173120010.10 173120010.10 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 0.0522 216104494.32 216104494.32 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.33% 3133EP2A2 254900C5LP6DN9OP9V83 US3133EP2A24 KEB681000 U.S. Government Agency Debt Y N/A N/A 2024-02-06 2024-11-06 2024-11-06 N N N 0.0532 45000000.00 45000000.00 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXZ50 2549001DPIFGXC1TOL40 US3130AXZ501 0001026214 KCK257000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-12-08 2025-12-08 N N N 0.0546 305987037.84 305987037.84 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 JSK883000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-10 2025-04-10 N N N 0.0538 32016351.68 32016351.68 0.0001 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KEB420000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-08-15 2051-08-15 1.250 - 4.375 125941300.00 109344529.34 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-03-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 107000000.00 107000000.00 0.0005 N N Y N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.31% KEC672000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-11-30 2028-07-31 1.000 - 1.250 368545200.00 327468332.98 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 321000000.00 321000000.00 0.0014 N Y Y 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 0.0546 322748715.69 322748715.69 0.0014 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.31% KBVRJ5K57JZ3E2AVWX40 0000877559 KEC711000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-31 2033-02-15 2.125 - 4.375 326230000.00 326503955.67 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 320000000.00 320000000.00 0.0014 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 5.315055% KBVRJ5K57JZ3E2AVWX40 KEC883000_03735 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 2049-10-20 2052-08-20 3.000 - 4.500 13623699.00 6102818.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 2054-02-01 2.000 - 6.500 60447470.00 54848719.38 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2045-08-15 0.000 - 4.875 143695991.00 132476093.18 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-09-01 2054-02-01 2.000 - 6.500 107786805.00 82616545.46 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 270585000.00 270585000.00 0.0012 N Y Y 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 2026-08-31 2051-08-15 0.750 - 3.750 32619600.00 28931092.26 U.S. Treasuries (including strips) Y N/A N/A 2024-02-06 2024-02-06 2024-02-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0523 28000000.00 28000000.00 0.0001 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXD54 2549001DPIFGXC1TOL40 US3130AXD540 0001026214 JYN695000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-06-27 2025-06-27 N N N 0.0545 380992242.84 380992242.84 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AWXT2 2549001DPIFGXC1TOL40 US3130AWXT23 0001026214 JXD699000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-22 2025-05-22 N N N 0.0541 158068959.10 158068959.10 0.0007 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.32% U7M81AY481YLIOR75625 KEC653000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-18 2053-11-15 0.000 - 4.750 852942400.00 819100849.74 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 801000000.00 801000000.00 0.0034 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AXNW4 2549001DPIFGXC1TOL40 US3130AXNW45 0001026214 KDI692000 U.S. Government Agency Debt Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 N N N 0.0522 159999896.00 159999896.00 0.0007 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.33% 3130AYSP2 2549001DPIFGXC1TOL40 US3130AYSP22 0001026214 KEC893000 U.S. Government Agency Debt Y N/A N/A 2024-02-09 2024-09-09 2024-09-09 N N N 0.0531 75000000.00 75000000.00 0.0003 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 KEC692000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-11-30 2042-08-15 2.750 - 3.875 376569300.00 374395230.27 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 367000000.00 367000000.00 0.0016 N Y Y N UST BILLS UST BILLS, 0% 912797JX6 254900HROIFWPRGM1V77 US912797JX62 KDN655000 U.S. Treasury Debt Y N/A N/A 2024-05-21 2024-05-21 2024-05-21 N N N 0.0526 2303057133.00 2303057133.00 0.0098 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 JRN658000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-03-10 2025-03-10 N N N 0.0539 98025617.20 98025617.20 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPZE8 254900C5LP6DN9OP9V83 US3133EPZE87 KDO296000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-23 2025-10-23 N N N 0.0548 35999368.56 35999368.56 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AWQB9 2549001DPIFGXC1TOL40 US3130AWQB97 0001026214 JWH811000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-12-26 2024-12-26 N N N 0.0535 313220013.96 313220013.96 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.37% 3133EPJZ9 254900C5LP6DN9OP9V83 US3133EPJZ90 JTU978000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-17 2024-05-17 N N N 0.0527 39003540.03 39003540.03 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPU52 254900C5LP6DN9OP9V83 US3133EPU520 KDD676000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2026-01-12 2026-01-12 N N N 0.0543 176074224.48 176074224.48 0.0008 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.32% U7M81AY481YLIOR75625 KDT854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-15 2044-02-15 0.250 - 3.625 231514800.00 219566946.68 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-02-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 215000000.00 215000000.00 0.0009 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AXTD0 2549001DPIFGXC1TOL40 US3130AXTD00 0001026214 KBI505000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-08-18 2025-08-18 N N N 0.0542 231087646.02 231087646.02 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.4% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 JLQ839000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-28 2024-05-28 N N N 0.0528 239046382.73 239046382.73 0.0010 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.32% KBVRJ5K57JZ3E2AVWX40 0000877559 KDW087000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-15 2049-02-15 0.250 - 4.625 90198200.00 87806419.69 U.S. Treasuries (including strips) Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 N N N 0.0518 86000000.00 86000000.00 0.0004 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 JXI262000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-08-28 2025-08-28 N N N 0.0541 66050589.00 66050589.00 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 0.0526 430354542.35 430354542.35 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 0.0504 807768505.55 807768505.55 0.0035 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPD44 254900C5LP6DN9OP9V83 US3133EPD443 KCL813000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-11-14 2025-11-14 N N N 0.0543 134071283.98 134071283.98 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AW3T5 2549001DPIFGXC1TOL40 US3130AW3T55 0001026214 JTU431000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-02-23 2024-02-23 N N N 0.0522 628010933.48 628010933.48 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 0.0533 121647555.42 121647555.42 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 0001026214 JXO969000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-09-02 2025-09-02 N N N 0.0545 437103057.71 437103057.71 0.0019 N N N N BNP PARIBAS BNP PARIBAS, 5.32% R0MUWSFPU8MPRO8K5P83 KDJ263000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2053-02-15 0.250 - 5.495 348238016.00 331505967.95 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 324000000.00 324000000.00 0.0014 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130AYRV0 2549001DPIFGXC1TOL40 US3130AYRV09 0001026214 KEB685000 U.S. Government Agency Debt Y N/A N/A 2024-02-08 2024-08-08 2024-08-08 N N N 0.0000 150000000.00 150000000.00 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.32% 3130AYN69 2549001DPIFGXC1TOL40 US3130AYN695 0001026214 KDT179000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-23 2024-07-23 N N N 0.0531 310997866.54 310997866.54 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.33% 3130AYQY5 2549001DPIFGXC1TOL40 US3130AYQY56 0001026214 KEA753000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-06 2024-09-06 N N N 0.0531 346000602.04 346000602.04 0.0015 N N N 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 0.0549 11889477.31 11889477.31 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.405% 3133EPUA1 254900C5LP6DN9OP9V83 US3133EPUA11 JXD667000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-23 2024-09-23 N N N 0.0533 32009728.96 32009728.96 0.0001 N N N N UST NOTES UST NOTES, 5.204529% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 JAE853000 U.S. Treasury Debt Y N/A N/A 2024-02-01 2024-04-30 2024-04-30 N N N 0.0530 1240538695.48 1240538695.48 0.0053 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130AYQX7 2549001DPIFGXC1TOL40 US3130AYQX73 0001026214 KEA749000 U.S. Government Agency Debt Y N/A N/A 2024-02-05 2024-09-05 2024-09-05 N N N 0.0000 256036994.56 256036994.56 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 JLG480000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-28 2024-08-28 N N N 0.0533 22007857.52 22007857.52 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AWUC2 2549001DPIFGXC1TOL40 US3130AWUC25 0001026214 JWR430000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-09 2025-04-09 N N N 0.0539 48030881.28 48030881.28 0.0002 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.314184% 5U0XI89JRFVHWIBS4F54 KEC970000_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 9557778.00 3264322.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-10-20 3.000 - 6.500 9326681.00 6174291.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.500 1390548.00 1299010.66 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 10461000.00 10461000.00 0.0000 N Y Y 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 2032-02-01 2053-09-01 2.500 - 6.500 18338256.00 6620754.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2037-03-20 2040-08-15 5.000 - 5.500 4146.00 146.25 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2043-06-12 3.375 - 3.740 1270000.00 1116475.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-05-01 2053-08-01 4.000 - 6.500 2806361.00 2733422.89 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2053-02-15 0.000 - 6.125 558421181.00 476193079.16 U.S. Treasuries (including strips) Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0528 471000000.00 471000000.00 0.0020 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPZQ1 254900C5LP6DN9OP9V83 US3133EPZQ18 KAK230000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-25 2025-07-25 N N N 0.0541 258153522.90 258153522.90 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 2045-07-20 2063-09-20 3.500 - 7.000 339793055.00 39541327.28 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2032-03-29 2032-03-29 3.540 25000000.00 23636316.67 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-11-01 2053-10-01 1.500 - 6.000 106679369.00 45271359.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-01-01 2053-11-01 3.500 - 7.000 28674406.00 16181541.03 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 Y BANK OF AMERICA CORPORATION 1.0000 1 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0535 121000000.00 121000000.00 0.0005 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 JYI393000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-06-27 2025-06-27 N N N 0.0540 118081343.30 118081343.30 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-12 2024-11-12 N N N 0.0534 318933651.00 318933651.00 0.0014 N N N N UST BILLS UST BILLS, 0% 912797JJ7 254900HROIFWPRGM1V77 US912797JJ78 KBJ179000 U.S. Treasury Debt Y N/A N/A 2024-03-19 2024-03-19 2024-03-19 N N N 0.0526 764499418.93 764499418.93 0.0033 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXQ43 2549001DPIFGXC1TOL40 US3130AXQ435 0001026214 KCQ714000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-09-02 2025-09-02 N N N 0.0544 48463121.23 48463121.23 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXYD4 2549001DPIFGXC1TOL40 US3130AXYD45 0001026214 KBW968000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-10 2025-10-10 N N N 0.0542 153071469.36 153071469.36 0.0007 N N N N BNP PARIBAS BNP PARIBAS, 5.32% R0MUWSFPU8MPRO8K5P83 KDI516000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2053-11-15 0.500 - 5.465 873589100.00 885246141.48 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 865000000.00 865000000.00 0.0037 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.425% 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 JRI350000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-01 2024-10-01 N N N 0.0533 173077395.01 173077395.01 0.0007 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.35% 549300HN4UKV1E2R3U73 KDV424000 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 2043-05-15 0.000 - 4.875 142397134.00 134780064.19 U.S. Treasuries (including strips) Y N/A N/A 2024-04-25 2024-04-25 2024-04-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0527 132000000.00 132000000.00 0.0006 N N N Y 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 0.375 - 3.875 183653200.00 182668027.17 U.S. Treasuries (including strips) Y N/A N/A 2024-03-20 2024-03-20 2024-03-20 N N N 0.0538 178000000.00 178000000.00 0.0008 N N N Y MORGAN STANLEY & CO LLC(GOV REPO) MORGAN STANLEY and CO LLC(GOV REPO), 5.31% 9R7GPTSO7KV3UQJZQ078 0000068136 KEC696000 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 2024-04-01 2062-06-01 1.500 - 7.500 1033092367.00 810540295.28 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2039-07-26 2039-07-26 3.050 5000.00 4002.39 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2040-08-15 2050-05-15 1.125 - 1.875 1000658200.00 672326504.95 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-04-01 2054-02-01 0.000 - 7.500 1240389478.00 697190752.11 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 2137000000.00 2137000000.00 0.0091 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 KAU628000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-11-03 2025-11-03 N N N 0.0545 100030938.00 100030938.00 0.0004 N N N N FICC STATE STREET GC (GOV REPO) FICC STATE STREET GC (GOV REPO), 5.32% KEC662000 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 2047-09-01 2054-02-01 2.000 - 7.500 203604673.00 149743205.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-09-01 2057-09-01 2.000 - 6.500 727126973.00 336756484.48 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 475000000.00 475000000.00 0.0020 N Y Y N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.32% SUVUFHICNZMP2WKHG940 KEC656000 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 2041-05-01 2052-09-01 2.000 - 4.500 1024915236.00 412140896.56 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 404000000.00 404000000.00 0.0017 N Y Y N FICC STATE STREET DVP (GOV REPO) FICC STATE STREET DVP (GOV REPO), 5.32% 549300H47WTHXPU08X20 KEC727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-07-31 2027-10-31 0.375 - 4.125 6380108800.00 6114391412.94 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 5989000000.00 5989000000.00 0.0256 N Y Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.33% 2IGI19DL77OX0HC3ZE78 KDV660000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-10-31 2051-08-15 1.125 - 5.000 213130100.00 218377013.95 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-03-27 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 214000000.00 214000000.00 0.0009 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 4.84% 3130AYEP7 2549001DPIFGXC1TOL40 US3130AYEP77 0001026214 KDD805000 U.S. Government Agency Debt Y N/A N/A 2025-01-03 2025-01-03 2025-01-03 N N N 0.0478 707336397.67 707336397.67 0.0030 N N N 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 0.0496 305083997.00 305083997.00 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 JME809000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-04-22 2024-04-22 N N N 0.0527 276938538.94 276938538.94 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130AYRW8 2549001DPIFGXC1TOL40 US3130AYRW81 0001026214 KEB680000 U.S. Government Agency Debt Y N/A N/A 2024-02-09 2024-08-09 2024-08-09 N N N 0.0000 150000000.00 150000000.00 0.0006 N N N N LLOYDS BK CORP MRKTS (GOV RP) LLOYDS BK CORP MRKTS (GOV RP), 5.34% 213800MBWEIJDM5CU638 KEA611000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-15 2026-09-15 4.625 125044200.00 128526285.90 U.S. Treasuries (including strips) Y N/A N/A 2024-02-06 2024-02-06 2024-02-06 N N N 0.0521 126000000.00 126000000.00 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.415% 3133EPB61 254900C5LP6DN9OP9V83 US3133EPB611 KAX017000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-12-10 2024-12-10 N N N 0.0535 251103524.95 251103524.95 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 0.0510 307242456.32 307242456.32 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 JMX819000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-12-05 2024-12-05 N N N 0.0533 64087243.52 64087243.52 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-18 2024-11-18 N N N 0.0534 317184861.72 317184861.72 0.0014 N N N 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 2025-08-15 2029-07-31 0.375 - 2.875 825697800.00 775676458.22 U.S. Treasuries (including strips) Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0518 755000000.00 755000000.00 0.0032 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AYCB0 2549001DPIFGXC1TOL40 US3130AYCB00 0001026214 KCX050000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-01 2025-04-01 N N N 0.0540 15999436.16 15999436.16 0.0001 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.36% 549300HN4UKV1E2R3U73 KDV377000 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 2030-10-01 2053-06-01 2.000 - 6.000 82187821.00 57080682.37 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-05-25 2033-05-25 4.080 5800000.00 5567536.00 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2033-09-26 2033-09-26 4.000 3011000.00 2879834.48 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-09-20 2053-10-20 3.500 - 7.500 3404711.00 1287770.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-05-01 2053-04-01 2.500 - 6.500 107187277.00 91448952.30 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-25 2024-04-25 2024-04-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0528 155000000.00 155000000.00 0.0007 N N N Y BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.37% 549300HN4UKV1E2R3U73 KDW217000 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 2072-08-20 2072-08-20 7.634 1138001.00 1079283.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-09-01 2054-01-01 1.500 - 7.000 153971696.00 119307612.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-03-01 2054-01-01 2.500 - 7.500 47096251.00 34188113.03 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2045-04-06 2045-04-06 3.430 4640000.00 3666490.62 Agency Debentures and Agency Strips Y N/A N/A 2024-04-26 2024-04-26 2024-04-26 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 155000000.00 155000000.00 0.0007 N N N Y Bank of Nova Scotia Bank of Nova Scotia, 5.315055% L3I9ZG2KFGXZ61BMYR72 KEC883000_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 2024-02-15 2043-02-15 0.000 - 5.000 267380038.00 261864472.56 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 256692000.00 256692000.00 0.0011 N Y Y N CITIBANK NA (GOV REPO) CITIBANK NA (GOV REPO), 5.33% E57ODZWZ7FF32TWEFA76 0000036684 KDV335000 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 2032-11-15 2067-10-20 2.000 - 7.500 148354966.00 138173834.95 Agency Mortgage-Backed Securities Resolution Funding Corp 2025-01-15 2029-10-15 0.000 759000.00 622719.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-12-01 2054-01-01 2.000 - 7.426 24006941.00 20607750.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-05-01 2054-01-01 1.610 - 7.500 280828946.00 204093851.84 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 356000000.00 356000000.00 0.0015 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AWSY7 2549001DPIFGXC1TOL40 US3130AWSY72 0001026214 JYP807000 U.S. Government Agency Debt Y N/A N/A 2024-02-02 2025-05-02 2025-05-02 N N N 0.0532 2122975.12 2122975.12 0.0000 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 JKH766000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-12 2024-07-12 N N N 0.0532 93017585.37 93017585.37 0.0004 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.34% MBNUM2BPBDO7JBLYG310 0000315030 KDC386000 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 2052-12-01 2053-02-01 4.000 - 7.000 263018577.00 251462896.50 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2029-07-31 2029-07-31 2.625 1747400.00 1637694.73 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-12-01 2053-02-01 3.000 - 7.500 123629623.00 116758029.83 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 Y CITIGROUP INC 1.0000 1 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0534 361000000.00 361000000.00 0.0015 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 KAD692000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-17 2025-07-17 N N N 0.0541 92053386.68 92053386.68 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-08-14 2025-08-14 N N N 0.0541 308159559.40 308159559.40 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 2024-12-01 2054-02-01 1.500 - 7.000 714173098.00 656809171.21 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-21 2024-02-21 2024-02-21 N N N 0.0531 637000000.00 637000000.00 0.0027 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 0001026214 JRT306000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-03-14 2024-03-14 N N N 0.0523 565060810.95 565060810.95 0.0024 N N N N Bank of America, N.A. Bank of America, N.A., 5.315055% B4TYDEB6GKMZO031MB27 KEC883000_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 2032-03-01 2049-05-01 3.000 - 4.500 1889028754.00 323629953.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-09-20 2052-05-20 2.000 - 4.500 1860423507.00 546999327.43 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 853432000.00 853432000.00 0.0036 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AYJD9 2549001DPIFGXC1TOL40 US3130AYJD92 0001026214 KDK258000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-16 2025-10-16 N N N 0.0543 299996991.00 299996991.00 0.0013 N N N 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 0.0529 1286561730.30 1286561730.30 0.0055 N Y Y N BNP PARIBAS BNP PARIBAS, 5.32% R0MUWSFPU8MPRO8K5P83 KEC735000 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 2052-11-15 0.000 - 5.495 737834997.00 653614389.55 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-02-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 639000000.00 639000000.00 0.0027 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-25 2025-07-25 N N N 0.0542 481321231.04 481321231.04 0.0021 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 JMF002000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-26 2024-07-26 N N N 0.0533 183066123.39 183066123.39 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 0.0545 322749142.05 322749142.05 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.325% 3130AYP75 2549001DPIFGXC1TOL40 US3130AYP757 0001026214 KDU916000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-02 2024-08-02 N N N 0.0512 466460822.74 466460822.74 0.0020 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.35% KBVRJ5K57JZ3E2AVWX40 0000877559 KEC766000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-02 2026-05-15 0.000 - 5.000 135136800.00 137720512.18 U.S. Treasuries (including strips) Y N/A N/A 2024-03-21 2024-03-21 2024-03-21 N N N 0.0525 135000000.00 135000000.00 0.0006 N N N Y CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KEC806000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-02-07 2024-02-07 2024-02-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 568000000.00 568000000.00 0.0024 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWQK9 2549001DPIFGXC1TOL40 US3130AWQK96 0001026214 JYP816000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-28 2025-05-28 N N N 0.0541 2111107.10 2111107.10 0.0000 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 JYU452000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-06 2025-10-06 N N N 0.0543 35017505.60 35017505.60 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 0.0536 294236326.97 294236326.97 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 KAO066000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-27 2025-10-27 N N N 0.0545 67020373.36 67020373.36 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 0.0526 1429284925.97 1429284925.97 0.0061 N Y Y N UST BILLS UST BILLS, 0% 912797HG5 254900HROIFWPRGM1V77 US912797HG57 KAK087000 U.S. Treasury Debt Y N/A N/A 2024-04-25 2024-04-25 2024-04-25 N N N 0.0529 965430408.08 965430408.08 0.0041 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-14 2025-07-14 N N N 0.0541 61047975.89 61047975.89 0.0003 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 JSQ675000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-12-26 2024-12-26 N N N 0.0535 32018195.52 32018195.52 0.0001 N N N 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 0.0520 155045647.50 155045647.50 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 JVX030000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-17 2025-07-17 N N N 0.0541 112081024.16 112081024.16 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 KBL768000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-08-22 2025-08-22 N N N 0.0544 174019615.02 174019615.02 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.325% 3130AYNM4 2549001DPIFGXC1TOL40 US3130AYNM46 0001026214 KDU085000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-04 2024-09-04 N N N 0.0518 604431835.84 604431835.84 0.0026 N N N N Mitsubishi UFJ Securities Holdings Ltd Mitsubishi UFJ Securities Holdings Ltd, 5.315055% 549300Y1PMK3RWXMWR72 KEC883000_76664 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 2030-06-01 2061-11-01 1.500 - 6.500 591353836.00 278062992.78 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2053-02-15 0.125 - 5.000 39580907.00 39119782.85 U.S. Treasuries (including strips) Government National Mortgage Association 2031-12-20 2072-01-20 1.500 - 7.103 320427050.00 120712368.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-05-01 2054-02-01 1.500 - 6.500 176902105.00 118450239.26 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 545248000.00 545248000.00 0.0023 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.37% 3133ENUG3 254900C5LP6DN9OP9V83 US3133ENUG33 JWP710000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-04-12 2024-04-12 N N N 0.0525 82004443.58 82004443.58 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.38% 3133EM4L3 254900C5LP6DN9OP9V83 US3133EM4L34 KDO332000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-09 2024-09-09 N N N 0.0532 15003800.40 15003800.40 0.0001 N N N N MIZUHO BK LTD NY BRH (GOV RP) MIZUHO BK LTD NY BRH (GOV RP), 5.31% RB0PEZSDGCO3JS6CEU02 KEC695000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2031-08-15 2031-08-15 1.250 656020000.00 544162350.72 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 534000000.00 534000000.00 0.0023 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130AYSJ6 2549001DPIFGXC1TOL40 US3130AYSJ61 0001026214 KEC894000 U.S. Government Agency Debt Y N/A N/A 2024-02-02 2024-09-03 2024-09-03 N N N 0.0000 525000000.00 525000000.00 0.0022 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.34% FOR8UP27PHTHYVLBNG30 0000769993 KEC706000 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 2027-04-20 2064-09-15 2.500 - 6.000 1163186786.00 637802486.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-11-01 2056-06-01 2.000 - 7.500 674465026.00 326144813.94 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-07-31 2030-06-30 0.250 - 3.750 991854900.00 948071477.03 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-03-01 2054-01-01 1.500 - 7.500 487651267.00 255802735.67 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-07 2024-02-07 2024-02-07 N N N 0.0521 2125000000.00 2125000000.00 0.0091 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 JRO196000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-13 2024-09-13 N N N 0.0533 117044664.75 117044664.75 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AW5G1 2549001DPIFGXC1TOL40 US3130AW5G17 0001026214 JTU980000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-23 2024-05-23 N N N 0.0527 312558731.25 312558731.25 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 0.0527 36983991.58 36983991.58 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 2054-02-01 2.000 - 7.000 121711917.00 106395124.52 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-07-20 2054-01-20 2.500 - 6.645 202482370.00 152500325.53 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2024-02-06 2053-11-15 0.000 - 7.625 1809932885.00 1735291588.16 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-09-15 2054-02-01 2.000 - 7.500 836439755.00 605103217.26 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0535 2516000000.00 2516000000.00 0.0108 N Y 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 0.0534 24478595.75 24478595.75 0.0001 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 JTP908000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-17 2024-09-17 N N N 0.0532 125056410.00 125056410.00 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-09-26 2025-09-26 N N N 0.0545 93001943.70 93001943.70 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AVWL2 2549001DPIFGXC1TOL40 US3130AVWL23 0001026214 KDU576000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-01 2025-05-01 N N N 0.0538 31016992.03 31016992.03 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2026-01-02 2026-01-02 N N N 0.0544 139019965.96 139019965.96 0.0006 N N N N LLOYDS BK CORP MRKTS (GOV RP) LLOYDS BK CORP MRKTS (GOV RP), 5.33% 213800MBWEIJDM5CU638 KDV408000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-15 2026-09-15 4.625 64555200.00 66352858.38 U.S. Treasuries (including strips) Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 N N N 0.0519 65000000.00 65000000.00 0.0003 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 0.0520 4243410580.88 4243410580.88 0.0181 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPMP7 254900C5LP6DN9OP9V83 US3133EPMP71 JUO625000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-12-13 2024-12-13 N N N 0.0533 53522072.50 53522072.50 0.0002 N N N N BNP PARIBAS BNP PARIBAS, 5.33% R0MUWSFPU8MPRO8K5P83 KDJ264000 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 2024-10-31 2047-11-15 0.000 - 5.435 328453991.00 265455006.07 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-01-24 2042-01-24 2.820 179000.00 134929.72 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-11-15 2039-11-15 5.000 88257.00 5507.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 2053-09-01 2053-11-01 5.500 - 7.000 34695978.00 33590721.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-05-01 2054-01-01 2.000 - 6.500 94572120.00 68560275.09 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-07 2024-02-07 2024-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 359000000.00 359000000.00 0.0015 N N Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.32% KBVRJ5K57JZ3E2AVWX40 0000877559 KEB423000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-03-15 2045-08-15 2.875 - 4.625 31570900.00 31629349.25 U.S. Treasuries (including strips) Y N/A N/A 2024-02-06 2024-02-06 2024-02-06 N N N 0.0519 31000000.00 31000000.00 0.0001 N N 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 0.0522 154062340.74 154062340.74 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 0.0555 303744831.52 303744831.52 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-11-12 2025-11-12 N N N 0.0538 305323531.80 305323531.80 0.0013 N N N N UST BILLS UST BILLS, 0% 912797JV0 254900HROIFWPRGM1V77 US912797JV07 KDC452000 U.S. Treasury Debt Y N/A N/A 2024-05-07 2024-05-07 2024-05-07 N N N 0.0527 253438321.81 253438321.81 0.0011 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 JMF598000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-24 2024-07-24 N N N 0.0533 180072862.20 180072862.20 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-20 2025-10-20 N N N 0.0547 156996236.71 156996236.71 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-12-08 2025-12-08 N N N 0.0546 87997396.08 87997396.08 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 JMM606000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-06-10 2024-06-10 N N N 0.0529 178076208.92 178076208.92 0.0008 N N N N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.34% KX1WK48MPD4Y2NCUIZ63 KDC427000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-04-15 2028-11-30 0.500 - 4.375 468466000.00 444584310.68 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 Y NATIXIS SA (GOV REPO) 1.0000 1 N N/A N/A N N 0.0534 434000000.00 434000000.00 0.0019 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AXJX7 2549001DPIFGXC1TOL40 US3130AXJX73 0001026214 KBP263000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-15 2024-05-15 N N N 0.0527 79008133.05 79008133.05 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 0.0541 973850851.61 973850851.61 0.0042 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 104024900.00 98842028.99 U.S. Treasuries (including strips) Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0538 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 2025-03-31 2052-02-15 0.250 - 5.000 227863900.00 209832225.05 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0534 204000000.00 204000000.00 0.0009 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 JXN769000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-03-05 2025-03-05 N N N 0.0538 262140025.90 262140025.90 0.0011 N N N N BNP PARIBAS BNP PARIBAS, 5.32% R0MUWSFPU8MPRO8K5P83 KDO212000 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 2048-02-20 2048-02-20 3.504 1103.00 975.79 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-15 2051-02-15 0.000 - 5.435 179083022.00 95827788.50 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-05-01 2053-09-01 1.820 - 7.000 133051416.00 108872107.53 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2027-02-24 2043-06-12 1.020 - 4.250 6785000.00 6017179.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-07-01 2054-01-01 4.290 - 6.500 34548645.00 35293521.75 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-02-03 2042-02-03 2.930 334000.00 257902.52 Agency Debentures and Agency Strips Y N/A N/A 2024-02-07 2024-02-07 2024-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 240000000.00 240000000.00 0.0010 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AVBF8 2549001DPIFGXC1TOL40 US3130AVBF83 0001026214 JRK045000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-04-05 2024-04-05 N N N 0.0525 814051640.16 814051640.16 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 0.0502 5479795339.95 5479795339.95 0.0234 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.325% 3130AYP67 2549001DPIFGXC1TOL40 US3130AYP674 0001026214 KDU917000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-05 2024-08-05 N N N 0.0517 155109338.55 155109338.55 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EPC29 254900C5LP6DN9OP9V83 US3133EPC296 KAX601000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-03-11 2025-03-11 N N N 0.0539 32008584.96 32008584.96 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPD77 254900C5LP6DN9OP9V83 US3133EPD773 KBE353000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-15 2025-04-15 N N N 0.0539 81033693.57 81033693.57 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 0.0525 143140783.90 143140783.90 0.0006 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AW2Z2 2549001DPIFGXC1TOL40 US3130AW2Z25 0001026214 JTT738000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-19 2024-08-19 N N N 0.0537 161030672.11 161030672.11 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AW3L2 2549001DPIFGXC1TOL40 US3130AW3L20 0001026214 JTT821000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-02-20 2024-02-20 N N N 0.0522 605008161.45 605008161.45 0.0026 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.39% 3133EPBP9 254900C5LP6DN9OP9V83 US3133EPBP90 JQY130000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-02-23 2024-02-23 N N N 0.0522 76001782.96 76001782.96 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130AYHQ2 2549001DPIFGXC1TOL40 US3130AYHQ24 0001026214 KDJ425000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-11 2024-10-11 N N N 0.0532 265997350.64 265997350.64 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-02 2025-07-02 N N N 0.0540 78054166.32 78054166.32 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 0.0470 3613608762.39 3613608762.39 0.0154 N Y Y N FICC ACAFB REPO PRGM(GOV REPO) FICC ACAFB REPO PRGM(GOV REPO), 5.32% KEC843000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-15 2052-05-15 2.875 - 4.625 261012000.00 220577096.71 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 214000000.00 214000000.00 0.0009 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-25 2025-07-25 N N N 0.0541 160129785.60 160129785.60 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 JRI378000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-03 2024-09-03 N N N 0.0533 168071389.92 168071389.92 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 JMF131000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-24 2024-10-24 N N N 0.0533 74040330.74 74040330.74 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 2.500 - 6.500 54829732.00 41434997.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-10-01 2054-01-01 1.500 - 6.500 152917880.00 62220197.70 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-07-20 2072-01-20 2.500 - 7.015 478309405.00 113268301.52 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2043-08-15 2053-02-15 1.375 - 4.375 6928900.00 7109961.53 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0536 218000000.00 218000000.00 0.0009 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 KAD688000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-17 2025-10-17 N N N 0.0543 43025726.04 43025726.04 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AWXC9 2549001DPIFGXC1TOL40 US3130AWXC97 0001026214 JXC927000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-02-24 2025-02-24 N N N 0.0537 339205952.67 339205952.67 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AY3C8 2549001DPIFGXC1TOL40 US3130AY3C84 0001026214 KDD092000 U.S. Government Agency Debt Y N/A N/A 2024-09-11 2024-09-11 2024-09-11 N N N 0.0550 60988480.15 60988480.15 0.0003 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 JQY113000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-01-24 2025-01-24 N N N 0.0538 262118948.00 262118948.00 0.0011 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPX42 254900C5LP6DN9OP9V83 US3133EPX425 KDO318000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2026-01-23 2026-01-23 N N N 0.0543 47020668.25 47020668.25 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AXS74 2549001DPIFGXC1TOL40 US3130AXS746 0001026214 KCM620000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-11-14 2025-11-14 N N N 0.0545 76010415.04 76010415.04 0.0003 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPNK7 254900C5LP6DN9OP9V83 US3133EPNK75 JXN234000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-02-26 2025-02-26 N N N 0.0538 119080640.35 119080640.35 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-08-22 2025-08-22 N N N 0.0542 210118146.00 210118146.00 0.0009 N N N 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 2024-02-04 2024-02-04 2024-05-30 N N N 0.0381 62000989.52 62000989.52 0.0003 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 JQF546000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-02-10 2025-02-10 N N N 0.0538 112091013.44 112091013.44 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 2024-04-15 2051-11-15 0.000 - 5.000 153527400.00 141035242.06 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0538 137000000.00 137000000.00 0.0006 N Y 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 0.0528 185994289.80 185994289.80 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AYC53 2549001DPIFGXC1TOL40 US3130AYC532 0001026214 KCW680000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-01 2025-04-01 N N N 0.0540 52498153.05 52498153.05 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EPTG0 254900C5LP6DN9OP9V83 US3133EPTG00 JWW566000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-15 2024-11-15 N N N 0.0534 40020094.00 40020094.00 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.405% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 JRI365000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-06-03 2024-06-03 N N N 0.0529 346070196.48 346070196.48 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 0.0530 18993138.91 18993138.91 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AXPH5 2549001DPIFGXC1TOL40 US3130AXPH59 0001026214 KAR482000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-27 2024-11-27 N N N 0.0534 612265069.44 612265069.44 0.0026 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.315055% MBNUM2BPBDO7JBLYG310 KEC883000_00137 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 2025-08-15 2053-02-15 1.375 - 4.250 1049069613.00 834473486.63 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-12-20 2053-12-20 2.000 - 7.000 863911795.00 606624843.26 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0532 1405520000.00 1405520000.00 0.0060 N Y 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 0.0485 339974751.60 339974751.60 0.0015 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 0.0542 500749705.41 500749705.41 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 146924300.00 143225241.21 U.S. Treasuries (including strips) Y N/A N/A 2024-02-26 2024-02-26 2024-02-26 N N N 0.0536 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 0.0525 20701406.25 20701406.25 0.0001 N Y Y N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.33% 549300QJJX6CVVUXLE15 KEC737000 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 2048-10-20 2053-02-20 3.000 - 6.500 370469248.00 166709165.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-06-01 2053-12-01 2.000 - 7.500 947686442.00 254135710.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-05-21 2043-11-15 0.000 - 4.750 66801.00 71292.65 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-11-01 2048-11-01 3.500 186500000.00 60595145.48 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-07 2024-02-07 2024-02-07 N N N 0.0520 472000000.00 472000000.00 0.0020 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 JKG591000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-11 2024-07-11 N N N 0.0532 373069706.24 373069706.24 0.0016 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPRU1 254900C5LP6DN9OP9V83 US3133EPRU12 JYP804000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-28 2025-04-28 N N N 0.0542 862241.18 862241.18 0.0000 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AW5H9 2549001DPIFGXC1TOL40 US3130AW5H99 0001026214 JTU979000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-25 2024-11-25 N N N 0.0534 297176682.33 297176682.33 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 0.0556 1213136311.84 1213136311.84 0.0052 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 JLO587000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-03-21 2024-03-21 N N N 0.0523 146010617.12 146010617.12 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPXN0 254900C5LP6DN9OP9V83 US3133EPXN05 JYO897000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-03 2025-04-03 N N N 0.0539 119061200.51 119061200.51 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 0.0530 219032850.27 219032850.27 0.0009 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384VK2 2549001DPIFGXC1TOL40 US313384VK20 313384VK2 U.S. Government Agency Debt Y N/A N/A 2024-04-10 2024-04-10 2024-04-10 N N N 0.0532 225703533.84 225703533.84 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.395% 3133EPJJ5 254900C5LP6DN9OP9V83 US3133EPJJ58 JTO234000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-09 2024-08-09 N N N 0.0533 124031672.08 124031672.08 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AY5Q5 2549001DPIFGXC1TOL40 US3130AY5Q52 0001026214 KCK930000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-14 2024-08-14 N N N 0.0533 227015878.65 227015878.65 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AXR59 2549001DPIFGXC1TOL40 US3130AXR599 0001026214 KBC040000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-09 2025-05-09 N N N 0.0538 308212908.08 308212908.08 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 0.0531 20899418.82 20899418.82 0.0001 N N Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KEB424000 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 2024-03-28 2029-09-30 0.000 - 3.875 1014516100.00 966209883.20 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-08-01 2054-01-01 3.000 - 6.000 171402174.00 173668569.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-04-20 2060-02-15 4.360 - 6.130 27731513.00 27877154.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-10-01 2053-10-01 3.500 - 6.000 451753025.00 398408015.51 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-06 2024-02-06 2024-02-06 N N N 0.0520 1535000000.00 1535000000.00 0.0066 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AXYL6 2549001DPIFGXC1TOL40 US3130AXYL60 0001026214 KBW820000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-12-11 2025-12-11 N N N 0.0541 153146794.32 153146794.32 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AW3A6 2549001DPIFGXC1TOL40 US3130AW3A64 0001026214 JTT739000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-19 2024-11-19 N N N 0.0534 161094051.37 161094051.37 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 0.0448 2639873493.77 2639873493.77 0.0113 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 0.0524 195507969.44 195507969.44 0.0008 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AYFD3 2549001DPIFGXC1TOL40 US3130AYFD39 0001026214 KDH487000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-11-14 2025-11-14 N N N 0.0539 267235990.62 267235990.62 0.0011 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-06-01 2054-01-01 1.500 - 7.000 605724081.00 400702172.51 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0536 390000000.00 390000000.00 0.0017 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.425% 3130AVUN0 2549001DPIFGXC1TOL40 US3130AVUN07 0001026214 JYJ753000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-28 2024-10-28 N N N 0.0534 28012400.64 28012400.64 0.0001 N N N N BNP PARIBAS BNP PARIBAS, 5.33% R0MUWSFPU8MPRO8K5P83 KDI520000 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 2024-10-31 2052-02-15 0.000 - 5.464 288175318.00 243878909.50 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-15 2052-11-01 3.560 - 6.625 2274363.00 2227128.09 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-07 2024-02-07 2024-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 240000000.00 240000000.00 0.0010 N N Y 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 - 6.000 21461773.00 1278314.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-11-01 2053-10-01 1.220 - 5.500 30172876.00 28657433.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-05-01 2053-11-01 2.000 - 7.000 611075355.00 319254381.20 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2053-02-15 0.000 - 5.465 189739564.00 148028389.04 U.S. Treasuries (including strips) Y N/A N/A 2024-02-05 2024-02-05 2024-02-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0524 483000000.00 483000000.00 0.0021 N N Y N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.4% VYVVCKR63DVZZN70PB21 0000276523 KDN537000 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 2026-04-01 2054-01-01 1.500 - 7.000 459636897.00 319003776.05 Agency Mortgage-Backed Securities Y N/A N/A 2024-03-15 2024-03-15 2024-03-15 N N N 0.0529 312000000.00 312000000.00 0.0013 N N N Y 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 0.0533 826205997.24 826205997.24 0.0035 N N Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.32% KBVRJ5K57JZ3E2AVWX40 0000877559 KDV359000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-02 2049-02-15 0.000 - 4.375 28099800.00 27568794.71 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 27000000.00 27000000.00 0.0001 N Y 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 0.0515 3720719012.80 3720719012.80 0.0159 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AXSW9 2549001DPIFGXC1TOL40 US3130AXSW99 0001026214 KBF183000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-15 2025-05-15 N N N 0.0538 308195355.16 308195355.16 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 JMG232000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-04-26 2024-04-26 N N N 0.0526 92018058.68 92018058.68 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 0.0545 608974921.38 608974921.38 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 0.0523 2618090127.42 2618090127.42 0.0112 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.37% 3133EPSN6 254900C5LP6DN9OP9V83 US3133EPSN69 JWP895000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-03-08 2024-03-08 N N N 0.0523 31000580.01 31000580.01 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWTW0 2549001DPIFGXC1TOL40 US3130AWTW08 0001026214 JYP826000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-06-06 2025-06-06 N N N 0.0543 2370664.05 2370664.05 0.0000 N N N N LLOYDS BK CORP MRKTS (GOV RP) LLOYDS BK CORP MRKTS (GOV RP), 5.34% 213800MBWEIJDM5CU638 KEB493000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-02-28 2029-02-28 1.875 54867200.00 49967212.36 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-02-07 N N N 0.0521 49000000.00 49000000.00 0.0002 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.33% 3130AYMB9 2549001DPIFGXC1TOL40 US3130AYMB99 0001026214 KDP279000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-23 2024-09-23 N N N 0.0531 439999560.00 439999560.00 0.0019 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 0.0552 323775707.76 323775707.76 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPZU2 254900C5LP6DN9OP9V83 US3133EPZU20 KAK867000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-27 2025-05-27 N N N 0.0539 170120213.80 170120213.80 0.0007 N N N N FICC BONY DVP REPO (GOV REPO) FICC BONY DVP REPO (GOV REPO), 5.32% 549300H47WTHXPU08X20 KEC683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2053-11-15 0.125 - 4.750 7744090200.00 7798920003.68 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 7646000000.00 7646000000.00 0.0327 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.365% 3133ENXZ8 254900C5LP6DN9OP9V83 US3133ENXZ86 KBU246000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-06-03 2024-06-03 N N N 0.0528 38003615.70 38003615.70 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 0.0551 73947607.26 73947607.26 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130ATWV5 2549001DPIFGXC1TOL40 US3130ATWV58 0001026214 JMR720000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-02-23 2024-02-23 N N N 0.0525 365018976.35 365018976.35 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 0.0525 139241763.06 139241763.06 0.0006 N Y Y N Wells Fargo Bank National Asso Wells Fargo Bank National Asso, 5.315055% KB1H1DSPRFMYMCUFXT09 KEC883000_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 2036-02-15 2053-11-15 1.125 - 5.000 305590476.00 219205559.63 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 213937000.00 213937000.00 0.0009 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130AYSG2 2549001DPIFGXC1TOL40 US3130AYSG23 0001026214 KEC895000 U.S. Government Agency Debt Y N/A N/A 2024-02-05 2024-08-08 2024-08-08 N N N 0.0000 600000000.00 600000000.00 0.0026 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 JMQ167000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-03-18 2024-03-18 N N N 0.0523 287045216.85 287045216.85 0.0012 N N N N UST BILLS UST BILLS, 0% 912797JW8 254900HROIFWPRGM1V77 US912797JW89 KDI010000 U.S. Treasury Debt Y N/A N/A 2024-05-14 2024-05-14 2024-05-14 N N N 0.0527 263042339.10 263042339.10 0.0011 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 JYV240000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-06 2025-10-06 N N N 0.0543 50029101.00 50029101.00 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPE35 254900C5LP6DN9OP9V83 US3133EPE359 KBF097000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-02-20 2025-02-20 N N N 0.0538 146044477.44 146044477.44 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 0.0568 966820946.96 966820946.96 0.0041 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-12 2025-05-12 N N N 0.0537 327310643.46 327310643.46 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 2025-07-01 2053-12-01 2.500 - 7.500 290932919.00 223723255.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-20 2051-08-15 0.000 - 5.465 230144474.00 163476951.78 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-04-01 2053-10-01 2.000 - 7.000 284073493.00 234410446.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-01-15 2054-01-20 2.000 - 7.000 256327860.00 26090429.38 Agency Mortgage-Backed Securities Y N/A N/A 2024-03-01 2024-03-01 2024-03-01 N N N 0.0528 629000000.00 629000000.00 0.0027 N N N Y MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.33% U7M81AY481YLIOR75625 KEA671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-03-15 2026-02-28 1.750 - 3.875 223897600.00 218304733.12 U.S. Treasuries (including strips) Y N/A N/A 2024-02-06 2024-02-06 2024-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0520 214000000.00 214000000.00 0.0009 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AXHU5 2549001DPIFGXC1TOL40 US3130AXHU52 0001026214 KAD087000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-14 2025-04-14 N N N 0.0542 107011100.18 107011100.18 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-08-04 2025-08-04 N N N 0.0546 76999250.79 76999250.79 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-03-28 2025-03-28 N N N 0.0538 63034525.26 63034525.26 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 2025-03-31 2051-05-15 0.250 - 4.000 132126600.00 110312147.64 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 Y MUFG SEC CDA LTD (GOV RP) 1.0000 1 N N/A N/A N N 0.0534 107000000.00 107000000.00 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130AYAX4 2549001DPIFGXC1TOL40 US3130AYAX48 0001026214 KCQ853000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-21 2024-08-21 N N N 0.0539 107968226.40 107968226.40 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 0.0438 32010475.20 32010475.20 0.0001 N N N N UST BILLS UST BILLS, 0% 912797JS7 254900HROIFWPRGM1V77 US912797JS77 KDJ367000 U.S. Treasury Debt Y N/A N/A 2024-07-18 2024-07-18 2024-07-18 N N N 0.0514 1302935582.22 1302935582.22 0.0056 N Y Y N BNP PARIBAS BNP PARIBAS, 5.32% R0MUWSFPU8MPRO8K5P83 KDH913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2053-02-15 0.375 - 5.465 355984700.00 332626757.92 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 325000000.00 325000000.00 0.0014 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AXYH5 2549001DPIFGXC1TOL40 US3130AXYH58 0001026214 KCM446000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-12-08 2025-12-08 N N N 0.0546 124007143.64 124007143.64 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 JSF356000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-01-03 2025-01-03 N N N 0.0538 50033839.00 50033839.00 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AWPY0 2549001DPIFGXC1TOL40 US3130AWPY00 0001026214 JWE348000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-25 2024-10-25 N N N 0.0533 234128217.96 234128217.96 0.0010 N N N 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 0.0515 5436663188.20 5436663188.20 0.0232 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-19 2025-05-19 N N N 0.0538 326312135.22 326312135.22 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 JSQ681000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-12-18 2024-12-18 N N N 0.0535 81044855.37 81044855.37 0.0003 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.38% 2IGI19DL77OX0HC3ZE78 KDT007000 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 2049-12-20 2064-10-16 0.509 - 3.500 277479166.00 15411512.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-07-01 2052-01-01 3.000 - 4.000 439593.00 351681.95 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0525 15000000.00 15000000.00 0.0001 N N N Y Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 5.315055% 7TK5RJIZDFROZCA6XF66 KEC883000_08126 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 2057-06-01 1.500 - 8.000 287857326.00 128766079.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-03-01 2054-01-01 1.500 - 7.000 251895332.00 230948702.02 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2026-02-23 2029-01-29 5.170 - 5.200 3046281.00 3047759.08 Agency Debentures and Agency Strips Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 355597000.00 355597000.00 0.0015 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AVDS8 2549001DPIFGXC1TOL40 US3130AVDS86 0001026214 JRO800000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-06-10 2024-06-10 N N N 0.0529 670106664.00 670106664.00 0.0029 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 KDJ233000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-21 2025-10-21 N N N 0.0544 29997279.90 29997279.90 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AXPQ5 2549001DPIFGXC1TOL40 US3130AXPQ58 0001026214 KAU782000 U.S. Government Agency Debt Y N/A N/A 2024-02-02 2024-05-02 2024-05-02 N N N 0.0526 244027389.00 244027389.00 0.0010 N N N 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 0.0528 40620955.78 40620955.78 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.385% 3130AWXZ8 2549001DPIFGXC1TOL40 US3130AWXZ82 0001026214 JXD674000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-10 2024-05-10 N N N 0.0526 269535455.42 269535455.42 0.0012 N N N 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 0.0512 5474154673.64 5474154673.64 0.0234 N Y Y N BNP PARIBAS BNP PARIBAS, 5.32% R0MUWSFPU8MPRO8K5P83 KDH349000 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 2053-02-15 0.500 - 6.250 338255729.00 333724752.74 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-03-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 326000000.00 326000000.00 0.0014 N N 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 0.0546 400804271.90 400804271.90 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 0.0494 49902029.00 49902029.00 0.0002 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-08-22 2025-08-22 N N N 0.0545 299060377.07 299060377.07 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 JKO974000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-26 2024-07-26 N N N 0.0533 28010102.40 28010102.40 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.364% 3133ENZB9 254900C5LP6DN9OP9V83 US3133ENZB90 JWP689000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-03-22 2024-03-22 N N N 0.0523 59501503.57 59501503.57 0.0003 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.39% 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 2025-11-01 2054-01-01 2.500 - 6.000 26492644.00 22696167.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-10-01 2053-12-01 3.000 - 7.000 180442016.00 138501578.77 Agency Mortgage-Backed Securities Government National Mortgage Association 2053-11-20 2053-11-20 6.500 1121780.00 1178342.52 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 0.0539 157000000.00 157000000.00 0.0007 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 JVW459000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-07 2025-07-07 N N N 0.0540 31779010.93 31779010.93 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 JXE271000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-06-24 2025-06-24 N N N 0.0540 138085054.92 138085054.92 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.425% 3130AVX64 2549001DPIFGXC1TOL40 US3130AVX641 0001026214 JYO793000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-08 2024-11-08 N N N 0.0534 43019662.18 43019662.18 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 0.0499 21796231.23 21796231.23 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AWSP6 2549001DPIFGXC1TOL40 US3130AWSP65 0001026214 KAE658000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-06 2024-11-06 N N N 0.0534 8529873.74 8529873.74 0.0000 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.35% KBVRJ5K57JZ3E2AVWX40 0000877559 KEB699000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-27 2030-08-15 0.000 - 5.000 135716900.00 137720467.10 U.S. Treasuries (including strips) Y N/A N/A 2024-03-21 2024-03-21 2024-03-21 N N N 0.0525 135000000.00 135000000.00 0.0006 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AYD60 2549001DPIFGXC1TOL40 US3130AYD605 0001026214 KDC555000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-04 2025-04-04 N N N 0.0539 153016397.01 153016397.01 0.0007 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.32% KEC673000 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 478542391.00 182582467.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-04-01 2053-08-01 3.000 - 6.500 218519412.00 180591193.53 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 356000000.00 356000000.00 0.0015 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 0.0519 77021826.42 77021826.42 0.0003 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.314184% MBNUM2BPBDO7JBLYG310 KEC970000_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 2049-12-20 2053-12-20 2.000 - 7.000 8936489.00 6275057.34 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2053-02-15 1.375 - 4.250 10851800.00 8631972.52 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0531 14539000.00 14539000.00 0.0001 N Y Y 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 0.0514 49855498.50 49855498.50 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 0.0544 304981675.60 304981675.60 0.0013 N N N N NORINCHUKIN BK NORINCHUKIN BK, 5.34% 5493007VSMFZCPV1NB83 KEB425000 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 115473800.00 109156252.65 U.S. Treasuries (including strips) Y N/A N/A 2024-02-06 2024-02-06 2024-02-06 N N N 0.0521 107000000.00 107000000.00 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.415% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 JMA896000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-18 2024-07-18 N N N 0.0533 114536122.46 114536122.46 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 0.0000 88000000.00 88000000.00 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 0.0482 314350059.76 314350059.76 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130AXJ25 2549001DPIFGXC1TOL40 US3130AXJ257 0001026214 KDJ362000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-02-09 2024-02-09 N N N 0.0521 15999995.36 15999995.36 0.0001 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.34% 549300HN4UKV1E2R3U73 KDN714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-06-30 2031-01-31 0.875 - 4.000 113860700.00 107354274.81 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-03-21 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 105000000.00 105000000.00 0.0004 N N Y N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.31% O2RNE8IBXP4R0TD8PU41 KDW098000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-08-15 2052-11-15 1.750 - 4.000 794855400.00 649363254.34 U.S. Treasuries (including strips) Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 N N N 0.0517 632000000.00 632000000.00 0.0027 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133END98 254900C5LP6DN9OP9V83 US3133END984 JXJ698000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-01 2024-08-01 N N N 0.0533 36998947.04 36998947.04 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPF42 254900C5LP6DN9OP9V83 US3133EPF422 KBK839000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-22 2024-11-22 N N N 0.0530 93018619.53 93018619.53 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 JTO600000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-15 2025-05-15 N N N 0.0538 132077794.20 132077794.20 0.0006 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.39% 549300HN4UKV1E2R3U73 KDC401000 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 2029-06-29 2029-06-29 4.470 6941000.00 6871307.73 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-12-15 2063-10-20 2.500 - 7.500 1406154927.00 304790598.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-10-01 2054-01-01 1.500 - 7.000 549840978.00 374180067.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-03-01 2061-03-01 1.500 - 7.500 576461864.00 471936081.91 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-02 2024-04-02 2024-04-02 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 1130000000.00 1130000000.00 0.0048 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-26 2024-09-26 N N N 0.0533 337974705.08 337974705.08 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 JMS524000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-25 2024-11-25 N N N 0.0533 121155815.33 121155815.33 0.0005 N N N N FICC MS DVP REPO (GOV REPO) FICC MS DVP REPO (GOV REPO), 5.31% KEC717000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-04-30 2029-11-30 2.875 - 3.875 443223000.00 436741752.86 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 428000000.00 428000000.00 0.0018 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 JYB484000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-09-15 2025-09-15 N N N 0.0544 137038632.63 137038632.63 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPYA7 254900C5LP6DN9OP9V83 US3133EPYA74 JYV262000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-10 2025-07-10 N N N 0.0540 139098424.51 139098424.51 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AVSL7 2549001DPIFGXC1TOL40 US3130AVSL78 0001026214 JSX037000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-04-25 2024-04-25 N N N 0.0526 342025786.80 342025786.80 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPA21 254900C5LP6DN9OP9V83 US3133EPA217 KAP519000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-30 2025-07-30 N N N 0.0541 41024803.36 41024803.36 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.51% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 JMS523000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-22 2024-11-22 N N N 0.0534 204936082.56 204936082.56 0.0009 N N N N SUMITOMO MITSUI TRUST BK LTD (GOV REPO) SUMITOMO MITSUI TRUST BK LTD (GOV REPO), 5.4% 5493006GGLR4BTEL8O61 KDW403000 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 54593000.00 48995559.83 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-02-14 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0527 48000000.00 48000000.00 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPQ40 254900C5LP6DN9OP9V83 US3133EPQ403 KCP970000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-06-20 2025-06-20 N N N 0.0543 37999047.72 37999047.72 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 JUC731000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-12-23 2024-12-23 N N N 0.0535 117071062.29 117071062.29 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130AXXT0 2549001DPIFGXC1TOL40 US3130AXXT06 0001026214 KBW164000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-01 2024-05-01 N N N 0.0525 305015048.70 305015048.70 0.0013 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.33% MBNUM2BPBDO7JBLYG310 0000315030 KDV337000 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 2052-04-01 2054-01-01 2.000 - 7.000 568592543.00 545244501.30 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0533 534000000.00 534000000.00 0.0023 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPRM9 254900C5LP6DN9OP9V83 US3133EPRM95 JWH808000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-01-28 2025-01-28 N N N 0.0538 68037191.24 68037191.24 0.0003 N N N 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 0.0525 219994544.00 219994544.00 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 0.0524 2616788408.36 2616788408.36 0.0112 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AX4P0 2549001DPIFGXC1TOL40 US3130AX4P07 0001026214 JXO900000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-07 2024-05-07 N N N 0.0526 310035132.30 310035132.30 0.0013 N N N N 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 0.0551 648388012.47 648388012.47 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 2037-10-01 2052-03-01 2.000 - 6.500 7555055.00 876877.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-12-01 2053-08-01 4.500 - 6.000 34551004.00 34182891.16 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2043-06-12 2043-06-12 3.740 10000.00 8481.36 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2053-08-15 0.000 - 6.250 435897286.00 290590822.62 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-11-15 2053-07-20 5.000 - 5.500 2963104.00 2989920.89 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-16 2024-02-16 2024-02-16 N N N 0.0527 317000000.00 317000000.00 0.0014 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 2028-10-17 2054-02-01 2.500 - 7.000 154166043.00 140599929.88 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-10-15 2027-10-08 0.000 - 5.270 5335000.00 5308332.93 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2026-10-13 2026-10-13 5.180 1000.00 1013.28 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-08-15 2053-09-20 2.000 - 6.000 30948812.00 22243539.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-01 2054-01-01 2.500 - 7.000 36916195.00 37001045.60 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-13 2051-05-15 0.000 - 4.625 231815600.00 225377335.75 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0535 419000000.00 419000000.00 0.0018 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPWQ4 254900C5LP6DN9OP9V83 JYH775000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-22 2024-11-22 N N N 0.0534 65030548.70 65030548.70 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AX4S4 2549001DPIFGXC1TOL40 US3130AX4S46 0001026214 JXP753000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-08 2024-05-08 N N N 0.0526 232026257.76 232026257.76 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.36% 3133ENQJ2 254900C5LP6DN9OP9V83 US3133ENQJ28 JWP705000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-03-04 2024-03-04 N N N 0.0523 35000217.70 35000217.70 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPZ57 254900C5LP6DN9OP9V83 US3133EPZ578 KDU758000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2026-01-30 2026-01-30 N N N 0.0542 43025557.48 43025557.48 0.0002 N N N N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP, 5.32% RUC0QBLBRPRCU4W1NE59 0000772028 KEC705000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-27 2053-11-15 0.000 - 5.000 118721200.00 109501417.57 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-02-07 N N N 0.0519 107000000.00 107000000.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-02-20 2025-02-20 N N N 0.0537 79048084.14 79048084.14 0.0003 N N N N UST BILLS UST BILLS, 0% 912797JT5 254900HROIFWPRGM1V77 US912797JT50 KDP090000 U.S. Treasury Debt Y N/A N/A 2024-07-25 2024-07-25 2024-07-25 N N N 0.0515 2268849713.59 2268849713.59 0.0097 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.4% 3133EPKQ7 254900C5LP6DN9OP9V83 US3133EPKQ72 JVB303000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-24 2024-05-24 N N N 0.0528 148027935.00 148027935.00 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 JTO296000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-02-26 2025-02-26 N N N 0.0538 207063462.06 207063462.06 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPMT9 254900C5LP6DN9OP9V83 US3133EPMT93 JVB169000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-06-14 2024-06-14 N N N 0.0530 46015204.84 46015204.84 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 2031-01-01 2051-09-01 2.500 - 6.042 159075.00 108076.04 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2043-06-12 3.375 - 3.740 1940000.00 1690346.54 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-02-03 2042-02-03 2.930 2000.00 1544.33 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-08-15 2040-08-15 5.000 1000.00 59.45 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2053-02-15 0.000 - 6.250 435890984.00 327077781.96 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-09-01 2053-08-01 2.000 - 6.000 1293899.00 966583.11 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0527 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 2025-04-30 2028-07-31 0.375 - 4.125 101784500.00 102120432.68 U.S. Treasuries (including strips) Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0536 100000000.00 100000000.00 0.0004 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.375% 3133EPDA0 254900C5LP6DN9OP9V83 US3133EPDA04 JRO186000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-03-13 2024-03-13 N N N 0.0523 77002253.79 77002253.79 0.0003 N N N N FEDERAL RESERVE BANK OF NY(GOV REPO BNY) FEDERAL RESERVE BANK OF NY(GOV REPO BNY), 5.3% 254900Y8NKGV541U8Q32 0001457970 KEC874000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2046-11-15 0.625 - 3.125 48209922300.00 37499519986.79 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0530 37494000000.00 37494000000.00 0.1602 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.32% 3130AYM29 2549001DPIFGXC1TOL40 US3130AYM291 0001026214 KDP178000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-24 2024-07-24 N N N 0.0525 172046694.56 172046694.56 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-21 2025-07-21 N N N 0.0541 259207697.28 259207697.28 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AXS90 2549001DPIFGXC1TOL40 US3130AXS902 0001026214 KCK819000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-11-17 2025-11-17 N N N 0.0545 468041123.16 468041123.16 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 0.0518 2292901447.68 2292901447.68 0.0098 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.33% 3130AYP83 2549001DPIFGXC1TOL40 US3130AYP831 0001026214 KDU918000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-05 2024-09-05 N N N 0.0519 202145161.24 202145161.24 0.0009 N N N N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.31% G5GSEF7VJP5I7OUK5573 KEC671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-13 2032-02-15 0.000 - 5.000 1614952000.00 1527165236.50 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 1497000000.00 1497000000.00 0.0064 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 JMG223000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-04-26 2024-04-26 N N N 0.0526 184036117.36 184036117.36 0.0008 N N N N LLOYDS BK CORP MRKTS (GOV RP) LLOYDS BK CORP MRKTS (GOV RP), 5.39% 213800MBWEIJDM5CU638 KDD064000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-15 2028-11-30 1.375 - 4.625 106699600.00 109564135.61 U.S. Treasuries (including strips) Y N/A N/A 2024-03-05 2024-03-05 2024-03-05 N N N 0.0527 107000000.00 107000000.00 0.0005 N N N Y BANK OF AMERICA NA (GOV REPO) BANK OF AMERICA NA (GOV REPO), 5.41% B4TYDEB6GKMZO031MB27 0001102113 KDD764000 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 2046-09-01 2048-03-01 3.000 - 4.000 961628784.00 160789768.12 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-06 2024-05-06 2024-05-06 N N N 0.0534 157000000.00 157000000.00 0.0007 N N N Y 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 0.0545 484640367.65 484640367.65 0.0021 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.34% 3130AYLU8 2549001DPIFGXC1TOL40 US3130AYLU89 0001026214 KDP177000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-18 2024-10-18 N N N 0.0532 606992333.59 606992333.59 0.0026 N N N 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 0.0488 340970217.06 340970217.06 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 0.0560 608479670.40 608479670.40 0.0026 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPE76 254900C5LP6DN9OP9V83 US3133EPE763 KBJ658000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-20 2025-05-20 N N N 0.0539 45022857.75 45022857.75 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AWWC0 2549001DPIFGXC1TOL40 US3130AWWC07 0001026214 JXB534000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-21 2024-11-21 N N N 0.0534 127064640.46 127064640.46 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-16 2025-05-16 N N N 0.0538 113107940.99 113107940.99 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 0.0523 925983032.82 925983032.82 0.0040 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 KCE402000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-12-15 2025-12-15 N N N 0.0543 128059856.64 128059856.64 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 JKG581000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-04-12 2024-04-12 N N N 0.0526 372520759.43 372520759.43 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-17 2025-07-17 N N N 0.0542 75699424.68 75699424.68 0.0003 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 2024-06-01 2054-01-01 2.000 - 7.000 1086655320.00 645837952.61 Agency Mortgage-Backed Securities Y N/A N/A 2024-03-21 2024-03-21 2024-03-21 N N N 0.0533 629000000.00 629000000.00 0.0027 N N N Y UST BILLS UST BILLS, 0% 912797JY4 254900HROIFWPRGM1V77 US912797JY46 KDT956000 U.S. Treasury Debt Y N/A N/A 2024-05-28 2024-05-28 2024-05-28 N N N 0.0528 2290805998.20 2290805998.20 0.0098 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-24 2025-07-24 N N N 0.0541 273220796.94 273220796.94 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AW5J5 2549001DPIFGXC1TOL40 US3130AW5J55 0001026214 JTU989000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-22 2024-08-22 N N N 0.0536 321081402.39 321081402.39 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 0.0542 324738651.25 324738651.25 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.385% 3130AXJT6 2549001DPIFGXC1TOL40 US3130AXJT61 0001026214 KCL006000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-23 2024-07-23 N N N 0.0533 152028047.04 152028047.04 0.0006 N N N N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., 5.315055% CYYGQCGNHMHPSMRL3R97 KEC883000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2025-01-15 2030-04-15 0.000 - 8.875 2999337.00 2554446.58 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-04-18 2043-08-15 0.000 - 5.435 444594586.00 436286858.02 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-10-20 2027-10-20 3.500 1796749.00 49466.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-01 2054-02-01 2.000 - 7.500 98836143.00 71455342.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-12-01 2053-12-01 2.500 - 7.500 42102777.00 34924333.91 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 534500000.00 534500000.00 0.0023 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-21 2024-10-21 N N N 0.0533 277048554.08 277048554.08 0.0012 N N N N JP Morgan Securities LLC JP Morgan Securities LLC, 5.315055% ZBUT11V806EZRVTWT807 KEC883000_00267 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 2029-06-01 2053-12-01 2.123 - 8.000 118901691.00 30622060.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-08 2053-02-15 0.000 - 6.625 2501232025.00 2425778273.14 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2061-07-01 1.500 - 7.325 986767350.00 538957933.39 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 2936193000.00 2936193000.00 0.0125 N Y Y 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 0.0529 128032500.00 128032500.00 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-25 2025-07-25 N N N 0.0542 78035141.34 78035141.34 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.32% 3130AYND4 2549001DPIFGXC1TOL40 US3130AYND47 0001026214 KDT197000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-29 2024-07-29 N N N 0.0531 310997381.38 310997381.38 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AXD21 2549001DPIFGXC1TOL40 US3130AXD219 0001026214 JYN688000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-03-27 2025-03-27 N N N 0.0539 381193090.80 381193090.80 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 0.0533 213505422.46 213505422.46 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 0.0530 201596445.82 201596445.82 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 2024-06-15 2049-08-15 0.250 - 5.435 352961700.00 324282657.07 U.S. Treasuries (including strips) Y N/A N/A 2024-03-01 2024-03-01 2024-03-01 N N N 0.0527 315000000.00 315000000.00 0.0013 N N N Y UST BILLS UST BILLS, 0% 912797JK4 254900HROIFWPRGM1V77 US912797JK42 KBP969000 U.S. Treasury Debt Y N/A N/A 2024-03-26 2024-03-26 2024-03-26 N N N 0.0526 414442005.44 414442005.44 0.0018 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 KBP973000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-11-28 2025-11-28 N N N 0.0545 206027762.62 206027762.62 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPYZ2 254900C5LP6DN9OP9V83 US3133EPYZ26 KAH848000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-03-20 2025-03-20 N N N 0.0539 136067775.60 136067775.60 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 0.0521 3988157577.20 3988157577.20 0.0170 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 KBU266000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-12-01 2025-12-01 N N N 0.0543 157086359.42 157086359.42 0.0007 N N N N FICC GC BNP REPO PRGM(GOV RP) FICC GC BNP REPO PRGM(GOV RP), 5.32% KEC652000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-28 2053-11-15 0.000 - 5.495 639782124.00 544760491.67 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 534000000.00 534000000.00 0.0023 N Y Y N UST NOTES UST NOTES, 5.316529% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2024-02-01 2024-07-31 2024-07-31 N N N 0.0543 1244423801.55 1244423801.55 0.0053 N Y Y N BNY Mellon Capital Markets LLC BNY Mellon Capital Markets LLC, 5.315055% VJW2DOOHGDT6PR0ZRO63 KEC883000_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 2053-12-20 1.500 - 9.000 49235582.00 28366657.30 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-01-24 2038-12-21 1.130 - 6.150 304183.00 303317.07 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-02-13 2052-02-15 0.000 - 4.625 52235023.00 51605353.43 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-09-13 2027-10-08 0.000 - 5.000 3250824.00 3227921.77 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-02-25 2054-02-01 1.500 - 8.500 106246088.00 87555886.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-05-01 2054-02-01 1.500 - 8.000 147170238.00 130514064.76 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 295610000.00 295610000.00 0.0013 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-08-25 2025-08-25 N N N 0.0544 149016395.96 149016395.96 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-03-06 2025-03-06 N N N 0.0538 231135712.50 231135712.50 0.0010 N N N N Fidelity Government Cash Reserves 2024-02-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer