0001752724-24-077097.txt : 20240405 0001752724-24-077097.hdr.sgml : 20240405 20240405115731 ACCESSION NUMBER: 0001752724-24-077097 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240405 DATE AS OF CHANGE: 20240405 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: 24825520 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 2024-03-31 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 40 89 136482759703.68 134176131653.47 135071789420.38 138043508489.67 141287621038.54 163510072380.98 160888384370.71 164653061571.60 164066123194.71 167857636744.40 0.5900 0.5900 0.5900 0.6000 0.6000 0.7000 0.7100 0.7200 0.7100 0.7200 801909345.55 229218862476.67 229212900944.64 2058651557.62 6620424187.23 225453037660.58 225414817817.4500 1.0000 0.0539 1.0002 1.0002 1.0002 1.0002 1.0004 C000019553 1.00 225453037660.58 225414817817.4500 1.0002 1.0002 1.0002 1.0002 1.0004 22960972817.91 22959913130.68 24148852438.31 25306320463.42 22083771960.36 22078502491.83 22663206004.45 22284959768.90 22215988882.87 20590977788.44 96298884852.39 95126445242.30 0.0502 N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., 5.324639% CYYGQCGNHMHPSMRL3R97 KGO756000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-08-01 2054-04-01 1.500 - 7.500 28039.00 19632.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-02-01 2053-06-01 1.000 - 6.000 9546.00 7171.26 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2043-08-15 1.125 - 4.625 158683.00 157843.37 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 181000.00 181000.00 0.0000 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.39% 3133ENWG1 254900C5LP6DN9OP9V83 US3133ENWG15 JUU700000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-09 2024-05-09 N N N 0.0526 64000986.88 64000986.88 0.0003 N N N N UST BILLS UST BILLS, 0% 912797GZ4 254900HROIFWPRGM1V77 US912797GZ48 JYP824000 U.S. Treasury Debt Y N/A N/A 2024-04-04 2024-04-04 2024-04-04 N N N 0.0226 4241164435.77 4241164435.77 0.0188 N Y Y N UST BILLS UST BILLS, 0% 912797KG1 254900HROIFWPRGM1V77 US912797KG11 KEW109000 U.S. Treasury Debt Y N/A N/A 2024-06-25 2024-06-25 2024-06-25 N N N 0.0508 2271914976.00 2271914976.00 0.0101 N Y 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 0.0525 920736575.47 920736575.47 0.0041 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPXC4 254900C5LP6DN9OP9V83 US3133EPXC40 JYJ779000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-04-29 2025-04-29 N N N 0.0541 156082569.24 156082569.24 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AWAM2 2549001DPIFGXC1TOL40 US3130AWAM27 0001026214 JUB460000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-28 2024-05-28 N N N 0.0527 615089623.95 615089623.95 0.0027 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130AYME3 2549001DPIFGXC1TOL40 US3130AYME39 0001026214 KDP296000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-10-08 2024-10-08 N N N 0.0534 156000650.52 156000650.52 0.0007 N N N N JP Morgan Securities LLC JP Morgan Securities LLC, 5.329625% ZBUT11V806EZRVTWT807 KGO698000_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 2032-12-01 2032-12-01 6.220 163292.00 164320.12 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-11 2048-02-15 0.000 - 4.125 578322494.00 562742657.79 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-07-01 2054-03-01 1.500 - 8.000 941295790.00 675171615.08 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 1213623000.00 1213623000.00 0.0054 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.405% 3130AWX96 2549001DPIFGXC1TOL40 US3130AWX961 0001026214 JXC294000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-17 2024-05-17 N N N 0.0526 284011649.68 284011649.68 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AYB96 2549001DPIFGXC1TOL40 US3130AYB963 0001026214 KCS051000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-07-23 2024-07-23 N N N 0.0530 104003352.96 104003352.96 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVT69 2549001DPIFGXC1TOL40 US3130AVT698 0001026214 JSY318000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0531 322948865.87 322948865.87 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 0.0509 307109384.10 307109384.10 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.405% 3130AWXM7 2549001DPIFGXC1TOL40 US3130AWXM79 0001026214 JXC950000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-16 2024-05-16 N N N 0.0526 308012517.12 308012517.12 0.0014 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC, 5.329625% VYVVCKR63DVZZN70PB21 KGO698000_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 2027-05-25 2027-05-25 3.061 279500.00 206383.06 Agency Collateralized Mortgage Obligation MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT 2049-10-25 2049-10-25 8.685 1125685.00 1017533.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-09-20 2054-03-20 1.500 - 7.500 628715596.00 458339952.34 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 450274000.00 450274000.00 0.0020 N Y Y N FICC STATE STREET DVP (GOV REPO) FICC STATE STREET DVP (GOV REPO), 5.35% 549300H47WTHXPU08X20 KGN104000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2031-05-15 2033-02-15 1.250 - 3.500 496543400.00 413198001.59 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0535 405000000.00 405000000.00 0.0018 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AYEN2 2549001DPIFGXC1TOL40 US3130AYEN20 0001026214 KDD806000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-07-08 2025-07-08 N N N 0.0544 152998977.96 152998977.96 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.06% 3130B0B65 2549001DPIFGXC1TOL40 US3130B0B656 0001026214 KFC449000 U.S. Government Agency Debt Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0507 289952167.40 289952167.40 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AWTB6 2549001DPIFGXC1TOL40 US3130AWTB60 0001026214 JWP901000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-11-07 2024-11-07 N N N 0.0537 311626459.66 311626459.66 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AV6G2 2549001DPIFGXC1TOL40 US3130AV6G26 0001026214 JRH760000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-28 2024-05-28 N N N 0.0527 337033319.19 337033319.19 0.0015 N N N N UST BILLS UST BILLS, 0% 912797KQ9 254900HROIFWPRGM1V77 US912797KQ92 KGD804000 U.S. Treasury Debt Y N/A N/A 2024-07-23 2024-07-23 2024-07-23 N N N 0.0518 4435369831.28 4435369831.28 0.0197 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AYBG0 2549001DPIFGXC1TOL40 US3130AYBG06 0001026214 KCS652000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-26 2024-08-26 N N N 0.0533 110006785.90 110006785.90 0.0005 N N N N FICC BONY DVP REPO (GOV REPO) FICC BONY DVP REPO (GOV REPO), 5.32% 549300H47WTHXPU08X20 KGO323000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-13 2042-08-15 0.000 - 4.625 7801870900.00 7540860019.13 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 7393000000.00 7393000000.00 0.0328 N Y Y 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 0.0531 182222840.00 182222840.00 0.0008 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 JMH440000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-02 2024-05-02 N N N 0.0526 184012259.92 184012259.92 0.0008 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.34% KGO324000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-07-01 2053-05-01 3.000 - 6.000 213671608.00 170440607.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-08-20 2053-08-20 5.000 5921753.00 5782505.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2053-01-01 2.000 - 5.500 457515166.00 167567875.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-07-31 2028-07-31 1.000 175100.00 153015.50 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0534 337000000.00 337000000.00 0.0015 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYZZ2 2549001DPIFGXC1TOL40 US3130AYZZ21 0001026214 KEQ894000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-20 2024-08-20 N N N 0.0532 239990340.00 239990340.00 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AVBG6 2549001DPIFGXC1TOL40 US3130AVBG66 0001026214 JXJ659000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-06 2024-09-06 N N N 0.0533 155051560.75 155051560.75 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EPLN3 254900C5LP6DN9OP9V83 US3133EPLN33 KBQ590000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-03-07 2025-03-07 N N N 0.0538 172200806.56 172200806.56 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AX4J4 2549001DPIFGXC1TOL40 US3130AX4J47 0001026214 JXO970000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-06 2024-05-06 N N N 0.0526 465010908.90 465010908.90 0.0021 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 0.0513 75920937.96 75920937.96 0.0003 N N N N UST BILLS UST BILLS, 0% 912797KN6 254900HROIFWPRGM1V77 US912797KN61 KFL184000 U.S. Treasury Debt Y N/A N/A 2024-07-09 2024-07-09 2024-07-09 N N N 0.0512 2217880687.50 2217880687.50 0.0098 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 0.0547 910824805.59 910824805.59 0.0040 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-07-24 2025-07-24 N N N 0.0543 107055643.21 107055643.21 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 0.0434 4345095756.19 4345095756.19 0.0193 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AYBF2 2549001DPIFGXC1TOL40 US3130AYBF23 0001026214 KCS535000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-07-26 2024-07-26 N N N 0.0530 107003428.28 107003428.28 0.0005 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KGO379000 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 2034-07-01 2054-01-01 2.000 - 7.000 328522531.00 244402025.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-11-01 2052-09-01 1.500 - 6.000 376755596.00 306492893.12 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-04 2030-09-30 0.000 - 4.625 243245800.00 254361690.95 U.S. Treasuries (including strips) Y N/A N/A 2024-04-04 2024-04-04 2024-04-04 N N N 0.0520 789000000.00 789000000.00 0.0035 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-01-27 2025-01-27 N N N 0.0539 313138399.21 313138399.21 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-09-26 2025-09-26 N N N 0.0546 107030690.81 107030690.81 0.0005 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384XF1 2549001DPIFGXC1TOL40 US313384XF17 313384XF1 U.S. Government Agency Debt Y N/A N/A 2024-05-24 2024-05-24 2024-05-24 N N N 0.0532 119999935.00 119999935.00 0.0005 N N Y N UST NOTES UST NOTES, 1.125% 91282CDS7 254900HROIFWPRGM1V77 US91282CDS70 IFH801000 U.S. Treasury Debt Y N/A N/A 2025-01-15 2025-01-15 2025-01-15 N N N 0.0508 102751679.82 102751679.82 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYP91 2549001DPIFGXC1TOL40 US3130AYP914 0001026214 KDU919000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-05 2024-09-05 N N N 0.0533 255990717.44 255990717.44 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXTF5 2549001DPIFGXC1TOL40 US3130AXTF57 0001026214 KBI506000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-05-19 2025-05-19 N N N 0.0541 155068410.80 155068410.80 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXAS7 2549001DPIFGXC1TOL40 US3130AXAS79 0001026214 JYC512000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-03-20 2025-03-20 N N N 0.0545 235521576.51 235521576.51 0.0010 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.34% MBNUM2BPBDO7JBLYG310 0000315030 KFK112000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-11-20 2052-11-20 3.000 - 6.500 396799382.00 347820789.01 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2034-08-15 2050-05-15 0.000 4207213.00 1301681.45 U.S. Treasuries (including strips) Y N/A N/A 2024-04-04 2024-04-04 2024-04-04 Y CITIGROUP INC 1.0000 6 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0521 341000000.00 341000000.00 0.0015 N N Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KER410000 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 2028-06-01 2054-04-01 2.000 - 7.000 252767993.00 198145994.90 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-12-15 2050-05-15 1.250 - 4.500 1084000.00 1090810.91 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-06-20 2054-03-20 2.000 - 7.000 99341215.00 56561145.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-05-01 2054-04-01 1.500 - 7.000 80840284.00 34698039.34 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-02 2024-04-02 2024-04-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 4 N N/A N/A N N 0.0519 283000000.00 283000000.00 0.0013 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYQ25 2549001DPIFGXC1TOL40 US3130AYQ250 0001026214 KDV666000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-28 2024-08-28 N N N 0.0533 104995956.45 104995956.45 0.0005 N N N N Nomura Securities International Nomura Securities International, 5.329625% OXTKY6Q8X53C9ILVV871 KGO698000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-01-01 2054-04-01 1.500 - 7.000 273323840.00 220775191.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2054-03-01 1.500 - 7.500 661690850.00 479589035.96 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-05-07 2052-05-15 0.000 - 4.625 222274138.00 199076872.05 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-04-20 2064-05-15 2.500 - 6.500 88911156.00 80529214.44 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 960613000.00 960613000.00 0.0043 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AXTX6 2549001DPIFGXC1TOL40 US3130AXTX63 0001026214 KBJ276000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-17 2024-05-17 N N N 0.0525 108000356.40 108000356.40 0.0005 N N N N ING Financial Markets LLC ING Financial Markets LLC, 5.324639% KBVRJ5K57JZ3E2AVWX40 KGO756000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-02 2053-11-15 0.000 - 5.500 162184.00 157682.70 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-03-01 2054-03-01 2.000 - 7.000 36773.00 34903.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-02-20 2053-10-20 2.500 - 6.500 23734.00 19336.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-04-01 2053-12-01 2.000 - 7.000 37943.00 33941.47 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 241000.00 241000.00 0.0000 N Y Y N UST NOTES UST NOTES, 5.44007% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2024-04-01 2024-10-31 2024-10-31 N N N 0.0536 371648874.91 371648874.91 0.0016 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.39% 3133EPX26 254900C5LP6DN9OP9V83 US3133EPX268 KDN620000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-01-22 2025-01-22 N N N 0.0533 88028707.36 88028707.36 0.0004 N N N 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 0.0543 332806857.91 332806857.91 0.0015 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 2034-12-01 2054-02-01 1.500 - 6.000 379391586.00 173292589.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-04-01 2054-01-01 1.500 - 6.500 36174464.00 26811748.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-04-20 2054-02-20 4.500 - 6.000 323657280.00 282320717.44 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2025-12-31 0.375 230500.00 214072.86 U.S. Treasuries (including strips) 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 0.0525 468000000.00 468000000.00 0.0021 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYYM2 2549001DPIFGXC1TOL40 US3130AYYM27 0001026214 KEQ292000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-15 2024-08-15 N N N 0.0532 223991389.44 223991389.44 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130B0PH6 2549001DPIFGXC1TOL40 US3130B0PH66 0001026214 KGO533000 U.S. Government Agency Debt Y N/A N/A 2024-04-05 2024-11-05 2024-11-05 N N N 0.0000 288000000.00 288000000.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 JWD539000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-05-27 2025-05-27 N N N 0.0544 56023352.56 56023352.56 0.0002 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.39% H7FNTJ4851HG0EXQ1Z70 KEY073000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-06-30 2033-02-15 3.250 - 4.130 136239900.00 134418897.14 U.S. Treasuries (including strips) Y N/A N/A 2024-05-28 2024-05-28 2024-05-28 N N N 0.0530 131000000.00 131000000.00 0.0006 N N N Y FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384VA4 2549001DPIFGXC1TOL40 US313384VA48 313384VA4 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0527 356794525.08 356794525.08 0.0016 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-10-14 2025-10-14 N N N 0.0549 423997659.52 423997659.52 0.0019 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.385% 3133EPQ65 254900C5LP6DN9OP9V83 US3133EPQ650 KCP971000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-20 2024-09-20 N N N 0.0537 34999671.35 34999671.35 0.0002 N N N N UST BILLS UST BILLS, 0% 912797HS9 254900HROIFWPRGM1V77 US912797HS95 KBQ501000 U.S. Treasury Debt Y N/A N/A 2024-05-30 2024-05-30 2024-05-30 N N N 0.0503 1305641335.95 1305641335.95 0.0058 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPNQ4 254900C5LP6DN9OP9V83 US3133EPNQ46 JVB493000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-10-03 2024-10-03 N N N 0.0536 69031760.70 69031760.70 0.0003 N N N N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.33% 549300QJJX6CVVUXLE15 KGF912000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2053-11-15 0.000 - 6.000 930653800.00 824691738.83 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-05-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 807000000.00 807000000.00 0.0036 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.37% MBNUM2BPBDO7JBLYG310 0000315030 KGE551000 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 2063-11-20 2065-05-15 2.550 - 8.000 421773801.00 415412060.71 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2051-11-15 0.000 - 4.625 177591700.00 184043704.79 U.S. Treasuries (including strips) Y N/A N/A 2024-05-21 2024-05-21 2024-05-21 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0527 587000000.00 587000000.00 0.0026 N N N Y UST BILLS UST BILLS, 0% 912797KB2 254900HROIFWPRGM1V77 US912797KB24 KEL058000 U.S. Treasury Debt Y N/A N/A 2024-08-15 2024-08-15 2024-08-15 N N N 0.0512 459950204.14 459950204.14 0.0020 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 JNB488000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-06 2024-08-06 N N N 0.0532 173078604.28 173078604.28 0.0008 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 0.0516 216089732.88 216089732.88 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.36% 3133EP2A2 254900C5LP6DN9OP9V83 US3133EP2A24 KEB681000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-11-06 2024-11-06 N N N 0.0537 44992605.60 44992605.60 0.0002 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384XD6 2549001DPIFGXC1TOL40 US313384XD68 EDB544000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0532 74401875.00 74401875.00 0.0003 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AXZ50 2549001DPIFGXC1TOL40 US3130AXZ501 0001026214 KCK257000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-12-08 2025-12-08 N N N 0.0544 306182452.50 306182452.50 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.385% 3133EP2N4 254900C5LP6DN9OP9V83 US3133EP2N45 KEK028000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-02-12 2025-02-12 N N N 0.0531 54024127.74 54024127.74 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 JSK883000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-04-10 2025-04-10 N N N 0.0541 32012712.32 32012712.32 0.0001 N N N N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.34% K5HU16E3LMSVCCJJJ255 KGF939000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-16 2033-11-15 0.000 - 4.500 253382100.00 262451074.27 U.S. Treasuries (including strips) Y N/A N/A 2024-06-13 2024-06-13 2024-06-13 N N N 0.0526 257000000.00 257000000.00 0.0011 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130B02B4 2549001DPIFGXC1TOL40 US3130B02B43 0001026214 KEQ893000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-20 2024-09-20 N N N 0.0534 107999290.44 107999290.44 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVQA3 2549001DPIFGXC1TOL40 US3130AVQA32 0001026214 JSS282000 U.S. Government Agency Debt Y N/A N/A 2024-05-13 2024-05-13 2024-05-13 N N N 0.0564 322818267.28 322818267.28 0.0014 N N N N UST BILLS UST BILLS, 0% 912797JN8 254900HROIFWPRGM1V77 US912797JN80 KCK146000 U.S. Treasury Debt Y N/A N/A 2024-04-16 2024-04-16 2024-04-16 N N N 0.0424 2520453838.62 2520453838.62 0.0112 N Y Y N FICC ACAFB REPO PRGM(GOV REPO) FICC ACAFB REPO PRGM(GOV REPO), 5.33% KGO347000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-07-31 2053-08-15 1.380 - 4.130 694242000.00 625004983.03 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 609000000.00 609000000.00 0.0027 N Y Y N SOCIETE GENERALE (GOV REPO) SOCIETE GENERALE (GOV REPO), 5.33% O2RNE8IBXP4R0TD8PU41 KGL637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2043-08-15 0.750 - 4.625 421578300.00 413283485.92 U.S. Treasuries (including strips) Y N/A N/A 2024-04-02 2024-04-02 2024-04-02 N N N 0.0520 405000000.00 405000000.00 0.0018 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AXD54 2549001DPIFGXC1TOL40 US3130AXD540 0001026214 JYN695000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-06-27 2025-06-27 N N N 0.0537 381462732.12 381462732.12 0.0017 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AWXT2 2549001DPIFGXC1TOL40 US3130AWXT23 0001026214 JXD699000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-05-22 2025-05-22 N N N 0.0543 158060725.72 158060725.72 0.0007 N N N N MORGAN STANLEY & CO LLC(GOV REPO) MORGAN STANLEY and CO LLC(GOV REPO), 5.42% 9R7GPTSO7KV3UQJZQ078 0000068136 KFK376000 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 2035-02-20 2054-03-20 2.000 - 6.259 201663879.00 101578646.86 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2024-06-13 0.000 69900.00 69130.75 U.S. Treasuries (including strips) Federal National Mortgage Association 2029-06-25 2054-04-25 1.250 - 5.835 41542817.00 19636379.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-10-25 2053-10-15 1.750 - 5.500 46314154.00 33864490.23 Agency Debentures and Agency Strips Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0542 150000000.00 150000000.00 0.0007 N Y Y N Societe Generale Societe Generale, 5.329625% O2RNE8IBXP4R0TD8PU41 KGO698000_00925 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 2024-11-15 2053-02-15 1.125 - 7.625 278610298.00 223677623.05 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 218332000.00 218332000.00 0.0010 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130B0P60 2549001DPIFGXC1TOL40 US3130B0P607 0001026214 KGN687000 U.S. Government Agency Debt Y N/A N/A 2024-04-05 2024-11-05 2024-11-05 N N N 0.0000 234000000.00 234000000.00 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYSP2 2549001DPIFGXC1TOL40 US3130AYSP22 0001026214 KEC893000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-09 2024-09-09 N N N 0.0531 75003990.00 75003990.00 0.0003 N N N N UST BILLS UST BILLS, 0% 912797HF7 254900HROIFWPRGM1V77 US912797HF74 JYW569000 U.S. Treasury Debt Y N/A N/A 2024-04-11 2024-04-11 2024-04-11 N N N 0.0381 2962682184.24 2962682184.24 0.0131 N Y Y N UST BILLS UST BILLS, 0% 912797KC0 254900HROIFWPRGM1V77 US912797KC07 KER556000 U.S. Treasury Debt Y N/A N/A 2024-08-22 2024-08-22 2024-08-22 N N N 0.0515 691609277.24 691609277.24 0.0031 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 0.0497 2442011250.00 2442011250.00 0.0108 N Y Y N UST BILLS UST BILLS, 0% 912797HR1 254900HROIFWPRGM1V77 US912797HR13 KBK841000 U.S. Treasury Debt Y N/A N/A 2024-05-23 2024-05-23 2024-05-23 N N N 0.0497 2909769898.52 2909769898.52 0.0129 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 JRN658000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-03-10 2025-03-10 N N N 0.0540 98018856.18 98018856.18 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EPZE8 254900C5LP6DN9OP9V83 US3133EPZE87 KDO296000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-10-23 2025-10-23 N N N 0.0544 36020923.56 36020923.56 0.0002 N N N N UST BILLS UST BILLS, 0% 912797HH3 254900HROIFWPRGM1V77 US912797HH31 KAQ293000 U.S. Treasury Debt Y N/A N/A 2024-05-02 2024-05-02 2024-05-02 N N N 0.0475 2418952636.80 2418952636.80 0.0107 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AWQB9 2549001DPIFGXC1TOL40 US3130AWQB97 0001026214 JWH811000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-12-26 2024-12-26 N N N 0.0536 313184904.75 313184904.75 0.0014 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KGE776000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-01-15 2054-02-15 0.875 - 4.875 160868200.00 132757174.08 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 130000000.00 130000000.00 0.0006 N N Y N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.34% 549300QJJX6CVVUXLE15 KGN478000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2049-02-15 0.375 - 5.337 217902800.00 206192902.17 U.S. Treasuries (including strips) Y N/A N/A 2024-04-03 2024-04-03 2024-04-03 N N N 0.0521 202000000.00 202000000.00 0.0009 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.39% 3133EPJZ9 254900C5LP6DN9OP9V83 US3133EPJZ90 JTU978000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-17 2024-05-17 N N N 0.0526 39000887.25 39000887.25 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPU52 254900C5LP6DN9OP9V83 US3133EPU520 KDD676000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2026-01-12 2026-01-12 N N N 0.0545 176069877.28 176069877.28 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AXTD0 2549001DPIFGXC1TOL40 US3130AXTD00 0001026214 KBI505000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-08-18 2025-08-18 N N N 0.0544 231079311.54 231079311.54 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 JLQ839000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-28 2024-05-28 N N N 0.0527 239019789.20 239019789.20 0.0011 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.33% 549300HN4UKV1E2R3U73 KEI774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2044-02-15 0.375 - 4.750 139901300.00 107987979.14 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-05-06 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 0.0522 105000000.00 105000000.00 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 JXI262000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-08-28 2025-08-28 N N N 0.0543 66046049.52 66046049.52 0.0003 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPD44 254900C5LP6DN9OP9V83 US3133EPD443 KCL813000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-11-14 2025-11-14 N N N 0.0545 134065367.88 134065367.88 0.0006 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.39% VYVVCKR63DVZZN70PB21 0000276523 KFD267000 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 2031-02-25 2031-02-25 0.959 224949.00 138790.24 Agency Debentures and Agency Strips Government National Mortgage Association 2027-11-20 2054-03-20 1.500 - 7.500 815313472.00 307374452.67 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-28 2024-05-28 2024-05-28 N N N 0.0530 300000000.00 300000000.00 0.0013 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 0001026214 JXO969000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-09-02 2025-09-02 N N N 0.0542 437407244.67 437407244.67 0.0019 N N N N Royal Bank of Canada Royal Bank of Canada, 5.329625% ES7IP3U3RHIGC71XBU11 KGO698000_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 180274606.00 165973429.60 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 162480000.00 162480000.00 0.0007 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130AYRV0 2549001DPIFGXC1TOL40 US3130AYRV09 0001026214 KEB685000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-08 2024-08-08 N N N 0.0531 149991991.50 149991991.50 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.34% 3130AYN69 2549001DPIFGXC1TOL40 US3130AYN695 0001026214 KDT179000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-07-23 2024-07-23 N N N 0.0530 310980167.53 310980167.53 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYQY5 2549001DPIFGXC1TOL40 US3130AYQY56 0001026214 KEA753000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-06 2024-09-06 N N N 0.0533 345987305.26 345987305.26 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPUA1 254900C5LP6DN9OP9V83 US3133EPUA11 JXD667000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-23 2024-09-23 N N N 0.0534 32010675.20 32010675.20 0.0001 N N N N UST NOTES UST NOTES, 5.22507% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 JAE853000 U.S. Treasury Debt Y N/A N/A 2024-04-01 2024-04-30 2024-04-30 N N N 0.0538 1240696153.56 1240696153.56 0.0055 N Y Y N SMBC NIKKO SEC AM INC(GOV RP) SMBC NIKKO SEC AM INC(GOV RP), 5.32% 6PJDTY319315T5LR2241 KGO336000 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 2053-11-15 0.000 - 7.500 781614100.00 765178811.19 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 750000000.00 750000000.00 0.0033 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EP6C4 254900C5LP6DN9OP9V83 US3133EP6C44 KGG110000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-10-21 2025-10-21 N N N 0.0542 65490682.63 65490682.63 0.0003 N N N N Mitsubishi UFJ Securities Holdings Ltd Mitsubishi UFJ Securities Holdings Ltd, 5.324639% 549300Y1PMK3RWXMWR72 KGO756000_76664 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 2036-06-20 2071-12-20 2.500 - 7.500 417705.00 154835.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-06-13 2052-11-15 0.000 - 5.337 36886.00 36738.41 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-05-01 2058-01-01 1.500 - 5.725 801734.00 455903.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-05-01 2054-03-01 1.500 - 6.500 430027.00 296248.29 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 925000.00 925000.00 0.0000 N Y Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KGE778000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2054-02-15 0.375 - 4.250 220353100.00 205365376.76 U.S. Treasuries (including strips) Y N/A N/A 2024-04-04 2024-04-04 2024-04-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0519 201000000.00 201000000.00 0.0009 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYQX7 2549001DPIFGXC1TOL40 US3130AYQX73 0001026214 KEA749000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-05 2024-09-05 N N N 0.0533 255990717.44 255990717.44 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 JLG480000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-28 2024-08-28 N N N 0.0533 22006378.24 22006378.24 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AWUC2 2549001DPIFGXC1TOL40 US3130AWUC25 0001026214 JWR430000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-04-09 2025-04-09 N N N 0.0541 48027037.44 48027037.44 0.0002 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.325% 2IGI19DL77OX0HC3ZE78 KFV433000 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 2038-10-01 2054-04-01 2.000 - 7.000 400112685.00 229131528.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-04-20 2054-03-20 2.000 - 7.375 70922142.00 43836044.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-01-01 2055-07-01 2.000 - 7.500 407617757.00 275046379.82 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-05 2024-04-05 2024-04-11 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 536000000.00 536000000.00 0.0024 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPZQ1 254900C5LP6DN9OP9V83 US3133EPZQ18 KAK230000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-07-25 2025-07-25 N N N 0.0543 258134745.66 258134745.66 0.0011 N N N N Nomura Securities International Nomura Securities International, 5.324639% OXTKY6Q8X53C9ILVV871 KGO756000_07426 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 2024-05-07 2052-05-15 0.000 - 4.625 325792.00 291793.09 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2054-03-01 1.500 - 7.500 969860.00 702948.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-04-20 2064-05-15 2.500 - 6.500 130320.00 118034.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-01-01 2054-04-01 1.500 - 7.000 400623.00 323596.98 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 1408000.00 1408000.00 0.0000 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 JYI393000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-06-27 2025-06-27 N N N 0.0541 118074430.86 118074430.86 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-11-12 2024-11-12 N N N 0.0537 318891789.56 318891789.56 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AXQ43 2549001DPIFGXC1TOL40 US3130AXQ435 0001026214 KCQ714000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-09-02 2025-09-02 N N N 0.0546 48461673.54 48461673.54 0.0002 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384WP0 2549001DPIFGXC1TOL40 US313384WP08 EDB536000 U.S. Government Agency Debt Y N/A N/A 2024-05-08 2024-05-08 2024-05-08 N N N 0.0531 21869210.00 21869210.00 0.0001 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AXYD4 2549001DPIFGXC1TOL40 US3130AXYD45 0001026214 KBW968000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-10-10 2025-10-10 N N N 0.0544 153065920.05 153065920.05 0.0007 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.329625% MBNUM2BPBDO7JBLYG310 KGO698000_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 2024-05-15 2029-03-31 0.250 - 5.250 607212969.00 579499407.45 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-04-15 2064-03-20 2.000 - 10.000 1787025944.00 574678218.81 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 1131379000.00 1131379000.00 0.0050 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KGK458000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-11-01 2053-11-01 6.000 21321734.00 20968802.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2024-09-20 2065-03-15 1.500 - 7.500 1661278045.00 625316881.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-07-01 2049-10-01 3.500 - 5.000 256741705.00 40581174.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-10-31 2046-11-15 1.375 - 2.875 343300.00 304650.64 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 673000000.00 673000000.00 0.0030 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 JRI350000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-10-01 2024-10-01 N N N 0.0534 173078984.88 173078984.88 0.0008 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KGM225000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2053-08-15 0.375 - 4.125 147359400.00 134003397.93 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-04-29 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 131000000.00 131000000.00 0.0006 N N Y 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 2025-12-31 2043-11-15 0.375 - 4.750 212922000.00 135980670.85 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 0.0523 132000000.00 132000000.00 0.0006 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AYT89 2549001DPIFGXC1TOL40 US3130AYT890 0001026214 KED585000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-02-05 2025-02-05 N N N 0.0537 598983755.12 598983755.12 0.0027 N N N N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 5.329625% 7TK5RJIZDFROZCA6XF66 KGO698000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-05-17 2054-04-01 0.375 - 8.000 837820346.00 396825589.56 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-04-08 2040-12-21 0.470 - 6.150 28931192.00 26131929.16 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2026-02-23 2026-02-23 5.200 11257.00 11285.15 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-04-17 2045-04-28 0.000 - 5.890 11346873.00 11183216.02 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2025-02-15 2062-08-20 1.500 - 9.000 311768360.00 73247495.60 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2025-11-01 2025-11-01 6.750 450.00 476.41 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-02 2034-02-01 0.000 - 6.130 70351170.00 67039480.17 Agency Debentures and Agency Strips Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 562842000.00 562842000.00 0.0025 N Y Y N BNP PARIBAS BNP PARIBAS, 5.38% R0MUWSFPU8MPRO8K5P83 KEV987000 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 2054-02-15 0.750 - 5.470 459164300.00 435704466.36 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-06-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0530 424000000.00 424000000.00 0.0019 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 KAU628000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-11-03 2025-11-03 N N N 0.0547 100027748.00 100027748.00 0.0004 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.34% 549300Y1PMK3RWXMWR72 KGF934000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-02 2053-05-15 0.000 - 6.500 202143900.00 196177399.82 U.S. Treasuries (including strips) Y N/A N/A 2024-06-13 2024-06-13 2024-06-13 N N N 0.0526 192000000.00 192000000.00 0.0009 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AWSX9 2549001DPIFGXC1TOL40 US3130AWSX99 0001026214 KBQ592000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-02-03 2025-02-03 N N N 0.0537 143805073.38 143805073.38 0.0006 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.37% VYVVCKR63DVZZN70PB21 0000276523 KGM770000 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 2031-02-25 2031-02-25 0.959 65739.00 40560.00 Agency Debentures and Agency Strips Government National Mortgage Association 2027-08-15 2054-03-20 1.500 - 7.000 134192138.00 89800169.45 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-21 2024-06-21 2024-06-21 N N N 0.0529 88000000.00 88000000.00 0.0004 N N N Y MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.34% U7M81AY481YLIOR75625 KGO321000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-15 2042-05-15 3.250 - 4.500 287800000.00 259266318.31 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0534 254000000.00 254000000.00 0.0011 N Y 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 0.0506 705806654.70 705806654.70 0.0031 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 JME809000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-04-22 2024-04-22 N N N 0.0526 276909569.66 276909569.66 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130AYRW8 2549001DPIFGXC1TOL40 US3130AYRW81 0001026214 KEB680000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-09 2024-08-09 N N N 0.0531 149991978.00 149991978.00 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.07% 3130B0BD0 2549001DPIFGXC1TOL40 US3130B0BD09 0001026214 KFC503000 U.S. Government Agency Debt Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0507 289978145.60 289978145.60 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPB61 254900C5LP6DN9OP9V83 US3133EPB611 KAX017000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-12-10 2024-12-10 N N N 0.0536 251085026.25 251085026.25 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 307118231.84 307118231.84 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 JMX819000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-12-05 2024-12-05 N N N 0.0535 64070686.72 64070686.72 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-11-18 2024-11-18 N N N 0.0536 317144441.05 317144441.05 0.0014 N N N N FICC STATE STREET GC (GOV REPO) FICC STATE STREET GC (GOV REPO), 5.34% KGO357000 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 2026-01-31 2026-01-31 0.375 1598600.00 1479463.10 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-09-01 2053-11-01 2.000 - 6.500 610288008.00 269835494.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-05-01 2054-03-01 2.000 - 7.500 286132921.00 190813279.47 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0534 451000000.00 451000000.00 0.0020 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AYCB0 2549001DPIFGXC1TOL40 US3130AYCB00 0001026214 KCX050000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-04-01 2025-04-01 N N N 0.0543 15999880.00 15999880.00 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-02-20 2063-08-20 4.000 - 6.500 158692513.00 159090286.43 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2025-12-31 0.375 76100.00 70676.55 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-11-01 2032-11-01 3.000 2860000.00 516230.91 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 0.0524 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 2034-12-20 2054-03-20 3.000 - 7.000 36736454.00 35437651.51 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2025-12-31 0.375 76200.00 70769.42 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-04-01 2061-09-01 2.500 - 7.000 104533489.00 54648930.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-08-01 2053-12-01 2.000 - 7.000 148245234.00 69499162.38 Agency Mortgage-Backed Securities 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 0.0525 155000000.00 155000000.00 0.0007 N N N Y MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.33% 549300Y1PMK3RWXMWR72 KGF884000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2053-08-15 0.250 - 4.625 122235000.00 103513655.95 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-05-02 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0522 101000000.00 101000000.00 0.0004 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AWSY7 2549001DPIFGXC1TOL40 US3130AWSY72 0001026214 JYP807000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-05-02 2025-05-02 N N N 0.0534 2122589.13 2122589.13 0.0000 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 JKH766000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-07-12 2024-07-12 N N N 0.0529 93013753.77 93013753.77 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 KAD692000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-07-17 2025-07-17 N N N 0.0543 92047676.24 92047676.24 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-08-14 2025-08-14 N N N 0.0543 308142859.64 308142859.64 0.0014 N N N N UST BILLS UST BILLS, 0% 912797KL0 254900HROIFWPRGM1V77 US912797KL06 KFX063000 U.S. Treasury Debt Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0524 2281158356.96 2281158356.96 0.0101 N Y Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.36% KBVRJ5K57JZ3E2AVWX40 0000877559 KGF961000 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 2053-11-01 1.500 - 6.000 673742399.00 524904476.24 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-02 2024-05-02 2024-05-02 N N N 0.0525 514000000.00 514000000.00 0.0023 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AYJD9 2549001DPIFGXC1TOL40 US3130AYJD92 0001026214 KDK258000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-10-16 2025-10-16 N N N 0.0545 299997375.00 299997375.00 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 0.0455 3607344793.36 3607344793.36 0.0160 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-07-25 2025-07-25 N N N 0.0544 481280451.86 481280451.86 0.0021 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 JMF002000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-07-26 2024-07-26 N N N 0.0531 183041310.42 183041310.42 0.0008 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.37% VYVVCKR63DVZZN70PB21 0000276523 KGF945000 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 2026-02-20 2054-03-20 1.500 - 8.500 1650104550.00 599454496.41 Agency Mortgage-Backed Securities Federal National Mortgage Association 2024-08-25 2024-08-25 3.021 645760.00 270563.37 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-06-21 2024-06-21 2024-06-21 N N N 0.0529 587000000.00 587000000.00 0.0026 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130AYP75 2549001DPIFGXC1TOL40 US3130AYP757 0001026214 KDU916000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-02 2024-08-02 N N N 0.0531 465976257.30 465976257.30 0.0021 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AWQK9 2549001DPIFGXC1TOL40 US3130AWQK96 0001026214 JYP816000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-05-28 2025-05-28 N N N 0.0543 2110982.86 2110982.86 0.0000 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 JYU452000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-10-06 2025-10-06 N N N 0.0545 35016434.95 35016434.95 0.0002 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.34% FOR8UP27PHTHYVLBNG30 0000769993 KGN484000 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 2024-04-25 2054-03-01 2.000 - 8.000 860302085.00 534731089.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-06-20 2054-03-20 4.000 - 6.500 1086867760.00 1076517789.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-06-01 2054-03-01 3.000 - 6.000 708451188.00 696825222.99 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2024-04-30 2.500 215600000.00 217277479.35 U.S. Treasuries (including strips) Y N/A N/A 2024-04-03 2024-04-03 2024-04-03 N N N 0.0521 2474000000.00 2474000000.00 0.0110 N N Y 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 0.0592 294068088.33 294068088.33 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 KAO066000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-10-27 2025-10-27 N N N 0.0547 67017785.15 67017785.15 0.0003 N N N 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 0.0460 3484413647.26 3484413647.26 0.0155 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-07-14 2025-07-14 N N N 0.0539 61069358.22 61069358.22 0.0003 N N N N UST BILLS UST BILLS, 0% 912797KR7 254900HROIFWPRGM1V77 US912797KR75 KGM651000 U.S. Treasury Debt Y N/A N/A 2024-07-30 2024-07-30 2024-07-30 N N N 0.0514 2211297120.00 2211297120.00 0.0098 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 JSQ675000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-12-26 2024-12-26 N N N 0.0536 32015445.12 32015445.12 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 4.81% 3130AYKN5 2549001DPIFGXC1TOL40 US3130AYKN55 0001026214 KEE405000 U.S. Government Agency Debt Y N/A N/A 2025-01-10 2025-01-10 2025-01-10 N N N 0.0506 36927377.51 36927377.51 0.0002 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 0.0511 155052413.25 155052413.25 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 JVX030000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-07-17 2025-07-17 N N N 0.0543 112072328.48 112072328.48 0.0005 N N N N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.33% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KGO310000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-04-30 2053-05-15 2.750 - 4.875 100665400.00 101040241.34 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 99000000.00 99000000.00 0.0004 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.08% 3130B0BC2 2549001DPIFGXC1TOL40 US3130B0BC26 0001026214 KFC504000 U.S. Government Agency Debt Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0507 101000793.86 101000793.86 0.0004 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.33% 2IGI19DL77OX0HC3ZE78 KEV974000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-07-01 2053-07-01 4.500 840245.00 765595.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-02-15 2036-02-15 1.500 - 4.500 3673400.00 3662932.50 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-07-01 2054-03-01 2.000 - 7.000 83603374.00 62244482.92 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-05 2024-04-05 2024-04-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 65000000.00 65000000.00 0.0003 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 KBL768000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-08-22 2025-08-22 N N N 0.0546 174018607.56 174018607.56 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130AYNM4 2549001DPIFGXC1TOL40 US3130AYNM46 0001026214 KDU085000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-04 2024-09-04 N N N 0.0533 603965608.24 603965608.24 0.0027 N N N N MIZUHO BK LTD NY BRH (GOV RP) MIZUHO BK LTD NY BRH (GOV RP), 5.33% RB0PEZSDGCO3JS6CEU02 KGO383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-04-30 2028-04-30 3.500 527028000.00 519014893.95 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 507000000.00 507000000.00 0.0022 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.39% 3133ENUG3 254900C5LP6DN9OP9V83 US3133ENUG33 JWP710000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-04-12 2024-04-12 N N N 0.0525 82000095.94 82000095.94 0.0004 N N N N UST NOTES UST NOTES, 0.5% 912828ZF0 254900HROIFWPRGM1V77 US912828ZF00 FIB982000 U.S. Treasury Debt Y N/A N/A 2025-03-31 2025-03-31 2025-03-31 N N N 0.0499 29647208.67 29647208.67 0.0001 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.4% 3133EM4L3 254900C5LP6DN9OP9V83 US3133EM4L34 KDO332000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-09 2024-09-09 N N N 0.0533 15002788.05 15002788.05 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYSJ6 2549001DPIFGXC1TOL40 US3130AYSJ61 0001026214 KEC894000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-03 2024-09-03 N N N 0.0533 524979735.00 524979735.00 0.0023 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 JRO196000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-13 2024-09-13 N N N 0.0534 117033306.39 117033306.39 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AW5G1 2549001DPIFGXC1TOL40 US3130AW5G17 0001026214 JTU980000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-23 2024-05-23 N N N 0.0526 312522371.88 312522371.88 0.0014 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 0.0523 36996035.82 36996035.82 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 JTP908000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-17 2024-09-17 N N N 0.0535 125042613.75 125042613.75 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-09-26 2025-09-26 N N N 0.0547 93005970.60 93005970.60 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AVWL2 2549001DPIFGXC1TOL40 US3130AVWL23 0001026214 KDU576000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-05-01 2025-05-01 N N N 0.0540 31014258.45 31014258.45 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 U.S. Government Agency Debt Y N/A N/A 2024-04-02 2026-01-02 2026-01-02 N N N 0.0543 139080582.47 139080582.47 0.0006 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384XV6 2549001DPIFGXC1TOL40 US313384XV66 313384XV6 U.S. Government Agency Debt Y N/A N/A 2024-06-07 2024-06-07 2024-06-07 N N N 0.0531 312781056.52 312781056.52 0.0014 N N N N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.33% O2RNE8IBXP4R0TD8PU41 KGL636000 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 2048-02-15 1.875 - 3.000 356759400.00 264551651.33 U.S. Treasuries (including strips) Y N/A N/A 2024-04-02 2024-04-02 2024-04-02 N N N 0.0520 258000000.00 258000000.00 0.0011 N N Y N FEDERAL RESERVE BANK OF NY(GOV REPO BNY) FEDERAL RESERVE BANK OF NY(GOV REPO BNY), 5.3% 254900Y8NKGV541U8Q32 0001457970 KGO631000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-08-15 2045-05-15 0.625 - 4.375 12116801100.00 10080933124.06 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0530 10075000000.00 10075000000.00 0.0447 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.515% 3133EPMP7 254900C5LP6DN9OP9V83 US3133EPMP71 JUO625000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-12-13 2024-12-13 N N N 0.0531 53512063.72 53512063.72 0.0002 N N N N BNP PARIBAS BNP PARIBAS, 5.37% R0MUWSFPU8MPRO8K5P83 KFS961000 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 2032-04-20 2053-05-20 3.000 - 6.000 955784969.00 157842361.54 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-11-17 2042-01-24 2.480 - 2.820 368000.00 282371.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-10-01 2054-01-01 2.000 - 7.500 22454975.00 9220842.26 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2053-02-15 0.000 - 4.375 655486236.00 378131884.54 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2054-02-01 2.000 - 7.025 55221837.00 31172033.64 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-05 2024-04-05 2024-06-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0529 560000000.00 560000000.00 0.0025 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 0.0509 154054870.20 154054870.20 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-11-12 2025-11-12 N N N 0.0544 305114994.15 305114994.15 0.0014 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 0.0480 975950569.11 975950569.11 0.0043 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 JMF598000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-07-24 2024-07-24 N N N 0.0530 180051451.20 180051451.20 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-10-20 2025-10-20 N N N 0.0549 156997819.27 156997819.27 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-12-08 2025-12-08 N N N 0.0544 88052470.00 88052470.00 0.0004 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.31% 3Y4U8VZURTYWI1W2K376 KGK580000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-08 2027-02-15 0.000 - 4.125 105034300.00 101084315.83 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0531 99000000.00 99000000.00 0.0004 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 JMM606000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-06-10 2024-06-10 N N N 0.0527 178040712.16 178040712.16 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.395% 3130AXJX7 2549001DPIFGXC1TOL40 US3130AXJX73 0001026214 KBP263000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-15 2024-05-15 N N N 0.0526 79002130.63 79002130.63 0.0004 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 0.0562 974057420.63 974057420.63 0.0043 N N N N Credit Agricole CIB New York Branch Credit Agricole CIB New York Branch, 5.329625% 1VUV7VQFKUOQSJ21A208 KGO698000_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 2053-11-01 2054-04-01 5.000 - 6.500 22118332.00 21415077.48 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2029-08-15 0.250 - 5.000 723302858.00 698409258.82 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-02-20 2053-11-20 2.000 - 7.500 335911770.00 123556767.10 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 826722000.00 826722000.00 0.0037 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 JXN769000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-03-05 2025-03-05 N N N 0.0540 262120085.08 262120085.08 0.0012 N N N N Wells Fargo Bank National Asso Wells Fargo Bank National Asso, 5.329625% KB1H1DSPRFMYMCUFXT09 KGO698000_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 2025-05-31 2053-11-15 0.250 - 5.000 224791332.00 164418470.70 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 160431000.00 160431000.00 0.0007 N Y Y 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 2038-07-20 2058-04-15 3.000 - 6.500 13483958.00 11581032.49 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2029-01-15 2053-02-15 0.000 - 1.500 310319389.00 190415968.03 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-05-01 2054-03-01 1.820 - 6.000 57799793.00 44374650.57 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-11-02 2039-07-11 2.800 - 4.250 270000.00 249557.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-07-01 2053-05-01 2.500 - 6.000 4967130.00 2091046.35 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-11-17 2042-02-03 2.020 - 2.930 845000.00 648802.81 Agency Debentures and Agency Strips Y N/A N/A 2024-04-05 2024-04-05 2024-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 240000000.00 240000000.00 0.0011 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AVBF8 2549001DPIFGXC1TOL40 US3130AVBF83 0001026214 JRK045000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-04-05 2024-04-05 N N N 0.0525 814003060.64 814003060.64 0.0036 N N Y N UST BILLS UST BILLS, 0% 912797KK2 254900HROIFWPRGM1V77 US912797KK23 KFN109000 U.S. Treasury Debt Y N/A N/A 2024-09-12 2024-09-12 2024-09-12 N N N 0.0521 2355939234.72 2355939234.72 0.0104 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130AYP67 2549001DPIFGXC1TOL40 US3130AYP674 0001026214 KDU917000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-05 2024-08-05 N N N 0.0531 154991693.55 154991693.55 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPC29 254900C5LP6DN9OP9V83 US3133EPC296 KAX601000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-03-11 2025-03-11 N N N 0.0541 32007540.48 32007540.48 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPD77 254900C5LP6DN9OP9V83 US3133EPD773 KBE353000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-04-15 2025-04-15 N N N 0.0541 81029432.16 81029432.16 0.0004 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 0.0469 3111763093.75 3111763093.75 0.0138 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AW2Z2 2549001DPIFGXC1TOL40 US3130AW2Z25 0001026214 JTT738000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-19 2024-08-19 N N N 0.0532 161049359.38 161049359.38 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYXY7 2549001DPIFGXC1TOL40 US3130AYXY73 0001026214 KEP630000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-15 2024-08-15 N N N 0.0532 297988589.58 297988589.58 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.365% 3130AYHQ2 2549001DPIFGXC1TOL40 US3130AYHQ24 0001026214 KDJ425000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-10-11 2024-10-11 N N N 0.0535 265999356.28 265999356.28 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt Y N/A N/A 2024-04-02 2025-07-02 2025-07-02 N N N 0.0541 78049474.62 78049474.62 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-07-25 2025-07-25 N N N 0.0543 160113774.40 160113774.40 0.0007 N N N N CITIBANK NA (GOV REPO) CITIBANK NA (GOV REPO), 5.34% E57ODZWZ7FF32TWEFA76 0000036684 KGO339000 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 2025-10-06 2025-10-06 5.475 388000.00 393021.04 Agency Debentures and Agency Strips Resolution Funding Corp 2025-01-15 2029-10-15 0.000 759000.00 620747.59 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-11-15 2071-12-20 2.000 - 7.500 330168490.00 310766139.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 2028-05-01 2053-06-01 3.007 - 7.435 25219310.00 21772958.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-04-25 2054-03-01 2.000 - 7.206 14655874.00 11258274.37 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-04 2024-04-04 2024-04-04 N N N 0.0521 338000000.00 338000000.00 0.0015 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 JRI378000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-03 2024-09-03 N N N 0.0534 168051149.28 168051149.28 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 JMF131000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-10-24 2024-10-24 N N N 0.0536 74030525.00 74030525.00 0.0003 N N N N SUMITOMO MITSUI TRUST BK LTD (GOV REPO) SUMITOMO MITSUI TRUST BK LTD (GOV REPO), 5.4% 5493006GGLR4BTEL8O61 KGH036000 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 52174000.00 45937120.04 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-04-10 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0527 45000000.00 45000000.00 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 KAD688000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-10-17 2025-10-17 N N N 0.0545 43023434.57 43023434.57 0.0002 N N N N BNY Mellon Capital Markets LLC BNY Mellon Capital Markets LLC, 5.329625% VJW2DOOHGDT6PR0ZRO63 KGO698000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-05-01 2054-04-01 1.500 - 8.000 155916367.00 146121543.78 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-11 2054-02-15 0.000 - 4.750 16388012.00 15878364.02 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-04-25 2054-04-01 1.500 - 8.500 125629678.00 106291656.58 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2028-01-18 2028-01-18 5.400 808873.00 815564.39 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-04-15 2054-02-20 1.500 - 9.000 35077931.00 18145271.93 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-11-26 2029-02-13 1.000 - 5.500 890749.00 894381.33 Agency Debentures and Agency Strips Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 282329000.00 282329000.00 0.0013 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AWXC9 2549001DPIFGXC1TOL40 US3130AWXC97 0001026214 JXC927000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-02-24 2025-02-24 N N N 0.0534 339329223.24 339329223.24 0.0015 N N N N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.34% 549300QJJX6CVVUXLE15 KGN481000 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 2053-06-20 2.000 - 7.000 288966781.00 141277955.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-11-01 2054-02-01 2.500 - 6.500 218255150.00 84239359.33 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-11-15 2047-08-15 0.000 - 4.625 38452600.00 38753494.58 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-03-01 2054-02-01 2.000 - 7.000 703346243.00 195069771.74 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-03 2024-04-03 2024-04-03 N N N 0.0521 450000000.00 450000000.00 0.0020 N N Y 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 0.0565 60949440.15 60949440.15 0.0003 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 JQY113000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-01-24 2025-01-24 N N N 0.0536 262075170.42 262075170.42 0.0012 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPX42 254900C5LP6DN9OP9V83 US3133EPX425 KDO318000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2026-01-23 2026-01-23 N N N 0.0545 47018138.24 47018138.24 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AXS74 2549001DPIFGXC1TOL40 US3130AXS746 0001026214 KCM620000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-11-14 2025-11-14 N N N 0.0544 76049102.08 76049102.08 0.0003 N N N N FICC STATE STREET DVP (GOV REPO) FICC STATE STREET DVP (GOV REPO), 5.31% 549300H47WTHXPU08X20 KGO407000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-04-30 2027-04-30 0.500 - 2.750 652272300.00 622280344.10 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0531 610000000.00 610000000.00 0.0027 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPNK7 254900C5LP6DN9OP9V83 US3133EPNK75 JXN234000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-02-26 2025-02-26 N N N 0.0540 119068554.71 119068554.71 0.0005 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.329625% 5U0XI89JRFVHWIBS4F54 KGO698000_77387 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 2042-10-20 2053-10-20 3.000 - 6.500 3489245005.00 2165646095.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.500 614465485.00 565383210.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-05-01 2.000 - 5.500 4165553942.00 1363346149.06 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 3991207000.00 3991207000.00 0.0177 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-08-22 2025-08-22 N N N 0.0544 210106898.40 210106898.40 0.0009 N N N N UST BILLS UST BILLS, 0% 912797HQ3 254900HROIFWPRGM1V77 US912797HQ30 KAX023000 U.S. Treasury Debt Y N/A N/A 2024-05-09 2024-05-09 2024-05-09 N N N 0.0485 2413501705.56 2413501705.56 0.0107 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 JQF546000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-02-10 2025-02-10 N N N 0.0538 112095420.64 112095420.64 0.0005 N N N N UST BILLS UST BILLS, 0% 912797KE6 254900HROIFWPRGM1V77 US912797KE62 KEJ576000 U.S. Treasury Debt Y N/A N/A 2024-06-11 2024-06-11 2024-06-11 N N N 0.0505 2890089768.40 2890089768.40 0.0128 N Y Y N BNP PARIBAS BNP PARIBAS, 5.38% R0MUWSFPU8MPRO8K5P83 KES281000 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 2053-11-15 0.875 - 5.470 505937500.00 435848185.14 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-06-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0529 424000000.00 424000000.00 0.0019 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AXVP0 2549001DPIFGXC1TOL40 US3130AXVP02 0001026214 KBP241000 U.S. Government Agency Debt Y N/A N/A 2024-06-07 2024-06-07 2024-06-07 N N N 0.0531 185987065.56 185987065.56 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AYC53 2549001DPIFGXC1TOL40 US3130AYC532 0001026214 KCW680000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-04-01 2025-04-01 N N N 0.0543 52499625.15 52499625.15 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPTG0 254900C5LP6DN9OP9V83 US3133EPTG00 JWW566000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-11-15 2024-11-15 N N N 0.0536 40015593.20 40015593.20 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.425% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 JRI365000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-06-03 2024-06-03 N N N 0.0527 346035745.26 346035745.26 0.0015 N N N N ROYAL BANK OF CAN NYC (GOV RP) ROYAL BANK OF CAN NYC (GOV RP), 5.33% ES7IP3U3RHIGC71XBU11 KGF858000 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 2032-01-01 2035-01-01 2.440 - 2.789 4477964.00 3719349.44 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-02-20 2054-02-20 1.500 - 7.000 201126774.00 191439266.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-03-01 2054-03-01 2.000 - 7.000 253447975.00 209198084.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2054-02-15 0.000 - 7.625 2101655014.00 2016521985.36 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-04-26 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0521 2360000000.00 2360000000.00 0.0105 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AXPH5 2549001DPIFGXC1TOL40 US3130AXPH59 0001026214 KAR482000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-11-27 2024-11-27 N N N 0.0534 612317903.40 612317903.40 0.0027 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 0.0251 501038637.12 501038637.12 0.0022 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KGN091000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2054-02-15 0.500 - 4.250 78310500.00 72441660.97 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-05-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 71000000.00 71000000.00 0.0003 N N Y N 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 0.0491 20871539.22 20871539.22 0.0001 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 JKG591000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-07-11 2024-07-11 N N N 0.0529 373054577.36 373054577.36 0.0017 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPRU1 254900C5LP6DN9OP9V83 US3133EPRU12 JYP804000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-04-28 2025-04-28 N N N 0.0545 862198.35 862198.35 0.0000 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPSC0 254900C5LP6DN9OP9V83 US3133EPSC05 KBQ593000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-02-04 2025-02-04 N N N 0.0537 88664068.48 88664068.48 0.0004 N N N N HSBC SECURITIES (USA) INC. HSBC SECURITIES (USA) INC., 5.34% CYYGQCGNHMHPSMRL3R97 0000853784 KGN520000 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 2042-08-15 1.250 - 6.625 490212900.00 493826481.25 U.S. Treasuries (including strips) Y N/A N/A 2024-04-03 2024-04-03 2024-04-03 N N N 0.0523 483998209.20 483998209.20 0.0021 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AW5H9 2549001DPIFGXC1TOL40 US3130AW5H99 0001026214 JTU979000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-11-25 2024-11-25 N N N 0.0536 297140385.96 297140385.96 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 0.0513 910889566.53 910889566.53 0.0040 N N N N FICC STATE STREET DVP (GOV REPO) FICC STATE STREET DVP (GOV REPO), 5.32% 549300H47WTHXPU08X20 KGO311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-31 2030-02-28 1.500 - 4.000 5354842800.00 5179221546.69 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 5077000000.00 5077000000.00 0.0225 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPXN0 254900C5LP6DN9OP9V83 US3133EPXN05 JYO897000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-04-03 2025-04-03 N N N 0.0541 119054975.62 119054975.62 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 0.0106 1574071695.01 1574071695.01 0.0070 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 0.0528 227573512.32 227573512.32 0.0010 N N Y N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.39% H7FNTJ4851HG0EXQ1Z70 KGC956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-06-30 2027-12-31 3.250 - 3.880 171986100.00 169672651.97 U.S. Treasuries (including strips) Y N/A N/A 2024-06-20 2024-06-20 2024-06-20 N N N 0.0531 166000000.00 166000000.00 0.0007 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.415% 3133EPJJ5 254900C5LP6DN9OP9V83 US3133EPJJ58 JTO234000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-09 2024-08-09 N N N 0.0532 124019861.08 124019861.08 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AY5Q5 2549001DPIFGXC1TOL40 US3130AY5Q52 0001026214 KCK930000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-14 2024-08-14 N N N 0.0532 227016212.34 227016212.34 0.0010 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.4% H7FNTJ4851HG0EXQ1Z70 KFD262000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-08-15 2028-01-31 2.250 - 3.500 96920400.00 93312653.46 U.S. Treasuries (including strips) Y N/A N/A 2024-05-31 2024-05-31 2024-05-31 N N N 0.0531 91000000.00 91000000.00 0.0004 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXR59 2549001DPIFGXC1TOL40 US3130AXR599 0001026214 KBC040000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-05-09 2025-05-09 N N N 0.0540 308182449.96 308182449.96 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130AYY26 2549001DPIFGXC1TOL40 US3130AYY262 0001026214 KEP607000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-10 2024-09-10 N N N 0.0533 744990411.85 744990411.85 0.0033 N N N N UST BILLS UST BILLS, 0% 912797KM8 254900HROIFWPRGM1V77 US912797KM88 KGG311000 U.S. Treasury Debt Y N/A N/A 2024-09-26 2024-09-26 2024-09-26 N N N 0.0525 2350958768.28 2350958768.28 0.0104 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 5.329625% L3I9ZG2KFGXZ61BMYR72 KGO698000_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 2024-04-02 2043-08-15 0.000 - 6.625 247056516.00 243860982.42 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 239044000.00 239044000.00 0.0011 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.06% 3130B0AY5 2549001DPIFGXC1TOL40 US3130B0AY54 0001026214 KFC388000 U.S. Government Agency Debt Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0507 289950961.00 289950961.00 0.0013 N N N N BNP PARIBAS BNP PARIBAS, 5.37% R0MUWSFPU8MPRO8K5P83 KFF399000 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 2054-02-15 0.250 - 5.500 1095182300.00 1050781013.87 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-06-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0528 1025000000.00 1025000000.00 0.0045 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AXYL6 2549001DPIFGXC1TOL40 US3130AXYL60 0001026214 KBW820000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-12-11 2025-12-11 N N N 0.0542 153134978.13 153134978.13 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AW3A6 2549001DPIFGXC1TOL40 US3130AW3A64 0001026214 JTT739000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-11-19 2024-11-19 N N N 0.0536 161073936.03 161073936.03 0.0007 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.36% 549300Y1PMK3RWXMWR72 KGF936000 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 2054-01-01 2.000 - 6.500 45669396.00 30913028.59 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-03-31 2054-02-15 0.375 - 6.500 22766200.00 25087233.08 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-10-01 2053-08-01 1.500 - 6.000 133979326.00 55575957.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-07-20 2054-01-20 2.500 - 6.500 510475478.00 97906953.03 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-13 2024-06-13 2024-06-13 N N N 0.0528 205000000.00 205000000.00 0.0009 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130AYT22 2549001DPIFGXC1TOL40 US3130AYT221 0001026214 KED555000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-02 2024-08-02 N N N 0.0531 156992051.09 156992051.09 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AYFD3 2549001DPIFGXC1TOL40 US3130AYFD39 0001026214 KDH487000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-11-14 2025-11-14 N N N 0.0541 267216974.88 267216974.88 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AVUN0 2549001DPIFGXC1TOL40 US3130AVUN07 0001026214 JYJ753000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-10-28 2024-10-28 N N N 0.0537 28009366.56 28009366.56 0.0001 N N N N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.33% KX1WK48MPD4Y2NCUIZ63 KGE650000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-15 2050-11-15 0.000 - 4.750 430774600.00 410537954.91 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-04-29 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 402000000.00 402000000.00 0.0018 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC, 5.324639% ZBUT11V806EZRVTWT807 KGO756000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-11 2048-02-15 0.000 - 4.125 575166.00 559671.65 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2032-12-01 2032-12-01 6.220 162.00 163.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-07-01 2054-03-01 1.500 - 8.000 936153.00 671487.06 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 1207000.00 1207000.00 0.0000 N Y Y N Credit Agricole CIB New York Branch Credit Agricole CIB New York Branch, 5.324639% 1VUV7VQFKUOQSJ21A208 KGO756000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2029-08-15 0.250 - 5.000 14654651.00 14150288.83 U.S. Treasuries (including strips) Government National Mortgage Association 2027-02-20 2053-11-20 2.000 - 7.500 6805825.00 2503351.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-11-01 2054-04-01 5.000 - 6.500 448134.00 433885.33 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 16750000.00 16750000.00 0.0001 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXSW9 2549001DPIFGXC1TOL40 US3130AXSW99 0001026214 KBF183000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-05-15 2025-05-15 N N N 0.0540 308168479.08 308168479.08 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 JMG232000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-04-26 2024-04-26 N N N 0.0526 92004614.72 92004614.72 0.0004 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.34% 549300HN4UKV1E2R3U73 KED360000 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 2025-01-15 2063-11-20 3.000 - 7.000 178203614.00 168344506.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-06-01 2054-01-01 1.500 - 7.000 202343768.00 39955501.05 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2025-12-31 0.375 115900.00 107640.11 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2035-06-15 2035-06-15 4.650 500000.00 510350.08 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-10-01 2054-03-01 1.500 - 7.500 60713849.00 34973553.68 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 Y BANK OF AMERICA CORPORATION 1.0000 3 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0534 237000000.00 237000000.00 0.0011 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.37% 3133EP3R4 254900C5LP6DN9OP9V83 US3133EP3R40 KEW117000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-11-27 2024-11-27 N N N 0.0525 18011097.90 18011097.90 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AYDK9 2549001DPIFGXC1TOL40 US3130AYDK99 0001026214 KGG338000 U.S. Government Agency Debt Y N/A N/A 2024-04-04 2025-10-03 2025-10-03 N N N 0.0541 71051034.80 71051034.80 0.0003 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.38% 3133EP4F9 254900C5LP6DN9OP9V83 US3133EP4F92 KGG959000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-01-28 2025-01-28 N N N 0.0536 40000064.00 40000064.00 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AWTW0 2549001DPIFGXC1TOL40 US3130AWTW08 0001026214 JYP826000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-06-06 2025-06-06 N N N 0.0545 2370614.09 2370614.09 0.0000 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYMB9 2549001DPIFGXC1TOL40 US3130AYMB99 0001026214 KDP279000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-23 2024-09-23 N N N 0.0534 439988014.40 439988014.40 0.0020 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPZU2 254900C5LP6DN9OP9V83 US3133EPZU20 KAK867000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-05-27 2025-05-27 N N N 0.0541 170106471.00 170106471.00 0.0008 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.38% VYVVCKR63DVZZN70PB21 0000276523 KEW181000 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 2024-08-25 2024-08-25 3.021 678896.00 284446.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-07-20 2054-03-20 2.000 - 7.500 814142036.00 631794272.12 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-21 2024-05-21 2024-05-21 N N N 0.0528 616000000.00 616000000.00 0.0027 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.385% 3133ENXZ8 254900C5LP6DN9OP9V83 US3133ENXZ86 KBU246000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-06-03 2024-06-03 N N N 0.0526 38001534.44 38001534.44 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 0.0532 73994970.22 73994970.22 0.0003 N N N N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 5.324639% 7TK5RJIZDFROZCA6XF66 KGO756000_08126 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 2025-02-15 2062-08-20 1.500 - 9.000 410444.00 96432.74 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2025-11-01 2025-11-01 6.750 1.00 0.63 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2026-02-23 2026-02-23 5.200 15.00 14.86 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-04-08 2040-12-21 0.470 - 6.150 38073.00 34403.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-05-17 2054-04-01 0.375 - 8.000 1103021.00 522433.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-02 2034-02-01 0.000 - 6.130 92617.00 88259.68 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-04-17 2045-04-28 0.000 - 5.890 14918.00 14723.07 Agency Debentures and Agency Strips Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 741000.00 741000.00 0.0000 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130AYSG2 2549001DPIFGXC1TOL40 US3130AYSG23 0001026214 KEC895000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-08 2024-08-08 N N N 0.0531 599968152.00 599968152.00 0.0027 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.33% KBVRJ5K57JZ3E2AVWX40 0000877559 KGL639000 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 2033-11-15 0.000 - 4.500 40384700.00 39797729.88 U.S. Treasuries (including strips) Y N/A N/A 2024-04-02 2024-04-02 2024-04-02 N N N 0.0520 39000000.00 39000000.00 0.0002 N N Y 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 0.0490 419349088.84 419349088.84 0.0019 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 JYV240000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-10-06 2025-10-06 N N N 0.0545 50027186.50 50027186.50 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPE35 254900C5LP6DN9OP9V83 US3133EPE359 KBF097000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-02-20 2025-02-20 N N N 0.0540 146037355.56 146037355.56 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-05-12 2025-05-12 N N N 0.0540 327269464.35 327269464.35 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXHU5 2549001DPIFGXC1TOL40 US3130AXHU52 0001026214 KAD087000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-04-14 2025-04-14 N N N 0.0545 107009879.31 107009879.31 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-08-04 2025-08-04 N N N 0.0547 76998937.40 76998937.40 0.0003 N N N N BNP PARIBAS BNP PARIBAS, 5.37% R0MUWSFPU8MPRO8K5P83 KFO159000 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 2053-11-15 0.875 - 5.500 361234300.00 311276941.21 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-06-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0529 304000000.00 304000000.00 0.0013 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-03-28 2025-03-28 N N N 0.0541 63030755.97 63030755.97 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AYAX4 2549001DPIFGXC1TOL40 US3130AYAX48 0001026214 KCQ853000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-21 2024-08-21 N N N 0.0533 108003618.00 108003618.00 0.0005 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 0.0511 1313337674.00 1313337674.00 0.0058 N Y Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.34% 3Y4U8VZURTYWI1W2K376 KED352000 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 2050-06-20 2054-03-20 4.000 - 7.500 183337248.00 183175884.43 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0534 178000000.00 178000000.00 0.0008 N Y Y N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc., 5.324639% 549300QJJX6CVVUXLE15 KGO756000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-01-20 2054-01-20 2.000 - 8.000 467809.00 337128.35 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-04 2053-11-15 0.000 - 6.875 2343167.00 2170055.59 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-05-01 2054-02-01 2.000 - 7.500 419040.00 205045.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-06-01 2054-03-01 1.470 - 7.500 610980.00 328063.79 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 2977000.00 2977000.00 0.0000 N Y Y N Bank of America, N.A. Bank of America, N.A., 5.329625% B4TYDEB6GKMZO031MB27 KGO698000_00352 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 2046-08-01 2051-08-01 1.250 - 3.500 1996018912.00 714120038.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-04-01 2046-09-01 3.000 704094980.00 113075928.58 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 810492000.00 810492000.00 0.0036 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130AYYN0 2549001DPIFGXC1TOL40 US3130AYYN00 0001026214 KEQ290000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-16 2024-09-16 N N N 0.0534 387996166.56 387996166.56 0.0017 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AXYH5 2549001DPIFGXC1TOL40 US3130AXYH58 0001026214 KCM446000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-12-08 2025-12-08 N N N 0.0544 124084303.88 124084303.88 0.0006 N N N N UST BILLS UST BILLS, 0% 912797GK7 254900HROIFWPRGM1V77 US912797GK78 JWQ678000 U.S. Treasury Debt Y N/A N/A 2024-08-08 2024-08-08 2024-08-08 N N N 0.0512 426031716.60 426031716.60 0.0019 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 JSF356000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-01-03 2025-01-03 N N N 0.0535 50043979.00 50043979.00 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AWPY0 2549001DPIFGXC1TOL40 US3130AWPY00 0001026214 JWE348000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-10-25 2024-10-25 N N N 0.0536 234096592.86 234096592.86 0.0010 N N N N BNY MELLON CAPITAL MARKETS LLC(GOV REPO) BNY MELLON CAPITAL MARKETS LLC(GOV REPO), 5.35% VJW2DOOHGDT6PR0ZRO63 KGF862000 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 2028-01-10 2054-04-01 2.500 - 7.000 81915782.00 76635070.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-02-08 2054-04-01 2.500 - 6.000 38048573.00 38470838.56 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-11 2054-02-15 0.000 - 4.375 313505200.00 294113869.48 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-10-20 2053-10-20 7.000 30288.00 30847.32 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2029-03-12 2029-03-12 4.125 1000.00 996.00 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2029-01-17 2029-01-17 4.600 445000.00 445660.92 Agency Debentures and Agency Strips Y N/A N/A 2024-05-02 2024-05-02 2024-05-02 N N N 0.0524 401000000.00 401000000.00 0.0018 N N N Y BNP PARIBAS BNP PARIBAS, 5.38% R0MUWSFPU8MPRO8K5P83 KEQ684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-18 2053-08-15 0.000 - 5.469 1913643000.00 1751872134.87 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-06-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0529 1704000000.00 1704000000.00 0.0076 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-05-19 2025-05-19 N N N 0.0540 326273201.04 326273201.04 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 JSQ681000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-12-18 2024-12-18 N N N 0.0536 81037426.05 81037426.05 0.0004 N N N N FICC NOMURA GC REPO (GOV REPO) FICC NOMURA GC REPO (GOV REPO), 5.33% XPSKD1VTEQPKCHBEKQ95 KGO522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-02 2030-12-31 0.000 - 3.750 1275438000.00 1242543949.47 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 1218000000.00 1218000000.00 0.0054 N Y Y N UST BILLS UST BILLS, 0% 912797KH9 254900HROIFWPRGM1V77 US912797KH93 KFD266000 U.S. Treasury Debt Y N/A N/A 2024-07-02 2024-07-02 2024-07-02 N N N 0.0512 2256529407.07 2256529407.07 0.0100 N Y Y N UST BILLS UST BILLS, 0% 912797KD8 254900HROIFWPRGM1V77 US912797KD89 KEX495000 U.S. Treasury Debt Y N/A N/A 2024-08-29 2024-08-29 2024-08-29 N N N 0.0514 2042566455.19 2042566455.19 0.0091 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., 5.329625% CYYGQCGNHMHPSMRL3R97 KGO698000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-08-01 2054-04-01 1.500 - 7.500 108283952.00 75812316.44 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2043-08-15 1.125 - 4.625 612761993.00 609516981.44 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-02-01 2053-06-01 1.000 - 6.000 36860143.00 27692038.39 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 698937000.00 698937000.00 0.0031 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AVDS8 2549001DPIFGXC1TOL40 US3130AVDS86 0001026214 JRO800000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-06-10 2024-06-10 N N N 0.0526 670071569.40 670071569.40 0.0030 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 KDJ233000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-10-21 2025-10-21 N N N 0.0546 29997429.90 29997429.90 0.0001 N N N N FICC CITI GC REPO (GOV REPO) FICC CITI GC REPO (GOV REPO), 5.33% 6SHGI4ZSSLCXXQSBB395 KGO305000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-02 2051-05-15 0.000 - 6.750 217033400.00 207090753.76 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 203000000.00 203000000.00 0.0009 N Y Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.34% MBNUM2BPBDO7JBLYG310 0000315030 KGO338000 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 2024-05-31 2025-12-31 2.000 - 2.625 532086000.00 517216759.99 U.S. Treasuries (including strips) Y N/A N/A 2024-04-04 2024-04-04 2024-04-04 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0521 507000000.00 507000000.00 0.0022 N N Y N UST BILLS UST BILLS, 0% 912796Y45 254900HROIFWPRGM1V77 US912796Y452 KCS509000 U.S. Treasury Debt Y N/A N/A 2024-06-27 2024-06-27 2024-06-27 N N N 0.0514 2349990675.20 2349990675.20 0.0104 N Y Y N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.33% G5GSEF7VJP5I7OUK5573 KGE769000 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 2032-08-15 0.000 - 4.375 757576300.00 720972979.08 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-05-02 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 706000000.00 706000000.00 0.0031 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AXPQ5 2549001DPIFGXC1TOL40 US3130AXPQ58 0001026214 KAU782000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-02 2024-05-02 N N N 0.0526 244004518.88 244004518.88 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.405% 3130AWXZ8 2549001DPIFGXC1TOL40 US3130AWXZ82 0001026214 JXD674000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-10 2024-05-10 N N N 0.0526 269508783.01 269508783.01 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.05% 3130B04N6 2549001DPIFGXC1TOL40 US3130B04N62 0001026214 KES382000 U.S. Government Agency Debt Y N/A N/A 2025-02-10 2025-02-10 2025-02-10 N N N 0.0507 297934970.44 297934970.44 0.0013 N N N N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP, 5.32% RUC0QBLBRPRCU4W1NE59 0000772028 KGN514000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-08 2054-02-15 0.000 - 5.000 112850600.00 104304212.19 U.S. Treasuries (including strips) Y N/A N/A 2024-04-03 2024-04-03 2024-04-03 N N N 0.0519 102000000.00 102000000.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-08-22 2025-08-22 N N N 0.0547 299055530.28 299055530.28 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 JKO974000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-07-26 2024-07-26 N N N 0.0530 28007215.32 28007215.32 0.0001 N N N N UST BILLS UST BILLS, 0% 912797FH5 254900HROIFWPRGM1V77 US912797FH58 JTP932000 U.S. Treasury Debt Y N/A N/A 2024-05-16 2024-05-16 2024-05-16 N N N 0.0489 1922599044.90 1922599044.90 0.0085 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 JVW459000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-07-07 2025-07-07 N N N 0.0540 31780821.00 31780821.00 0.0001 N N N N UST NOTES UST NOTES, 2% 912828X70 254900HROIFWPRGM1V77 US912828X703 BGG596000 U.S. Treasury Debt Y N/A N/A 2024-04-30 2024-04-30 2024-04-30 N N N 0.0495 35902850.04 35902850.04 0.0002 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 JXE271000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-06-24 2025-06-24 N N N 0.0541 138077728.50 138077728.50 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AVX64 2549001DPIFGXC1TOL40 US3130AVX641 0001026214 JYO793000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-11-08 2024-11-08 N N N 0.0537 43014920.14 43014920.14 0.0002 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KGL687000 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 2028-10-31 2046-11-15 1.375 - 2.875 744300.00 660517.46 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-09-01 2054-03-01 1.500 - 7.000 151525533.00 116581644.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2028-07-01 2054-04-01 1.500 - 7.000 333012775.00 186969526.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-07-20 2058-12-15 2.430 - 7.500 1597823679.00 1186311270.52 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-02 2024-04-02 2024-04-02 N N N 0.0520 1460000000.00 1460000000.00 0.0065 N N Y 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 0.0523 21796840.93 21796840.93 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AWSP6 2549001DPIFGXC1TOL40 US3130AWSP65 0001026214 KAE658000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-11-06 2024-11-06 N N N 0.0536 8528723.12 8528723.12 0.0000 N N N N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.36% K5HU16E3LMSVCCJJJ255 KGF942000 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 2052-12-01 2.000 - 5.500 91085803.00 19279523.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-12-31 2031-02-15 1.125 - 1.750 700.00 643.49 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-12-20 2054-01-20 2.500 - 7.500 34092.00 10983.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-05-01 2054-04-01 1.500 - 7.000 1964966769.00 1015211203.65 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-13 2024-06-13 2024-06-13 N N N 0.0528 1013000000.00 1013000000.00 0.0045 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AYD60 2549001DPIFGXC1TOL40 US3130AYD605 0001026214 KDC555000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-04-04 2025-04-04 N N N 0.0536 153099907.47 153099907.47 0.0007 N N N 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 0.0510 77025013.45 77025013.45 0.0003 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.33% KGO359000 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 2040-11-15 0.375 - 2.000 353702300.00 310263687.74 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 304000000.00 304000000.00 0.0013 N Y Y N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.33% SUVUFHICNZMP2WKHG940 KGO313000 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 2032-05-15 2.500 - 4.375 404657300.00 384596962.65 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 377000000.00 377000000.00 0.0017 N Y Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 KGO391000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-08 2028-08-15 0.000 - 2.875 111722000.00 104101547.87 U.S. Treasuries (including strips) Y N/A N/A 2024-04-04 2024-04-04 2024-04-04 N N N 0.0519 102000000.00 102000000.00 0.0005 N N Y N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.34% SUVUFHICNZMP2WKHG940 KGO314000 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 2033-09-01 2054-03-01 3.500 - 6.000 969497117.00 389697797.05 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0534 382000000.00 382000000.00 0.0017 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 0.0526 49872846.00 49872846.00 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 JMA896000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-07-18 2024-07-18 N N N 0.0530 114522711.08 114522711.08 0.0005 N N N 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 0.0513 313691099.36 313691099.36 0.0014 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.32% U7M81AY481YLIOR75625 KGE428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-15 2032-05-15 1.500 - 4.500 326402600.00 310668758.78 U.S. Treasuries (including strips) Y N/A N/A 2024-04-04 2024-04-04 2024-04-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0519 303000000.00 303000000.00 0.0013 N N Y N UST NOTES UST NOTES, 3.875% 91282CGU9 254900HROIFWPRGM1V77 US91282CGU99 JSB202000 U.S. Treasury Debt Y N/A N/A 2025-03-31 2025-03-31 2025-03-31 N N N 0.0504 151272891.63 151272891.63 0.0007 N Y Y N LLOYDS BK CORP MRKTS (GOV RP) LLOYDS BK CORP MRKTS (GOV RP), 5.35% 213800MBWEIJDM5CU638 KGN668000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-12-31 2028-11-30 1.380 - 3.880 464370400.00 421864322.14 U.S. Treasuries (including strips) Y N/A N/A 2024-04-04 2024-04-04 2024-04-04 N N N 0.0522 413000000.00 413000000.00 0.0018 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133END98 254900C5LP6DN9OP9V83 US3133END984 JXJ698000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-01 2024-08-01 N N N 0.0530 36995689.40 36995689.40 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133EPF42 254900C5LP6DN9OP9V83 US3133EPF422 KBK839000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-11-22 2024-11-22 N N N 0.0529 93007272.60 93007272.60 0.0004 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.32% FOR8UP27PHTHYVLBNG30 0000769993 KGO377000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-23 2032-08-15 0.000 - 2.750 392926800.00 355169837.59 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 348000000.00 348000000.00 0.0015 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 JTO600000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-05-15 2025-05-15 N N N 0.0537 132084113.04 132084113.04 0.0006 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.41% 549300HN4UKV1E2R3U73 KDC401000 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 2027-09-20 2063-10-20 1.500 - 7.000 593276621.00 404587964.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-12-01 2054-03-01 1.500 - 6.500 580201823.00 517623369.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2025-12-31 0.375 558500.00 518697.15 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-03-01 2054-02-01 2.000 - 7.000 466259337.00 245386232.97 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 0.0526 1130000000.00 1130000000.00 0.0050 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-26 2024-09-26 N N N 0.0534 337956294.32 337956294.32 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.53% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 JMS524000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-11-25 2024-11-25 N N N 0.0535 121117741.47 121117741.47 0.0005 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.39% VYVVCKR63DVZZN70PB21 0000276523 KFX997000 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 2031-02-25 2031-02-25 0.959 218950.00 135088.95 Agency Debentures and Agency Strips Government National Mortgage Association 2029-09-15 2054-03-20 1.500 - 7.500 759569842.00 298464308.13 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-13 2024-06-13 2024-06-13 N N N 0.0531 292000000.00 292000000.00 0.0013 N N N Y UST BILLS UST BILLS, 0% 912796ZW2 254900HROIFWPRGM1V77 US912796ZW23 KCL696000 U.S. Treasury Debt Y N/A N/A 2024-06-20 2024-06-20 2024-06-20 N N N 0.0511 184832254.86 184832254.86 0.0008 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 JYB484000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-09-15 2025-09-15 N N N 0.0540 137153004.34 137153004.34 0.0006 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.39% 549300HN4UKV1E2R3U73 KFL278000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-08-01 2054-03-01 1.000 - 7.000 161154585.00 70256391.86 Agency Mortgage-Backed Securities Government National Mortgage Association 2024-12-20 2063-12-20 2.500 - 7.000 97642228.00 68809482.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-07-01 2054-01-01 1.500 - 7.500 298840218.00 166964358.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2025-12-31 0.375 147500.00 136988.06 U.S. Treasuries (including strips) Y N/A N/A 2024-06-06 2024-06-06 2024-06-06 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0530 299000000.00 299000000.00 0.0013 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPYA7 254900C5LP6DN9OP9V83 US3133EPYA74 JYV262000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-07-10 2025-07-10 N N N 0.0542 139088961.39 139088961.39 0.0006 N N N N SOCIETE GENERALE (GOV REPO) SOCIETE GENERALE (GOV REPO), 5.33% O2RNE8IBXP4R0TD8PU41 KGO372000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-07-15 2050-05-15 1.000 - 4.750 450133400.00 414256543.70 U.S. Treasuries (including strips) Y N/A N/A 2024-04-04 2024-04-04 2024-04-04 N N N 0.0520 406000000.00 406000000.00 0.0018 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 5.329625% KBVRJ5K57JZ3E2AVWX40 KGO698000_03735 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 2030-03-01 2054-03-01 2.000 - 7.000 51605590.00 48978665.15 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-02 2053-11-15 0.000 - 5.500 227585509.00 221267435.13 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-04-01 2053-12-01 2.000 - 7.000 53245007.00 47628193.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-02-20 2053-10-20 2.500 - 6.500 33304199.00 27134130.33 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 338182000.00 338182000.00 0.0015 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVSL7 2549001DPIFGXC1TOL40 US3130AVSL78 0001026214 JSX037000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-04-25 2024-04-25 N N N 0.0525 342004729.86 342004729.86 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPA21 254900C5LP6DN9OP9V83 US3133EPA217 KAP519000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-07-30 2025-07-30 N N N 0.0543 41021546.32 41021546.32 0.0002 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.38% 2IGI19DL77OX0HC3ZE78 KEW048000 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 2027-12-25 2054-02-01 2.500 - 7.000 4470620.00 273566.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-12-20 2072-09-20 0.000 - 6.319 179652915.00 15564741.77 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-04-18 2024-04-18 2024-04-18 N N N 0.0525 15000000.00 15000000.00 0.0001 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 JMS523000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-11-22 2024-11-22 N N N 0.0534 204913463.21 204913463.21 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPQ40 254900C5LP6DN9OP9V83 US3133EPQ403 KCP970000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-06-20 2025-06-20 N N N 0.0544 37999678.14 37999678.14 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 JUC731000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-12-23 2024-12-23 N N N 0.0536 117059811.57 117059811.57 0.0005 N N N N FICC GC BNP REPO PRGM(GOV RP) FICC GC BNP REPO PRGM(GOV RP), 5.34% KGO356000 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 2054-02-15 0.375 - 5.500 1590118500.00 1347199305.15 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0534 1320000000.00 1320000000.00 0.0059 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313385AR7 2549001DPIFGXC1TOL40 US313385AR76 KCI696000 U.S. Government Agency Debt Y N/A N/A 2025-01-16 2025-01-16 2025-01-16 N N N 0.0511 572442104.68 572442104.68 0.0025 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AXXT0 2549001DPIFGXC1TOL40 US3130AXXT06 0001026214 KBW164000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-01 2024-05-01 N N N 0.0525 304998950.80 304998950.80 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EN5H9 254900C5LP6DN9OP9V83 US3133EN5H94 KGG968000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-01-03 2025-01-03 N N N 0.0535 20022358.60 20022358.60 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPRM9 254900C5LP6DN9OP9V83 US3133EPRM95 JWH808000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-01-28 2025-01-28 N N N 0.0539 68030190.64 68030190.64 0.0003 N N N N UST BILLS UST BILLS, 0% 912797KF3 254900HROIFWPRGM1V77 US912797KF38 KEQ226000 U.S. Treasury Debt Y N/A N/A 2024-06-18 2024-06-18 2024-06-18 N N N 0.0507 2293931714.40 2293931714.40 0.0102 N Y Y N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.34% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KGN456000 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 2054-02-15 0.000 - 5.545 517060500.00 506345317.07 U.S. Treasuries (including strips) Y N/A N/A 2024-04-03 2024-04-03 2024-04-03 N N N 0.0521 496000000.00 496000000.00 0.0022 N N Y N UST BILLS UST BILLS, 0% 912797KP1 254900HROIFWPRGM1V77 US912797KP10 KFU276000 U.S. Treasury Debt Y N/A N/A 2024-07-16 2024-07-16 2024-07-16 N N N 0.0515 2650723052.52 2650723052.52 0.0118 N Y Y N UST BILLS UST BILLS, 0% 912797HT7 254900HROIFWPRGM1V77 US912797HT78 KBW039000 U.S. Treasury Debt Y N/A N/A 2024-06-06 2024-06-06 2024-06-06 N N N 0.0505 221857345.92 221857345.92 0.0010 N Y Y N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.39% H7FNTJ4851HG0EXQ1Z70 KEW062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2028-01-31 0.500 - 3.500 107574700.00 99596005.12 U.S. Treasuries (including strips) Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0529 97000000.00 97000000.00 0.0004 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AX4P0 2549001DPIFGXC1TOL40 US3130AX4P07 0001026214 JXO900000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-07 2024-05-07 N N N 0.0526 310007241.60 310007241.60 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYXZ4 2549001DPIFGXC1TOL40 US3130AYXZ49 0001026214 KEP624000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-16 2024-08-16 N N N 0.0532 297988193.24 297988193.24 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPWQ4 254900C5LP6DN9OP9V83 JYH775000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-11-22 2024-11-22 N N N 0.0536 65024083.80 65024083.80 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AX4S4 2549001DPIFGXC1TOL40 US3130AX4S46 0001026214 JXP753000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-08 2024-05-08 N N N 0.0526 232005748.96 232005748.96 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPZ57 254900C5LP6DN9OP9V83 US3133EPZ578 KDU758000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2026-01-30 2026-01-30 N N N 0.0542 43032340.73 43032340.73 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-02-20 2025-02-20 N N N 0.0539 79040350.83 79040350.83 0.0004 N N N N BofA Securities, Inc. BofA Securities, Inc., 5.329625% 549300HN4UKV1E2R3U73 KGO698000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2040-11-15 0.375 - 1.375 22328258.00 14509913.05 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 14217000.00 14217000.00 0.0001 N Y Y 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 0.0512 2197447879.18 2197447879.18 0.0097 N Y Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.36% KBVRJ5K57JZ3E2AVWX40 0000877559 KGG940000 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 2052-08-01 2053-10-01 4.500 - 6.500 238154358.00 225654938.55 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-03 2024-05-03 2024-05-03 N N N 0.0525 221000000.00 221000000.00 0.0010 N N N Y ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.33% KBVRJ5K57JZ3E2AVWX40 0000877559 KGO472000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-05-31 2049-08-15 0.250 - 4.625 20540000.00 20403121.24 U.S. Treasuries (including strips) Y N/A N/A 2024-04-04 2024-04-04 2024-04-04 N N N 0.0520 20000000.00 20000000.00 0.0001 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 4.92% 3130AYUG9 2549001DPIFGXC1TOL40 US3130AYUG94 0001026214 KEI818000 U.S. Government Agency Debt Y N/A N/A 2025-01-14 2025-01-14 2025-01-14 N N N 0.0506 299660262.00 299660262.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPKQ7 254900C5LP6DN9OP9V83 US3133EPKQ72 JVB303000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-05-24 2024-05-24 N N N 0.0526 148011057.08 148011057.08 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 JTO296000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-02-26 2025-02-26 N N N 0.0540 207054194.67 207054194.67 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133EPMT9 254900C5LP6DN9OP9V83 US3133EPMT93 JVB169000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-06-14 2024-06-14 N N N 0.0528 46008423.98 46008423.98 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.34% 3130AYM29 2549001DPIFGXC1TOL40 US3130AYM291 0001026214 KDP178000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-07-24 2024-07-24 N N N 0.0530 171989091.76 171989091.76 0.0008 N N N N BNP PARIBAS BNP PARIBAS, 5.37% R0MUWSFPU8MPRO8K5P83 KFS959000 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 2054-02-15 0.500 - 5.470 1529045700.00 1442333236.48 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-06-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0529 1409000000.00 1409000000.00 0.0062 N N Y N BNP PARIBAS BNP PARIBAS, 5.37% R0MUWSFPU8MPRO8K5P83 KFG138000 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 0.875 - 5.500 923840600.00 841299904.78 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-06-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0528 820000000.00 820000000.00 0.0036 N N Y N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc., 5.329625% 549300QJJX6CVVUXLE15 KGO698000_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 2024-04-04 2053-11-15 0.000 - 6.875 2305827153.00 2135467365.01 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-06-01 2054-03-01 1.470 - 7.500 601250364.00 322834828.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-05-01 2054-02-01 2.000 - 7.500 412363885.00 201777764.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-01-20 2054-01-20 2.000 - 8.000 460355448.00 331754904.78 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 2929550000.00 2929550000.00 0.0130 N Y Y N UST BILLS UST BILLS, 0% 912797JM0 254900HROIFWPRGM1V77 US912797JM08 KCD321000 U.S. Treasury Debt Y N/A N/A 2024-04-09 2024-04-09 2024-04-09 N N N 0.0356 2341269755.68 2341269755.68 0.0104 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-07-21 2025-07-21 N N N 0.0541 259240882.95 259240882.95 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AXS90 2549001DPIFGXC1TOL40 US3130AXS902 0001026214 KCK819000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-11-17 2025-11-17 N N N 0.0544 468325405.08 468325405.08 0.0021 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KFL406000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2054-02-15 0.375 - 4.750 84389900.00 79831291.75 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-04-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 78000000.00 78000000.00 0.0003 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYP83 2549001DPIFGXC1TOL40 US3130AYP831 0001026214 KDU918000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-09-05 2024-09-05 N N N 0.0533 201992675.48 201992675.48 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 JMG223000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-04-26 2024-04-26 N N N 0.0526 184009229.44 184009229.44 0.0008 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KGO471000 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 2028-07-15 2054-01-20 5.000 - 7.500 43240892.00 35565735.70 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-09-15 2032-02-15 0.000 - 4.625 923142800.00 881957321.89 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 899000000.00 899000000.00 0.0040 N Y Y N 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-12-01 2050-12-01 2.000 2048.00 1244.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-07-01 2047-01-01 3.000 - 3.500 1052465710.00 162224321.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-10-20 2053-10-20 6.000 8192.00 8244.88 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-06 2024-05-06 2024-05-06 N N N 0.0530 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 0.0571 484669283.35 484669283.35 0.0021 N N N N Mitsubishi UFJ Securities Holdings Ltd Mitsubishi UFJ Securities Holdings Ltd, 5.329625% 549300Y1PMK3RWXMWR72 KGO698000_76664 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 2036-05-01 2054-03-01 1.500 - 6.500 240730110.00 165839791.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-05-01 2058-01-01 1.500 - 5.725 448812265.00 255215014.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2036-06-20 2071-12-20 2.500 - 7.500 233834124.00 86676793.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-06-13 2052-11-15 0.000 - 5.337 20649698.00 20566161.13 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 517815000.00 517815000.00 0.0023 N Y Y N UST BILLS UST BILLS, 0% 912797GL5 254900HROIFWPRGM1V77 US912797GL51 JXO887000 U.S. Treasury Debt Y N/A N/A 2024-09-05 2024-09-05 2024-09-05 N N N 0.0522 146651320.50 146651320.50 0.0007 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AYLU8 2549001DPIFGXC1TOL40 US3130AYLU89 0001026214 KDP177000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-10-18 2024-10-18 N N N 0.0535 606992758.49 606992758.49 0.0027 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 0.0513 609272862.45 609272862.45 0.0027 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.34% U7M81AY481YLIOR75625 KGN671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-15 2025-10-31 3.130 - 5.000 207188800.00 206090724.34 U.S. Treasuries (including strips) Y N/A N/A 2024-04-04 2024-04-04 2024-04-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0522 201999293.00 201999293.00 0.0009 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPE76 254900C5LP6DN9OP9V83 US3133EPE763 KBJ658000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-05-20 2025-05-20 N N N 0.0541 45020081.70 45020081.70 0.0002 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.33% 2IGI19DL77OX0HC3ZE78 KEW171000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-12-01 2054-03-01 3.000 - 7.000 128318297.00 121019338.81 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-05 2024-04-05 2024-04-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 118000000.00 118000000.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AWWC0 2549001DPIFGXC1TOL40 US3130AWWC07 0001026214 JXB534000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-11-21 2024-11-21 N N N 0.0536 127050751.74 127050751.74 0.0006 N N N N Sumitomo Mitsui Banking Corp. NY Sumitomo Mitsui Banking Corp. NY, 5.329625% 549300MS3WYYVQ4HXM15 KGO698000_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 2024-05-31 2051-02-15 0.375 - 5.250 828640576.00 747187483.26 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 731158000.00 731158000.00 0.0032 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-05-16 2025-05-16 N N N 0.0540 113093941.42 113093941.42 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 0.0508 1155350544.92 1155350544.92 0.0051 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 KCE402000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-12-15 2025-12-15 N N N 0.0542 128103129.60 128103129.60 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5% 3130B06H7 2549001DPIFGXC1TOL40 US3130B06H76 0001026214 KEY322000 U.S. Government Agency Debt Y N/A N/A 2025-02-20 2025-02-20 2025-02-20 N N N 0.0507 145902041.30 145902041.30 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.06% 3130B0AT6 2549001DPIFGXC1TOL40 US3130B0AT69 0001026214 KFC397000 U.S. Government Agency Debt Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0507 289952167.40 289952167.40 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 JKG581000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-04-12 2024-04-12 N N N 0.0525 372501855.05 372501855.05 0.0017 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-07-17 2025-07-17 N N N 0.0543 75699429.22 75699429.22 0.0003 N N N N 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 0.0500 4008306516.11 4008306516.11 0.0178 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-07-24 2025-07-24 N N N 0.0543 273194214.93 273194214.93 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AW5J5 2549001DPIFGXC1TOL40 US3130AW5J55 0001026214 JTU989000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-08-22 2024-08-22 N N N 0.0529 321143727.75 321143727.75 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.06% 3130B0A58 2549001DPIFGXC1TOL40 US3130B0A583 0001026214 KEY125000 U.S. Government Agency Debt Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0514 509635865.10 509635865.10 0.0023 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 0.0564 324783059.25 324783059.25 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.405% 3130AXJT6 2549001DPIFGXC1TOL40 US3130AXJT61 0001026214 KCL006000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-07-23 2024-07-23 N N N 0.0530 152021375.76 152021375.76 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-10-21 2024-10-21 N N N 0.0536 277012803.52 277012803.52 0.0012 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.34% 549300HN4UKV1E2R3U73 KFE849000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2043-08-15 0.375 - 4.375 129039300.00 103509045.92 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-05-29 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 0.0525 101000000.00 101000000.00 0.0004 N N Y N NORINCHUKIN BK NORINCHUKIN BK, 5.35% 5493007VSMFZCPV1NB83 KGL684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2031-08-15 2031-08-15 1.250 241201200.00 196918579.64 U.S. Treasuries (including strips) Y N/A N/A 2024-04-02 2024-04-02 2024-04-02 N N N 0.0521 193000000.00 193000000.00 0.0009 N N 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 0.0498 153614270.04 153614270.04 0.0007 N Y Y N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.32% G5GSEF7VJP5I7OUK5573 KGO306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-16 2030-01-31 0.000 - 4.000 648738700.00 622291996.82 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 610000000.00 610000000.00 0.0027 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-07-25 2025-07-25 N N N 0.0544 78030522.18 78030522.18 0.0003 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.324639% MBNUM2BPBDO7JBLYG310 KGO756000_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 2024-04-15 2064-03-20 2.000 - 10.000 1588934.00 510992.59 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2029-03-31 0.250 - 5.250 539924.00 515279.50 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 1006000.00 1006000.00 0.0000 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.34% 3130AYND4 2549001DPIFGXC1TOL40 US3130AYND47 0001026214 KDT197000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-07-29 2024-07-29 N N N 0.0531 310978202.01 310978202.01 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXD21 2549001DPIFGXC1TOL40 US3130AXD219 0001026214 JYN688000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-03-27 2025-03-27 N N N 0.0535 381386253.99 381386253.99 0.0017 N N N 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 0.0501 230466186.72 230466186.72 0.0010 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK, 5.32% 1VUV7VQFKUOQSJ21A208 KGH340000 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 2028-06-30 2.500 - 4.000 153993700.00 155131685.90 U.S. Treasuries (including strips) Y N/A N/A 2024-04-05 2024-04-05 2024-04-25 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 152000000.00 152000000.00 0.0007 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EP3F0 254900C5LP6DN9OP9V83 US3133EP3F02 KEQ873000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2026-02-20 2026-02-20 N N N 0.0543 28015379.56 28015379.56 0.0001 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384WJ4 2549001DPIFGXC1TOL40 US313384WJ48 313384WJ4 U.S. Government Agency Debt Y N/A N/A 2024-05-03 2024-05-03 2024-05-03 N N N 0.0531 84556300.00 84556300.00 0.0004 N N Y N BNP PARIBAS BNP PARIBAS, 5.37% R0MUWSFPU8MPRO8K5P83 KFV527000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-10-01 2053-10-01 3.500 - 7.000 9879174.00 8507239.56 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-11-17 2042-02-03 2.480 - 2.930 1297000.00 1028783.46 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2039-07-11 2.800 - 4.250 805000.00 692043.31 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2054-02-15 0.000 - 5.469 361576351.00 203456464.53 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-15 2054-03-01 0.000 - 6.500 12827141.00 11584355.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-11-15 2053-06-20 3.500 - 6.500 61400739.00 4794394.46 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-05 2024-04-05 2024-06-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0529 223000000.00 223000000.00 0.0010 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 KBP973000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-11-28 2025-11-28 N N N 0.0547 206027945.96 206027945.96 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPYZ2 254900C5LP6DN9OP9V83 US3133EPYZ26 KAH848000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-03-20 2025-03-20 N N N 0.0542 136048662.16 136048662.16 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 KBU266000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-12-01 2025-12-01 N N N 0.0545 157079357.22 157079357.22 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.05% 3130B04M8 2549001DPIFGXC1TOL40 US3130B04M89 0001026214 KES383000 U.S. Government Agency Debt Y N/A N/A 2025-02-18 2025-02-18 2025-02-18 N N N 0.0502 446601583.22 446601583.22 0.0020 N N N N UST NOTES UST NOTES, 5.33707% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2024-04-01 2024-07-31 2024-07-31 N N N 0.0532 1244893963.35 1244893963.35 0.0055 N Y Y N FICC MS DVP REPO (GOV REPO) FICC MS DVP REPO (GOV REPO), 5.34% KGO354000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-03-31 2028-03-31 3.630 313005000.00 311182003.85 U.S. Treasuries (including strips) Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0534 305000000.00 305000000.00 0.0014 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-08-25 2025-08-25 N N N 0.0546 149015947.47 149015947.47 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2025-03-06 2025-03-06 N N N 0.0540 231116375.49 231116375.49 0.0010 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.33% U7M81AY481YLIOR75625 KGM112000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-06-30 2026-10-31 0.880 - 1.130 448508500.00 414354647.62 U.S. Treasuries (including strips) Y N/A N/A 2024-04-03 2024-04-03 2024-04-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0520 406000000.00 406000000.00 0.0018 N N Y N Fidelity Government Cash Reserves 2024-04-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer