0001752724-24-130232.txt : 20240607 0001752724-24-130232.hdr.sgml : 20240607 20240607090515 ACCESSION NUMBER: 0001752724-24-130232 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240531 FILED AS OF DATE: 20240607 DATE AS OF CHANGE: 20240607 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: 241027555 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 2024-05-31 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 34 85 130482369642.58 130351959930.01 133152383077.51 132747402616.56 133186917651.68 158128050892.04 157677001447.48 159834830519.12 158664685278.06 160658826713.84 0.5800 0.5900 0.6000 0.6000 0.5900 0.7100 0.7100 0.7200 0.7100 0.7100 1243000409.26 222876697692.38 222865881523.33 3319082539.76 8395456951.97 219032507520.38 218994070223.1900 1.0000 0.0539 1.0002 1.0002 1.0002 1.0001 1.0001 C000019553 1.00 219032507520.38 218994070223.1900 1.0002 1.0002 1.0002 1.0001 1.0001 22148425620.99 20807140720.53 17881008939.58 20689437214.00 20726255033.92 19308140924.80 18707392561.59 20862687443.66 17714048991.23 18463788543.18 88116574693.67 92273105722.09 0.0499 N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.34% KBVRJ5K57JZ3E2AVWX40 0000877559 KKI116000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-09-30 2049-05-15 0.750 - 4.625 40091300.00 39798671.56 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-07 N N N 0.0521 39000000.00 39000000.00 0.0002 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130B02D0 2549001DPIFGXC1TOL40 US3130B02D09 0001026214 KJP808000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-10-16 2025-10-16 N N N 0.0539 79033441.49 79033441.49 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 0% 3133ERGG0 254900C5LP6DN9OP9V83 US3133ERGG03 KKH698000 U.S. Government Agency Debt Y N/A N/A 2024-06-06 2025-06-06 2025-06-06 N N N 0.0000 26000000.00 26000000.00 0.0001 N N N 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 0.0473 2292595173.00 2292595173.00 0.0105 N Y Y 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 2024-06-03 2025-04-29 2025-04-29 N N N 0.0539 156097030.44 156097030.44 0.0007 N N N N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.32% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KKG428000 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 2029-11-30 0.375 - 4.250 518721100.00 497107070.95 U.S. Treasuries (including strips) Y N/A N/A 2024-06-05 2024-06-05 2024-06-05 N N N 0.0519 487000000.00 487000000.00 0.0022 N N Y 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 2024-06-03 2024-10-08 2024-10-08 N N N 0.0531 155997195.12 155997195.12 0.0007 N N N N UST NOTES UST NOTES, 3.875% 91282CGX3 254900HROIFWPRGM1V77 US91282CGX39 JSX629000 U.S. Treasury Debt Y N/A N/A 2025-04-30 2025-04-30 2025-04-30 N N N 0.0522 681759081.60 681759081.60 0.0031 N Y Y 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 2024-06-03 2024-07-23 2024-07-23 N N N 0.0526 103999730.64 103999730.64 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133ERET4 254900C5LP6DN9OP9V83 US3133ERET42 KJO854000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-02-17 2026-02-17 N N N 0.0554 31929687.36 31929687.36 0.0001 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.32% U7M81AY481YLIOR75625 KKG004000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2027-10-31 0.375 - 4.125 845693400.00 809373217.29 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 793000000.00 793000000.00 0.0036 N N 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 2024-06-03 2025-07-08 2025-07-08 N N N 0.0539 153081832.05 153081832.05 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 0.0528 289532206.80 289532206.80 0.0013 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.34% FOR8UP27PHTHYVLBNG30 0000769993 KKI145000 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 2030-12-01 2053-10-01 2.000 - 6.500 213867937.00 159877034.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-08-01 2054-01-01 2.000 - 7.500 968616351.00 797158224.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-03-20 2054-04-20 2.500 - 6.000 405937773.00 387922981.48 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-07 2024-06-07 2024-06-07 N N N 0.0521 1318000000.00 1318000000.00 0.0060 N N Y N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.36% K5HU16E3LMSVCCJJJ255 KJB995000 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 2054-06-01 1.500 - 7.500 150642834.00 119129476.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-11-21 2024-11-21 0.000 300.00 292.64 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-01 2054-06-01 1.500 - 7.500 1991454474.00 932377210.18 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-17 2024-07-17 2024-07-17 N N N 0.0526 1026000000.00 1026000000.00 0.0047 N N N Y 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 2024-06-03 2024-11-07 2024-11-07 N N N 0.0534 311616812.50 311616812.50 0.0014 N N N N ROYAL BANK OF CAN NYC (GOV RP) ROYAL BANK OF CAN NYC (GOV RP), 5.33% ES7IP3U3RHIGC71XBU11 KIL223000 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 2024-06-30 2054-02-15 0.000 - 7.625 605257914.00 548942493.24 U.S. Treasuries (including strips) Federal National Mortgage Association 2026-10-01 2054-06-01 1.086 - 6.624 44306415.00 24388138.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-04-20 2054-05-20 1.500 - 8.000 428702965.00 397710054.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-06-01 2054-06-01 2.000 - 7.645 245890514.00 197073004.89 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0520 1135000000.00 1135000000.00 0.0052 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130B1ML8 2549001DPIFGXC1TOL40 US3130B1ML88 0001026214 KKH555000 U.S. Government Agency Debt Y N/A N/A 2024-06-04 2024-10-03 2024-10-03 N N N 0.0000 352000000.00 352000000.00 0.0016 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 0.0507 4438440188.28 4438440188.28 0.0203 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 2024-06-03 2024-08-26 2024-08-26 N N N 0.0527 110004639.80 110004639.80 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.365% 3130B16U6 2549001DPIFGXC1TOL40 US3130B16U69 0001026214 KIK661000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-29 2024-11-29 N N N 0.0540 71983263.60 71983263.60 0.0003 N N N N HSBC SECURITIES (USA) INC. HSBC SECURITIES (USA) INC., 5.33% CYYGQCGNHMHPSMRL3R97 0000853784 KKG456000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-11-30 2029-11-30 3.875 409162600.00 396053030.30 U.S. Treasuries (including strips) Y N/A N/A 2024-06-05 2024-06-05 2024-06-05 N N N 0.0520 388000000.00 388000000.00 0.0018 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC, 5.333909% ZBUT11V806EZRVTWT807 KKI852000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-09-01 2054-06-01 1.500 - 7.500 2580960031.00 1556094517.43 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-06-18 2045-11-15 0.000 - 6.625 2109752066.00 2050917409.76 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 2046-11-01 2054-02-01 6.032 - 6.507 1535329.00 1325009.67 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9703 B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 3.730 638925.00 581283.72 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 3536583000.00 3536583000.00 0.0161 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 2024-06-03 2024-08-20 2024-08-20 N N N 0.0527 239994962.40 239994962.40 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 2024-06-03 2024-09-06 2024-09-06 N N N 0.0528 155032486.45 155032486.45 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B1LS4 2549001DPIFGXC1TOL40 US3130B1LS41 0001026214 KKG650000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-09 2024-12-09 N N N 0.0000 28012173.56 28012173.56 0.0001 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 2024-06-03 2025-03-07 2025-03-07 N N N 0.0538 172152001.56 172152001.56 0.0008 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.333909% 5U0XI89JRFVHWIBS4F54 KKI852000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.500 600622953.00 536635978.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-05-01 2.000 - 5.500 4081569907.00 1296170763.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2054-05-20 3.000 - 6.500 3415132432.00 2051988829.92 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 3791088000.00 3791088000.00 0.0173 N Y Y 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 0.0542 75833820.68 75833820.68 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 0.0494 2238145312.50 2238145312.50 0.0102 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 0.0573 909939195.16 909939195.16 0.0042 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 2024-06-03 2025-07-24 2025-07-24 N N N 0.0539 107096273.25 107096273.25 0.0005 N N N 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 2024-06-03 2024-07-26 2024-07-26 N N N 0.0526 107000011.77 107000011.77 0.0005 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KKF941000 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 2038-08-15 2047-12-20 2.500 - 5.000 9103130.00 481171.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2054-05-01 2.000 - 6.500 499046602.00 309370850.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-01-01 2054-05-01 3.500 - 7.000 151092694.00 137304850.07 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0519 438000000.00 438000000.00 0.0020 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 2024-06-03 2025-01-27 2025-01-27 N N N 0.0536 313169279.79 313169279.79 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 2024-06-03 2025-09-26 2025-09-26 N N N 0.0541 107097719.89 107097719.89 0.0005 N N N 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 0.0526 103343789.46 103343789.46 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 2024-06-03 2024-09-05 2024-09-05 N N N 0.0528 255996782.08 255996782.08 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.425% 3130AYWR3 2549001DPIFGXC1TOL40 US3130AYWR32 0001026214 KGS341000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-16 2025-07-16 N N N 0.0538 84023441.04 84023441.04 0.0004 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 2024-06-03 2025-05-19 2025-05-19 N N N 0.0539 155088644.50 155088644.50 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 2024-06-03 2025-03-20 2025-03-20 N N N 0.0538 235620766.76 235620766.76 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130B0HG7 2549001DPIFGXC1TOL40 US3130B0HG75 0001026214 KGS340000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-09-19 2025-09-19 N N N 0.0541 21997360.66 21997360.66 0.0001 N N N 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 2024-06-03 2024-08-28 2024-08-28 N N N 0.0527 104998480.65 104998480.65 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AWNS5 2549001DPIFGXC1TOL40 US3130AWNS59 0001026214 JWV095000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-28 2025-07-28 N N N 0.0538 3203613.57 3203613.57 0.0000 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KJA665000 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 2053-08-15 0.375 - 4.875 76084500.00 72763246.66 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 71000000.00 71000000.00 0.0003 N N Y N UST NOTES UST NOTES, 5.46574% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2024-06-03 2024-10-31 2024-10-31 N N N 0.0533 371668917.34 371668917.34 0.0017 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 2024-06-03 2025-01-22 2025-01-22 N N N 0.0537 88001462.56 88001462.56 0.0004 N N N N 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 2024-06-03 2024-08-15 2024-08-15 N N N 0.0527 223994729.28 223994729.28 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B0PH6 2549001DPIFGXC1TOL40 US3130B0PH66 0001026214 KGO533000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-05 2024-11-05 N N N 0.0534 287977227.84 287977227.84 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 2024-06-03 2025-05-27 2025-05-27 N N N 0.0539 56047019.28 56047019.28 0.0003 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.36% 549300Y1PMK3RWXMWR72 KJB999000 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 2025-05-15 2050-02-15 0.125 - 4.750 12727200.00 12704442.39 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-01-01 2054-01-01 2.000 - 6.500 42896554.00 28207377.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-08-15 2054-01-20 2.500 - 6.500 487356977.00 113089385.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-10-01 2054-04-01 1.500 - 6.500 119591313.00 59170519.91 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-17 2024-07-17 2024-07-17 N N N 0.0526 208000000.00 208000000.00 0.0009 N N N Y 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 2024-06-03 2025-10-14 2025-10-14 N N N 0.0549 423992126.32 423992126.32 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 2024-06-03 2024-09-20 2024-09-20 N N N 0.0529 35002756.25 35002756.25 0.0002 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.35% KBVRJ5K57JZ3E2AVWX40 0000877559 KJP555000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-03-01 2053-08-01 2.000 - 6.000 346848834.00 150363372.42 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-17 2024-06-17 2024-06-17 N N N 0.0522 147000000.00 147000000.00 0.0007 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPNQ4 254900C5LP6DN9OP9V83 US3133EPNQ46 JVB493000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-03 2024-10-03 N N N 0.0530 69024332.16 69024332.16 0.0003 N N N N SMBC NIKKO SEC AM INC(GOV RP) SMBC NIKKO SEC AM INC(GOV RP), 5.33% 6PJDTY319315T5LR2241 KKI171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-27 2054-05-15 0.000 - 7.625 1242279300.00 1202347660.33 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 1178000000.00 1178000000.00 0.0054 N Y Y N 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 0.0514 464016612.36 464016612.36 0.0021 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 2024-06-03 2024-08-06 2024-08-06 N N N 0.0527 173041637.64 173041637.64 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 0.0488 216017964.72 216017964.72 0.0010 N N N N SOCIETE GENERALE (GOV REPO) SOCIETE GENERALE (GOV REPO), 5.35% O2RNE8IBXP4R0TD8PU41 KKH311000 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 2052-08-15 1.125 - 4.500 649784800.00 507470240.93 U.S. Treasuries (including strips) Y N/A N/A 2024-06-06 2024-06-06 2024-06-06 N N N 0.0522 495000000.00 495000000.00 0.0023 N N Y 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 2024-06-03 2024-11-06 2024-11-06 N N N 0.0534 44998342.65 44998342.65 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130B1LV7 2549001DPIFGXC1TOL40 US3130B1LV79 0001026214 KKG840000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-03 2024-10-03 N N N 0.0529 423000706.41 423000706.41 0.0019 N N N 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 2024-06-03 2025-12-08 2025-12-08 N N N 0.0544 306168636.60 306168636.60 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133ERBX8 254900C5LP6DN9OP9V83 US3133ERBX80 KHH468000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-01-23 2026-01-23 N N N 0.0549 36956475.05 36956475.05 0.0002 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 2024-06-03 2025-02-12 2025-02-12 N N N 0.0538 53992168.92 53992168.92 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 2024-06-03 2025-04-10 2025-04-10 N N N 0.0531 32015980.16 32015980.16 0.0001 N N N N UST BILLS UST BILLS, 0% 912797HP5 254900HROIFWPRGM1V77 US912797HP56 KBQ503000 U.S. Treasury Debt Y N/A N/A 2024-11-29 2024-11-29 2024-11-29 N N N 0.0532 463504583.75 463504583.75 0.0021 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130B1LX3 2549001DPIFGXC1TOL40 US3130B1LX36 0001026214 KKG653000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-04 2024-10-04 N N N 0.0529 141000169.20 141000169.20 0.0006 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KJX941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-30 2053-08-15 0.375 - 4.875 70621300.00 60283458.20 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 59000000.00 59000000.00 0.0003 N N Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP, 5.32% RUC0QBLBRPRCU4W1NE59 0000772028 KKG447000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-09-05 2051-11-15 0.000 - 5.000 104874900.00 101057485.79 U.S. Treasuries (including strips) Y N/A N/A 2024-06-05 2024-06-05 2024-06-05 N N N 0.0519 99000000.00 99000000.00 0.0005 N N Y N UST BILLS UST BILLS, 0% 912796Y52 254900HROIFWPRGM1V77 US912796Y528 KCX059000 U.S. Treasury Debt Y N/A N/A 2024-07-05 2024-07-05 2024-07-05 N N N 0.0490 2467190511.34 2467190511.34 0.0113 N Y Y N 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 2024-06-03 2024-09-20 2024-09-20 N N N 0.0529 107998673.76 107998673.76 0.0005 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.38% MBNUM2BPBDO7JBLYG310 0000315030 KJY045000 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 2054-02-01 2054-02-01 6.000 4409.00 4288.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2054-01-01 2054-02-01 5.500 - 7.000 539454738.00 517136663.42 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2024-09-30 4.250 769400.00 771929.27 U.S. Treasuries (including strips) Y N/A N/A 2024-07-24 2024-07-24 2024-07-24 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0528 507000000.00 507000000.00 0.0023 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.333909% MBNUM2BPBDO7JBLYG310 KKI852000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-02-20 2053-01-20 2.500 - 5.500 778667508.00 606556979.64 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-06-04 2054-05-15 0.000 - 4.875 761052996.00 755835934.97 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0533 1333420000.00 1333420000.00 0.0061 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384C31 2549001DPIFGXC1TOL40 US313384C318 313384C31 U.S. Government Agency Debt Y N/A N/A 2024-08-16 2024-08-16 2024-08-16 N N N 0.0536 151285209.66 151285209.66 0.0007 N N N N UST BILLS UST BILLS, 0% 912797GW1 254900HROIFWPRGM1V77 US912797GW17 JYP841000 U.S. Treasury Debt Y N/A N/A 2024-10-03 2024-10-03 2024-10-03 N N N 0.0524 1858722879.64 1858722879.64 0.0085 N Y 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 2024-06-03 2025-06-27 2025-06-27 N N N 0.0539 381322268.85 381322268.85 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 2024-06-03 2025-05-22 2025-05-22 N N N 0.0539 158115338.42 158115338.42 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B0P60 2549001DPIFGXC1TOL40 US3130B0P607 0001026214 KGN687000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-05 2024-11-05 N N N 0.0534 233981497.62 233981497.62 0.0011 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384ZU6 2549001DPIFGXC1TOL40 US313384ZU65 EFJ403000 U.S. Government Agency Debt Y N/A N/A 2024-07-24 2024-07-24 2024-07-24 N N N 0.0532 523861800.00 523861800.00 0.0024 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384J42 2549001DPIFGXC1TOL40 US313384J420 313384J42 U.S. Government Agency Debt Y N/A N/A 2024-10-04 2024-10-04 2024-10-04 N N N 0.0535 140414917.50 140414917.50 0.0006 N N N N Wells Fargo Bank National Asso Wells Fargo Bank National Asso, 5.333909% KB1H1DSPRFMYMCUFXT09 KKI852000_00412 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2054-02-15 0.250 - 5.000 266448750.00 203186498.09 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 198592000.00 198592000.00 0.0009 N Y Y 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 2024-06-03 2024-09-09 2024-09-09 N N N 0.0527 75001155.00 75001155.00 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130B1JY4 2549001DPIFGXC1TOL40 US3130B1JY47 0001026214 KJY039000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-27 2024-12-27 N N N 0.0534 282000000.00 282000000.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.125% 3133ERBS9 254900C5LP6DN9OP9V83 US3133ERBS95 KHH435000 U.S. Government Agency Debt Y N/A N/A 2025-04-17 2025-04-17 2025-04-17 N N N 0.0525 12985183.12 12985183.12 0.0001 N N N 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 0.0516 697786869.02 697786869.02 0.0032 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 2024-06-01 2025-03-10 2025-03-10 N N N 0.0528 98030579.92 98030579.92 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130B1AA5 2549001DPIFGXC1TOL40 US3130B1AA51 0001026214 KIY123000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-02 2024-12-02 N N N 0.0535 115002124.05 115002124.05 0.0005 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 2024-06-03 2025-10-23 2025-10-23 N N N 0.0539 36033027.12 36033027.12 0.0002 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.39% H7FNTJ4851HG0EXQ1Z70 KJR599000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2028-07-31 2.250 - 4.125 94599600.00 94054180.79 U.S. Treasuries (including strips) Y N/A N/A 2024-08-20 2024-08-20 2024-08-20 N N N 0.0531 92000000.00 92000000.00 0.0004 N N N Y 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 2024-06-03 2024-12-26 2024-12-26 N N N 0.0537 313137948.49 313137948.49 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B1JA6 2549001DPIFGXC1TOL40 US3130B1JA60 0001026214 KJX167000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-03 2024-12-03 N N N 0.0534 281998917.12 281998917.12 0.0013 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 2024-06-03 2026-01-12 2026-01-12 N N N 0.0545 176061967.84 176061967.84 0.0008 N N N N UST BILLS UST BILLS, 0% 912797LJ4 254900HROIFWPRGM1V77 US912797LJ41 KJW104000 U.S. Treasury Debt Y N/A N/A 2024-09-24 2024-09-24 2024-09-24 N N N 0.0529 411150413.74 411150413.74 0.0019 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384ZP7 2549001DPIFGXC1TOL40 US313384ZP70 313384ZP7 U.S. Government Agency Debt Y N/A N/A 2024-07-19 2024-07-19 2024-07-19 N N N 0.0532 224771021.34 224771021.34 0.0010 N N Y N UST NOTES UST NOTES, 0.375% 912828ZL7 254900HROIFWPRGM1V77 US912828ZL77 FJG557000 U.S. Treasury Debt Y N/A N/A 2025-04-30 2025-04-30 2025-04-30 N N N 0.0518 339919433.15 339919433.15 0.0016 N Y Y 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 2024-06-03 2025-08-18 2025-08-18 N N N 0.0540 231154268.73 231154268.73 0.0011 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KKI827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-12-31 2030-12-31 3.750 522062600.00 507165199.49 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 497000000.00 497000000.00 0.0023 N Y 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 2024-06-03 2025-08-28 2025-08-28 N N N 0.0542 66041585.28 66041585.28 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 2024-06-03 2025-11-14 2025-11-14 N N N 0.0545 134059462.50 134059462.50 0.0006 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.34% MBNUM2BPBDO7JBLYG310 0000315030 KJG488000 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 2053-09-20 2053-10-20 4.000 - 7.500 349633631.00 343740738.70 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2024-09-30 4.250 1422300.00 1426975.57 U.S. Treasuries (including strips) Y N/A N/A 2024-06-05 2024-06-05 2024-06-05 Y CITIGROUP INC 1.0000 5 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0520 337000000.00 337000000.00 0.0015 N N Y N UST BILLS UST BILLS, 0% 912797KW6 254900HROIFWPRGM1V77 US912797KW60 KGT804000 U.S. Treasury Debt Y N/A N/A 2024-08-06 2024-08-06 2024-08-06 N N N 0.0512 2424634916.55 2424634916.55 0.0111 N Y Y N 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 2024-06-03 2025-09-02 2025-09-02 N N N 0.0542 437303605.75 437303605.75 0.0020 N N N N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc., 5.333909% 549300QJJX6CVVUXLE15 KKI852000_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 2024-06-04 2054-05-15 0.000 - 6.875 1137344325.00 961330609.44 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-05-01 2054-02-01 1.500 - 7.000 589854182.00 288158159.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-01-20 2054-04-20 2.000 - 6.500 1070938324.00 636497685.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-10-01 2054-02-01 1.500 - 7.000 548603375.00 208874093.56 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 2050105000.00 2050105000.00 0.0094 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 2024-06-03 2024-08-08 2024-08-08 N N N 0.0527 149994517.50 149994517.50 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 2024-06-03 2024-07-23 2024-07-23 N N N 0.0526 310986409.30 310986409.30 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 2024-06-03 2024-09-06 2024-09-06 N N N 0.0528 345995647.32 345995647.32 0.0016 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 2024-06-03 2024-09-23 2024-09-23 N N N 0.0530 32006499.20 32006499.20 0.0001 N N N 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 2024-06-03 2025-10-21 2025-10-21 N N N 0.0542 65491291.12 65491291.12 0.0003 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 KJN745000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-12-31 2033-02-15 0.625 - 3.500 107668500.00 100270222.19 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 98000000.00 98000000.00 0.0004 N N Y N UST NOTES UST NOTES, 2.75% 91282CEQ0 254900HROIFWPRGM1V77 US91282CEQ06 JBA755000 U.S. Treasury Debt Y N/A N/A 2025-05-15 2025-05-15 2025-05-15 N N N 0.0520 586453128.00 586453128.00 0.0027 N Y 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 2024-06-03 2024-09-05 2024-09-05 N N N 0.0528 255996782.08 255996782.08 0.0012 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 2024-06-03 2024-08-28 2024-08-28 N N N 0.0527 22003884.54 22003884.54 0.0001 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.33% 2IGI19DL77OX0HC3ZE78 KHC543000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-05-01 2051-12-01 2.000 - 3.000 109956753.00 67635463.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-06-01 2061-09-01 2.000 - 7.000 427521490.00 291137892.17 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 349000000.00 349000000.00 0.0016 N N Y 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 2024-06-03 2025-04-09 2025-04-09 N N N 0.0540 48022172.16 48022172.16 0.0002 N N N 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 2024-06-03 2025-07-25 2025-07-25 N N N 0.0539 258232130.34 258232130.34 0.0012 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.39% 549300HN4UKV1E2R3U73 KJA338000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-09-01 2054-06-01 1.500 - 8.500 238843392.00 134010594.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-11-01 2054-05-01 1.500 - 7.500 268289456.00 229815717.64 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-02 2024-08-02 2024-08-02 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 355000000.00 355000000.00 0.0016 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 JYI393000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-06-27 2025-06-27 N N N 0.0538 135128791.35 135128791.35 0.0006 N N N N UST BILLS UST BILLS, 0% 912797HE0 254900HROIFWPRGM1V77 US912797HE00 KAQ272000 U.S. Treasury Debt Y N/A N/A 2024-10-31 2024-10-31 2024-10-31 N N N 0.0532 480382807.49 480382807.49 0.0022 N Y Y 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 2024-06-03 2024-11-12 2024-11-12 N N N 0.0534 318881127.38 318881127.38 0.0015 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 2024-06-03 2025-09-02 2025-09-02 N N N 0.0545 48460760.26 48460760.26 0.0002 N N N N FICC STATE STREET DVP REPO(GOV FICC STATE STREET DVP REPO(GOV, 5.33% 549300H47WTHXPU08X20 KKH556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-07-31 2030-03-31 1.625 - 4.000 2141388800.00 2024771867.05 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 1985000000.00 1985000000.00 0.0091 N Y 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 2024-06-03 2025-10-10 2025-10-10 N N N 0.0544 153058222.62 153058222.62 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 0001026214 KHC753000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-08-21 2025-08-21 N N N 0.0540 201681930.35 201681930.35 0.0009 N N N 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 2024-06-03 2024-10-01 2024-10-01 N N N 0.0530 173048469.41 173048469.41 0.0008 N N N N BNY MELLON CAPITAL MARKETS LLC(GOV REPO) BNY MELLON CAPITAL MARKETS LLC(GOV REPO), 5.35% VJW2DOOHGDT6PR0ZRO63 KJB851000 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 2042-05-01 2054-06-01 2.500 - 6.500 135160969.00 132416895.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2025-03-15 2053-10-20 7.000 - 8.000 71475.00 30508.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2054-04-01 2.500 - 6.500 78996273.00 69691120.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-06-06 2054-02-15 0.000 - 4.250 209948700.00 207819985.70 U.S. Treasuries (including strips) Y N/A N/A 2024-06-13 2024-06-13 2024-06-13 N N N 0.0522 400000000.00 400000000.00 0.0018 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 2024-06-03 2025-02-05 2025-02-05 N N N 0.0536 599011620.60 599011620.60 0.0027 N N N N UST BILLS UST BILLS, 0% 912797KV8 254900HROIFWPRGM1V77 US912797KV87 KIG103000 U.S. Treasury Debt Y N/A N/A 2024-10-24 2024-10-24 2024-10-24 N N N 0.0529 2183949184.30 2183949184.30 0.0100 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.35% 549300HN4UKV1E2R3U73 KGT560000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-03-01 2054-06-01 1.500 - 7.500 650797791.00 455131894.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-10-01 2054-05-01 2.000 - 7.500 749016166.00 646031480.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-09-20 2063-05-20 5.500 - 6.500 1329511.00 1322062.10 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-02 2024-07-02 2024-07-02 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0523 1071000000.00 1071000000.00 0.0049 N N N Y CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KJP516000 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 2053-08-15 0.375 - 4.375 143196500.00 133204310.07 U.S. Treasuries (including strips) Y N/A N/A 2024-06-06 2024-06-06 2024-06-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0519 130000000.00 130000000.00 0.0006 N N 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 2024-07-31 2053-11-15 0.000 - 5.571 499739000.00 439842531.62 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0525 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 2024-06-03 2025-11-03 2025-11-03 N N N 0.0547 100024714.00 100024714.00 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130B1J57 2549001DPIFGXC1TOL40 US3130B1J574 0001026214 KJX142000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-27 2024-12-27 N N N 0.0534 69999524.00 69999524.00 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130B05P0 2549001DPIFGXC1TOL40 US3130B05P02 0001026214 KJP809000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-09-22 2025-09-22 N N N 0.0539 143058182.41 143058182.41 0.0007 N N N N FICC CREDIT AG DVP REPO (GOV) FICC CREDIT AG DVP REPO (GOV), 5.34% KKI182000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2031-03-31 2053-02-15 3.625 - 4.125 684811000.00 614793899.86 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0534 596000000.00 596000000.00 0.0027 N Y Y N 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 2024-06-03 2025-02-03 2025-02-03 N N N 0.0536 143790033.60 143790033.60 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130B1LC9 2549001DPIFGXC1TOL40 US3130B1LC98 0001026214 KKG137000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-02-27 2026-02-27 N N N 0.0540 141021254.34 141021254.34 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-10-01 2054-05-01 2.000 - 6.500 100849731.00 90683855.23 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-21 2024-06-21 2024-06-21 N N N 0.0525 88000000.00 88000000.00 0.0004 N N N Y 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 0.0528 705198804.38 705198804.38 0.0032 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384B24 2549001DPIFGXC1TOL40 US313384B245 EHF143000 U.S. Government Agency Debt Y N/A N/A 2024-08-07 2024-08-07 2024-08-07 N N N 0.0535 58960587.20 58960587.20 0.0003 N N N N NORINCHUKIN BK NORINCHUKIN BK, 5.35% 5493007VSMFZCPV1NB83 KKF931000 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 2033-05-15 0.000 - 3.375 228237900.00 192866016.76 U.S. Treasuries (including strips) Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0521 189000000.00 189000000.00 0.0009 N N Y 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 2024-06-03 2024-08-09 2024-08-09 N N N 0.0527 149994547.50 149994547.50 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 0.0528 289553086.80 289553086.80 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 2024-06-03 2024-12-10 2024-12-10 N N N 0.0537 251065666.62 251065666.62 0.0011 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.38% 2IGI19DL77OX0HC3ZE78 KJU843000 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 2037-01-05 2037-01-05 2.680 4000.00 3136.70 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2028-01-31 2030-10-31 3.500 - 4.875 24900.00 24084.82 U.S. Treasuries (including strips) Federal National Mortgage Association 2035-05-01 2054-05-01 1.500 - 7.000 13399864.00 11673680.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2054-06-01 2.500 - 6.500 2710841.00 2604810.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-03-20 2050-03-20 3.000 21820.00 4753.33 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-20 2024-06-20 2024-06-20 N N N 0.0525 14000000.00 14000000.00 0.0001 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 JMX819000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-05 2024-12-05 N N N 0.0536 64053731.84 64053731.84 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 2024-06-03 2024-11-18 2024-11-18 N N N 0.0534 317136161.01 317136161.01 0.0014 N N N N BNY Mellon Capital Markets LLC BNY Mellon Capital Markets LLC, 5.333909% VJW2DOOHGDT6PR0ZRO63 KKI852000_08066 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 2024-06-25 2054-06-01 1.500 - 8.500 110281638.00 94248112.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-08-15 2054-05-20 1.500 - 9.000 22629092.00 9565757.55 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-09 2029-05-15 0.000 - 2.375 2462045.00 2449063.60 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2026-02-23 2029-02-13 5.400 - 5.500 1177420.00 1192467.30 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-25 2054-06-01 1.500 - 8.000 178911891.00 169588054.78 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2031-05-22 2031-05-22 5.650 3690990.00 3681384.06 Agency Debentures and Agency Strips Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 275098000.00 275098000.00 0.0013 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., 5.333909% CYYGQCGNHMHPSMRL3R97 KKI852000_03556 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 2046-12-01 2054-01-01 2.013 - 6.500 28745628.00 17906079.08 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2044-02-15 0.375 - 4.750 447548337.00 397698729.16 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-06-01 2057-09-01 2.000 - 7.000 103056314.00 83308039.02 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 488913000.00 488913000.00 0.0022 N Y Y N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.34% KKI128000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2053-05-01 2.000 - 5.500 456853476.00 152280006.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-07-01 2054-05-01 3.500 - 6.000 213789273.00 165578490.36 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-07-31 2049-08-15 0.375 - 2.875 22166700.00 18907485.36 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0534 330000000.00 330000000.00 0.0015 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.39% 3133ERBW0 254900C5LP6DN9OP9V83 US3133ERBW08 KJP647000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-06-20 2025-06-20 N N N 0.0537 73003145.57 73003145.57 0.0003 N N N 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 2024-06-03 2025-04-01 2025-04-01 N N N 0.0539 16003841.44 16003841.44 0.0001 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384A33 2549001DPIFGXC1TOL40 US313384A338 EFJ412000 U.S. Government Agency Debt Y N/A N/A 2024-07-31 2024-07-31 2024-07-31 N N N 0.0533 70371403.63 70371403.63 0.0003 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.39% 549300HN4UKV1E2R3U73 KHI779000 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 2041-06-15 2051-08-20 3.500 - 6.000 355014.00 175455.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2025-04-01 2054-04-01 1.500 - 7.053 285866024.00 222331956.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-08-01 2053-11-01 2.000 - 6.000 325936549.00 236556915.96 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-18 2024-07-18 2024-07-18 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0528 447000000.00 447000000.00 0.0020 N N N Y 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 2024-06-03 2025-05-02 2025-05-02 N N N 0.0539 2121345.18 2121345.18 0.0000 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.33% 2IGI19DL77OX0HC3ZE78 KJA666000 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 2034-12-01 2054-05-01 2.500 - 7.000 114443259.00 91811940.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-02-01 2053-12-01 3.000 - 6.500 270629.00 253582.20 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2037-01-05 2037-01-05 2.680 217000.00 170165.73 Agency Debentures and Agency Strips Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 90000000.00 90000000.00 0.0004 N N Y 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 2024-06-03 2024-07-12 2024-07-12 N N N 0.0526 93003473.55 93003473.55 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130B1AB3 2549001DPIFGXC1TOL40 US3130B1AB35 0001026214 KIY137000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-05 2024-12-05 N N N 0.0538 457937762.38 457937762.38 0.0021 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 2024-06-03 2025-07-17 2025-07-17 N N N 0.0539 92081158.72 92081158.72 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 2024-06-03 2025-08-14 2025-08-14 N N N 0.0543 308126606.48 308126606.48 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 0.0529 2301277618.50 2301277618.50 0.0105 N Y Y N Sumitomo Mitsui Banking Corp. NY Sumitomo Mitsui Banking Corp. NY, 5.333909% 549300MS3WYYVQ4HXM15 KKI852000_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 2024-08-31 2051-02-15 0.375 - 5.250 818113655.00 730469829.49 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 714931000.00 714931000.00 0.0033 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5% 3133ERAF8 254900C5LP6DN9OP9V83 US3133ERAF83 KGU482000 U.S. Government Agency Debt Y N/A N/A 2025-04-04 2025-04-04 2025-04-04 N N N 0.0529 88785857.99 88785857.99 0.0004 N N N N 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 2024-06-03 2025-10-16 2025-10-16 N N N 0.0545 299994210.00 299994210.00 0.0014 N N N N BofA Securities, Inc. BofA Securities, Inc., 5.333909% 549300HN4UKV1E2R3U73 KKI852000_00431 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 2024-07-20 2063-01-20 4.000 - 7.500 111169.00 110663.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-06-25 2054-05-01 1.500 - 8.500 75504816.00 58457703.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-08-01 2054-05-01 1.500 - 8.500 309679594.00 258322701.59 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-02-29 2049-11-15 2.125 - 4.375 41904290.00 34767531.23 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0533 344486000.00 344486000.00 0.0016 N Y Y N FICC BONY DVP REPO (GOV) FICC BONY DVP REPO (GOV), 5.33% 549300H47WTHXPU08X20 KKI241000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-05-15 2032-05-15 0.750 - 4.500 7119020500.00 7508220028.83 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 7361000000.00 7361000000.00 0.0336 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 2024-06-03 2025-07-25 2025-07-25 N N N 0.0539 481515131.76 481515131.76 0.0022 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133ERBY6 254900C5LP6DN9OP9V83 US3133ERBY63 KHI145000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-04-17 2026-04-17 N N N 0.0554 76835198.44 76835198.44 0.0004 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 KKF883000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-11-20 2054-02-20 6.500 110993354.00 112299484.53 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0519 110000000.00 110000000.00 0.0005 N N Y 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 2024-06-03 2024-07-26 2024-07-26 N N N 0.0526 183019092.39 183019092.39 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-01-01 2054-05-01 1.500 - 6.500 816380635.00 605349091.76 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-21 2024-06-21 2024-06-21 N N N 0.0525 587000000.00 587000000.00 0.0027 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 2024-06-03 2024-08-02 2024-08-02 N N N 0.0526 465982785.96 465982785.96 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 2024-06-03 2025-05-28 2025-05-28 N N N 0.0539 2111784.36 2111784.36 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 2024-06-03 2025-10-06 2025-10-06 N N N 0.0540 35035711.20 35035711.20 0.0002 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 2024-06-03 2025-10-27 2025-10-27 N N N 0.0547 67015865.60 67015865.60 0.0003 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KKI877000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-06-07 2024-06-07 2024-07-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 198000000.00 198000000.00 0.0009 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-14 2025-07-14 N N N 0.0539 61063580.30 61063580.30 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 0.0510 3861713843.70 3861713843.70 0.0176 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 2024-06-03 2024-12-26 2024-12-26 N N N 0.0537 32011451.84 32011451.84 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 0.0528 36896016.31 36896016.31 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 0.0471 154999527.25 154999527.25 0.0007 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.37% MBNUM2BPBDO7JBLYG310 0000315030 KJI133000 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 2054-01-01 2054-02-01 2.500 - 7.500 520276664.00 514063662.77 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2033-02-15 2033-02-15 3.500 13006700.00 12194435.59 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2054-01-01 2054-02-01 2.500 - 7.500 235805384.00 231469324.78 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-08 2024-07-08 2024-07-08 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0526 740000000.00 740000000.00 0.0034 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 JVX030000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-17 2025-07-17 N N N 0.0539 112111241.76 112111241.76 0.0005 N N N 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 0.0528 100850604.84 100850604.84 0.0005 N N N 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 2024-06-03 2025-08-22 2025-08-22 N N N 0.0540 174117282.96 174117282.96 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 2024-06-04 2024-09-04 2024-09-04 N N N 0.0528 603984761.08 603984761.08 0.0028 N N N N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.33% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KKI141000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2033-08-15 2033-08-15 3.875 103841600.00 100004480.57 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 98000000.00 98000000.00 0.0004 N Y Y N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.33% U7M81AY481YLIOR75625 KKI110000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-06-15 2047-02-15 0.000 - 4.500 128574400.00 121550161.38 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 119000000.00 119000000.00 0.0005 N Y Y 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 0.0517 29833867.11 29833867.11 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 2024-06-03 2024-09-09 2024-09-09 N N N 0.0527 15002195.70 15002195.70 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 2024-06-03 2024-09-03 2024-09-03 N N N 0.0528 524994708.00 524994708.00 0.0024 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 2024-06-03 2024-09-13 2024-09-13 N N N 0.0529 117023920.65 117023920.65 0.0005 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.32% 549300HN4UKV1E2R3U73 KGS532000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-02-29 2043-02-15 1.375 - 4.000 88800500.00 80300783.22 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0521 78000000.00 78000000.00 0.0004 N N N Y FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384C80 2549001DPIFGXC1TOL40 US313384C805 EHC709000 U.S. Government Agency Debt Y N/A N/A 2024-08-21 2024-08-21 2024-08-21 N N N 0.0536 69164510.80 69164510.80 0.0003 N N N N FEDERAL RESERVE BANK OF NY(GOV REPO BNY) FEDERAL RESERVE BANK OF NY(GOV REPO BNY), 5.3% 254900Y8NKGV541U8Q32 0001457970 KKI799000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2042-05-15 0.375 - 4.750 20168219000.00 18871331178.56 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0530 18863000000.00 18863000000.00 0.0861 N Y Y 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 2024-06-03 2024-09-17 2024-09-17 N N N 0.0529 125029880.00 125029880.00 0.0006 N N N N Royal Bank of Canada Royal Bank of Canada, 5.333909% ES7IP3U3RHIGC71XBU11 KKI852000_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 197841872.00 176499333.86 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 172775000.00 172775000.00 0.0008 N Y Y 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 2024-06-03 2025-09-26 2025-09-26 N N N 0.0546 93008211.90 93008211.90 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 2024-06-03 2025-05-01 2025-05-01 N N N 0.0539 31015207.36 31015207.36 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 2024-06-03 2026-01-02 2026-01-02 N N N 0.0544 139070745.44 139070745.44 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 315679260.00 315679260.00 0.0014 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.37% MBNUM2BPBDO7JBLYG310 0000315030 KJO725000 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 2024-09-30 2024-09-30 4.250 1776500.00 1782339.95 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-12-01 2054-01-01 5.000 - 7.500 476703623.00 458658699.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-12-01 2054-01-01 4.500 - 7.000 143845266.00 139062198.23 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-15 2024-07-15 2024-07-15 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0526 586000000.00 586000000.00 0.0027 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.515% 3133EPMP7 254900C5LP6DN9OP9V83 US3133EPMP71 JUO625000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-13 2024-12-13 N N N 0.0527 53501931.35 53501931.35 0.0002 N N N N JPMORGAN SECS LLC(GOV REPO) JPMORGAN SECS LLC(GOV REPO), 5.36% ZBUT11V806EZRVTWT807 0001287279 KJX058000 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 2027-09-30 0.375 - 4.375 2175705500.00 1985386690.63 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-21 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 1943000000.00 1943000000.00 0.0089 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130B1J32 2549001DPIFGXC1TOL40 US3130B1J327 0001026214 KJX151000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-29 2024-11-29 N N N 0.0534 48999898.57 48999898.57 0.0002 N N N N NORINCHUKIN BK NORINCHUKIN BK, 5.33% 5493007VSMFZCPV1NB83 KKI112000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2028-04-30 2032-02-15 0.000 - 1.875 74290300.00 65289739.00 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 64000000.00 64000000.00 0.0003 N Y Y 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 2036-09-20 2064-04-20 2.000 - 7.000 992035992.00 276354319.53 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-02-03 2042-02-03 2.930 6263000.00 4605690.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-11-01 2054-06-01 1.220 - 6.500 128608310.00 106565964.95 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-18 2054-05-15 0.000 - 5.363 191882142.00 90485805.86 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2054-05-01 2.000 - 7.000 176719060.00 101126677.78 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-07 2024-06-07 2024-06-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 560000000.00 560000000.00 0.0026 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130B1K30 2549001DPIFGXC1TOL40 US3130B1K309 0001026214 KJY034000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-30 2024-12-30 N N N 0.0534 70000000.00 70000000.00 0.0003 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.333909% L3I9ZG2KFGXZ61BMYR72 KKI852000_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 2024-06-27 2043-11-15 0.000 - 4.750 244794079.00 238625802.71 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 233843000.00 233843000.00 0.0011 N Y Y 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 2024-06-03 2025-11-12 2025-11-12 N N N 0.0544 305104514.35 305104514.35 0.0014 N N N 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 2024-06-03 2024-07-24 2024-07-24 N N N 0.0526 180020502.00 180020502.00 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 2024-06-03 2025-10-20 2025-10-20 N N N 0.0549 156996638.63 156996638.63 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 2024-06-03 2025-12-08 2025-12-08 N N N 0.0544 88048496.80 88048496.80 0.0004 N N N 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 2024-06-03 2024-06-10 2024-06-10 N N N 0.0527 178003401.58 178003401.58 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130B1KW6 2549001DPIFGXC1TOL40 US3130B1KW61 0001026214 KKG119000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-04 2024-10-04 N N N 0.0529 169000128.44 169000128.44 0.0008 N N N 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 2024-06-03 2025-03-05 2025-03-05 N N N 0.0538 262121442.24 262121442.24 0.0012 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.39% 549300HN4UKV1E2R3U73 KIL221000 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 2054-05-01 1.500 - 7.000 298670001.00 129180043.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-10-01 2054-04-01 3.500 - 6.500 25324418.00 22634725.23 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-26 2024-07-26 2024-07-26 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0528 148000000.00 148000000.00 0.0007 N N N Y WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.38% VYVVCKR63DVZZN70PB21 0000276523 KJV908000 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 2024-11-01 2054-06-01 1.500 - 7.000 750298668.00 594793310.90 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-19 2024-08-19 2024-08-19 N N N 0.0530 582000000.00 582000000.00 0.0027 N N N Y 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 0.0525 2265363399.97 2265363399.97 0.0103 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 2024-06-03 2024-08-05 2024-08-05 N N N 0.0526 154994609.10 154994609.10 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 2024-06-03 2025-03-11 2025-03-11 N N N 0.0538 32011265.28 32011265.28 0.0001 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384L23 2549001DPIFGXC1TOL40 US313384L236 313384L23 U.S. Government Agency Debt Y N/A N/A 2024-10-18 2024-10-18 2024-10-18 N N N 0.0536 102018835.09 102018835.09 0.0005 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 2024-06-03 2025-04-15 2025-04-15 N N N 0.0541 81023831.01 81023831.01 0.0004 N N N 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 2024-06-03 2024-08-19 2024-08-19 N N N 0.0527 161027584.13 161027584.13 0.0007 N N N N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.32% O2RNE8IBXP4R0TD8PU41 KKG012000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2049-11-15 2049-11-15 2.375 152922600.00 99998627.98 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0532 97000000.00 97000000.00 0.0004 N Y Y 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 2024-06-03 2024-08-15 2024-08-15 N N N 0.0527 297992988.06 297992988.06 0.0014 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 2024-06-03 2024-10-11 2024-10-11 N N N 0.0531 266004668.30 266004668.30 0.0012 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 KKF880000 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 2053-12-20 2054-02-20 6.423 - 6.523 115731718.00 113400459.77 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0519 110000000.00 110000000.00 0.0005 N N Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KKG464000 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 2027-07-01 2054-05-01 2.000 - 6.500 714576823.00 445026943.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-06-20 2054-05-20 1.500 - 6.500 676632456.00 400794384.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-03-01 2054-05-01 1.500 - 6.000 544633909.00 274967753.24 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-05 2024-06-05 2024-06-05 N N N 0.0520 1098000000.00 1098000000.00 0.0050 N N Y 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 2024-06-03 2025-07-02 2025-07-02 N N N 0.0539 78066714.18 78066714.18 0.0004 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.34% 549300Y1PMK3RWXMWR72 KJB997000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2052-11-15 0.250 - 4.750 223796600.00 200053195.63 U.S. Treasuries (including strips) Y N/A N/A 2024-07-17 2024-07-17 2024-07-17 N N N 0.0524 195000000.00 195000000.00 0.0009 N N N Y 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 2024-06-03 2025-07-25 2025-07-25 N N N 0.0539 160171353.60 160171353.60 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130B16Z5 2549001DPIFGXC1TOL40 US3130B16Z56 0001026214 KIL311000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-03 2024-12-03 N N N 0.0532 144020927.52 144020927.52 0.0007 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.33% U7M81AY481YLIOR75625 KKH543000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2026-12-31 1.125 - 2.125 221174500.00 203269868.08 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 199000000.00 199000000.00 0.0009 N N Y N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.33% 549300Y1PMK3RWXMWR72 KJB905000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2052-11-15 0.250 - 4.750 123905600.00 104874415.49 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0520 102000000.00 102000000.00 0.0005 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 2024-06-03 2024-09-03 2024-09-03 N N N 0.0527 168036881.04 168036881.04 0.0008 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 2024-06-03 2024-10-24 2024-10-24 N N N 0.0533 74023369.20 74023369.20 0.0003 N N N 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 2024-06-03 2025-10-17 2025-10-17 N N N 0.0545 43020634.84 43020634.84 0.0002 N N N 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 2024-06-03 2025-02-24 2025-02-24 N N N 0.0538 339147346.35 339147346.35 0.0015 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 2024-06-03 2025-01-24 2025-01-24 N N N 0.0526 262052148.48 262052148.48 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 2024-06-03 2026-01-23 2026-01-23 N N N 0.0539 47047197.40 47047197.40 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 2024-06-03 2025-11-14 2025-11-14 N N N 0.0544 76044601.36 76044601.36 0.0003 N N N N UST BILLS UST BILLS, 0% 912797KZ9 254900HROIFWPRGM1V77 US912797KZ91 KII644000 U.S. Treasury Debt Y N/A N/A 2024-08-27 2024-08-27 2024-08-27 N N N 0.0517 2315054858.16 2315054858.16 0.0106 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 2024-06-03 2025-02-26 2025-02-26 N N N 0.0538 119065730.84 119065730.84 0.0005 N N N N ING Financial Markets LLC ING Financial Markets LLC, 5.333909% KBVRJ5K57JZ3E2AVWX40 KKI852000_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 2024-08-29 2041-11-15 0.000 - 5.375 84434194.00 81824675.65 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-10-01 2053-07-01 4.000 - 6.000 35825967.00 31522792.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2054-05-01 2.500 - 6.000 85133154.00 79667221.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-02-20 2053-08-20 2.500 - 6.000 27963993.00 22975683.88 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 211661000.00 211661000.00 0.0010 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 2024-06-03 2025-08-22 2025-08-22 N N N 0.0540 210179629.80 210179629.80 0.0010 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.36% KBVRJ5K57JZ3E2AVWX40 0000877559 KJB939000 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 2035-11-01 2054-06-01 2.000 - 7.000 123070698.00 89084069.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-05-01 2054-05-01 2.000 - 7.000 527266700.00 430730453.88 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-07-15 2051-05-15 2.375 - 4.625 16380000.00 14170165.98 U.S. Treasuries (including strips) Y N/A N/A 2024-06-13 2024-06-13 2024-06-13 N N N 0.0523 521000000.00 521000000.00 0.0024 N N N Y Societe Generale Societe Generale, 5.333909% O2RNE8IBXP4R0TD8PU41 KKI852000_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 2054-05-15 1.125 - 7.625 410466722.00 315127949.39 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 307885000.00 307885000.00 0.0014 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130B0ZU6 2549001DPIFGXC1TOL40 US3130B0ZU67 0001026214 KHI155000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-24 2024-12-24 N N N 0.0537 148973568.89 148973568.89 0.0007 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.33% KKI129000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-24 2049-08-15 0.000 - 2.875 349222100.00 303349818.05 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 297244028.00 297244028.00 0.0014 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 2024-06-03 2025-02-10 2025-02-10 N N N 0.0535 112091476.00 112091476.00 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 0.0390 2617820138.75 2617820138.75 0.0120 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B1K22 2549001DPIFGXC1TOL40 US3130B1K226 0001026214 KJY036000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-29 2024-11-29 N N N 0.0534 140999443.05 140999443.05 0.0006 N N N 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 2024-07-16 2053-08-15 0.000 - 5.571 507388700.00 439886396.71 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 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 0.0456 185996970.06 185996970.06 0.0008 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EP5E1 254900C5LP6DN9OP9V83 US3133EP5E19 KJA241000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-12-12 2025-12-12 N N N 0.0541 75014178.75 75014178.75 0.0003 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 2024-06-03 2025-04-01 2025-04-01 N N N 0.0539 52512604.73 52512604.73 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 2024-06-03 2024-11-15 2024-11-15 N N N 0.0534 40015020.80 40015020.80 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 JRI365000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0542 346000000.00 346000000.00 0.0016 N Y Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KIL228000 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 2052-02-15 0.375 - 4.875 138501700.00 135336484.24 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 132000000.00 132000000.00 0.0006 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 2024-06-03 2024-11-27 2024-11-27 N N N 0.0535 612222768.00 612222768.00 0.0028 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KJV906000 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 - 4.625 209375700.00 202357484.33 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0532 198000000.00 198000000.00 0.0009 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384D71 2549001DPIFGXC1TOL40 US313384D712 EHC705000 U.S. Government Agency Debt Y N/A N/A 2024-08-28 2024-08-28 2024-08-28 N N N 0.0537 69093189.20 69093189.20 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.21% 3130B0VV8 2549001DPIFGXC1TOL40 US3130B0VV86 0001026214 KHB955000 U.S. Government Agency Debt Y N/A N/A 2025-04-10 2025-04-10 2025-04-10 N N N 0.0523 503887134.24 503887134.24 0.0023 N N N 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 2024-06-03 2024-07-11 2024-07-11 N N N 0.0526 373013812.19 373013812.19 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 2024-06-03 2025-04-28 2025-04-28 N N N 0.0539 862611.77 862611.77 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 2024-06-03 2025-02-04 2025-02-04 N N N 0.0536 88654590.97 88654590.97 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130B1MY0 2549001DPIFGXC1TOL40 US3130B1MY00 0001026214 KKI773000 U.S. Government Agency Debt Y N/A N/A 2024-06-04 2024-10-04 2024-10-04 N N N 0.0000 99000000.00 99000000.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EP6E0 254900C5LP6DN9OP9V83 US3133EP6E00 KKG138000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-02-25 2026-02-25 N N N 0.0540 135043503.75 135043503.75 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B1LT2 2549001DPIFGXC1TOL40 US3130B1LT24 0001026214 KKG657000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-05 2024-12-05 N N N 0.0534 140999545.98 140999545.98 0.0006 N N N 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 2024-06-03 2024-11-25 2024-11-25 N N N 0.0535 297134778.60 297134778.60 0.0014 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 0.0431 910542620.51 910542620.51 0.0042 N N Y N Mitsubishi UFJ Securities Holdings Ltd Mitsubishi UFJ Securities Holdings Ltd, 5.333909% 549300Y1PMK3RWXMWR72 KKI852000_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 2028-06-01 2054-05-01 1.500 - 7.500 372494183.00 183378510.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-04-20 2054-04-20 2.500 - 6.500 167182785.00 112749059.31 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-10-20 2026-06-15 0.900 - 5.620 17739795.00 17258862.64 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-06-14 2027-01-15 0.400 - 5.500 9884459.00 9938079.19 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2042-05-15 3.250 - 4.750 1399383.00 1392387.19 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-08-01 2058-01-01 1.500 - 7.000 553171769.00 304994998.49 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 617090000.00 617090000.00 0.0028 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AWTE0 2549001DPIFGXC1TOL40 US3130AWTE00 0001026214 JYP827000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-08 2025-07-08 N N N 0.0539 116113176.56 116113176.56 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.34% 3130B1DB0 2549001DPIFGXC1TOL40 US3130B1DB08 0001026214 KKI876000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-09 2024-08-09 N N N 0.0526 69997462.50 69997462.50 0.0003 N N N 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 2024-06-03 2025-04-03 2025-04-03 N N N 0.0536 133098285.67 133098285.67 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130B1J24 2549001DPIFGXC1TOL40 US3130B1J244 0001026214 KJX124000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-05-23 2025-05-23 N N N 0.0537 48999787.83 48999787.83 0.0002 N N N 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 2027-02-15 2027-12-31 2.250 - 3.875 174325100.00 171196899.60 U.S. Treasuries (including strips) Y N/A N/A 2024-06-20 2024-06-20 2024-06-20 N N N 0.0526 166000000.00 166000000.00 0.0008 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 2024-06-03 2024-08-09 2024-08-09 N N N 0.0527 124011819.68 124011819.68 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 2024-06-03 2024-08-14 2024-08-14 N N N 0.0527 227008122.06 227008122.06 0.0010 N N N N 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 2024-06-03 2025-05-09 2025-05-09 N N N 0.0539 308183608.04 308183608.04 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 2024-06-03 2024-09-10 2024-09-10 N N N 0.0528 744997154.10 744997154.10 0.0034 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 0.0529 2371768346.52 2371768346.52 0.0108 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 0.0528 289529611.30 289529611.30 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 2024-10-31 2054-02-15 0.375 - 5.571 1274415400.00 1061341062.01 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 1025000000.00 1025000000.00 0.0047 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 2024-06-03 2025-12-11 2025-12-11 N N N 0.0543 153123155.82 153123155.82 0.0007 N N N N FICC NOMURA GC REPO (GOV) FICC NOMURA GC REPO (GOV), 5.33% XPSKD1VTEQPKCHBEKQ95 KKI256000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-18 2029-04-30 0.000 - 5.526 1978007700.00 1927635832.75 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 1889000000.00 1889000000.00 0.0086 N Y Y 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 2024-06-03 2024-11-19 2024-11-19 N N N 0.0535 161069597.08 161069597.08 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 0% 3133ERGH8 254900C5LP6DN9OP9V83 US3133ERGH85 KKI288000 U.S. Government Agency Debt Y N/A N/A 2024-06-05 2026-06-05 2026-06-05 N N N 0.0000 43995796.68 43995796.68 0.0002 N N N N 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 2024-06-03 2024-08-02 2024-08-02 N N N 0.0526 156994200.42 156994200.42 0.0007 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.34% KBVRJ5K57JZ3E2AVWX40 0000877559 KKH335000 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 2028-08-15 0.250 - 4.125 20314100.00 19391571.53 U.S. Treasuries (including strips) Y N/A N/A 2024-06-06 2024-06-06 2024-06-06 N N N 0.0521 19000000.00 19000000.00 0.0001 N N Y 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 2024-06-03 2025-11-14 2025-11-14 N N N 0.0541 267195638.91 267195638.91 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 2024-06-03 2024-10-28 2024-10-28 N N N 0.0533 28008568.84 28008568.84 0.0001 N N N N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.33% 549300QJJX6CVVUXLE15 KKG468000 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 2047-03-20 2054-04-20 2.000 - 6.500 285955745.00 120899404.41 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-15 2052-02-15 0.125 - 4.375 2782100.00 2227222.07 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 2054-01-01 1.500 - 6.500 332389742.00 76117752.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-08-01 2054-02-01 2.000 - 6.500 36731273.00 25327466.74 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-05 2024-06-05 2024-06-05 N N N 0.0520 220000000.00 220000000.00 0.0010 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK, 5.32% 1VUV7VQFKUOQSJ21A208 KJP513000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-07-31 2025-07-31 4.750 182023800.00 184115587.51 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-14 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 180000000.00 180000000.00 0.0008 N N Y N UST NOTES UST NOTES, 2.875% 9128284M9 254900HROIFWPRGM1V77 US9128284M90 DAJ767000 U.S. Treasury Debt Y N/A N/A 2025-04-30 2025-04-30 2025-04-30 N N N 0.0521 284021583.30 284021583.30 0.0013 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384YS2 2549001DPIFGXC1TOL40 US313384YS29 313384YS2 U.S. Government Agency Debt Y N/A N/A 2024-06-28 2024-06-28 2024-06-28 N N N 0.0533 143415360.00 143415360.00 0.0007 N N 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 2024-06-03 2025-05-15 2025-05-15 N N N 0.0539 308173250.00 308173250.00 0.0014 N N N 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 2024-06-03 2024-11-27 2024-11-27 N N N 0.0535 18000411.84 18000411.84 0.0001 N N N N FICC CITI GC REPO (GOV) FICC CITI GC REPO (GOV), 5.33% 6SHGI4ZSSLCXXQSBB395 KKI118000 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 2053-11-15 0.625 - 6.250 214045800.00 203070213.64 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 199000000.00 199000000.00 0.0009 N Y Y 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 2024-06-03 2025-10-03 2025-10-03 N N N 0.0541 143084065.41 143084065.41 0.0007 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 2024-06-03 2025-01-28 2025-01-28 N N N 0.0537 39998128.00 39998128.00 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AWLH1 2549001DPIFGXC1TOL40 US3130AWLH13 0001026214 KHC756000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-10 2025-07-10 N N N 0.0539 124127923.36 124127923.36 0.0006 N N N N BNP PARIBAS BNP PARIBAS, 5.39% R0MUWSFPU8MPRO8K5P83 KJC909000 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 2054-02-15 0.000 - 5.571 174087000.00 152141364.77 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0531 148000000.00 148000000.00 0.0007 N N N Y 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 2024-06-03 2025-06-06 2025-06-06 N N N 0.0539 2372055.74 2372055.74 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 2024-06-03 2024-09-23 2024-09-23 N N N 0.0530 439987565.60 439987565.60 0.0020 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130B0ZM4 2549001DPIFGXC1TOL40 US3130B0ZM42 0001026214 KHI050000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-24 2024-12-24 N N N 0.0537 577896763.42 577896763.42 0.0026 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 2024-06-03 2025-05-27 2025-05-27 N N N 0.0539 170126119.60 170126119.60 0.0008 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.375% 3133ENXZ8 254900C5LP6DN9OP9V83 US3133ENXZ86 KBU246000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0538 38000000.00 38000000.00 0.0002 N Y Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.36% KBVRJ5K57JZ3E2AVWX40 0000877559 KJC899000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-07-01 2054-01-01 4.500 - 7.000 260372850.00 228509854.47 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-14 2024-06-14 2024-06-14 N N N 0.0523 223000000.00 223000000.00 0.0010 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130B0ZL6 2549001DPIFGXC1TOL40 US3130B0ZL68 0001026214 KHI056000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-19 2024-12-19 N N N 0.0537 433926141.88 433926141.88 0.0020 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.32% U7M81AY481YLIOR75625 KJW000000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-01-31 2028-01-31 0.375 - 0.875 224650600.00 203390195.81 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 199000000.00 199000000.00 0.0009 N N Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.34% 3Y4U8VZURTYWI1W2K376 KGS373000 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 2053-12-20 2054-05-20 5.500 - 7.500 173534383.00 175020423.13 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0534 170000000.00 170000000.00 0.0008 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 2024-06-03 2024-08-08 2024-08-08 N N N 0.0527 599978070.00 599978070.00 0.0027 N N N 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 2024-06-03 2025-10-06 2025-10-06 N N N 0.0541 50049632.00 50049632.00 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 2024-06-03 2025-02-20 2025-02-20 N N N 0.0538 146041623.14 146041623.14 0.0007 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 2024-06-03 2025-05-12 2025-05-12 N N N 0.0539 327260377.02 327260377.02 0.0015 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.33% 3Y4U8VZURTYWI1W2K376 KJU842000 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 2047-07-20 2054-05-20 2.500 - 8.000 316428805.00 226909359.96 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-07 2024-06-07 2024-06-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 222000000.00 222000000.00 0.0010 N N Y 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 2024-06-03 2025-04-14 2025-04-14 N N N 0.0541 107040289.78 107040289.78 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 2024-06-03 2025-08-04 2025-08-04 N N N 0.0541 77053696.72 77053696.72 0.0004 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 2024-07-09 2054-02-15 0.000 - 5.571 388761600.00 314170588.53 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 304000000.00 304000000.00 0.0014 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 2024-06-03 2025-03-28 2025-03-28 N N N 0.0538 63032845.68 63032845.68 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 2024-06-03 2024-08-21 2024-08-21 N N N 0.0527 108003844.80 108003844.80 0.0005 N N N N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 5.333909% 7TK5RJIZDFROZCA6XF66 KKI852000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2025-08-14 2027-05-13 4.850 - 5.500 3522486.00 3543908.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-28 2054-06-01 0.320 - 8.000 592779536.00 465569340.09 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-06-14 2042-04-21 0.330 - 6.270 2105838.00 1900057.62 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-06-11 2024-12-26 0.000 200542151.00 198832198.46 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-01-10 2041-06-10 0.470 - 6.090 1431438.00 1250029.56 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-01-15 2054-05-20 2.500 - 8.000 18457386.00 866800.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-02 2057-02-01 0.500 - 8.000 326113693.00 145338081.32 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 800918000.00 800918000.00 0.0037 N Y Y 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 0.0502 1245758348.34 1245758348.34 0.0057 N Y Y N UST BILLS UST BILLS, 0% 912797JZ1 254900HROIFWPRGM1V77 US912797JZ11 KEB552000 U.S. Treasury Debt Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0133 70189770.46 70189770.46 0.0003 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 2024-06-03 2024-09-16 2024-09-16 N N N 0.0529 387996387.72 387996387.72 0.0018 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 2024-06-03 2025-12-08 2025-12-08 N N N 0.0544 124077407.00 124077407.00 0.0006 N N N N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.34% SUVUFHICNZMP2WKHG940 KKI130000 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 2054-05-01 1.500 - 8.000 1206292602.00 439601501.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 2051-05-01 2.000 13226774.00 8377761.58 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0534 439000000.00 439000000.00 0.0020 N Y Y 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 429826729.78 429826729.78 0.0020 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 2024-06-03 2025-01-03 2025-01-03 N N N 0.0537 50030086.50 50030086.50 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130B0YW3 2549001DPIFGXC1TOL40 US3130B0YW33 0001026214 KHH553000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-18 2024-12-18 N N N 0.0537 296950136.67 296950136.67 0.0014 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 2024-06-03 2024-10-25 2024-10-25 N N N 0.0533 234074271.60 234074271.60 0.0011 N N N N 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 2024-07-31 2054-02-15 0.625 - 5.571 1982501900.00 1769120453.33 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 1704000000.00 1704000000.00 0.0078 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 2024-06-03 2025-05-19 2025-05-19 N N N 0.0539 326266498.48 326266498.48 0.0015 N N N N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.33% KX1WK48MPD4Y2NCUIZ63 KKI127000 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 0.250 - 4.750 246877000.00 203777945.97 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 199000000.00 199000000.00 0.0009 N Y Y 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 2024-06-03 2024-12-18 2024-12-18 N N N 0.0537 81028209.06 81028209.06 0.0004 N N N 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 0.0484 2277304858.12 2277304858.12 0.0104 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 0.0519 3691355608.13 3691355608.13 0.0169 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 2024-06-03 2024-06-10 2024-06-10 N N N 0.0525 670002961.40 670002961.40 0.0031 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 2024-06-03 2025-10-21 2025-10-21 N N N 0.0546 29997577.80 29997577.80 0.0001 N N N 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 0.0477 2298910896.69 2298910896.69 0.0105 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.37% 549300HN4UKV1E2R3U73 KIK268000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-02-29 2043-05-15 1.125 - 4.000 333579200.00 259554075.02 U.S. Treasuries (including strips) Y N/A N/A 2024-07-25 2024-07-25 2024-07-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0526 253000000.00 253000000.00 0.0012 N N N Y BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.33% 549300HN4UKV1E2R3U73 KGT566000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-02-29 2041-02-15 1.875 - 4.000 210221300.00 168815568.67 U.S. Treasuries (including strips) Y N/A N/A 2024-07-02 2024-07-02 2024-07-02 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0522 164000000.00 164000000.00 0.0007 N N N Y 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 0.0528 297525324.74 297525324.74 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130B1LR6 2549001DPIFGXC1TOL40 US3130B1LR67 0001026214 KKG658000 U.S. Government Agency Debt Y N/A N/A 2024-06-07 2024-12-06 2024-12-06 N N N 0.0000 282119976.90 282119976.90 0.0013 N N N 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 2024-06-03 2025-08-22 2025-08-22 N N N 0.0540 299255758.62 299255758.62 0.0014 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 2024-06-03 2024-07-26 2024-07-26 N N N 0.0526 28002919.84 28002919.84 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B1LN5 2549001DPIFGXC1TOL40 US3130B1LN53 0001026214 KKG655000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-09 2024-12-09 N N N 0.0543 253879779.26 253879779.26 0.0012 N N N 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 2024-06-03 2025-07-07 2025-07-07 N N N 0.0539 31782539.31 31782539.31 0.0001 N N N 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 2024-06-03 2025-06-24 2025-06-24 N N N 0.0539 138108611.52 138108611.52 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 2024-06-03 2024-11-08 2024-11-08 N N N 0.0534 43014374.90 43014374.90 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 4.25% 3133ENP79 254900C5LP6DN9OP9V83 US3133ENP798 JLR036000 U.S. Government Agency Debt Y N/A N/A 2024-09-26 2024-09-26 2024-09-26 N N N 0.0524 21826036.91 21826036.91 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 2024-06-03 2024-11-06 2024-11-06 N N N 0.0533 140582820.42 140582820.42 0.0006 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384ZW2 2549001DPIFGXC1TOL40 US313384ZW22 313384ZW2 U.S. Government Agency Debt Y N/A N/A 2024-07-26 2024-07-26 2024-07-26 N N N 0.0533 327317832.60 327317832.60 0.0015 N N Y N 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 2024-06-03 2025-04-04 2025-04-04 N N N 0.0541 153011628.00 153011628.00 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133ERFS5 254900C5LP6DN9OP9V83 US3133ERFS59 KJW044000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-01-28 2026-01-28 N N N 0.0541 84999931.15 84999931.15 0.0004 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.39% 549300HN4UKV1E2R3U73 KIK270000 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 2035-08-01 2054-04-01 1.500 - 7.000 159383116.00 100694304.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-12-20 2048-12-20 4.500 525749.00 40130.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-03-01 2054-05-01 1.500 - 6.000 69554493.00 51102810.14 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-25 2024-07-25 2024-07-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0528 148000000.00 148000000.00 0.0007 N N N Y 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 0.0449 76999859.09 76999859.09 0.0004 N N Y N LLOYDS BK CORP MRKTS (GOV RP) LLOYDS BK CORP MRKTS (GOV RP), 5.33% 213800MBWEIJDM5CU638 KJY928000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-15 2030-01-31 3.500 - 4.625 415945100.00 409469593.26 U.S. Treasuries (including strips) Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0519 401000000.00 401000000.00 0.0018 N N Y N SUMITOMO MITSUI TRUST BK LTD (GOV REPO) SUMITOMO MITSUI TRUST BK LTD (GOV REPO), 5.38% 5493006GGLR4BTEL8O61 KJR635000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-08-31 2029-08-15 1.625 - 4.375 51538000.00 44990313.27 U.S. Treasuries (including strips) Y N/A N/A 2024-06-05 2024-06-05 2024-06-05 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 5 N N/A N/A N N 0.0524 44000000.00 44000000.00 0.0002 N N 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 0.0537 49916739.50 49916739.50 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 2024-06-03 2024-07-18 2024-07-18 N N N 0.0526 114508975.66 114508975.66 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 0.0555 313134305.14 313134305.14 0.0014 N N N N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.34% 549300QJJX6CVVUXLE15 KKI365000 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 2054-02-15 0.250 - 4.750 800607800.00 707461937.86 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 693000000.00 693000000.00 0.0032 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 0.0522 151338514.86 151338514.86 0.0007 N Y Y N MIZUHO BK LTD NY BRH (GOV RP) MIZUHO BK LTD NY BRH (GOV RP), 5.33% RB0PEZSDGCO3JS6CEU02 KKI157000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2031-08-15 2031-08-15 1.250 632316000.00 508450897.80 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 497000000.00 497000000.00 0.0023 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EREY3 254900C5LP6DN9OP9V83 US3133EREY37 KJO863000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-05-20 2026-05-20 N N N 0.0543 28999812.08 28999812.08 0.0001 N N N 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 2024-06-03 2024-08-01 2024-08-01 N N N 0.0526 36989437.09 36989437.09 0.0002 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384ZE2 2549001DPIFGXC1TOL40 US313384ZE24 EFI810000 U.S. Government Agency Debt Y N/A N/A 2024-07-10 2024-07-10 2024-07-10 N N N 0.0531 41756166.48 41756166.48 0.0002 N N 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 2024-06-03 2025-05-15 2025-05-15 N N N 0.0534 132079886.40 132079886.40 0.0006 N N N N SUMITOMO MITSUI TRUST BK LTD (GOV REPO) SUMITOMO MITSUI TRUST BK LTD (GOV REPO), 5.38% 5493006GGLR4BTEL8O61 KKI448000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-06-07 2024-06-07 2024-06-20 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0525 44000000.00 44000000.00 0.0002 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. CITIBANK NA (GOV REPO) CITIBANK NA (GOV REPO), 5.34% E57ODZWZ7FF32TWEFA76 0000036684 KKH346000 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 2031-09-01 2054-05-01 1.910 - 7.416 64175227.00 57044020.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-11-15 2067-10-20 2.000 - 7.200 212712098.00 183809723.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2054-05-01 1.500 - 7.134 183689675.00 93194372.83 Agency Mortgage-Backed Securities Resolution Funding Corp 2025-01-15 2029-10-15 0.000 759000.00 618006.55 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2049-11-15 2049-11-15 2.375 1718800.00 1123951.87 U.S. Treasuries (including strips) Y N/A N/A 2024-06-06 2024-06-06 2024-06-06 N N N 0.0521 329000000.00 329000000.00 0.0015 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 2024-06-03 2024-09-26 2024-09-26 N N N 0.0530 337879196.13 337879196.13 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 2024-06-03 2024-11-25 2024-11-25 N N N 0.0532 121108975.02 121108975.02 0.0006 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-05-01 2054-05-01 2.000 - 6.500 442417810.00 301407461.52 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-13 2024-06-13 2024-06-13 N N N 0.0526 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 0.0456 186535071.25 186535071.25 0.0009 N Y Y N FICC STATE STREET GC REPO(GOV) FICC STATE STREET GC REPO(GOV), 5.34% KKI136000 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 2035-05-01 2054-04-01 2.500 - 7.000 423793803.00 191704534.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-09-01 2054-05-01 1.500 - 7.000 1099723338.00 484855948.64 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0534 662000000.00 662000000.00 0.0030 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 2024-06-03 2025-09-15 2025-09-15 N N N 0.0540 137137428.81 137137428.81 0.0006 N N N N UST BILLS UST BILLS, 0% 912797KY2 254900HROIFWPRGM1V77 US912797KY27 KHH964000 U.S. Treasury Debt Y N/A N/A 2024-08-20 2024-08-20 2024-08-20 N N N 0.0517 2081318067.48 2081318067.48 0.0095 N Y Y 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 2034-12-01 2054-05-01 1.500 - 6.500 322295702.00 291327169.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-04-01 2054-03-01 1.500 - 6.500 36725937.00 17716774.18 Agency Mortgage-Backed Securities 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 0.0525 299000000.00 299000000.00 0.0014 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPYA7 254900C5LP6DN9OP9V83 US3133EPYA74 JYV262000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-10 2025-07-10 N N N 0.0539 139120645.05 139120645.05 0.0006 N N N N Nomura Securities International Nomura Securities International, 5.333909% OXTKY6Q8X53C9ILVV871 KKI852000_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 2028-08-31 2042-11-15 1.125 - 5.250 186475880.00 172255396.82 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 168803000.00 168803000.00 0.0008 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B1HE0 2549001DPIFGXC1TOL40 US3130B1HE01 0001026214 KJY017000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-26 2024-11-26 N N N 0.0534 112999662.13 112999662.13 0.0005 N N N N ROYAL BANK OF CAN NYC (GOV RP) ROYAL BANK OF CAN NYC (GOV RP), 5.34% ES7IP3U3RHIGC71XBU11 KKH460000 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 2048-07-20 2054-04-20 2.500 - 5.500 2951757.00 995731.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-09-01 2054-05-01 2.500 - 7.000 492204447.00 437296129.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-05-01 2054-06-01 1.500 - 7.500 266370779.00 188143246.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-15 2052-05-15 0.375 - 4.625 533926300.00 493640843.13 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-07-31 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0525 1097000000.00 1097000000.00 0.0050 N N Y 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 2024-06-03 2025-07-30 2025-07-30 N N N 0.0537 41042337.01 41042337.01 0.0002 N N N N SMBC NIKKO SEC AM INC(GOV RP) SMBC NIKKO SEC AM INC(GOV RP), 5.34% 6PJDTY319315T5LR2241 KKI172000 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 2049-07-01 2054-04-01 3.000 - 7.000 1927397.00 1560454.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-01-01 2054-05-01 1.500 - 7.000 160658892.00 108601379.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2031-08-15 1.250 - 6.875 2594200.00 2088159.29 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0534 110000000.00 110000000.00 0.0005 N Y Y N 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 2024-06-03 2024-11-22 2024-11-22 N N N 0.0535 204858613.84 204858613.84 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 2024-06-03 2025-06-20 2025-06-20 N N N 0.0539 38021794.14 38021794.14 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 2024-06-03 2024-12-23 2024-12-23 N N N 0.0537 117044699.85 117044699.85 0.0005 N N N 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 0.0534 576770721.56 576770721.56 0.0026 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B1LH8 2549001DPIFGXC1TOL40 US3130B1LH85 0001026214 KKG144000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-06 2024-12-06 N N N 0.0534 266998974.72 266998974.72 0.0012 N N N N BANK OF AMERICA NA (GOV REPO) BANK OF AMERICA NA (GOV REPO), 5.39% B4TYDEB6GKMZO031MB27 0001102113 KJG572000 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 2042-08-01 2047-04-01 3.000 - 3.500 895141704.00 152617133.97 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 149000000.00 149000000.00 0.0007 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EN5H9 254900C5LP6DN9OP9V83 US3133EN5H94 KGG968000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-01-03 2025-01-03 N N N 0.0536 20015549.20 20015549.20 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 2024-06-03 2025-01-28 2025-01-28 N N N 0.0536 68036797.52 68036797.52 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 0.0447 2372779790.62 2372779790.62 0.0108 N Y 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 0.0502 2675042553.60 2675042553.60 0.0122 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 0.0267 3002686501.00 3002686501.00 0.0137 N Y Y N UST BILLS UST BILLS, 0% 912797KT3 254900HROIFWPRGM1V77 US912797KT32 KGV202000 U.S. Treasury Debt Y N/A N/A 2024-10-10 2024-10-10 2024-10-10 N N N 0.0528 911436919.92 911436919.92 0.0042 N Y Y 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 2024-06-03 2024-08-16 2024-08-16 N N N 0.0527 297993110.24 297993110.24 0.0014 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 2024-06-03 2024-11-22 2024-11-22 N N N 0.0535 65024241.75 65024241.75 0.0003 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 2024-06-03 2026-01-30 2026-01-30 N N N 0.0549 42983665.16 42983665.16 0.0002 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.33% 2IGI19DL77OX0HC3ZE78 KJU844000 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 2036-07-14 2042-01-24 2.200 - 2.820 19500000.00 14394759.07 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2039-09-15 2039-09-15 0.000 2000.00 904.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-04-01 2053-05-01 4.000 - 6.500 9158742.00 7954657.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-01-01 2054-05-01 2.000 - 7.000 189290364.00 153453736.01 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-07 2024-06-07 2024-06-20 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 172000000.00 172000000.00 0.0008 N N Y 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 2024-06-03 2025-02-20 2025-02-20 N N N 0.0538 79033739.32 79033739.32 0.0004 N N N N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP, 5.32% RUC0QBLBRPRCU4W1NE59 0000772028 KKF878000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-07-26 2024-07-26 0.000 11034000.00 10948552.70 Agency Debentures and Agency Strips Government National Mortgage Association 2052-02-20 2054-04-20 5.000 - 5.500 712485.00 687104.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-01-25 2033-04-25 4.250 - 4.350 32293991.00 30929988.37 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2025-05-31 2052-02-15 0.125 - 3.375 12592600.00 10636016.69 U.S. Treasuries (including strips) Federal National Mortgage Association 2031-11-25 2031-11-25 1.707 4205039.00 3350165.82 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0519 55000000.00 55000000.00 0.0003 N N Y N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.34% K5HU16E3LMSVCCJJJ255 KJB993000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-25 2030-08-31 0.000 - 4.625 279836400.00 266458830.97 U.S. Treasuries (including strips) Y N/A N/A 2024-07-17 2024-07-17 2024-07-17 N N N 0.0524 260000000.00 260000000.00 0.0012 N N N Y 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 0.0509 2217160493.89 2217160493.89 0.0101 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 0% 3133ERGB1 254900C5LP6DN9OP9V83 US3133ERGB16 KKH401000 U.S. Government Agency Debt Y N/A N/A 2024-06-04 2026-03-04 2026-03-04 N N N 0.0000 101991413.64 101991413.64 0.0005 N N N 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 0.0528 299340897.00 299340897.00 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133ERES6 254900C5LP6DN9OP9V83 US3133ERES68 KJO180000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-11-17 2025-11-17 N N N 0.0544 42473437.50 42473437.50 0.0002 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 2024-06-03 2025-02-26 2025-02-26 N N N 0.0538 207061369.29 207061369.29 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 2024-06-03 2024-06-14 2024-06-14 N N N 0.0526 46000978.42 46000978.42 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 2024-06-03 2024-07-24 2024-07-24 N N N 0.0526 171992476.72 171992476.72 0.0008 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133ERDN8 254900C5LP6DN9OP9V83 US3133ERDN80 KIT368000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-02-02 2026-02-02 N N N 0.0549 50939180.97 50939180.97 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130B0YQ6 2549001DPIFGXC1TOL40 US3130B0YQ64 0001026214 KHH555000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-01-16 2026-01-16 N N N 0.0542 71994762.00 71994762.00 0.0003 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 2054-05-15 0.500 - 5.571 1569837000.00 1455926189.20 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 1409000000.00 1409000000.00 0.0064 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 2025-01-15 2053-11-15 0.250 - 6.500 938665900.00 848097321.18 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 820000000.00 820000000.00 0.0037 N N Y N UST BILLS UST BILLS, 0% 912797KX4 254900HROIFWPRGM1V77 US912797KX44 KHA918000 U.S. Treasury Debt Y N/A N/A 2024-08-13 2024-08-13 2024-08-13 N N N 0.0516 96983358.78 96983358.78 0.0004 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 2024-06-03 2025-07-21 2025-07-21 N N N 0.0538 259291460.47 259291460.47 0.0012 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 2024-06-03 2025-11-17 2025-11-17 N N N 0.0544 468295878.96 468295878.96 0.0021 N N N N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.33% SUVUFHICNZMP2WKHG940 KKI131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-12-31 2029-05-31 1.750 - 4.500 401425300.00 396956311.37 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 389000000.00 389000000.00 0.0018 N Y 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 2024-06-03 2024-09-05 2024-09-05 N N N 0.0528 201997460.86 201997460.86 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EREH0 254900C5LP6DN9OP9V83 US3133EREH04 KJH573000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-05-13 2026-05-13 N N N 0.0554 287390672.64 287390672.64 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.39% 3133EP5P6 254900C5LP6DN9OP9V83 US3133EP5P65 KGS333000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-18 2025-07-18 N N N 0.0540 69979823.90 69979823.90 0.0003 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KKG465000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-06-01 2054-05-01 1.500 - 7.000 1243979474.00 827415999.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-08-15 2040-04-15 4.500 - 5.000 2715283.00 38791.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-04-01 2054-05-01 1.500 - 7.000 632608968.00 293334290.50 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 1098000000.00 1098000000.00 0.0050 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EP3G8 254900C5LP6DN9OP9V83 US3133EP3G84 KJP831000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-09-22 2025-09-22 N N N 0.0539 21007268.94 21007268.94 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133ENVF4 254900C5LP6DN9OP9V83 US3133ENVF41 KAE416000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-04-28 2025-04-28 N N N 0.0536 13016221.53 13016221.53 0.0001 N N N 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 0.0524 147955500.00 147955500.00 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 2024-06-03 2024-10-18 2024-10-18 N N N 0.0533 606977201.08 606977201.08 0.0028 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 0.0459 609043616.58 609043616.58 0.0028 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384D22 2549001DPIFGXC1TOL40 US313384D225 313384D22 U.S. Government Agency Debt Y N/A N/A 2024-08-23 2024-08-23 2024-08-23 N N N 0.0536 69144133.10 69144133.10 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B0PW3 2549001DPIFGXC1TOL40 US3130B0PW34 0001026214 KGS514000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-04 2024-11-04 N N N 0.0534 288976640.13 288976640.13 0.0013 N N N 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 2024-06-03 2025-05-20 2025-05-20 N N N 0.0539 45026023.50 45026023.50 0.0002 N N N N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.33% KX1WK48MPD4Y2NCUIZ63 KIL390000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-09-15 2052-08-15 0.000 - 5.250 434053500.00 416295998.17 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-10 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 406000000.00 406000000.00 0.0019 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 2024-06-03 2024-11-21 2024-11-21 N N N 0.0535 127050048.16 127050048.16 0.0006 N N N N MORGAN STANLEY & CO LLC(GOV REPO) MORGAN STANLEY and CO LLC(GOV REPO), 5.42% 9R7GPTSO7KV3UQJZQ078 0000068136 KGS329000 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 2028-11-01 2029-12-05 2.830 - 4.875 23000.00 22827.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-05-01 2054-06-25 0.000 - 7.500 61729504.00 48758079.55 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2030-05-01 2030-05-01 7.125 9000.00 10184.43 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-01 2054-05-01 2.000 - 7.000 94922815.00 73714088.42 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2033-05-15 2052-05-15 1.875 - 4.750 7134700.00 6939922.07 U.S. Treasuries (including strips) Government National Mortgage Association 2054-05-20 2054-05-20 5.500 10048910.00 9790787.00 Agency Collateralized Mortgage Obligation Federal Home Loan Banks 2549001DPIFGXC1TOL40 2034-03-10 2034-03-10 4.750 14310000.00 14314414.63 Agency Debentures and Agency Strips Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0542 149000000.00 149000000.00 0.0007 N Y Y N FICC STATE STREET DVP REPO(GOV FICC STATE STREET DVP REPO(GOV, 5.32% 549300H47WTHXPU08X20 KKI275000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-05-31 2027-08-31 0.500 - 3.250 3638016600.00 3449070600.24 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0532 3381000000.00 3381000000.00 0.0154 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 2024-06-03 2025-05-16 2025-05-16 N N N 0.0539 113091276.88 113091276.88 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 0.0412 2600391357.50 2600391357.50 0.0119 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC, 5.33% ZBUT11V806EZRVTWT807 KKI947000_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 2024-06-18 2045-11-15 0.000 - 6.625 15162535.00 14739698.69 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 2046-11-01 2054-02-01 6.032 - 6.507 11035.00 9522.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-09-01 2054-06-01 1.500 - 7.500 18549045.00 11183465.61 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9703 B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 3.730 4592.00 4177.62 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 25417000.00 25417000.00 0.0001 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC, 5.333909% VYVVCKR63DVZZN70PB21 KKI852000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT 2049-10-25 2049-10-25 8.688 1101996.00 1003639.97 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2037-05-15 2053-11-15 1.125 - 5.000 45549383.00 40557982.74 U.S. Treasuries (including strips) Government National Mortgage Association 2032-04-20 2054-05-20 1.500 - 7.000 703525604.00 448819442.00 Agency Mortgage-Backed Securities Federal National Mortgage Association 2036-03-25 2036-03-25 5.068 187653.00 1094.51 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 480498000.00 480498000.00 0.0022 N Y Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.34% MBNUM2BPBDO7JBLYG310 0000315030 KKH347000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2026-05-31 0.750 - 4.250 539849400.00 503158437.86 U.S. Treasuries (including strips) Y N/A N/A 2024-06-06 2024-06-06 2024-06-06 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0521 493000000.00 493000000.00 0.0023 N N Y N Bank of America, N.A. Bank of America, N.A., 5.333909% B4TYDEB6GKMZO031MB27 KKI852000_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 B1V7KEBTPIMZEU4LTD58 2050-05-01 2051-04-01 1.500 - 2.500 1601039154.00 809630165.29 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 793402000.00 793402000.00 0.0036 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 2024-06-03 2025-12-15 2025-12-15 N N N 0.0543 128093391.36 128093391.36 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 0.0528 145707861.30 145707861.30 0.0007 N N N N UST BILLS UST BILLS, 0% 912797LK1 254900HROIFWPRGM1V77 US912797LK14 KKG054000 U.S. Treasury Debt Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0524 2161911730.00 2161911730.00 0.0099 N Y Y 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 0.0528 289532206.80 289532206.80 0.0013 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KKI143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-11-15 2034-05-15 3.125 - 4.375 353785000.00 346954120.59 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 340000000.00 340000000.00 0.0016 N Y Y 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 2024-06-03 2025-07-17 2025-07-17 N N N 0.0539 75737256.51 75737256.51 0.0003 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.39% VYVVCKR63DVZZN70PB21 0000276523 KKF953000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-03-01 2057-01-01 2.500 - 6.500 369977435.00 295044810.80 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-26 2024-08-26 2024-08-26 N N N 0.0532 289000000.00 289000000.00 0.0013 N N N Y 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 2024-06-03 2025-07-24 2025-07-24 N N N 0.0539 273291203.64 273291203.64 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 2024-06-03 2024-08-22 2024-08-22 N N N 0.0527 321058312.86 321058312.86 0.0015 N N N N FICC MS GC REPO (GOV) FICC MS GC REPO (GOV), 5.33% 549300H47WTHXPU08X20 KKI142000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-04-01 2054-05-01 1.500 - 7.000 540176215.00 451040248.91 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 442000000.00 442000000.00 0.0020 N Y Y 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 0.0528 509172219.00 509172219.00 0.0023 N N N N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.33% G5GSEF7VJP5I7OUK5573 KJA656000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2048-11-15 0.750 - 3.625 882130800.00 730710664.75 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 713000000.00 713000000.00 0.0033 N N Y N FICC BNP GC REPO (GOV) FICC BNP GC REPO (GOV), 5.33% KKI117000 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 2053-11-15 0.000 - 5.571 2370500200.00 1927635813.59 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 1889000000.00 1889000000.00 0.0086 N Y Y 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 2024-06-03 2024-07-23 2024-07-23 N N N 0.0526 152007276.24 152007276.24 0.0007 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.33% KBVRJ5K57JZ3E2AVWX40 0000877559 KKF882000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-13 2053-02-15 0.000 - 4.125 83739100.00 80670209.34 U.S. Treasuries (including strips) Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0519 79000000.00 79000000.00 0.0004 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384D97 2549001DPIFGXC1TOL40 US313384D977 313384D97 U.S. Government Agency Debt Y N/A N/A 2024-08-30 2024-08-30 2024-08-30 N N N 0.0540 111503251.72 111503251.72 0.0005 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 2024-06-03 2024-10-21 2024-10-21 N N N 0.0533 276985163.36 276985163.36 0.0013 N N N N Credit Agricole CIB New York Branch Credit Agricole CIB New York Branch, 5.333909% 1VUV7VQFKUOQSJ21A208 KKI852000_02102 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 2025-03-03 2037-02-02 0.680 - 5.950 17418107.00 16036746.66 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2025-05-31 2053-11-15 0.250 - 4.750 1280418601.00 1055818874.90 U.S. Treasuries (including strips) Government National Mortgage Association 2053-03-15 2065-06-15 4.350 - 7.480 71761853.00 70895077.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2035-08-17 1.530 - 7.250 6250919.00 6430448.25 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2025-02-14 2044-03-25 0.650 - 6.250 32956243.00 31701370.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-06-30 2054-06-01 0.700 - 7.500 126938692.00 99865797.67 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 1251081000.00 1251081000.00 0.0057 N Y Y N UST NOTES UST NOTES, 2.125% 912828XB1 254900HROIFWPRGM1V77 US912828XB14 912828XB1 U.S. Treasury Debt Y N/A N/A 2025-05-15 2025-05-15 2025-05-15 N N N 0.0519 162281924.35 162281924.35 0.0007 N Y Y N Credit Agricole CIB New York Branch Credit Agricole CIB New York Branch, 5.33% 1VUV7VQFKUOQSJ21A208 KKI947000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2025-02-14 2044-03-25 0.650 - 6.250 10959.00 10541.10 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-03-03 2037-02-02 0.680 - 5.950 5791.00 5332.42 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2035-08-17 1.530 - 7.250 2078.00 2138.20 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2025-05-31 2053-11-15 0.250 - 4.750 425756.00 351072.91 U.S. Treasuries (including strips) Government National Mortgage Association 2053-03-15 2065-06-15 4.350 - 7.480 23861.00 23573.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-06-30 2054-06-01 0.700 - 7.500 42189.00 33206.62 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 416000.00 416000.00 0.0000 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 2024-06-03 2025-07-25 2025-07-25 N N N 0.0539 78070288.14 78070288.14 0.0004 N N N 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 2024-06-03 2024-07-29 2024-07-29 N N N 0.0526 310985849.50 310985849.50 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 2024-06-03 2025-03-27 2025-03-27 N N N 0.0536 390265691.40 390265691.40 0.0018 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.39% 549300HN4UKV1E2R3U73 KIT490000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-01 2054-05-01 2.000 - 7.500 437616943.00 302565584.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-10-01 2054-05-01 1.500 - 6.500 444841014.00 305358871.72 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-30 2024-07-30 2024-07-30 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0528 593000000.00 593000000.00 0.0027 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-11-28 2025-11-28 N N N 0.0539 141020873.64 141020873.64 0.0006 N N N 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 2024-06-03 2026-02-20 2026-02-20 N N N 0.0541 73053445.49 73053445.49 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130B1MM6 2549001DPIFGXC1TOL40 US3130B1MM61 0001026214 KKH682000 U.S. Government Agency Debt Y N/A N/A 2024-06-05 2024-12-10 2024-12-10 N N N 0.0000 493000000.00 493000000.00 0.0023 N N N N UST BILLS UST BILLS, 0% 912797LC9 254900HROIFWPRGM1V77 US912797LC97 KJC188000 U.S. Treasury Debt Y N/A N/A 2024-11-07 2024-11-07 2024-11-07 N N N 0.0530 648070890.87 648070890.87 0.0030 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B0PS2 2549001DPIFGXC1TOL40 US3130B0PS22 0001026214 KGS487000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-07 2024-11-07 N N N 0.0534 867930785.68 867930785.68 0.0040 N N N 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 2054-05-01 2.500 - 7.000 14449734.00 12259124.88 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-11-17 2042-02-03 2.480 - 2.930 1297000.00 994411.13 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-11-02 2038-11-02 4.250 425000.00 380735.23 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2054-05-15 0.000 - 5.571 356100408.00 200984496.34 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-06-01 2054-04-01 3.000 - 6.500 24301885.00 11897639.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-11-15 2054-04-20 3.000 - 6.500 70413801.00 5650303.07 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-07 2024-06-07 2024-06-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 223000000.00 223000000.00 0.0010 N N Y N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.33% G5GSEF7VJP5I7OUK5573 KKI144000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-09-15 2043-11-15 0.250 - 4.750 1249235800.00 1014330344.71 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 994000000.00 994000000.00 0.0045 N Y 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 2024-06-03 2025-11-28 2025-11-28 N N N 0.0547 206028254.96 206028254.96 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 2024-06-03 2025-03-20 2025-03-20 N N N 0.0538 136070148.80 136070148.80 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 2024-06-03 2025-12-01 2025-12-01 N N N 0.0545 157073523.10 157073523.10 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 0.0528 445765203.88 445765203.88 0.0020 N N N N UST NOTES UST NOTES, 5.362744% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2024-06-03 2024-07-31 2024-07-31 N N N 0.0531 1244921465.40 1244921465.40 0.0057 N Y Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.33% 3Y4U8VZURTYWI1W2K376 KJN742000 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 2054-02-20 2054-02-20 6.500 112198921.00 113572020.55 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 111000000.00 111000000.00 0.0005 N N 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 2024-06-03 2025-08-25 2025-08-25 N N N 0.0542 149066303.51 149066303.51 0.0007 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.34% FOR8UP27PHTHYVLBNG30 0000769993 KKH366000 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 2035-06-01 2054-05-01 1.500 - 6.500 1016389261.00 949728817.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-07-01 2054-06-01 2.000 - 7.500 914556883.00 729166736.88 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-06 2024-06-06 2024-06-06 N N N 0.0521 1645000000.00 1645000000.00 0.0075 N N Y 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 2024-06-03 2025-03-06 2025-03-06 N N N 0.0538 231115292.10 231115292.10 0.0011 N N N N Fidelity Government Cash Reserves 2024-06-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer