0001752724-24-152714.txt : 20240708 0001752724-24-152714.hdr.sgml : 20240708 20240708092241 ACCESSION NUMBER: 0001752724-24-152714 CONFORMED SUBMISSION TYPE: N-MFP3 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240630 FILED AS OF DATE: 20240708 DATE AS OF CHANGE: 20240708 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-MFP3 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 241103504 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-MFP3 1 primary_doc.xml N-MFP3 0000278001 XXXXXXXX 2024-06-30 Fidelity Phillips Street Trust 0000278001 5493001CX98PM13I8392 Fidelity Government Cash Reserves 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 Fidelity Management & Research Company LLC 801-07884 FMR Investment Management (UK) Limited 801-28773 Fidelity Management & Research (Hong Kong) Limited 801-69507 Fidelity Management & Research (Japan) Limited 801-69571 PricewaterhouseCoopers LLP Boston MA Fidelity Service Company Fidelity Investments Institutional Operations Company LLC 0000862124 084-01839 N N N Government N N 31 83 133968340920.54 162588887775.10 0.5900 0.7200 2024-06-03 131943366357.90 159695406693.31 0.5900 0.7100 2024-06-04 132702531183.67 159664845680.14 0.5900 0.7100 2024-06-05 131417978466.02 160084186270.03 0.5900 0.7200 2024-06-06 132421199267.05 160675692178.23 0.5900 0.7200 2024-06-07 132507475006.33 161478282376.89 0.5900 0.7200 2024-06-10 130111851789.96 158231617125.76 0.5900 0.7200 2024-06-11 140876918293.77 165032214557.75 0.6200 0.7300 2024-06-12 134693999166.83 160182571239.24 0.6000 0.7200 2024-06-13 131067337066.69 158777980143.37 0.5900 0.7100 2024-06-14 136291093013.44 162925696966.82 0.6000 0.7200 2024-06-17 134767857948.65 160703912628.84 0.6000 0.7100 2024-06-18 133927700796.77 160474074237.25 0.5900 0.7100 2024-06-20 131774907886.01 158556237607.31 0.5900 0.7100 2024-06-21 134890904616.32 158140366101.94 0.6000 0.7100 2024-06-24 129138110874.26 158441673398.87 0.5800 0.7100 2024-06-25 132949735673.75 160375641677.24 0.5900 0.7100 2024-06-26 135003661002.88 161207335551.89 0.6000 0.7100 2024-06-27 131176197762.14 159857620067.79 0.5800 0.7100 2024-06-28 1243000154.78 221130041983.07 221130845222.13 3161745454.98 4959154015.31 220576436816.58 220536662330.0500 Y 1.0000 0.0539 2024-06-03 0.0539 2024-06-04 0.0538 2024-06-05 0.0538 2024-06-06 0.0538 2024-06-07 0.0537 2024-06-10 0.0537 2024-06-11 0.0537 2024-06-12 0.0537 2024-06-13 0.0537 2024-06-14 0.0537 2024-06-17 0.0537 2024-06-18 0.0537 2024-06-20 0.0537 2024-06-21 0.0538 2024-06-24 0.0538 2024-06-25 0.0538 2024-06-26 0.0539 2024-06-27 0.0539 2024-06-28 1.0001 2024-06-03 1.0001 2024-06-04 1.0002 2024-06-05 1.0002 2024-06-06 1.0001 2024-06-07 1.0001 2024-06-10 1.0002 2024-06-11 1.0002 2024-06-12 1.0002 2024-06-13 1.0002 2024-06-14 1.0002 2024-06-17 1.0002 2024-06-18 1.0002 2024-06-20 1.0002 2024-06-21 1.0002 2024-06-24 1.0002 2024-06-25 1.0002 2024-06-26 1.0002 2024-06-27 1.0002 2024-06-28 N N Fidelity Government Cash Reserves C000019553 1.00 220576436816.58 220536662330.0500 1.0001 2024-06-03 1.0001 2024-06-04 1.0002 2024-06-05 1.0002 2024-06-06 1.0001 2024-06-07 1.0001 2024-06-10 1.0002 2024-06-11 1.0002 2024-06-12 1.0002 2024-06-13 1.0002 2024-06-14 1.0002 2024-06-17 1.0002 2024-06-18 1.0002 2024-06-20 1.0002 2024-06-21 1.0002 2024-06-24 1.0002 2024-06-25 1.0002 2024-06-26 1.0002 2024-06-27 1.0002 2024-06-28 5594623288.17 4315124339.24 2024-06-03 4509847697.32 4443358580.29 2024-06-04 3234617759.55 3835874175.20 2024-06-05 4879371253.31 4347709931.98 2024-06-06 3702858831.01 3790621948.96 2024-06-07 3411986962.43 3841133018.34 2024-06-10 4181158367.34 4189380647.04 2024-06-11 3358747501.94 3773043820.29 2024-06-12 5437254838.77 3931293214.11 2024-06-13 3428205470.61 4648226462.17 2024-06-14 5029617753.24 4151170520.59 2024-06-17 4354080922.98 4361494728.93 2024-06-18 4696162340.75 4480665673.84 2024-06-20 4418734077.97 4833411399.43 2024-06-21 3764201568.44 4039189445.27 2024-06-24 5032947132.75 4334942774.12 2024-06-25 3580383564.52 4259786938.95 2024-06-26 4528019508.65 3875986251.74 2024-06-27 3875678996.51 4167890749.50 2024-06-28 81018497836.26 79620304619.99 0.0499 2024-06-03 0.0499 2024-06-04 0.0499 2024-06-05 0.0499 2024-06-06 0.0498 2024-06-07 0.0498 2024-06-10 0.0498 2024-06-11 0.0498 2024-06-12 0.0498 2024-06-13 0.0497 2024-06-14 0.0497 2024-06-17 0.0497 2024-06-18 0.0498 2024-06-20 0.0498 2024-06-21 0.0499 2024-06-24 0.0499 2024-06-25 0.0499 2024-06-26 0.0499 2024-06-27 0.0499 2024-06-28 N N ABN AMRO Bank NV ABNGR T RP 5.32% 7/1/24 5.32 N/A N/A KLP201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLP201000 2025-08-15 2049-08-15 0.375 - 2.875 N/A 337191500.00 303128677.76 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 297000000.00 297000000.00 0.0013 N Y Y N ABN AMRO Bank NV ABNGR M RP 5.34% 7/1/24 5.34 N/A N/A KLP202000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLP202000 2042-07-01 2053-05-01 3.500 - 6.000 N/A 220301630.00 172574756.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLP202000 2026-12-01 2053-05-01 2.000 - 5.500 N/A 459114760.00 153681272.25 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLP202000 2026-03-31 2042-11-15 0.375 - 4.500 N/A 11893400.00 10493758.60 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0534 330000000.00 330000000.00 0.0015 N Y Y N BMO Chicago Branch BMOCHIGR *G RP 5.34% 8/5/24 5.34 N/A N/A KKN589000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KKN589000 2050-11-20 2054-06-20 2.000 - 7.500 N/A 183513325.00 168999006.42 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-05 2024-07-05 2024-08-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 165000000.00 165000000.00 0.0007 N N Y N BMO Chicago Branch BMOCHIGR *G RP 5.33% 7/17/24 5.33 N/A N/A KKX971000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KKX971000 2025-07-31 2026-12-15 4.375 - 4.750 N/A 98237300.00 99203705.14 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-07-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 97000000.00 97000000.00 0.0004 N N Y N BMO Chicago Branch BMOCHIGR *G RP 5.34% 7/17/24 5.34 N/A N/A KKX972000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KKX972000 2053-09-20 2054-05-20 5.500 - 6.500 N/A 116297737.00 112499574.44 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-05 2024-07-05 2024-07-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 110000000.00 110000000.00 0.0005 N N Y N BMO Chicago Branch BMOCHIGR *G RP 5.34% 7/22/24 5.34 N/A N/A KLG546000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A KLG546000 2052-04-20 2072-08-20 4.000 - 6.433 N/A 289611833.00 226969736.63 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-07-05 2024-07-05 2024-07-22 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 220000000.00 220000000.00 0.0010 N N Y N BMO Chicago Branch BMOCHIGR G RP 5.34% 7/2/24 5.34 N/A N/A KLM165000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KLM165000 2052-04-20 2072-08-20 3.500 - 6.233 N/A 268944767.00 226801674.03 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-07-02 2024-07-02 2024-07-02 N N N 0.0520 220000000.00 220000000.00 0.0010 N N Y N BNP Paribas, SA BNP (GR) G RP SOFR+0.05% 9/3/24 5.39 N/A N/A KJC909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KJC909000 2024-07-31 2054-05-15 0.375 - 5.550 N/A 168618200.00 152719013.87 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0530 148000000.00 148000000.00 0.0007 N N N Y BNP Paribas, SA BNP (GR) *G RP SOFR+0.03% 9/16/24 5.37 N/A N/A KKY918000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KKY918000 2024-07-05 2054-05-15 0.000 - 6.250 N/A 3660332500.00 3394675402.37 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-09-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0529 3319000000.00 3319000000.00 0.0150 N N Y N BNP Paribas, SA BNP (GR) *G RP SOFR+0.03% 9/17/24 5.37 N/A N/A KLD295000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLD295000 2024-07-31 2054-05-15 0.500 - 5.505 N/A 560150800.00 518747908.60 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-09-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0529 507000000.00 507000000.00 0.0023 N N Y N BNP Paribas, SA BNP (GR) G RP 5.33% 7/1/24 5.33 N/A N/A KLK772000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLK772000 2024-07-31 2052-08-15 0.500 - 5.474 N/A 803903100.00 705550548.99 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 691000000.00 691000000.00 0.0031 N Y Y N BNP Paribas, SA BNP (GR) G RP 5.34% 7/2/24 5.34 N/A N/A KLM208000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLM208000 2025-04-30 2050-05-15 0.625 - 5.474 N/A 1414619200.00 1411915549.78 U.S. Treasuries (including strips) Y N/A N/A 2024-07-02 2024-07-02 2024-07-02 N N N 0.0520 1383000000.00 1383000000.00 0.0063 N N Y N BNP Paribas, SA BNP (GR) G RP 5.35% 7/2/24 5.35 N/A N/A KLM209000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KLM209000 2041-08-09 2041-08-09 2.450 N/A 8000.00 5652.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLM209000 2032-07-01 2054-07-01 2.000 - 7.000 N/A 119328587.00 106890170.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLM209000 2026-01-01 2054-06-01 0.000 - 7.500 N/A 716487168.00 179149576.65 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KLM209000 2027-03-20 2064-06-20 2.000 - 7.000 N/A 460731606.00 162879831.64 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLM209000 2025-06-30 2053-05-15 0.000 - 4.625 N/A 247962315.00 111615191.18 U.S. Treasuries (including strips) Y N/A N/A 2024-07-02 2024-07-02 2024-07-02 N N N 0.0521 548000000.00 548000000.00 0.0025 N N Y N BNP Paribas, SA BNP (GR) G RP 5.35% 7/3/24 5.35 N/A N/A KLN011000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLN011000 2051-03-01 2054-04-01 2.500 - 7.000 N/A 17435820.00 10276296.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLN011000 2028-11-01 2054-05-01 0.000 - 7.050 N/A 14090724.00 5751539.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KLN011000 2027-02-15 2064-05-20 2.000 - 6.500 N/A 291766151.00 187092517.39 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLN011000 2024-10-03 2051-05-15 0.000 - 4.625 N/A 35829213.00 21637644.29 U.S. Treasuries (including strips) Y N/A N/A 2024-07-03 2024-07-03 2024-07-03 N N N 0.0521 220000000.00 220000000.00 0.0010 N N Y N BNP Paribas, SA BNP (GR) G RP 5.34% 7/5/24 5.34 N/A N/A KLP306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLP306000 2026-02-28 2052-08-15 0.500 - 4.750 N/A 630554600.00 607170096.73 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-07-05 N N N 0.0521 595000000.00 595000000.00 0.0027 N N Y N BNY Mellon Capital Markets LLC FICASH MU 5.328% 07/01/24 5.33 N/A N/A KLP594000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KLP594000 2031-05-22 2031-05-22 5.650 N/A 3653465.00 3668291.01 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 KLP594000 2026-12-30 2031-06-13 1.610 - 5.500 N/A 3636462.00 3669282.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLP594000 2024-07-25 2054-07-01 1.500 - 8.000 N/A 145847058.00 137129556.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLP594000 2024-07-25 2054-07-01 1.500 - 8.500 N/A 140921621.00 125015190.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KLP594000 2024-08-15 2054-06-20 1.500 - 9.000 N/A 22168362.00 9256519.38 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLP594000 2024-07-11 2032-02-15 0.000 - 2.375 N/A 1128844.00 1113271.58 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 274243000.00 274243000.00 0.0012 N Y Y N Bank of America NA BACNA GT G RP 5.39% 9/3/24 5.39 N/A N/A 0001102113 KJG572000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KJG572000 2041-03-01 2047-12-01 3.500 N/A 1182055454.00 153254268.06 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0530 149000000.00 149000000.00 0.0007 N N N Y Bank of America, N.A. FICASH MU 5.328% 07/01/24 5.33 N/A N/A KLP594000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLP594000 2045-04-01 2045-04-01 3.000 N/A 429394385.00 63259633.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLP594000 2050-05-01 2051-05-01 2.000 - 2.500 N/A 1448366856.00 746761711.00 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 793786000.00 793786000.00 0.0036 N Y Y N Bank of Nova Scotia FICASH MU 5.328% 07/01/24 5.33 N/A N/A KLP594000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KLP594000 2024-07-05 2043-08-15 0.000 - 6.625 N/A 244594154.00 238863379.95 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 234076000.00 234076000.00 0.0011 N Y Y N Bank of Nova Scotia FICASH MR 5.32% 07/01/24 5.32 N/A N/A KLP681000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KLP681000 2024-07-05 2043-08-15 0.000 - 6.625 N/A 458724.00 447978.54 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 439000.00 439000.00 0.0000 N Y Y N Barclays Bank PLC BPLCGR *G RP 5.33% 8/1/24 5.33 N/A N/A KKX248000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KKX248000 2026-08-15 2052-08-15 0.625 - 3.000 N/A 817287900.00 712162152.50 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-08-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 695000000.00 695000000.00 0.0032 N N Y N Barclays Bank PLC BPLCGR T RP 5.32% 7/1/24 5.32 N/A N/A KLP220000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLP220000 2028-05-15 2028-06-30 1.250 - 2.875 N/A 568129300.00 508185199.43 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 498000000.00 498000000.00 0.0023 N Y Y N Bmo Capital Markets Corp BMOCAP G RP 5.34% 7/2/24 5.34 N/A N/A 0000772028 KLM164000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Banks 2549001DPIFGXC1TOL40 KLM164000 2024-07-26 2024-07-26 0.000 N/A 11034000.00 10993692.80 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLM164000 2033-01-25 2033-04-25 4.250 - 4.350 N/A 32293912.00 31495479.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A KLM164000 2050-11-15 2065-11-15 5.000 - 6.610 N/A 817173.00 817202.55 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 KLM164000 2024-10-31 2033-11-15 0.125 - 5.000 N/A 12375100.00 13243751.74 U.S. Treasuries (including strips) Y N/A N/A 2024-07-02 2024-07-02 2024-07-02 N N N 0.0520 55000000.00 55000000.00 0.0002 N N Y N Bmo Capital Markets Corp BMOCAP G RP 5.33% 7/3/24 5.33 N/A N/A 0000772028 KLO530000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLO530000 2024-09-30 2054-02-15 0.250 - 5.000 N/A 104414800.00 101070086.14 U.S. Treasuries (including strips) Y N/A N/A 2024-07-03 2024-07-03 2024-07-03 N N N 0.0520 99000000.00 99000000.00 0.0004 N N Y N Bny Mellon Capital Markets LLC BNYMGR G RP 5.35% 8/1/24 5.35 N/A N/A KKX903000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KKX903000 2025-10-01 2028-12-27 0.860 - 5.370 N/A 15142000.00 15231820.89 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 KKX903000 2025-09-12 2031-06-13 4.625 - 5.125 N/A 2460000.00 2485212.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KKX903000 2042-05-01 2054-07-01 2.500 - 6.500 N/A 139739426.00 138221665.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KKX903000 2025-03-01 2054-07-01 2.000 - 6.500 N/A 93045927.00 84582441.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KKX903000 2025-03-15 2053-10-20 7.000 - 8.000 N/A 71475.00 30211.06 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KKX903000 2024-07-09 2053-11-15 0.000 - 5.000 N/A 164631000.00 160368162.93 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0524 392000000.00 392000000.00 0.0018 N N N Y BofA Securities, Inc. 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BASGR G RP 5.35% 7/2/24 5.35 N/A N/A KGT560000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KGT560000 2027-04-01 2054-06-01 1.500 - 7.500 N/A 1071945693.00 872959745.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KGT560000 2025-09-01 2056-06-01 1.500 - 7.500 N/A 320387396.00 194143800.49 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KGT560000 2030-09-15 2072-04-20 2.000 - 8.000 N/A 138302069.00 39927572.52 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 0.0521 1071000000.00 1071000000.00 0.0049 N N Y N BofA Securities, Inc. BASGR G RP 5.33% 7/2/24 5.33 N/A N/A KGT566000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KGT566000 2030-03-31 2030-03-31 3.625 N/A 174289300.00 169509048.32 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 0.0519 164000000.00 164000000.00 0.0007 N N Y N BofA Securities, Inc. 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BASGR G RP SOFR+0.03% 7/25/24 5.37 N/A N/A KIK268000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KIK268000 2024-08-31 2026-09-15 0.250 - 4.625 N/A 276844500.00 260629012.67 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 0.0525 253000000.00 253000000.00 0.0011 N N N Y BofA Securities, Inc. BASGR G RP SOFR+0.05% 7/25/24 5.39 N/A N/A KIK270000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KIK270000 2026-09-01 2054-06-01 2.500 - 5.500 N/A 114962115.00 70459223.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KIK270000 2025-09-01 2054-05-01 2.000 - 7.000 N/A 86020189.00 72333206.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KIK270000 2047-06-20 2064-04-20 3.500 - 6.500 N/A 10359084.00 9675996.98 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 0.0527 148000000.00 148000000.00 0.0007 N N N Y BofA Securities, Inc. BASGR G RP SOFR+0.05% 7/26/24 5.39 N/A N/A KIL221000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KIL221000 2036-04-01 2051-07-01 2.000 - 5.500 N/A 176299882.00 123802830.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KIL221000 2028-10-01 2054-04-01 1.500 - 6.500 N/A 31077291.00 22082701.65 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KIL221000 2041-03-20 2051-04-20 2.500 - 4.000 N/A 17400908.00 6560418.50 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 0.0527 148000000.00 148000000.00 0.0007 N N N Y BofA Securities, Inc. BASGR G RP SOFR+0.05% 7/30/24 5.39 N/A N/A KIT490000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 KIT490000 2025-10-01 2054-06-01 2.000 - 7.000 N/A 510418638.00 431806106.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KIT490000 2027-06-01 2054-03-01 1.500 - 6.500 N/A 198373203.00 157991584.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KIT490000 2029-04-15 2064-04-20 2.000 - 7.000 N/A 96068214.00 20655753.43 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 0.0527 593000000.00 593000000.00 0.0027 N N N Y BofA Securities, Inc. BASGR G RP SOFR+0.05% 8/2/24 5.39 N/A N/A KJA338000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KJA338000 2025-01-01 2054-06-01 2.500 - 7.105 N/A 89074518.00 68230824.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KJA338000 2028-06-01 2054-06-01 1.500 - 6.500 N/A 322142664.00 277542649.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KJA338000 2040-06-15 2053-06-20 2.500 - 6.500 N/A 69842443.00 19566819.11 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 0.0528 355000000.00 355000000.00 0.0016 N N N Y BofA Securities, Inc. BASGR G RP SOFR+0.06% 9/4/24 5.40 N/A N/A KKN895000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KKN895000 2025-10-01 2053-12-01 2.000 - 7.000 N/A 64737653.00 53452633.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KKN895000 2030-08-01 2054-01-01 1.500 - 6.000 N/A 19604568.00 6945159.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KKN895000 2035-03-15 2063-10-20 2.500 - 6.500 N/A 26525069.00 13338823.48 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0531 72000000.00 72000000.00 0.0003 N N N Y BofA Securities, Inc. BASGR G RP SOFR+0.06% 9/6/24 5.40 N/A N/A KKQ851000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KKQ851000 2033-08-01 2054-06-01 1.500 - 7.000 N/A 85263717.00 63444680.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KKQ851000 2032-04-01 2054-06-01 1.500 - 6.500 N/A 352853299.00 210176431.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KKQ851000 2046-01-20 2051-12-20 3.000 - 4.000 N/A 72161982.00 23284851.99 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0531 290000000.00 290000000.00 0.0013 N N N Y BofA Securities, Inc. 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4.625 N/A 139371500.00 131271746.30 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-07-08 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 128000000.00 128000000.00 0.0006 N N Y N Canadian Imperial Bank of Commerce CIBCGR *G RP 5.34% 7/15/24 5.34 N/A N/A KKX251000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp N/A KKX251000 2051-12-01 2054-06-01 2.500 - 6.000 N/A 84464921.00 67887092.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KKX251000 2028-07-01 2061-09-01 2.500 - 6.500 N/A 344041212.00 257192134.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KKX251000 2026-07-31 2026-07-31 0.625 N/A 159200.00 146884.19 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-07-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 318000000.00 318000000.00 0.0014 N N Y N Canadian Imperial Bank of Commerce CIBCGR *G RP 5.33% 8/1/24 5.33 N/A N/A KKX252000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KKX252000 2025-08-31 2050-02-15 0.875 - 5.000 N/A 175096900.00 171816680.29 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-08-01 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 168000000.00 168000000.00 0.0008 N N Y N Canadian Imperial Bank of Commerce CIBCGR G RP 5.38% 7/22/24 5.38 N/A N/A KLG431000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLG431000 2047-05-01 2054-01-01 3.000 - 6.500 N/A 3102005.00 2557218.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLG431000 2047-12-01 2054-06-01 2.000 - 7.000 N/A 13770365.00 11736603.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KLG431000 2052-02-20 2052-02-20 2.500 N/A 13441.00 9652.80 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-22 2024-07-22 2024-07-22 N N N 0.0526 14000000.00 14000000.00 0.0001 N N N Y Canadian Imperial Bank of Commerce CIBCGR *G RP 5.335% 7/22/24 5.34 N/A N/A KLG454000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLG454000 2047-05-01 2054-01-01 3.000 - 6.500 N/A 57817427.00 52181945.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLG454000 2034-12-01 2054-06-01 2.000 - 7.000 N/A 167885808.00 121500720.31 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-05 2024-07-05 2024-07-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 170000000.00 170000000.00 0.0008 N N Y N Canadian Imperial Bank of Commerce CIBCGR G RP 5.32% 7/1/24 5.32 N/A N/A KLP304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLP304000 2025-02-28 2053-08-15 0.250 - 4.125 N/A 48305000.00 39800150.54 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 39000000.00 39000000.00 0.0002 N Y Y N Citibank NA CITIBK G RP 5.35% 7/3/24 5.35 N/A N/A 0000036684 KLO353000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLO353000 2031-03-01 2054-06-01 1.500 - 7.396 N/A 112618097.00 97733517.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLO353000 2026-11-01 2058-01-01 1.500 - 7.152 N/A 259770123.00 131319501.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KLO353000 2032-11-15 2067-10-20 2.000 - 7.200 N/A 129937179.00 106102735.17 Agency Mortgage-Backed Securities Resolution Funding Corp N/A KLO353000 2025-01-15 2029-10-15 0.000 N/A 759000.00 624356.67 Agency Debentures and Agency Strips Y N/A N/A 2024-07-03 2024-07-03 2024-07-03 N N N 0.0521 329000000.00 329000000.00 0.0015 N N Y N Citigroup Global Capital Markets, Inc. CITIGRP G RP 5.38% 8/5/24 5.38 N/A N/A 0000315030 KKO636000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A KKO636000 2053-07-20 2053-08-20 3.500 - 7.000 N/A 793218577.00 742560886.33 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KKO636000 2028-10-31 2028-10-31 4.875 N/A 2916000.00 2995346.97 U.S. Treasuries (including strips) Y N/A N/A 2024-08-05 2024-08-05 2024-08-05 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0527 728000000.00 728000000.00 0.0033 N N N Y Citigroup Global Capital Markets, Inc. CITIGRP *G RP 5.34% 7/8/24 5.34 N/A N/A 0000315030 KKP473000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A KKP473000 2053-04-20 2053-05-20 3.000 - 7.500 N/A 367877034.00 335580901.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KKP473000 2028-10-31 2028-10-31 4.875 N/A 1259100.00 1293361.24 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-07-08 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0521 329000000.00 329000000.00 0.0015 N N Y N Citigroup Global Capital Markets, Inc. CITIGRP G RP 5.38% 8/12/24 5.38 N/A N/A 0000315030 KKV988000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A KKV988000 2053-05-20 2053-08-20 2.000 - 7.500 N/A 637099649.00 588564895.72 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KKV988000 2025-12-31 2025-12-31 0.375 N/A 5126700.00 4803412.33 U.S. Treasuries (including strips) Y N/A N/A 2024-08-12 2024-08-12 2024-08-12 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0527 580000000.00 580000000.00 0.0026 N N N Y Citigroup Global Capital Markets, Inc. CITIGRP G RP 5.38% 8/22/24 5.38 N/A N/A 0000315030 KLH594000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLH594000 2025-06-30 2029-02-15 2.625 - 2.750 N/A 576742400.00 548558655.27 U.S. Treasuries (including strips) Y N/A N/A 2024-08-22 2024-08-22 2024-08-22 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0528 537000000.00 537000000.00 0.0024 N N N Y Citigroup Global Capital Markets, Inc. CITIGRP G RP 5.35% 7/3/24 5.35 N/A N/A 0000315030 KLO351000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLO351000 2025-11-15 2026-11-15 2.000 - 2.250 N/A 525817200.00 503158950.93 U.S. Treasuries (including strips) Y N/A N/A 2024-07-03 2024-07-03 2024-07-03 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0521 493000000.00 493000000.00 0.0022 N N Y N Citigroup Global Markets, Inc. FICASH MU 5.328% 07/01/24 5.33 N/A N/A KLP594000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLP594000 2033-05-01 2054-07-01 1.500 - 7.500 N/A 791506053.00 562559738.45 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLP594000 2027-01-31 2043-08-15 1.500 - 4.500 N/A 576007622.00 557262453.07 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0533 1097377000.00 1097377000.00 0.0050 N Y Y N Citigroup Global Markets, Inc. FICASH MR 5.32% 07/01/24 5.32 N/A N/A KLP681000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLP681000 2033-05-01 2054-07-01 1.500 - 7.500 N/A 422667.00 300407.25 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLP681000 2027-01-31 2043-08-15 1.500 - 4.500 N/A 307588.00 297578.50 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0532 586000.00 586000.00 0.0000 N Y Y N Credit AG CREDITAG *G RP 5.32% 7/15/24 5.32 N/A N/A KKY931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KKY931000 2032-05-15 2032-05-15 2.875 N/A 201999100.00 183038757.48 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-07-15 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 179000000.00 179000000.00 0.0008 N N Y N Credit Agricole CIB New York Branch FICASH MU 5.328% 07/01/24 5.33 N/A N/A KLP594000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLP594000 2052-08-01 2053-09-01 4.500 - 5.500 N/A 99590028.00 91520415.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLP594000 2027-02-01 2061-03-01 1.500 - 7.500 N/A 123232650.00 66012466.66 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLP594000 2025-01-15 2034-02-15 0.750 - 4.625 N/A 201212741.00 196069385.34 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 346515000.00 346515000.00 0.0016 N Y Y N Credit Agricole CIB New York Branch FICASH MR 5.32% 07/01/24 5.32 N/A N/A KLP681000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLP681000 2052-08-01 2053-09-01 4.500 - 5.500 N/A 103753.00 95346.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLP681000 2027-02-01 2061-03-01 1.500 - 7.500 N/A 128359.00 68771.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLP681000 2025-01-15 2034-02-15 0.750 - 4.625 N/A 209622.00 204265.47 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 361000.00 361000.00 0.0000 N Y Y N Fannie Mae FANNIE MAE VFAC SOFR+ 06/18/2026 5.44 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 0000310522 KLE478000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-06-18 2026-06-18 N N N 0.0544 364997733.35 364997733.35 0.0017 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 4.25% 09/26/2024 4.25 3133ENP79 254900C5LP6DN9OP9V83 US3133ENP798 4003205 JLR036000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-09-26 2024-09-26 2024-09-26 N N N 0.0541 21835673.13 21835673.13 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 07/18/2024 5.44 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 4003205 JMA896000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-07-18 2024-07-18 N N N 0.0526 114502796.09 114502796.09 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 07/26/2024 5.44 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 4003205 JMF002000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-07-26 2024-07-26 N N N 0.0522 183014012.31 183014012.31 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+19 11/25/2024 5.53 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 4003205 JMS524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-25 2024-11-25 N N N 0.0528 121107836.41 121107836.41 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+20 12/05/2024 5.54 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 4003205 JMX819000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-05 2024-12-05 N N N 0.0532 64056046.72 64056046.72 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 08/06/2024 5.50 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 4003205 JNB488000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-06 2024-08-06 N N N 0.0527 173021585.21 173021585.21 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 02/10/2025 5.50 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 4003205 JQF546000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-02-10 2025-02-10 N N N 0.0535 112086869.44 112086869.44 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+17 01/24/2025 5.51 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 4003205 JQY113000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-01-24 2025-01-24 N N N 0.0527 262021735.52 262021735.52 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 09/03/2024 5.44 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 4003205 JRI378000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-03 2024-09-03 N N N 0.0523 168037324.56 168037324.56 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 03/10/2025 5.47 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 4003205 JRN658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-03-10 2025-03-10 N N N 0.0528 98020880.86 98020880.86 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/13/2024 5.43 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 4003205 JRO196000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-13 2024-09-13 N N N 0.0523 117028544.49 117028544.49 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 01/03/2025 5.49 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 4003205 JSF356000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-01-03 2025-01-03 N N N 0.0536 50031428.00 50031428.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 04/10/2025 5.50 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 4003205 JSK883000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-04-10 2025-04-10 N N N 0.0529 32012841.28 32012841.28 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 12/26/2024 5.45 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 4003205 JSQ675000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-26 2024-12-26 N N N 0.0538 32010277.44 32010277.44 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 12/18/2024 5.45 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 4003205 JSQ681000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-18 2024-12-18 N N N 0.0538 81024310.53 81024310.53 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 08/09/2024 5.42 3133EPJJ5 254900C5LP6DN9OP9V83 US3133EPJJ58 4003205 JTO234000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-09 2024-08-09 N N N 0.0527 124005410.12 124005410.12 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 02/26/2025 5.45 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 4003205 JTO296000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-02-26 2025-02-26 N N N 0.0539 207051921.81 207051921.81 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 05/15/2025 5.50 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 4003205 JTO600000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-05-15 2025-05-15 N N N 0.0533 132065135.40 132065135.40 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 09/17/2024 5.44 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 4003205 JTP908000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-17 2024-09-17 N N N 0.0523 125035260.00 125035260.00 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 12/23/2024 5.46 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 4003205 JUC731000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-23 2024-12-23 N N N 0.0538 117039462.93 117039462.93 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/03/2024 5.47 3133EPNQ4 254900C5LP6DN9OP9V83 US3133EPNQ46 4003205 JVB493000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-10-03 2024-10-03 N N N 0.0524 69028549.44 69028549.44 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 07/07/2025 5.50 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 4003205 JVW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-07 2025-07-07 N N N 0.0540 31780827.98 31780827.98 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 07/17/2025 5.50 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 4003205 JVX030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-17 2025-07-17 N N N 0.0540 112104923.84 112104923.84 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 05/27/2025 5.49 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 4003205 JWD539000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-05-27 2025-05-27 N N N 0.0540 56042603.68 56042603.68 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 01/28/2025 5.47 3133EPRM9 254900C5LP6DN9OP9V83 US3133EPRM95 4003205 JWH808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-01-28 2025-01-28 N N N 0.0538 68032601.24 68032601.24 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 11/15/2024 5.45 3133EPTG0 254900C5LP6DN9OP9V83 US3133EPTG00 4003205 JWW566000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-15 2024-11-15 N N N 0.0529 40018058.40 40018058.40 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 09/23/2024 5.43 3133EPUA1 254900C5LP6DN9OP9V83 US3133EPUA11 4003205 JXD667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-23 2024-09-23 N N N 0.0523 32008765.44 32008765.44 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 06/24/2025 5.48 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 4003205 JXE271000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-06-24 2025-06-24 N N N 0.0540 138102124.14 138102124.14 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 08/28/2025 5.50 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 4003205 JXI262000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-08-28 2025-08-28 N N N 0.0544 66038068.14 66038068.14 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 08/01/2024 5.44 3133END98 254900C5LP6DN9OP9V83 US3133END984 4003205 JXJ698000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-01 2024-08-01 N N N 0.0522 36988584.22 36988584.22 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 02/26/2025 5.48 3133EPNK7 254900C5LP6DN9OP9V83 US3133EPNK75 4003205 JXN234000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-02-26 2025-02-26 N N N 0.0539 119057169.98 119057169.98 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/05/2025 5.47 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 4003205 JXN769000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-03-05 2025-03-05 N N N 0.0539 262104802.62 262104802.62 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/15/2025 5.50 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 4003205 JYB484000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-09-15 2025-09-15 N N N 0.0541 137128878.64 137128878.64 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 11/22/2024 5.45 3133EPWQ4 254900C5LP6DN9OP9V83 4003205 JYH775000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-22 2024-11-22 N N N 0.0528 65034752.25 65034752.25 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 06/27/2025 5.49 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 4003205 JYI393000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-06-27 2025-06-27 N N N 0.0539 135121513.50 135121513.50 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 04/29/2025 5.48 3133EPXC4 254900C5LP6DN9OP9V83 US3133EPXC40 4003205 JYJ779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-04-29 2025-04-29 N N N 0.0539 156089217.96 156089217.96 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 04/03/2025 5.47 3133EPXN0 254900C5LP6DN9OP9V83 US3133EPXN05 4003205 JYO897000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-04-03 2025-04-03 N N N 0.0536 133091771.33 133091771.33 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 04/28/2025 5.49 3133EPRU1 254900C5LP6DN9OP9V83 US3133EPRU12 4003205 JYP804000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-04-28 2025-04-28 N N N 0.0539 862562.69 862562.69 0.0000 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 10/06/2025 5.50 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 4003205 JYU452000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-10-06 2025-10-06 N N N 0.0541 35034346.90 35034346.90 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/06/2025 5.50 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 4003205 JYV240000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-10-06 2025-10-06 N N N 0.0541 50047762.00 50047762.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/10/2025 5.49 3133EPYA7 254900C5LP6DN9OP9V83 US3133EPYA74 4003205 JYV262000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-10 2025-07-10 N N N 0.0540 139114440.09 139114440.09 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/17/2025 5.50 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 4003205 KAD688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-10-17 2025-10-17 N N N 0.0546 43019974.79 43019974.79 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/17/2025 5.49 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 4003205 KAD692000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-17 2025-07-17 N N N 0.0540 92076650.72 92076650.72 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 04/28/2025 5.52 3133ENVF4 254900C5LP6DN9OP9V83 US3133ENVF41 4003205 KAE416000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-04-28 2025-04-28 N N N 0.0537 13014898.65 13014898.65 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 03/20/2025 5.47 3133EPYZ2 254900C5LP6DN9OP9V83 US3133EPYZ26 4003205 KAH848000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-03-20 2025-03-20 N N N 0.0539 136063964.88 136063964.88 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/25/2025 5.49 3133EPZQ1 254900C5LP6DN9OP9V83 US3133EPZQ18 4003205 KAK230000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-25 2025-07-25 N N N 0.0540 258218208.66 258218208.66 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 05/27/2025 5.48 3133EPZU2 254900C5LP6DN9OP9V83 US3133EPZU20 4003205 KAK867000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-05-27 2025-05-27 N N N 0.0540 170113974.80 170113974.80 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/27/2025 5.50 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 4003205 KAO066000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-10-27 2025-10-27 N N N 0.0546 67031401.56 67031401.56 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/30/2025 5.49 3133EPA21 254900C5LP6DN9OP9V83 US3133EPA217 4003205 KAP519000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-30 2025-07-30 N N N 0.0539 41039477.26 41039477.26 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 11/03/2025 5.50 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 4003205 KAU628000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-11-03 2025-11-03 N N N 0.0546 100047287.00 100047287.00 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/10/2024 5.44 3133EPB61 254900C5LP6DN9OP9V83 US3133EPB611 4003205 KAX017000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-10 2024-12-10 N N N 0.0537 251053503.16 251053503.16 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 03/11/2025 5.45 3133EPC29 254900C5LP6DN9OP9V83 US3133EPC296 4003205 KAX601000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-03-11 2025-03-11 N N N 0.0539 32009863.68 32009863.68 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 04/15/2025 5.46 3133EPD77 254900C5LP6DN9OP9V83 US3133EPD773 4003205 KBE353000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-04-15 2025-04-15 N N N 0.0541 81022596.57 81022596.57 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 02/20/2025 5.45 3133EPE35 254900C5LP6DN9OP9V83 US3133EPE359 4003205 KBF097000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-02-20 2025-02-20 N N N 0.0539 146035492.60 146035492.60 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+ 05/20/2025 5.47 3133EPE76 254900C5LP6DN9OP9V83 US3133EPE763 4003205 KBJ658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-05-20 2025-05-20 N N N 0.0540 45023499.45 45023499.45 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/22/2025 5.48 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 4003205 KBL768000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-08-22 2025-08-22 N N N 0.0542 174108062.70 174108062.70 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/28/2025 5.50 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 4003205 KBP973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-11-28 2025-11-28 N N N 0.0546 206088097.96 206088097.96 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 03/07/2025 5.52 3133EPLN3 254900C5LP6DN9OP9V83 US3133EPLN33 4003205 KBQ590000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-03-07 2025-03-07 N N N 0.0539 172134662.24 172134662.24 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 02/04/2025 5.47 3133EPSC0 254900C5LP6DN9OP9V83 US3133EPSC05 4003205 KBQ593000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-02-04 2025-02-04 N N N 0.0538 88649080.44 88649080.44 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 12/01/2025 5.50 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 4003205 KBU266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-12-01 2025-12-01 N N N 0.0546 157067104.94 157067104.94 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+ 12/15/2025 5.49 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 4003205 KCE402000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-12-15 2025-12-15 N N N 0.0545 128066091.52 128066091.52 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/14/2025 5.50 3133EPD44 254900C5LP6DN9OP9V83 US3133EPD443 4003205 KCL813000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-11-14 2025-11-14 N N N 0.0546 134055498.78 134055498.78 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 06/20/2025 5.46 3133EPQ40 254900C5LP6DN9OP9V83 US3133EPQ403 4003205 KCP970000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-06-20 2025-06-20 N N N 0.0540 38020340.64 38020340.64 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 09/20/2024 5.39 3133EPQ65 254900C5LP6DN9OP9V83 US3133EPQ650 4003205 KCP971000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-20 2024-09-20 N N N 0.0523 35006002.85 35006002.85 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/12/2026 5.49 3133EPU52 254900C5LP6DN9OP9V83 US3133EPU520 4003205 KDD676000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-01-12 2026-01-12 N N N 0.0541 176191639.36 176191639.36 0.0008 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/21/2025 5.47 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 4003205 KDJ233000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-10-21 2025-10-21 N N N 0.0543 30011897.70 30011897.70 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 01/22/2025 5.39 3133EPX26 254900C5LP6DN9OP9V83 US3133EPX268 4003205 KDN620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-01-22 2025-01-22 N N N 0.0534 88019715.52 88019715.52 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+17 10/23/2025 5.51 3133EPZE8 254900C5LP6DN9OP9V83 US3133EPZE87 4003205 KDO296000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-10-23 2025-10-23 N N N 0.0539 36030413.52 36030413.52 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 01/23/2026 5.50 3133EPX42 254900C5LP6DN9OP9V83 US3133EPX425 4003205 KDO318000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-01-23 2026-01-23 N N N 0.0540 47044370.82 47044370.82 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/09/2024 5.40 3133EM4L3 254900C5LP6DN9OP9V83 US3133EM4L34 4003205 KDO332000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-09 2024-09-09 N N N 0.0523 15002539.65 15002539.65 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+ 01/30/2026 5.48 3133EPZ57 254900C5LP6DN9OP9V83 US3133EPZ578 4003205 KDU758000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-01-30 2026-01-30 N N N 0.0544 43023849.95 43023849.95 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 11/06/2024 5.36 3133EP2A2 254900C5LP6DN9OP9V83 US3133EP2A24 4003205 KEB681000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-06 2024-11-06 N N N 0.0529 45004663.35 45004663.35 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 02/12/2025 5.39 3133EP2N4 254900C5LP6DN9OP9V83 US3133EP2N45 4003205 KEK028000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-02-12 2025-02-12 N N N 0.0534 54010728.18 54010728.18 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/20/2026 5.47 3133EP3F0 254900C5LP6DN9OP9V83 US3133EP3F02 4003205 KEQ873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-02-20 2026-02-20 N N N 0.0542 73050432.78 73050432.78 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3 11/27/2024 5.37 3133EP3R4 254900C5LP6DN9OP9V83 US3133EP3R40 4003205 KEW117000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-27 2024-11-27 N N N 0.0534 18000056.88 18000056.88 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 10/21/2025 5.42 3133EP6C4 254900C5LP6DN9OP9V83 US3133EP6C44 4003205 KGG110000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-10-21 2025-10-21 N N N 0.0542 65492277.55 65492277.55 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 01/28/2025 5.38 3133EP4F9 254900C5LP6DN9OP9V83 US3133EP4F92 4003205 KGG959000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-01-28 2025-01-28 N N N 0.0538 39998387.60 39998387.60 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 01/03/2025 5.52 3133EN5H9 254900C5LP6DN9OP9V83 US3133EN5H94 4003205 KGG968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-01-03 2025-01-03 N N N 0.0538 20013859.00 20013859.00 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 07/18/2025 5.39 3133EP5P6 254900C5LP6DN9OP9V83 US3133EP5P65 4003205 KGS333000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-18 2025-07-18 N N N 0.0541 69981807.70 69981807.70 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 5% 04/04/2025 5.00 3133ERAF8 254900C5LP6DN9OP9V83 US3133ERAF83 4003205 KGU482000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-04-04 2025-04-04 2025-04-04 N N N 0.0525 88824602.36 88824602.36 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 5.125% 04/17/2025 5.13 3133ERBS9 254900C5LP6DN9OP9V83 US3133ERBS95 4003205 KHH435000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-04-17 2025-04-17 2025-04-17 N N N 0.0521 12990086.07 12990086.07 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 01/23/2026 5.43 3133ERBX8 254900C5LP6DN9OP9V83 US3133ERBX80 4003205 KHH468000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-01-23 2026-01-23 N N N 0.0539 37020032.91 37020032.91 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 04/17/2026 5.44 3133ERBY6 254900C5LP6DN9OP9V83 US3133ERBY63 4003205 KHI145000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-04-17 2026-04-17 N N N 0.0540 77041170.36 77041170.36 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/02/2026 5.43 3133ERDN8 254900C5LP6DN9OP9V83 US3133ERDN80 4003205 KIT368000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-02-02 2026-02-02 N N N 0.0539 51027877.11 51027877.11 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/12/2025 5.44 3133EP5E1 254900C5LP6DN9OP9V83 US3133EP5E19 4003205 KJA241000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-12-12 2025-12-12 N N N 0.0542 75012711.75 75012711.75 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/13/2026 5.44 3133EREH0 254900C5LP6DN9OP9V83 US3133EREH04 4003205 KJH573000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-05-13 2026-05-13 N N N 0.0540 288134755.20 288134755.20 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 11/17/2025 5.41 3133ERES6 254900C5LP6DN9OP9V83 US3133ERES68 4003205 KJO180000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-11-17 2025-11-17 N N N 0.0537 42519942.28 42519942.28 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/17/2026 5.42 3133ERET4 254900C5LP6DN9OP9V83 US3133ERET42 4003205 KJO854000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-02-17 2026-02-17 N N N 0.0538 32017813.76 32017813.76 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/20/2026 5.44 3133EREY3 254900C5LP6DN9OP9V83 US3133EREY37 4003205 KJO863000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-05-20 2026-05-20 N N N 0.0544 28999512.80 28999512.80 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 06/20/2025 5.39 3133ERBW0 254900C5LP6DN9OP9V83 US3133ERBW08 4003205 KJP647000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-06-20 2025-06-20 N N N 0.0538 73003253.61 73003253.61 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/22/2025 5.43 3133EP3G8 254900C5LP6DN9OP9V83 US3133EP3G84 4003205 KJP831000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-09-22 2025-09-22 N N N 0.0539 99039696.03 99039696.03 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/28/2026 5.42 3133ERFS5 254900C5LP6DN9OP9V83 US3133ERFS59 4003205 KJW044000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-01-28 2026-01-28 N N N 0.0542 85000000.00 85000000.00 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 02/25/2026 5.44 3133EP6E0 254900C5LP6DN9OP9V83 US3133EP6E00 4003205 KKG138000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-02-25 2026-02-25 N N N 0.0542 135039916.80 135039916.80 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/04/2026 5.42 3133ERGB1 254900C5LP6DN9OP9V83 US3133ERGB16 4003205 KKH401000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-03-04 2026-03-04 N N N 0.0541 102004523.70 102004523.70 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/06/2025 5.38 3133ERGG0 254900C5LP6DN9OP9V83 US3133ERGG03 4003205 KKH698000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-06-06 2025-06-06 N N N 0.0535 26006679.40 26006679.40 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/05/2026 5.44 3133ERGH8 254900C5LP6DN9OP9V83 US3133ERGH85 4003205 KKI288000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-06-05 2026-06-05 N N N 0.0543 44005422.56 44005422.56 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/06/2025 5.39 3133ERGJ4 254900C5LP6DN9OP9V83 US3133ERGJ42 4003205 KKN689000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-08-06 2025-08-06 N N N 0.0537 127017340.58 127017340.58 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/12/2025 5.42 3133ERAZ4 254900C5LP6DN9OP9V83 US3133ERAZ48 4003205 KKO755000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-12-12 2025-12-12 N N N 0.0541 29003483.19 29003483.19 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/10/2026 5.42 3133ERGM7 254900C5LP6DN9OP9V83 US3133ERGM70 4003205 KKO797000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-02-10 2026-02-10 N N N 0.0542 64999933.70 64999933.70 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 09/25/2025 5.43 3133EP6A8 254900C5LP6DN9OP9V83 US3133EP6A87 4003205 KKO804000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-09-25 2025-09-25 N N N 0.0542 28999342.28 28999342.28 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/10/2025 5.38 3133ERGQ8 254900C5LP6DN9OP9V83 US3133ERGQ84 4003205 KKP619000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-06-10 2025-06-10 N N N 0.0538 45999283.32 45999283.32 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 06/12/2026 5.45 3133ERHC8 254900C5LP6DN9OP9V83 US3133ERHC89 4003205 KKV414000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-06-12 2026-06-12 N N N 0.0541 119051569.84 119051569.84 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/17/2025 5.41 3133ERHJ3 254900C5LP6DN9OP9V83 US3133ERHJ33 4003205 KKW207000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-12-17 2025-12-17 N N N 0.0541 98999435.70 98999435.70 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/18/2026 5.44 3133ERHP9 254900C5LP6DN9OP9V83 US3133ERHP92 4003205 KKY986000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-06-18 2026-06-18 N N N 0.0544 70749702.85 70749702.85 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/24/2026 5.44 3133ERHZ7 254900C5LP6DN9OP9V83 US3133ERHZ74 4003205 KLE488000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-06-24 2026-06-24 N N N 0.0542 65028540.85 65028540.85 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 06/24/2026 5.45 3133ERJD4 254900C5LP6DN9OP9V83 US3133ERJD45 4003205 KLG652000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-06-24 2026-06-24 N N N 0.0545 46999898.01 46999898.01 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 05/05/2026 3133ERKD2 254900C5LP6DN9OP9V83 US3133ERKD26 4003205 KLP328000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-05 2026-05-05 2026-05-05 N N N 0.0000 81992786.46 81992786.46 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/02/2024 313384A58 2549001DPIFGXC1TOL40 US313384A585 313384A58 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-08-02 2024-08-02 2024-08-02 N N N 0.0532 227834486.18 227834486.18 0.0010 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/16/2024 313384C31 2549001DPIFGXC1TOL40 US313384C318 313384C31 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-08-16 2024-08-16 2024-08-16 N N N 0.0533 151909810.74 151909810.74 0.0007 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/23/2024 313384D22 2549001DPIFGXC1TOL40 US313384D225 313384D22 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-08-23 2024-08-23 2024-08-23 N N N 0.0534 138859933.80 138859933.80 0.0006 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/30/2024 313384D97 2549001DPIFGXC1TOL40 US313384D977 313384D97 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-08-30 2024-08-30 2024-08-30 N N N 0.0537 111964778.75 111964778.75 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/06/2024 313384E88 2549001DPIFGXC1TOL40 US313384E884 313384E88 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 N N N 0.0537 149473222.39 149473222.39 0.0007 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/27/2024 313384H51 2549001DPIFGXC1TOL40 US313384H515 313384H51 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-27 2024-09-27 2024-09-27 N N N 0.0539 56250766.92 56250766.92 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/04/2024 313384J42 2549001DPIFGXC1TOL40 US313384J420 313384J42 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-04 2024-10-04 2024-10-04 N N N 0.0532 140991326.19 140991326.19 0.0006 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/18/2024 313384L23 2549001DPIFGXC1TOL40 US313384L236 313384L23 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-18 2024-10-18 2024-10-18 N N N 0.0533 102438687.81 102438687.81 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/19/2024 313384ZP7 2549001DPIFGXC1TOL40 US313384ZP70 313384ZP7 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-07-19 2024-07-19 2024-07-19 N N N 0.0532 225688369.22 225688369.22 0.0010 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/26/2024 313384ZW2 2549001DPIFGXC1TOL40 US313384ZW22 313384ZW2 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-07-26 2024-07-26 2024-07-26 N N N 0.0532 328653784.80 328653784.80 0.0015 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/10/2024 313384ZE2 2549001DPIFGXC1TOL40 US313384ZE24 EFI810000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-07-10 2024-07-10 2024-07-10 N N N 0.0531 41926570.14 41926570.14 0.0002 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/24/2024 313384ZU6 2549001DPIFGXC1TOL40 US313384ZU65 EFJ403000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-07-24 2024-07-24 2024-07-24 N N N 0.0532 525999904.32 525999904.32 0.0024 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 07/31/2024 313384A33 2549001DPIFGXC1TOL40 US313384A338 EFJ412000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-07-31 2024-07-31 2024-07-31 N N N 0.0533 282634550.72 282634550.72 0.0013 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/28/2024 313384D71 2549001DPIFGXC1TOL40 US313384D712 EHC705000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-08-28 2024-08-28 2024-08-28 N N N 0.0534 69379070.60 69379070.60 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/21/2024 313384C80 2549001DPIFGXC1TOL40 US313384C805 EHC709000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-08-21 2024-08-21 2024-08-21 N N N 0.0534 98222602.50 98222602.50 0.0004 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/14/2024 313384B99 2549001DPIFGXC1TOL40 US313384B997 EHC712000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-08-14 2024-08-14 2024-08-14 N N N 0.0533 141029489.64 141029489.64 0.0006 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 08/07/2024 313384B24 2549001DPIFGXC1TOL40 US313384B245 EHF143000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-08-07 2024-08-07 2024-08-07 N N N 0.0532 96982583.84 96982583.84 0.0004 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/04/2024 313384E62 2549001DPIFGXC1TOL40 US313384E629 EIE696000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0537 148526667.00 148526667.00 0.0007 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/11/2024 313384F53 2549001DPIFGXC1TOL40 US313384F535 EIE699000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-11 2024-09-11 2024-09-11 N N N 0.0537 118700000.40 118700000.40 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/25/2024 313384H36 2549001DPIFGXC1TOL40 US313384H366 EIF231000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-25 2024-09-25 2024-09-25 N N N 0.0538 181634576.96 181634576.96 0.0008 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/16/2025 313385AR7 2549001DPIFGXC1TOL40 US313385AR76 KCI696000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-16 2025-01-16 2025-01-16 N N N 0.0531 579228726.88 579228726.88 0.0026 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 07/11/2024 5.41 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 JKG591000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-07-11 2024-07-11 N N N 0.0522 373008026.96 373008026.96 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 07/12/2024 5.41 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 JKH766000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-07-12 2024-07-12 N N N 0.0522 93002059.95 93002059.95 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 07/26/2024 5.44 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 JKO974000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-07-26 2024-07-26 N N N 0.0522 28002200.24 28002200.24 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 08/28/2024 5.43 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 JLG480000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-28 2024-08-28 N N N 0.0523 22004004.88 22004004.88 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 10/21/2024 5.45 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-10-21 2024-10-21 N N N 0.0532 276968997.94 276968997.94 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 10/24/2024 5.45 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 JMF131000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-10-24 2024-10-24 N N N 0.0532 74018866.30 74018866.30 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/24/2024 5.45 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 JMF598000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-07-24 2024-07-24 N N N 0.0522 180013789.80 180013789.80 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 11/22/2024 5.53 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 JMS523000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-22 2024-11-22 N N N 0.0528 204878117.66 204878117.66 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 10/01/2024 5.45 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 JRI350000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-10-01 2024-10-01 N N N 0.0529 173040122.16 173040122.16 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/26/2024 5.48 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-26 2024-09-26 N N N 0.0523 337891969.84 337891969.84 0.0015 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 11/12/2024 5.46 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-12 2024-11-12 N N N 0.0533 318855334.13 318855334.13 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/12/2025 5.49 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-05-12 2025-05-12 N N N 0.0540 327236914.77 327236914.77 0.0015 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/19/2025 5.49 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-05-19 2025-05-19 N N N 0.0540 326241966.98 326241966.98 0.0015 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 11/18/2024 5.46 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-18 2024-11-18 N N N 0.0528 317182401.80 317182401.80 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 08/19/2024 5.44 3130AW2Z2 2549001DPIFGXC1TOL40 US3130AW2Z25 0001026214 JTT738000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-19 2024-08-19 N N N 0.0522 161026053.02 161026053.02 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 11/19/2024 5.46 3130AW3A6 2549001DPIFGXC1TOL40 US3130AW3A64 0001026214 JTT739000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-19 2024-11-19 N N N 0.0528 161093177.14 161093177.14 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/16/2025 5.49 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-05-16 2025-05-16 N N N 0.0540 113083132.97 113083132.97 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 11/25/2024 5.46 3130AW5H9 2549001DPIFGXC1TOL40 US3130AW5H99 0001026214 JTU979000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-25 2024-11-25 N N N 0.0529 297168458.40 297168458.40 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 08/22/2024 5.44 3130AW5J5 2549001DPIFGXC1TOL40 US3130AW5J55 0001026214 JTU989000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-22 2024-08-22 N N N 0.0522 321055937.46 321055937.46 0.0015 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/14/2025 5.50 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-14 2025-07-14 N N N 0.0540 61059975.20 61059975.20 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/21/2025 5.50 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-21 2025-07-21 N N N 0.0539 259273581.70 259273581.70 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 5.50 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-25 2025-07-25 N N N 0.0540 481483188.55 481483188.55 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 10/25/2024 5.45 3130AWPY0 2549001DPIFGXC1TOL40 US3130AWPY00 0001026214 JWE348000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-10-25 2024-10-25 N N N 0.0532 234059779.98 234059779.98 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 01/27/2025 5.47 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-01-27 2025-01-27 N N N 0.0538 313150305.73 313150305.73 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/24/2025 5.50 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-24 2025-07-24 N N N 0.0540 273273546.00 273273546.00 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 12/26/2024 5.47 3130AWQB9 2549001DPIFGXC1TOL40 US3130AWQB97 0001026214 JWH811000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-26 2024-12-26 N N N 0.0538 313123171.76 313123171.76 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 5.50 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-25 2025-07-25 N N N 0.0540 160160728.00 160160728.00 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 11/07/2024 5.46 3130AWTB6 2549001DPIFGXC1TOL40 US3130AWTB60 0001026214 JWP901000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-07 2024-11-07 N N N 0.0533 311593334.75 311593334.75 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 04/09/2025 5.48 3130AWUC2 2549001DPIFGXC1TOL40 US3130AWUC25 0001026214 JWR430000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-04-09 2025-04-09 N N N 0.0541 48020785.92 48020785.92 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/28/2025 5.50 3130AWNS5 2549001DPIFGXC1TOL40 US3130AWNS59 0001026214 JWV095000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-28 2025-07-28 N N N 0.0539 3203384.61 3203384.61 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 11/21/2024 5.45 3130AWWC0 2549001DPIFGXC1TOL40 US3130AWWC07 0001026214 JXB534000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-21 2024-11-21 N N N 0.0528 127069900.80 127069900.80 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 02/20/2025 5.47 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-02-20 2025-02-20 N N N 0.0539 79029505.71 79029505.71 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 5.50 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-08-22 2025-08-22 N N N 0.0542 299236532.92 299236532.92 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 02/24/2025 5.47 3130AWXC9 2549001DPIFGXC1TOL40 US3130AWXC97 0001026214 JXC927000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-02-24 2025-02-24 N N N 0.0539 339129060.69 339129060.69 0.0015 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 05/22/2025 5.48 3130AWXT2 2549001DPIFGXC1TOL40 US3130AWXT23 0001026214 JXD699000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-05-22 2025-05-22 N N N 0.0540 158104513.84 158104513.84 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 03/28/2025 5.47 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-03-28 2025-03-28 N N N 0.0539 63030965.13 63030965.13 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/06/2024 5.44 3130AVBG6 2549001DPIFGXC1TOL40 US3130AVBG66 0001026214 JXJ659000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-06 2024-09-06 N N N 0.0523 155035074.95 155035074.95 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 09/02/2025 5.50 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 0001026214 JXO969000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-09-02 2025-09-02 N N N 0.0545 437216100.87 437216100.87 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/06/2025 5.47 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-03-06 2025-03-06 N N N 0.0539 231100369.50 231100369.50 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/20/2025 5.47 3130AXAS7 2549001DPIFGXC1TOL40 US3130AXAS79 0001026214 JYC512000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-03-20 2025-03-20 N N N 0.0539 235610463.63 235610463.63 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 10/28/2024 5.45 3130AVUN0 2549001DPIFGXC1TOL40 US3130AVUN07 0001026214 JYJ753000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-10-28 2024-10-28 N N N 0.0532 28006871.76 28006871.76 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/27/2025 5.47 3130AXD21 2549001DPIFGXC1TOL40 US3130AXD219 0001026214 JYN688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-03-27 2025-03-27 N N N 0.0537 390248016.60 390248016.60 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 06/27/2025 5.49 3130AXD54 2549001DPIFGXC1TOL40 US3130AXD540 0001026214 JYN695000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-06-27 2025-06-27 N N N 0.0540 381303066.45 381303066.45 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 11/08/2024 5.45 3130AVX64 2549001DPIFGXC1TOL40 US3130AVX641 0001026214 JYO793000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-08 2024-11-08 N N N 0.0533 43011415.64 43011415.64 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 05/02/2025 5.48 3130AWSY7 2549001DPIFGXC1TOL40 US3130AWSY72 0001026214 JYP807000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-05-02 2025-05-02 N N N 0.0537 2121570.05 2121570.05 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/28/2025 5.49 3130AWQK9 2549001DPIFGXC1TOL40 US3130AWQK96 0001026214 JYP816000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-05-28 2025-05-28 N N N 0.0540 2111614.68 2111614.68 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 06/06/2025 5.49 3130AWTW0 2549001DPIFGXC1TOL40 US3130AWTW08 0001026214 JYP826000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-06-06 2025-06-06 N N N 0.0540 2371852.87 2371852.87 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 07/08/2025 5.50 3130AWTE0 2549001DPIFGXC1TOL40 US3130AWTE00 0001026214 JYP827000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-08 2025-07-08 N N N 0.0540 116107044.80 116107044.80 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/02/2025 5.49 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-02 2025-07-02 2025-07-02 N N N 0.0540 78063437.40 78063437.40 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/14/2025 5.50 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-10-14 2025-10-14 N N N 0.0546 424196638.48 424196638.48 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/20/2025 5.50 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-10-20 2025-10-20 N N N 0.0546 157072789.91 157072789.91 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 04/14/2025 5.47 3130AXHU5 2549001DPIFGXC1TOL40 US3130AXHU52 0001026214 KAD087000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-04-14 2025-04-14 N N N 0.0541 107038612.02 107038612.02 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 11/06/2024 5.46 3130AWSP6 2549001DPIFGXC1TOL40 US3130AWSP65 0001026214 KAE658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-06 2024-11-06 N N N 0.0532 140541782.03 140541782.03 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/24/2025 5.49 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-24 2025-07-24 N N N 0.0540 107090452.45 107090452.45 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/25/2025 5.49 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-25 2025-07-25 N N N 0.0540 78066154.92 78066154.92 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 11/27/2024 5.44 3130AXPH5 2549001DPIFGXC1TOL40 US3130AXPH59 0001026214 KAR482000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-27 2024-11-27 N N N 0.0534 612178122.60 612178122.60 0.0028 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 08/04/2025 5.49 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-08-04 2025-08-04 N N N 0.0542 77050155.49 77050155.49 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 05/09/2025 5.47 3130AXR59 2549001DPIFGXC1TOL40 US3130AXR599 0001026214 KBC040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-05-09 2025-05-09 N N N 0.0540 308169021.16 308169021.16 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 05/15/2025 5.47 3130AXSW9 2549001DPIFGXC1TOL40 US3130AXSW99 0001026214 KBF183000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-05-15 2025-05-15 N N N 0.0540 308159306.84 308159306.84 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/14/2025 5.48 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-08-14 2025-08-14 N N N 0.0544 308116319.28 308116319.28 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/18/2025 5.48 3130AXTD0 2549001DPIFGXC1TOL40 US3130AXTD00 0001026214 KBI505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-08-18 2025-08-18 N N N 0.0542 231142335.27 231142335.27 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 05/19/2025 5.47 3130AXTF5 2549001DPIFGXC1TOL40 US3130AXTF57 0001026214 KBI506000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-05-19 2025-05-19 N N N 0.0540 155080972.00 155080972.00 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.55% 08/02/2024 4.55 3130AURP1 2549001DPIFGXC1TOL40 US3130AURP19 0001026214 KBJ102000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-02 2024-08-02 2024-08-02 N N N 0.0555 49948189.50 49948189.50 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/26/2025 5.49 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-09-26 2025-09-26 N N N 0.0547 93010341.60 93010341.60 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 02/03/2025 5.47 3130AWSX9 2549001DPIFGXC1TOL40 US3130AWSX99 0001026214 KBQ592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-02-03 2025-02-03 N N N 0.0538 143781593.22 143781593.22 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 12/11/2025 5.50 3130AXYL6 2549001DPIFGXC1TOL40 US3130AXYL60 0001026214 KBW820000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-12-11 2025-12-11 N N N 0.0546 153068173.74 153068173.74 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 10/10/2025 5.49 3130AXYD4 2549001DPIFGXC1TOL40 US3130AXYD45 0001026214 KBW968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-10-10 2025-10-10 N N N 0.0545 153057003.21 153057003.21 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 5.49 3130AXZ50 2549001DPIFGXC1TOL40 US3130AXZ501 0001026214 KCK257000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-12-08 2025-12-08 N N N 0.0545 306156730.14 306156730.14 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/17/2025 5.50 3130AXS90 2549001DPIFGXC1TOL40 US3130AXS902 0001026214 KCK819000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-11-17 2025-11-17 N N N 0.0546 468195071.76 468195071.76 0.0021 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 08/14/2024 5.38 3130AY5Q5 2549001DPIFGXC1TOL40 US3130AY5Q52 0001026214 KCK930000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-14 2024-08-14 N N N 0.0522 227016028.47 227016028.47 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6.5 07/23/2024 5.41 3130AXJT6 2549001DPIFGXC1TOL40 US3130AXJT61 0001026214 KCL006000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-07-23 2024-07-23 N N N 0.0522 152006808.08 152006808.08 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 5.49 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-12-08 2025-12-08 N N N 0.0545 88045072.72 88045072.72 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 12/08/2025 5.50 3130AXYH5 2549001DPIFGXC1TOL40 US3130AXYH58 0001026214 KCM446000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-12-08 2025-12-08 N N N 0.0545 124072149.40 124072149.40 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 09/26/2025 5.50 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-09-26 2025-09-26 N N N 0.0541 107093721.30 107093721.30 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/14/2025 5.50 3130AXS74 2549001DPIFGXC1TOL40 US3130AXS746 0001026214 KCM620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-11-14 2025-11-14 N N N 0.0545 76041554.52 76041554.52 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.98% 11/15/2024 4.98 3130AY7E0 2549001DPIFGXC1TOL40 US3130AY7E05 0001026214 KCM669000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-15 2024-11-15 2024-11-15 N N N 0.0552 313333415.68 313333415.68 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.97% 11/15/2024 4.97 3130AYA63 2549001DPIFGXC1TOL40 US3130AYA635 0001026214 KCP988000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-15 2024-11-15 2024-11-15 N N N 0.0549 75843125.36 75843125.36 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/25/2025 5.48 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-08-25 2025-08-25 N N N 0.0544 149060158.75 149060158.75 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 5.50 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-08-22 2025-08-22 N N N 0.0542 210166126.80 210166126.80 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 09/02/2025 5.49 3130AXQ43 2549001DPIFGXC1TOL40 US3130AXQ435 0001026214 KCQ714000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-09-02 2025-09-02 N N N 0.0545 48469613.53 48469613.53 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 08/21/2024 5.38 3130AYAX4 2549001DPIFGXC1TOL40 US3130AYAX48 0001026214 KCQ853000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-21 2024-08-21 N N N 0.0531 107994330.00 107994330.00 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 07/23/2024 5.37 3130AYB96 2549001DPIFGXC1TOL40 US3130AYB963 0001026214 KCS051000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-07-23 2024-07-23 N N N 0.0521 104002463.76 104002463.76 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 07/26/2024 5.37 3130AYBF2 2549001DPIFGXC1TOL40 US3130AYBF23 0001026214 KCS535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-07-26 2024-07-26 N N N 0.0521 107003006.70 107003006.70 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 08/26/2024 5.38 3130AYBG0 2549001DPIFGXC1TOL40 US3130AYBG06 0001026214 KCS652000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-26 2024-08-26 N N N 0.0522 110009820.80 110009820.80 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/01/2025 5.44 3130AYC53 2549001DPIFGXC1TOL40 US3130AYC532 0001026214 KCW680000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-04-01 2025-04-01 N N N 0.0539 52512469.28 52512469.28 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/01/2025 5.44 3130AYCB0 2549001DPIFGXC1TOL40 US3130AYCB00 0001026214 KCX050000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-04-01 2025-04-01 N N N 0.0539 16003800.16 16003800.16 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/04/2025 5.44 3130AYD60 2549001DPIFGXC1TOL40 US3130AYD605 0001026214 KDC555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-04-04 2025-04-04 N N N 0.0541 153013266.63 153013266.63 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.84% 01/03/2025 4.84 3130AYEP7 2549001DPIFGXC1TOL40 US3130AYEP77 0001026214 KDD805000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-03 2025-01-03 2025-01-03 N N N 0.0533 705248096.42 705248096.42 0.0032 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 07/08/2025 5.46 3130AYEN2 2549001DPIFGXC1TOL40 US3130AYEN20 0001026214 KDD806000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-08 2025-07-08 N N N 0.0540 153078570.09 153078570.09 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/14/2025 5.48 3130AYFD3 2549001DPIFGXC1TOL40 US3130AYFD39 0001026214 KDH487000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-11-14 2025-11-14 N N N 0.0542 267183631.92 267183631.92 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/12/2025 5.48 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-11-12 2025-11-12 N N N 0.0544 305125699.65 305125699.65 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 10/11/2024 5.37 3130AYHQ2 2549001DPIFGXC1TOL40 US3130AYHQ24 0001026214 KDJ425000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-10-11 2024-10-11 N N N 0.0530 266005349.26 266005349.26 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 10/16/2025 5.47 3130AYJD9 2549001DPIFGXC1TOL40 US3130AYJD92 0001026214 KDK258000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-10-16 2025-10-16 N N N 0.0543 300120276.00 300120276.00 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/17/2025 5.45 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-17 2025-07-17 N N N 0.0540 75735239.11 75735239.11 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 10/18/2024 5.36 3130AYLU8 2549001DPIFGXC1TOL40 US3130AYLU89 0001026214 KDP177000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-10-18 2024-10-18 N N N 0.0531 606984023.76 606984023.76 0.0028 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 07/24/2024 5.34 3130AYM29 2549001DPIFGXC1TOL40 US3130AYM291 0001026214 KDP178000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-07-24 2024-07-24 N N N 0.0521 172001142.08 172001142.08 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/23/2024 5.35 3130AYMB9 2549001DPIFGXC1TOL40 US3130AYMB99 0001026214 KDP279000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-23 2024-09-23 N N N 0.0523 440043551.20 440043551.20 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 10/08/2024 5.36 3130AYME3 2549001DPIFGXC1TOL40 US3130AYME39 0001026214 KDP296000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-10-08 2024-10-08 N N N 0.0529 155999163.84 155999163.84 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 01/02/2026 5.49 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-02 2026-01-02 2026-01-02 N N N 0.0545 139066265.47 139066265.47 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 07/23/2024 5.34 3130AYN69 2549001DPIFGXC1TOL40 US3130AYN695 0001026214 KDT179000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-07-23 2024-07-23 N N N 0.0521 311001555.00 311001555.00 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 07/29/2024 5.34 3130AYND4 2549001DPIFGXC1TOL40 US3130AYND47 0001026214 KDT197000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-07-29 2024-07-29 N N N 0.0522 311002242.31 311002242.31 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/04/2024 5.35 3130AYNM4 2549001DPIFGXC1TOL40 US3130AYNM46 0001026214 KDU085000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-04 2024-09-04 N N N 0.0523 604033467.64 604033467.64 0.0027 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 05/01/2025 5.46 3130AVWL2 2549001DPIFGXC1TOL40 US3130AVWL23 0001026214 KDU576000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-05-01 2025-05-01 N N N 0.0539 31013898.54 31013898.54 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/02/2024 5.35 3130AYP75 2549001DPIFGXC1TOL40 US3130AYP757 0001026214 KDU916000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-02 2024-08-02 N N N 0.0522 466006971.36 466006971.36 0.0021 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/05/2024 5.35 3130AYP67 2549001DPIFGXC1TOL40 US3130AYP674 0001026214 KDU917000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-05 2024-08-05 N N N 0.0522 155002793.10 155002793.10 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2024 5.35 3130AYP83 2549001DPIFGXC1TOL40 US3130AYP831 0001026214 KDU918000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-05 2024-09-05 N N N 0.0523 202012822.96 202012822.96 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2024 5.35 3130AYP91 2549001DPIFGXC1TOL40 US3130AYP914 0001026214 KDU919000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-05 2024-09-05 N N N 0.0523 256016250.88 256016250.88 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 08/28/2024 5.35 3130AYQ25 2549001DPIFGXC1TOL40 US3130AYQ250 0001026214 KDV666000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-28 2024-08-28 N N N 0.0523 105005497.80 105005497.80 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2024 5.35 3130AYQX7 2549001DPIFGXC1TOL40 US3130AYQX73 0001026214 KEA749000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-05 2024-09-05 N N N 0.0523 256016250.88 256016250.88 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/06/2024 5.35 3130AYQY5 2549001DPIFGXC1TOL40 US3130AYQY56 0001026214 KEA753000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-06 2024-09-06 N N N 0.0523 346023424.20 346023424.20 0.0016 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/09/2024 5.35 3130AYRW8 2549001DPIFGXC1TOL40 US3130AYRW81 0001026214 KEB680000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-09 2024-08-09 N N N 0.0522 150002944.50 150002944.50 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/08/2024 5.35 3130AYRV0 2549001DPIFGXC1TOL40 US3130AYRV09 0001026214 KEB685000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-08 2024-08-08 N N N 0.0522 150002970.00 150002970.00 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/09/2024 5.35 3130AYSP2 2549001DPIFGXC1TOL40 US3130AYSP22 0001026214 KEC893000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-09 2024-09-09 N N N 0.0528 74997945.00 74997945.00 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/03/2024 5.35 3130AYSJ6 2549001DPIFGXC1TOL40 US3130AYSJ61 0001026214 KEC894000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-03 2024-09-03 N N N 0.0523 525032865.00 525032865.00 0.0024 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 08/08/2024 5.35 3130AYSG2 2549001DPIFGXC1TOL40 US3130AYSG23 0001026214 KEC895000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-08 2024-08-08 N N N 0.0522 600011880.00 600011880.00 0.0027 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/02/2024 5.35 3130AYT22 2549001DPIFGXC1TOL40 US3130AYT221 0001026214 KED555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-02 2024-08-02 N N N 0.0522 157002348.72 157002348.72 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 02/05/2025 5.39 3130AYT89 2549001DPIFGXC1TOL40 US3130AYT890 0001026214 KED585000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-02-05 2025-02-05 N N N 0.0538 599011207.29 599011207.29 0.0027 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.81% 01/10/2025 4.81 3130AYKN5 2549001DPIFGXC1TOL40 US3130AYKN55 0001026214 KEE405000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-10 2025-01-10 2025-01-10 N N N 0.0533 36899892.06 36899892.06 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.92% 01/14/2025 4.92 3130AYUG9 2549001DPIFGXC1TOL40 US3130AYUG94 0001026214 KEI818000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-01-14 2025-01-14 2025-01-14 N N N 0.0532 299349147.00 299349147.00 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/10/2024 5.36 3130AYY26 2549001DPIFGXC1TOL40 US3130AYY262 0001026214 KEP607000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-10 2024-09-10 N N N 0.0523 745062192.60 745062192.60 0.0034 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/16/2024 5.35 3130AYXZ4 2549001DPIFGXC1TOL40 US3130AYXZ49 0001026214 KEP624000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-16 2024-08-16 N N N 0.0522 298010778.66 298010778.66 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/15/2024 5.35 3130AYXY7 2549001DPIFGXC1TOL40 US3130AYXY73 0001026214 KEP630000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-15 2024-08-15 N N N 0.0522 298010325.70 298010325.70 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/16/2024 5.36 3130AYYN0 2549001DPIFGXC1TOL40 US3130AYYN00 0001026214 KEQ290000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-16 2024-09-16 N N N 0.0523 388037317.84 388037317.84 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/15/2024 5.35 3130AYYM2 2549001DPIFGXC1TOL40 US3130AYYM27 0001026214 KEQ292000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-15 2024-08-15 N N N 0.0522 224007761.60 224007761.60 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/20/2024 5.36 3130B02B4 2549001DPIFGXC1TOL40 US3130B02B43 0001026214 KEQ893000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-09-20 2024-09-20 N N N 0.0523 108011346.48 108011346.48 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/20/2024 5.35 3130AYZZ2 2549001DPIFGXC1TOL40 US3130AYZZ21 0001026214 KEQ894000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-20 2024-08-20 N N N 0.0522 240009607.20 240009607.20 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.05% 02/10/2025 5.05 3130B04N6 2549001DPIFGXC1TOL40 US3130B04N62 0001026214 KES382000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-10 2025-02-10 2025-02-10 N N N 0.0531 297523441.38 297523441.38 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.05% 02/18/2025 5.05 3130B04M8 2549001DPIFGXC1TOL40 US3130B04M89 0001026214 KES383000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-18 2025-02-18 2025-02-18 N N N 0.0530 445769387.59 445769387.59 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/26/2025 5.06 3130B0A58 2549001DPIFGXC1TOL40 US3130B0A583 0001026214 KEY125000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0530 509180022.00 509180022.00 0.0023 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5% 02/20/2025 5.00 3130B06H7 2549001DPIFGXC1TOL40 US3130B06H76 0001026214 KEY322000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-20 2025-02-20 2025-02-20 N N N 0.0530 145714876.60 145714876.60 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/26/2025 5.06 3130B0AY5 2549001DPIFGXC1TOL40 US3130B0AY54 0001026214 KFC388000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0530 289533909.10 289533909.10 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/25/2025 5.06 3130B0AT6 2549001DPIFGXC1TOL40 US3130B0AT69 0001026214 KFC397000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0530 289535939.10 289535939.10 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/25/2025 5.06 3130B0B65 2549001DPIFGXC1TOL40 US3130B0B656 0001026214 KFC449000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0530 289535939.10 289535939.10 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.07% 02/25/2025 5.07 3130B0BD0 2549001DPIFGXC1TOL40 US3130B0BD09 0001026214 KFC503000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0530 289554589.00 289554589.00 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.08% 02/26/2025 5.08 3130B0BC2 2549001DPIFGXC1TOL40 US3130B0BC26 0001026214 KFC504000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0530 100850606.86 100850606.86 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 10/03/2025 5.47 3130AYDK9 2549001DPIFGXC1TOL40 US3130AYDK99 0001026214 KGG338000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-10-03 2025-10-03 N N N 0.0539 265225605.10 265225605.10 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 11/05/2024 5.35 3130B0P60 2549001DPIFGXC1TOL40 US3130B0P607 0001026214 KGN687000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-05 2024-11-05 N N N 0.0528 234024027.12 234024027.12 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/05/2024 5.35 3130B0PH6 2549001DPIFGXC1TOL40 US3130B0PH66 0001026214 KGO533000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-05 2024-11-05 N N N 0.0528 288029571.84 288029571.84 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 09/19/2025 5.42 3130B0HG7 2549001DPIFGXC1TOL40 US3130B0HG75 0001026214 KGS340000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-09-19 2025-09-19 N N N 0.0542 21997435.24 21997435.24 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 07/16/2025 5.43 3130AYWR3 2549001DPIFGXC1TOL40 US3130AYWR32 0001026214 KGS341000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-16 2025-07-16 N N N 0.0540 84022781.64 84022781.64 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/07/2024 5.35 3130B0PS2 2549001DPIFGXC1TOL40 US3130B0PS22 0001026214 KGS487000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-07 2024-11-07 N N N 0.0533 867937859.88 867937859.88 0.0039 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/04/2024 5.35 3130B0PW3 2549001DPIFGXC1TOL40 US3130B0PW34 0001026214 KGS514000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-04 2024-11-04 N N N 0.0528 289029350.84 289029350.84 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.21% 04/10/2025 5.21 3130B0VV8 2549001DPIFGXC1TOL40 US3130B0VV86 0001026214 KHB955000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-04-10 2025-04-10 2025-04-10 N N N 0.0526 503782025.04 503782025.04 0.0023 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/21/2025 5.50 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 0001026214 KHC753000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-08-21 2025-08-21 N N N 0.0542 201668679.05 201668679.05 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/10/2025 5.50 3130AWLH1 2549001DPIFGXC1TOL40 US3130AWLH13 0001026214 KHC756000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-07-10 2025-07-10 N N N 0.0540 124120954.56 124120954.56 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/18/2024 5.36 3130B0YW3 2549001DPIFGXC1TOL40 US3130B0YW33 0001026214 KHH553000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-18 2024-12-18 N N N 0.0533 297025438.05 297025438.05 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/16/2026 5.43 3130B0YQ6 2549001DPIFGXC1TOL40 US3130B0YQ64 0001026214 KHH555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-01-16 2026-01-16 N N N 0.0543 71995658.40 71995658.40 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/24/2024 5.36 3130B0ZM4 2549001DPIFGXC1TOL40 US3130B0ZM42 0001026214 KHI050000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-24 2024-12-24 N N N 0.0533 578054193.28 578054193.28 0.0026 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/19/2024 5.36 3130B0ZL6 2549001DPIFGXC1TOL40 US3130B0ZL68 0001026214 KHI056000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-19 2024-12-19 N N N 0.0533 434037671.20 434037671.20 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/24/2024 5.36 3130B0ZU6 2549001DPIFGXC1TOL40 US3130B0ZU67 0001026214 KHI155000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-24 2024-12-24 N N N 0.0533 149013970.24 149013970.24 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/29/2024 5.37 3130B16U6 2549001DPIFGXC1TOL40 US3130B16U69 0001026214 KIK661000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-29 2024-11-29 N N N 0.0539 71985586.32 71985586.32 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 12/03/2024 5.36 3130B16Z5 2549001DPIFGXC1TOL40 US3130B16Z56 0001026214 KIL311000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-03 2024-12-03 N N N 0.0532 144013180.32 144013180.32 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 12/02/2024 5.36 3130B1AA5 2549001DPIFGXC1TOL40 US3130B1AA51 0001026214 KIY123000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0532 115010390.25 115010390.25 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 12/05/2024 5.36 3130B1AB3 2549001DPIFGXC1TOL40 US3130B1AB35 0001026214 KIY137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-05 2024-12-05 N N N 0.0532 458042983.30 458042983.30 0.0021 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 10/16/2025 5.44 3130B02D0 2549001DPIFGXC1TOL40 US3130B02D09 0001026214 KJP808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-10-16 2025-10-16 N N N 0.0540 79032323.64 79032323.64 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/22/2025 5.44 3130B05P0 2549001DPIFGXC1TOL40 US3130B05P02 0001026214 KJP809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-09-22 2025-09-22 N N N 0.0539 143055945.89 143055945.89 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/23/2025 5.38 3130B1J24 2549001DPIFGXC1TOL40 US3130B1J244 0001026214 KJX124000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-05-23 2025-05-23 N N N 0.0538 48999034.21 48999034.21 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/27/2024 5.36 3130B1J57 2549001DPIFGXC1TOL40 US3130B1J574 0001026214 KJX142000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-27 2024-12-27 N N N 0.0532 70010325.70 70010325.70 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 11/29/2024 5.36 3130B1J32 2549001DPIFGXC1TOL40 US3130B1J327 0001026214 KJX151000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-29 2024-11-29 N N N 0.0533 48999750.59 48999750.59 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/03/2024 5.35 3130B1JA6 2549001DPIFGXC1TOL40 US3130B1JA60 0001026214 KJX167000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-03 2024-12-03 N N N 0.0532 282013490.88 282013490.88 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 11/26/2024 5.35 3130B1HE0 2549001DPIFGXC1TOL40 US3130B1HE01 0001026214 KJY017000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-26 2024-11-26 N N N 0.0533 112997686.89 112997686.89 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/30/2024 5.36 3130B1K30 2549001DPIFGXC1TOL40 US3130B1K309 0001026214 KJY034000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-30 2024-12-30 N N N 0.0533 70007224.70 70007224.70 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/29/2024 5.35 3130B1K22 2549001DPIFGXC1TOL40 US3130B1K226 0001026214 KJY036000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-11-29 2024-11-29 N N N 0.0532 141006409.86 141006409.86 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/27/2024 5.36 3130B1JY4 2549001DPIFGXC1TOL40 US3130B1JY47 0001026214 KJY039000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-27 2024-12-27 N N N 0.0536 281998900.20 281998900.20 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/04/2024 5.35 3130B1KW6 2549001DPIFGXC1TOL40 US3130B1KW61 0001026214 KKG119000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-10-04 2024-10-04 N N N 0.0524 169017641.91 169017641.91 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/28/2025 5.41 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2025-11-28 2025-11-28 N N N 0.0540 141017832.27 141017832.27 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 02/27/2026 5.42 3130B1LC9 2549001DPIFGXC1TOL40 US3130B1LC98 0001026214 KKG137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-02-27 2026-02-27 N N N 0.0541 141018135.42 141018135.42 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/06/2024 5.35 3130B1LH8 2549001DPIFGXC1TOL40 US3130B1LH85 0001026214 KKG144000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-06 2024-12-06 N N N 0.0532 267013336.65 267013336.65 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/09/2024 5.35 3130B1LS4 2549001DPIFGXC1TOL40 US3130B1LS41 0001026214 KKG650000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-09 2024-12-09 N N N 0.0526 28009810.64 28009810.64 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/04/2024 5.35 3130B1LX3 2549001DPIFGXC1TOL40 US3130B1LX36 0001026214 KKG653000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-10-04 2024-10-04 N N N 0.0524 141014716.17 141014716.17 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/09/2024 5.35 3130B1LN5 2549001DPIFGXC1TOL40 US3130B1LN53 0001026214 KKG655000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-09 2024-12-09 N N N 0.0531 254025044.40 254025044.40 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/05/2024 5.35 3130B1LT2 2549001DPIFGXC1TOL40 US3130B1LT24 0001026214 KKG657000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-05 2024-12-05 N N N 0.0532 141007088.07 141007088.07 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/06/2024 5.35 3130B1LR6 2549001DPIFGXC1TOL40 US3130B1LR67 0001026214 KKG658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-06 2024-12-06 N N N 0.0533 281998274.16 281998274.16 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/03/2024 5.35 3130B1LV7 2549001DPIFGXC1TOL40 US3130B1LV79 0001026214 KKG840000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-10-03 2024-10-03 N N N 0.0524 423043983.54 423043983.54 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/03/2024 5.35 3130B1ML8 2549001DPIFGXC1TOL40 US3130B1ML88 0001026214 KKH555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-10-03 2024-10-03 N N N 0.0527 352004516.16 352004516.16 0.0016 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/10/2024 5.35 3130B1MM6 2549001DPIFGXC1TOL40 US3130B1MM61 0001026214 KKH682000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-12-10 2024-12-10 N N N 0.0531 493048915.46 493048915.46 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/04/2024 5.35 3130B1MY0 2549001DPIFGXC1TOL40 US3130B1MY00 0001026214 KKI773000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-10-04 2024-10-04 N N N 0.0527 99001333.53 99001333.53 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 08/09/2024 5.34 3130B1DB0 2549001DPIFGXC1TOL40 US3130B1DB08 0001026214 KKI876000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2024-08-09 2024-08-09 N N N 0.0522 70001000.30 70001000.30 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/25/2026 5.44 3130B1S81 2549001DPIFGXC1TOL40 US3130B1S815 0001026214 KLD463000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-06-25 2026-06-25 N N N 0.0538 85087692.80 85087692.80 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/22/2026 5.44 3130B1SR9 2549001DPIFGXC1TOL40 US3130B1SR94 0001026214 KLE611000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-06-22 2026-06-22 N N N 0.0542 71031090.19 71031090.19 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/18/2026 5.47 3130B1T49 2549001DPIFGXC1TOL40 US3130B1T490 0001026214 KLG648000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-06-18 2026-06-18 N N N 0.0547 213000159.75 213000159.75 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/26/2026 5.47 3130B1T31 2549001DPIFGXC1TOL40 US3130B1T318 0001026214 KLG651000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-06-26 2026-06-26 N N N 0.0539 284207703.40 284207703.40 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/24/2026 5.47 3130B1T56 2549001DPIFGXC1TOL40 US3130B1T565 0001026214 KLG653000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-06-24 2026-06-24 N N N 0.0547 213999441.46 213999441.46 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/24/2026 5.44 3130B1T72 2549001DPIFGXC1TOL40 US3130B1T722 0001026214 KLG655000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-06-24 2026-06-24 N N N 0.0544 89000042.72 89000042.72 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/26/2026 5.44 3130B1T80 2549001DPIFGXC1TOL40 US3130B1T805 0001026214 KLG735000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-07-01 2026-06-26 2026-06-26 N N N 0.0542 142042511.96 142042511.96 0.0006 N N N N Federal Reserve Bank of NY FEDRESNY G RP 5.3% 7/1/24 5.30 N/A N/A 0001457970 KLP547000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLP547000 2027-02-28 2032-02-15 0.875 - 2.375 N/A 23984262400.00 20695136398.46 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0530 20686000000.00 20686000000.00 0.0938 N Y Y N Ficc BNP Gc Repo (Gov) BNP FIG T RP 5.32% 7/1/24 5.32 N/A N/A KLP244000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KLP244000 2024-10-31 2054-05-15 0.500 - 6.750 N/A 2449168600.00 2132745104.42 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 2090000000.00 2090000000.00 0.0095 N Y Y N Ficc Citi Gc Repo (Gov) CITG FIG T RP 5.33% 7/1/24 5.33 N/A 6SHGI4ZSSLCXXQSBB395 KLP207000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KLP207000 2026-01-31 2052-11-15 0.625 - 6.125 N/A 220577900.00 203070159.03 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 199000000.00 199000000.00 0.0009 N Y Y N Ficc Credit Ag Dvp Repo (Gov) CAG FID G RP 5.33% 7/1/24 5.33 N/A N/A KLP372000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KLP372000 2027-06-15 2034-02-15 4.000 - 4.625 N/A 1940634000.00 1933725363.42 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 1871000000.00 1871000000.00 0.0085 N Y Y N Ficc MS Gc Repo (Gov) MS FIG M RP 5.33% 7/1/24 5.33 N/A N/A KLP193000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLP193000 2024-07-25 2053-06-01 1.500 - 6.500 N/A 281778722.00 224498364.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLP193000 2026-11-30 2026-11-30 1.625 N/A 1400.00 1306.60 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 220000000.00 220000000.00 0.0010 N Y Y N Ficc Nomura Gc Repo (Gov) NOM FIG G RP 5.33% 7/1/24 5.33 N/A XPSKD1VTEQPKCHBEKQ95 KLP256000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KLP256000 2024-07-05 2027-05-31 0.000 - 5.550 N/A 1861497000.00 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383410582.00 159410432.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLP216000 2033-11-01 2054-07-01 1.500 - 6.500 N/A 1071384239.00 518681068.31 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 663000000.00 663000000.00 0.0030 N Y Y N Fixed Income Clearing Corp. - SSB Repo(Gov SSB FIT G RP 5.35% 7/1/24 5.35 N/A N/A KLN359000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KLN359000 2030-02-28 2030-10-31 3.630 - 4.880 N/A 1036548200.00 1014131693.85 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 994000000.00 994000000.00 0.0045 N Y Y N Fixed Income Clearing Corp. - SSB Repo(Gov SSB FIT T RP 5.32% 7/1/24 5.32 N/A N/A KLP271000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed 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HSBC Securities (USA), Inc. 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6.500 N/A 398906746.00 223946455.02 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-02 2024-08-02 2024-08-02 N N N 0.0526 219000000.00 219000000.00 0.0010 N N N Y ING Financial Markets LLC INGFIN G RP 5.37% 8/5/24 5.37 N/A N/A 0000877559 KLD416000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLD416000 2053-05-01 2053-09-01 5.500 - 6.000 N/A 64409893.00 63406284.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KLD416000 2040-05-15 2052-10-20 2.000 - 6.000 N/A 333513079.00 85824710.11 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-05 2024-08-05 2024-08-05 N N N 0.0526 146000000.00 146000000.00 0.0007 N N N Y ING Financial Markets LLC INGFIN G RP 5.35% 7/2/24 5.35 N/A N/A 0000877559 KLM095000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLM095000 2024-08-08 2054-05-15 0.000 - 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6.500 N/A 56797800.00 56539249.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLP594000 2038-02-01 2054-06-01 2.000 - 6.000 N/A 92566726.00 78483625.47 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLP594000 2024-09-05 2054-05-15 0.000 - 6.625 N/A 116087928.00 101451320.42 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 231661000.00 231661000.00 0.0011 N Y Y N ING Financial Markets LLC FICASH MR 5.32% 07/01/24 5.32 N/A N/A KLP681000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLP681000 2053-05-01 2054-06-01 5.500 - 6.500 N/A 45602.00 45395.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLP681000 2038-02-01 2054-06-01 2.000 - 6.000 N/A 74320.00 63014.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLP681000 2024-09-05 2054-05-15 0.000 - 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MFGCAGR *G RP 5.34% 8/1/24 5.34 N/A N/A KKY047000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KKY047000 2026-01-31 2052-11-15 0.375 - 4.625 N/A 106853800.00 101349847.98 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-08-01 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0523 99000000.00 99000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFSECGR *G RP 5.32% 7/5/24 5.32 N/A N/A KKX070000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KKX070000 2024-07-31 2042-02-15 0.375 - 5.000 N/A 618901600.00 609089200.08 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-07-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 596000000.00 596000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFSECGR *G RP 5.33% 7/11/24 5.33 N/A N/A KKX071000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KKX071000 2026-10-31 2042-02-15 1.125 - 4.875 N/A 615744300.00 608069280.05 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-07-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 595000000.00 595000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFSECGR G RP 5.33% 7/1/24 5.33 N/A N/A KLP272000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KLP272000 2024-08-20 2034-05-15 0.000 - 4.500 N/A 182163700.00 182565946.57 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 179000000.00 179000000.00 0.0008 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. MUFJGR G RP 5.36% 9/4/24 5.36 N/A N/A KKX990000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KKX990000 2024-10-31 2027-07-31 0.000 - 4.625 N/A 195304200.00 194319446.63 U.S. Treasuries (including strips) Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0527 190000000.00 190000000.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. MUFJGR G RP 5.38% 9/4/24 5.38 N/A N/A KKX994000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KKX994000 2026-05-08 2026-05-08 4.750 N/A 5000000.00 5028256.11 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 KKX994000 2025-12-12 2025-12-12 4.500 N/A 2500000.00 2489407.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KKX994000 2025-11-01 2054-06-01 2.000 - 6.000 N/A 338074100.00 183539687.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KKX994000 2024-07-25 2054-07-01 2.000 - 7.000 N/A 1425838633.00 726880233.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KKX994000 2025-12-20 2054-06-20 1.500 - 7.500 N/A 275947530.00 35259749.11 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0529 932000000.00 932000000.00 0.0042 N N N Y Mitsubishi UFJ Securities Holdings Ltd FICASH MU 5.328% 07/01/24 5.33 N/A N/A KLP594000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KLP594000 2025-10-20 2026-06-15 0.900 - 5.640 N/A 17748390.00 17345680.76 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 KLP594000 2026-04-15 2028-09-18 4.125 - 5.800 N/A 3006464.00 3052761.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLP594000 2028-06-01 2054-06-01 1.500 - 6.500 N/A 344527018.00 163649569.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLP594000 2035-10-01 2058-01-01 1.500 - 6.500 N/A 486465839.00 255794766.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KLP594000 2041-01-20 2054-04-20 2.500 - 6.500 N/A 428375333.00 190173689.94 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLP594000 2026-02-15 2026-02-15 6.000 N/A 22.00 23.00 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 617389000.00 617389000.00 0.0028 N Y Y N Mizuho Bank, Ltd. MIZBKGR T RP 5.32% 7/1/24 5.32 N/A N/A KLP257000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KLP257000 2029-01-31 2029-01-31 4.000 N/A 506110000.00 508149560.74 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 497000000.00 497000000.00 0.0023 N Y Y N Mizuho Securities USA, Inc. FICASH MU 5.328% 07/01/24 5.33 N/A N/A KLP594000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 KLP594000 2025-08-14 2028-06-28 1.320 - 5.230 N/A 4981447.00 4982035.94 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KLP594000 2024-08-26 2046-06-01 0.470 - 6.140 N/A 1361545.00 1200353.70 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 KLP594000 2024-07-25 2045-04-28 0.330 - 6.000 N/A 2200529.00 1987266.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLP594000 2024-08-23 2054-07-01 0.450 - 8.000 N/A 709346848.00 564751600.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLP594000 2024-07-25 2057-06-01 0.500 - 8.000 N/A 146941985.00 43857649.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KLP594000 2027-01-15 2054-05-20 1.500 - 8.000 N/A 38009427.00 1987817.47 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLP594000 2024-10-10 2032-11-15 0.000 - 5.505 N/A 208530352.00 199031000.21 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 801406000.00 801406000.00 0.0036 N Y Y N NatWest Market Securities Inc NATSECGR G RP 5.35% 7/2/24 5.35 N/A N/A 0000808379 KLM135000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLM135000 2024-07-31 2029-12-31 0.375 - 4.500 N/A 355905100.00 347109289.28 U.S. Treasuries (including strips) Y N/A N/A 2024-07-02 2024-07-02 2024-07-02 N N N 0.0521 340000000.00 340000000.00 0.0015 N N Y N NatWest Market Securities Inc NATSECGR T RP 5.32% 7/1/24 5.32 N/A N/A 0000808379 KLP208000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLP208000 2026-09-30 2029-04-30 0.875 - 2.875 N/A 106578600.00 98983877.88 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 97000000.00 97000000.00 0.0004 N Y Y N Natixis SA NATIXGR *G RP 5.34% 7/30/24 5.34 N/A N/A KKS148000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KKS148000 2024-07-31 2054-05-15 0.000 - 4.625 N/A 561027800.00 516740895.97 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-07-30 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 505000000.00 505000000.00 0.0023 N N Y N Natixis SA NATIXGR T RP 5.32% 7/1/24 5.32 N/A N/A KLP226000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLP226000 2024-07-31 2054-05-15 0.250 - 4.750 N/A 211235200.00 202112760.22 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 198000000.00 198000000.00 0.0009 N Y Y N Nomura Securities International FICASH MU 5.328% 07/01/24 5.33 N/A N/A KLP594000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp N/A KLP594000 2026-03-01 2054-06-01 1.500 - 7.074 N/A 66095603.00 34755453.47 Agency Mortgage-Backed Securities Federal National Mortgage Association S6XOOCT0IEG5ABCC6L87 KLP594000 2025-12-01 2062-03-01 1.500 - 8.000 N/A 169767857.00 53999915.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KLP594000 2025-08-15 2062-06-20 2.000 - 7.500 N/A 45858619.00 18877320.48 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLP594000 2024-07-15 2053-11-15 0.375 - 6.500 N/A 180977616.00 177242200.13 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 279165000.00 279165000.00 0.0013 N Y Y N Norinchukin Bank NORGR G RP 5.35% 7/2/24 5.35 N/A N/A KLM125000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES OF A 254900HROIFWPRGM1V77 KLM125000 2031-08-15 2033-05-15 0.000 - 3.375 N/A 228674600.00 193886417.14 U.S. Treasuries (including strips) Y N/A N/A 2024-07-02 2024-07-02 2024-07-02 N N N 0.0521 190000000.00 190000000.00 0.0009 N N Y N Norinchukin Bank NORGR T RP 5.34% 7/1/24 5.34 N/A N/A KLP248000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES OF A 254900HROIFWPRGM1V77 KLP248000 2028-04-30 2032-02-15 0.000 - 1.875 N/A 71467100.00 65289685.82 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0534 64000000.00 64000000.00 0.0003 N Y Y N RBC Dominion Securities, Inc. FICASH MU 5.328% 07/01/24 5.33 N/A N/A KLP594000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLP594000 2040-05-01 2054-02-01 1.500 - 7.000 N/A 481865363.00 183340456.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLP594000 2039-10-01 2054-02-01 1.500 - 7.000 N/A 520511807.00 182546844.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KLP594000 2045-04-20 2053-06-20 2.000 - 6.500 N/A 673424014.00 370001840.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLP594000 2024-07-02 2054-05-15 0.000 - 5.500 N/A 1318280955.00 1268568978.69 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 1964092000.00 1964092000.00 0.0089 N Y Y N RBC Dominion Securities RBCDOMGR *G RP 5.33% 8/1/24 5.33 N/A N/A KKY045000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KKY045000 2024-07-02 2053-11-15 0.000 - 6.000 N/A 866722100.00 809255928.75 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-08-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 791000000.00 791000000.00 0.0036 N N Y N RBC Dominion Securities RBCDOMGR G RP 5.35% 7/2/24 5.35 N/A N/A KLM100000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLM100000 2047-08-01 2054-02-01 2.000 - 6.500 N/A 36947721.00 25737253.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLM100000 2041-12-01 2054-01-01 1.500 - 6.500 N/A 330098835.00 74344602.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KLM100000 2047-03-20 2054-01-20 2.000 - 6.500 N/A 301857211.00 121870179.48 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLM100000 2026-01-31 2049-02-15 0.000 - 4.750 N/A 3343300.00 1634657.93 U.S. Treasuries (including strips) Y N/A N/A 2024-07-02 2024-07-02 2024-07-02 N N N 0.0521 219000000.00 219000000.00 0.0010 N N Y N RBC Financial Group RBCNYGR *G RP 5.34% 7/31/24 5.34 N/A N/A KKH460000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KKH460000 2027-05-01 2054-06-01 2.000 - 7.500 N/A 211876287.00 147835703.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KKH460000 2027-09-01 2054-06-01 1.500 - 6.500 N/A 745978997.00 655823902.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KKH460000 2025-06-15 2025-06-15 4.500 N/A 483109.00 3098.94 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KKH460000 2026-06-30 2053-11-15 0.125 - 5.500 N/A 315264400.00 322786390.95 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-07-31 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0523 1097000000.00 1097000000.00 0.0050 N N Y N RBC Financial Group RBCNYGR *G RP 5.34% 7/31/24 5.34 N/A N/A KKX931000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KKX931000 2025-06-01 2054-06-01 2.000 - 7.645 N/A 255196852.00 208234430.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KKX931000 2026-10-01 2054-06-01 1.086 - 6.635 N/A 206354989.00 168861189.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KKX931000 2035-04-20 2054-01-20 1.500 - 8.000 N/A 409683957.00 377682444.09 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 KKX931000 2024-07-15 2054-05-15 0.000 - 7.625 N/A 435851314.00 380527394.52 U.S. Treasuries (including strips) Y N/A N/A 2024-07-05 2024-07-05 2024-07-31 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0523 1107000000.00 1107000000.00 0.0050 N N Y N Royal Bank of Canada FICASH MU 5.328% 07/01/24 5.33 N/A N/A KLP594000_07750 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KLP594000 2024-07-15 2053-08-15 0.250 - 4.625 N/A 193597786.00 176783563.80 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 172892000.00 172892000.00 0.0008 N Y Y N Royal Bank of Canada FICASH MR 5.32% 07/01/24 5.32 N/A N/A KLP681000_07750 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KLP681000 2024-07-15 2053-08-15 0.250 - 4.625 N/A 363921.00 332315.31 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 325000.00 325000.00 0.0000 N Y Y N SMBC Nikko Securities America, Inc. NIKKOGR T RP 5.32% 7/1/24 5.32 N/A N/A KLP227000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLP227000 2024-09-30 2054-02-15 0.000 - 7.500 N/A 1314879300.00 1305428632.40 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 1279000000.00 1279000000.00 0.0058 N Y Y N SMBC Nikko Securities America, Inc. NIKKOGR M RP 5.33% 7/1/24 5.33 N/A N/A KLP228000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp N/A KLP228000 2037-11-01 2054-06-01 2.500 - 6.500 N/A 79761769.00 76214317.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLP228000 2032-01-01 2054-05-01 1.500 - 7.000 N/A 173404251.00 148285026.02 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KLP228000 2024-10-08 2024-10-08 0.000 N/A 1035700.00 1020818.03 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 221000000.00 221000000.00 0.0010 N Y Y N Societe Generale SOCGENFR G RP 5.33% 7/1/24 5.33 N/A N/A KLK681000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLK681000 2043-08-15 2049-11-15 2.375 - 3.625 N/A 136374200.00 99688098.05 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 97000000.00 97000000.00 0.0004 N Y Y N Societe Generale SGPARGR G RP 5.35% 7/3/24 5.35 N/A N/A KLO277000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLO277000 2027-01-15 2041-08-15 1.750 - 4.625 N/A 560800900.00 506220742.81 U.S. Treasuries (including strips) Y N/A N/A 2024-07-03 2024-07-03 2024-07-03 N N N 0.0521 496000000.00 496000000.00 0.0022 N N Y N Societe Generale FICASH MU 5.328% 07/01/24 5.33 N/A N/A KLP594000_00925 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KLP594000 2024-11-15 2054-05-15 1.125 - 7.625 N/A 334509742.00 262275607.56 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 255835000.00 255835000.00 0.0012 N Y Y N Sumitomo Mitsui Banking Corp. NY FICASH MU 5.328% 07/01/24 5.33 N/A N/A KLP594000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KLP594000 2024-08-31 2051-02-15 0.375 - 5.250 N/A 810652359.00 730983746.49 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 715414000.00 715414000.00 0.0032 N Y Y N Sumitomo Mitsui Banking Corp. SUMITRGT *G RP 5.38% 7/3/24 5.38 N/A N/A KKY967000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KKY967000 2028-08-31 2029-08-15 1.625 - 4.375 N/A 52149000.00 46093401.05 U.S. Treasuries (including strips) Y N/A N/A 2024-07-03 2024-07-03 2024-07-03 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 5 N N/A N/A N N 0.0524 45000000.00 45000000.00 0.0002 N N Y N Sumitomo Mitsui Banking Corp. SUMITRGT *G RP 5.38% 7/17/24 5.38 N/A N/A KLP546000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-07-05 2024-07-05 2024-07-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0525 44750000.00 44750000.00 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. Sumitomo Mitsui Banking Corp. FICASH MU 5.328% 07/01/24 5.33 N/A N/A KLP594000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLP594000 2053-02-01 2053-04-01 5.500 N/A 600851726.00 537069639.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLP594000 2048-12-01 2053-05-01 2.000 - 5.500 N/A 4083124548.00 1305549627.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KLP594000 2042-10-20 2054-05-20 3.000 - 6.500 N/A 3442737899.00 2060764106.28 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 3792532000.00 3792532000.00 0.0172 N Y Y N TD Securities (U.S.A.) TDGR T RP 5.32% 7/1/24 5.32 N/A N/A KLP223000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLP223000 2027-01-31 2031-08-15 1.250 - 1.500 N/A 356742500.00 297972133.59 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 292000000.00 292000000.00 0.0013 N Y Y N TD Securities (U.S.A.) TDGR M RP 5.33% 7/1/24 5.33 N/A N/A KLP224000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLP224000 2041-02-01 2054-04-01 2.000 - 6.000 N/A 1214056370.00 448999342.01 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 440000000.00 440000000.00 0.0020 N Y Y N US Treasury Bill UST BILLS 0% 08/08/2024 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 0.0494 461432340.00 461432340.00 0.0021 N Y Y N US Treasury Bill UST BILLS 0% 09/05/2024 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 0.0515 148564740.00 148564740.00 0.0007 N Y Y N US Treasury Bill UST BILLS 0% 10/03/2024 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 0.0517 1866434350.00 1866434350.00 0.0085 N Y Y N US Treasury Bill UST BILLS 0% 10/31/2024 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 0.0526 482389087.50 482389087.50 0.0022 N Y Y N US Treasury Bill UST BILLS 0% 11/29/2024 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 0.0524 391116218.67 391116218.67 0.0018 N Y Y N US Treasury Bill UST BILLS 0% 07/05/2024 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 0.0305 2375419354.54 2375419354.54 0.0108 N Y Y N US Treasury Bill UST BILLS 0% 07/18/2024 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 0.0453 2324212536.30 2324212536.30 0.0105 N Y Y N US Treasury Bill UST BILLS 0% 07/25/2024 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 0.0472 2328046662.00 2328046662.00 0.0106 N Y Y N US Treasury Bill UST BILLS 0% 08/01/2024 912797JU2 254900HROIFWPRGM1V77 US912797JU24 KDV464000 U.S. Treasury Debt Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0486 103529653.76 103529653.76 0.0005 N Y Y N US Treasury Bill UST BILLS 0% 08/15/2024 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 0.0500 465927243.32 465927243.32 0.0021 N Y Y N US Treasury Bill UST BILLS 0% 08/22/2024 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 0.0503 700670003.58 700670003.58 0.0032 N Y Y N US Treasury Bill UST BILLS 0% 08/29/2024 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 0.0510 3706500969.67 3706500969.67 0.0168 N Y Y N US Treasury Bill UST BILLS 0% 07/02/2024 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 0.0133 2286665160.33 2286665160.33 0.0104 N Y Y N US Treasury Bill UST BILLS 0% 07/09/2024 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 0.0384 645250278.24 645250278.24 0.0029 N Y Y N US Treasury Bill UST BILLS 0% 09/12/2024 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 0.0520 2274581746.25 2274581746.25 0.0103 N Y Y N US Treasury Bill UST BILLS 0% 07/16/2024 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 0.0444 2686105650.64 2686105650.64 0.0122 N Y Y N US Treasury Bill UST BILLS 0% 09/19/2024 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 0.0520 4465653955.02 4465653955.02 0.0202 N Y Y N US Treasury Bill UST BILLS 0% 07/23/2024 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 0.0469 4456854914.90 4456854914.90 0.0202 N Y Y N US Treasury Bill UST BILLS 0% 09/26/2024 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 0.0523 2381543483.04 2381543483.04 0.0108 N Y Y N US Treasury Bill UST BILLS 0% 07/30/2024 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 0.0483 3800060641.45 3800060641.45 0.0172 N Y Y N US Treasury Bill UST BILLS 0% 08/06/2024 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 0.0490 2584923798.95 2584923798.95 0.0117 N Y Y N US Treasury Bill UST BILLS 0% 10/10/2024 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 0.0521 915262870.03 915262870.03 0.0041 N Y Y N US Treasury Bill UST BILLS 0% 08/13/2024 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 0.0499 97386433.76 97386433.76 0.0004 N Y Y N US Treasury Bill UST BILLS 0% 08/20/2024 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 0.0504 2014452895.83 2014452895.83 0.0091 N Y Y N US Treasury Bill UST BILLS 0% 10/24/2024 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 0.0523 2193032018.90 2193032018.90 0.0099 N Y Y N US Treasury Bill UST BILLS 0% 08/27/2024 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 0.0508 2211480786.60 2211480786.60 0.0100 N Y Y N US Treasury Bill UST BILLS 0% 11/07/2024 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 0.0526 650717374.71 650717374.71 0.0030 N Y Y N US Treasury Bill UST BILLS 0% 09/24/2024 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 0.0521 412856046.02 412856046.02 0.0019 N Y Y N US Treasury Bill UST BILLS 0% 10/01/2024 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 0.0520 2108547041.72 2108547041.72 0.0096 N Y Y N US Treasury Bill UST BILLS 0% 12/05/2024 912797LF2 254900HROIFWPRGM1V77 US912797LF29 KKH561000 U.S. Treasury Debt Y N/A N/A 2024-12-05 2024-12-05 2024-12-05 N N N 0.0524 74298032.44 74298032.44 0.0003 N Y Y N US Treasury Bill UST BILLS 0% 10/08/2024 912797LS4 254900HROIFWPRGM1V77 US912797LS40 KKO841000 U.S. Treasury Debt Y N/A N/A 2024-10-08 2024-10-08 2024-10-08 N N N 0.0522 2196947046.83 2196947046.83 0.0100 N Y Y N US Treasury Bill UST BILLS 0% 10/15/2024 912797LT2 254900HROIFWPRGM1V77 US912797LT23 KKW221000 U.S. Treasury Debt Y N/A N/A 2024-10-15 2024-10-15 2024-10-15 N N N 0.0523 1735001067.82 1735001067.82 0.0079 N Y Y N US Treasury Bill UST BILLS 0% 10/22/2024 912797LU9 254900HROIFWPRGM1V77 US912797LU95 KLE509000 U.S. Treasury Debt Y N/A N/A 2024-10-22 2024-10-22 2024-10-22 N N N 0.0525 1611728020.80 1611728020.80 0.0073 N Y Y N US Treasury Bill UST BILLS 0% 10/29/2024 912797LV7 254900HROIFWPRGM1V77 US912797LV78 KLM270000 U.S. Treasury Debt Y N/A N/A 2024-10-29 2024-10-29 2024-10-29 N N N 0.0522 2252461005.96 2252461005.96 0.0102 N Y Y N US Treasury Note USTN TII 0.125% 07/15/2024 0.13 912828WU0 254900HROIFWPRGM1V77 US912828WU04 912828WU0 U.S. Treasury Debt Y N/A N/A 2024-07-15 2024-07-15 2024-07-15 N N N 0.0393 2131739186.18 2131739186.18 0.0097 N Y Y N US Treasury Note UST NOTES 2.125% 05/15/2025 2.13 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 0.0517 162674960.52 162674960.52 0.0007 N Y Y N US Treasury Note UST NOTES 2.875% 04/30/2025 2.88 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 0.0518 284554003.00 284554003.00 0.0013 N Y Y N US Treasury Note UST NOTES 1.75% 07/31/2024 1.75 912828Y87 254900HROIFWPRGM1V77 US912828Y875 EIC532000 U.S. Treasury Debt Y N/A N/A 2024-07-31 2024-07-31 2024-07-31 N N N 0.0501 49851237.00 49851237.00 0.0002 N Y Y N US Treasury Note UST NOTES 0.5% 03/31/2025 0.50 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 0.0518 29937099.59 29937099.59 0.0001 N Y Y N US Treasury Note UST NOTES 0.375% 04/30/2025 0.38 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 0.0516 341219482.20 341219482.20 0.0015 N Y Y N US Treasury Note UST NOTES 1.125% 01/15/2025 1.13 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 103667793.30 103667793.30 0.0005 N Y Y N US Treasury Note UST NOTES 2.75% 05/15/2025 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 0.0518 587589846.00 587589846.00 0.0027 N Y Y N US Treasury Note UST NOTES 3MB+3.7 07/31/24 5.34 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2024-07-01 2024-07-31 2024-07-31 N N N 0.0545 1244749804.80 1244749804.80 0.0056 N Y Y N US Treasury Note USTN 3MB+14 10/31/24 5.45 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2024-07-01 2024-10-31 2024-10-31 N N N 0.0529 371630790.29 371630790.29 0.0017 N Y Y N US Treasury Note UST NOTES 3.875% 03/31/2025 3.88 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 0.0521 151498389.15 151498389.15 0.0007 N Y Y N US Treasury Note UST NOTES 3.875% 04/30/2025 3.88 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 0.0519 682574413.20 682574413.20 0.0031 N Y Y N Wells Fargo Bank National Asso FICASH MU 5.328% 07/01/24 5.33 N/A N/A KLP594000_00412 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KLP594000 2024-08-15 2042-05-15 0.375 - 4.875 N/A 203306296.00 202884283.27 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 198818000.00 198818000.00 0.0009 N Y Y N Wells Fargo Securities LLC FICASH MU 5.328% 07/01/24 5.33 N/A N/A KLP594000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp N/A KLP594000 2029-02-25 2029-02-25 7.789 N/A 1473465.00 499115.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 KLP594000 2024-09-15 2063-12-20 1.500 - 8.500 N/A 2164687329.00 1076213864.17 Agency Mortgage-Backed Securities MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT N/A KLP594000 2049-10-25 2049-10-25 8.700 N/A 549800.00 504254.88 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 KLP594000 2037-02-15 2052-08-15 2.250 - 4.750 N/A 47066135.00 43528319.78 U.S. Treasuries (including strips) Y N/A N/A 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 1098184000.00 1098184000.00 0.0050 N Y Y N Wells Fargo Securities, LLC WELLSFAR G RP 5.38% 8/19/24 5.38 N/A N/A 0000276523 KJV908000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KJV908000 2024-10-01 2057-01-01 1.500 - 7.000 N/A 814374179.00 597277364.22 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-19 2024-08-19 2024-08-19 N N N 0.0528 582000000.00 582000000.00 0.0026 N N N Y Wells Fargo Securities, LLC WELLSFAR G RP 5.39% 8/26/24 5.39 N/A N/A 0000276523 KKF953000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KKF953000 2054-06-01 2054-06-01 6.500 N/A 289276064.00 296280594.61 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-26 2024-08-26 2024-08-26 N N N 0.0529 289000000.00 289000000.00 0.0013 N N N Y Wells Fargo Securities, LLC WELLSFAR G RP 5.39% 9/19/24 5.39 N/A N/A 0000276523 KKV481000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp N/A KKV481000 2033-12-01 2054-06-01 1.500 - 6.500 N/A 349906300.00 296685757.36 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0531 290000000.00 290000000.00 0.0013 N N N Y Wells Fargo Securities, LLC WELLSFAR G RP 5.39% 9/19/24 5.39 N/A N/A 0000276523 KKX081000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KKX081000 2034-06-01 2054-06-01 2.000 - 6.500 N/A 334989196.00 297664370.58 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0531 291000000.00 291000000.00 0.0013 N N N Y Wells Fargo Securities, LLC WELLSFAR G RP 5.39% 9/19/24 5.39 N/A N/A 0000276523 KKX932000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KKX932000 2054-06-01 2054-06-01 5.500 N/A 299473070.00 297619930.64 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0531 291000000.00 291000000.00 0.0013 N N N Y Wells Fargo Securities, LLC WELLSFAR G RP 5.39% 9/19/24 5.39 N/A N/A 0000276523 KLH665000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLH665000 2025-09-01 2057-01-01 1.500 - 7.500 N/A 697051356.00 445385844.67 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0531 436000000.00 436000000.00 0.0020 N N N Y Fidelity Government Cash Reserves 2024-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer