0001752724-24-171604.txt : 20240807 0001752724-24-171604.hdr.sgml : 20240807 20240807095651 ACCESSION NUMBER: 0001752724-24-171604 CONFORMED SUBMISSION TYPE: N-MFP3 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240731 FILED AS OF DATE: 20240807 DATE AS OF CHANGE: 20240807 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: 241182034 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 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2024-07-15 1.0003 2024-07-16 1.0003 2024-07-17 1.0003 2024-07-18 1.0002 2024-07-19 1.0002 2024-07-22 1.0002 2024-07-23 1.0003 2024-07-24 1.0003 2024-07-25 1.0003 2024-07-26 1.0003 2024-07-29 1.0003 2024-07-30 1.0003 2024-07-31 6693761961.01 4453220867.98 2024-07-01 4504975190.80 4618721535.47 2024-07-02 3707525092.26 4201055332.67 2024-07-03 4205415060.14 3560122540.76 2024-07-05 3525297734.88 3737810042.09 2024-07-08 3763485035.18 4166536747.28 2024-07-09 3231547300.77 4200593353.94 2024-07-10 4699932468.58 4052802336.22 2024-07-11 3948479657.77 4563139549.50 2024-07-12 4501966766.50 3920345825.21 2024-07-15 4335142373.65 4273847795.35 2024-07-16 3926508756.96 4159420235.04 2024-07-17 5051973365.85 4732460520.47 2024-07-18 3769144135.01 4275607468.15 2024-07-19 3105915230.36 3458555687.99 2024-07-22 4047655209.19 4147806023.84 2024-07-23 3383652368.42 3787062201.12 2024-07-24 4790006372.47 4313898122.29 2024-07-25 3872909969.49 4116924795.80 2024-07-26 3695898601.77 3656806574.39 2024-07-29 3687434264.32 4097355487.21 2024-07-30 4542858078.25 3677704465.48 2024-07-31 90991484993.63 90171797508.25 0.0500 2024-07-01 0.0500 2024-07-02 0.0500 2024-07-03 0.0500 2024-07-05 0.0499 2024-07-08 0.0499 2024-07-09 0.0499 2024-07-10 0.0499 2024-07-11 0.0499 2024-07-12 0.0500 2024-07-15 0.0500 2024-07-16 0.0500 2024-07-17 0.0500 2024-07-18 0.0500 2024-07-19 0.0500 2024-07-22 0.0500 2024-07-23 0.0500 2024-07-24 0.0500 2024-07-25 0.0500 2024-07-26 0.0501 2024-07-29 0.0501 2024-07-30 0.0501 2024-07-31 N N Canadian Imperial Bank of Commerce CIBCGR *G RP 5.35% 9/19/24 5.35 N/A N/A KMP908000 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 N/A KMP908000 2028-07-01 2054-08-01 2.000 - 7.000 N/A 184489540.00 148332634.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A KMP908000 2047-05-01 2053-08-01 3.000 - 6.500 N/A 28821124.00 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(U.S.A.) 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FICASH MR 5.34% 08/01/24 5.34 N/A N/A KNL699000_03556 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 KNL699000 2039-10-01 2054-08-01 2.002 - 7.000 N/A 3954.00 1482.74 Agency Mortgage-Backed Securities Resolution Funding Corp N/A KNL699000 2025-01-15 2030-04-15 0.000 - 8.875 N/A 111.00 94.91 Agency Debentures and Agency Strips Federal National Mortgage Association N/A KNL699000 2026-03-01 2054-07-01 2.000 - 7.500 N/A 23538.00 8487.58 Agency Mortgage-Backed Securities United States Treasury N/A KNL699000 2024-09-15 2036-02-15 0.375 - 6.625 N/A 30674.00 29720.67 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 39000.00 39000.00 0.0000 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 07/08/2025 5.45 3130AYEN2 2549001DPIFGXC1TOL40 US3130AYEN20 0001026214 KDD806000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-07-08 2025-07-08 N N N 0.0536 153112782.42 153112782.42 0.0007 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 0.0490 290253196.10 290253196.10 0.0013 N N N N MUFG Securities EMEA PLC MUFSECGR T RP 5.34% 8/1/24 5.34 N/A N/A KNK024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KNK024000 2042-02-15 2043-08-15 2.375 - 4.375 N/A 238442800.00 199780848.16 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 196000000.00 196000000.00 0.0009 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 11/07/2024 5.45 3130AWTB6 2549001DPIFGXC1TOL40 US3130AWTB60 0001026214 JWP901000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-07 2024-11-07 N N N 0.0524 311616466.74 311616466.74 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 10/03/2024 5.34 3130B1ML8 2549001DPIFGXC1TOL40 US3130B1ML88 0001026214 KKH555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-10-03 2024-10-03 N N N 0.0522 352012312.96 352012312.96 0.0016 N N N N TD Securities (U.S.A.) TDGR M RP 5.34% 8/1/24 5.34 N/A N/A KNK038000 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 KNK038000 2051-09-01 2053-01-01 2.000 - 6.000 N/A 612126648.00 441725513.07 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 433000000.00 433000000.00 0.0020 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 08/26/2024 5.37 3130AYBG0 2549001DPIFGXC1TOL40 US3130AYBG06 0001026214 KCS652000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-08-26 2024-08-26 N N N 0.0520 110003319.80 110003319.80 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 11/29/2024 5.36 3130B16U6 2549001DPIFGXC1TOL40 US3130B16U69 0001026214 KIK661000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-29 2024-11-29 N N N 0.0523 72008712.00 72008712.00 0.0003 N N N N Natixis SA NATIXGR *G RP 5.34% 9/18/24 5.34 N/A N/A KNI185000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNI185000 2024-08-08 2054-05-15 0.000 - 6.000 N/A 417174000.00 399382948.55 U.S. Treasuries (including strips) Y N/A N/A 2024-08-07 2024-08-07 2024-09-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 391000000.00 391000000.00 0.0018 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/20/2024 5.34 3130AYZZ2 2549001DPIFGXC1TOL40 US3130AYZZ21 0001026214 KEQ894000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-08-20 2024-08-20 N N N 0.0520 240001876.80 240001876.80 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/06/2024 5.43 3130AVBG6 2549001DPIFGXC1TOL40 US3130AVBG66 0001026214 JXJ659000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-09-06 2024-09-06 N N N 0.0520 155017050.00 155017050.00 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/09/2024 5.34 3130B1LS4 2549001DPIFGXC1TOL40 US3130B1LS41 0001026214 KKG650000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-09 2024-12-09 N N N 0.0527 28002859.08 28002859.08 0.0001 N N N 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 0.0523 1619308602.00 1619308602.00 0.0073 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 03/07/2025 5.51 3133EPLN3 254900C5LP6DN9OP9V83 US3133EPLN33 4003205 KBQ590000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-03-07 2025-03-07 N N N 0.0533 172167588.20 172167588.20 0.0008 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 0.0517 75933305.44 75933305.44 0.0003 N N N N Sumitomo Mitsui Banking Corp. FICASH MU 5.342% 08/01/24 5.34 N/A N/A KNL615000_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 National Mortgage Association N/A KNL615000 2048-12-01 2053-05-01 2.000 - 5.500 N/A 4020736016.00 1291852391.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A KNL615000 2053-02-01 2053-04-01 5.500 N/A 591670950.00 529381567.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KNL615000 2042-10-20 2054-06-20 3.000 - 6.500 N/A 3425072303.00 2058232676.15 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 3778009000.00 3778009000.00 0.0171 N Y Y N BMO Chicago Branch BMOCHIGR G RP 5.34% 8/6/24 5.34 N/A N/A KNI616000 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 KNI616000 2052-04-20 2064-02-16 3.500 - 6.894 N/A 279478479.00 223576308.38 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-08-06 2024-08-06 2024-08-06 N N N 0.0521 217000000.00 217000000.00 0.0010 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/24/2025 5.48 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-07-24 2025-07-24 N N N 0.0537 107105173.51 107105173.51 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 01/27/2025 5.46 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-01-27 2025-01-27 N N N 0.0531 313222230.00 313222230.00 0.0014 N N N N Ficc Natixis Dvp Repo NAT FID T RP 5.34% 8/1/24 5.34 N/A KX1WK48MPD4Y2NCUIZ63 KNK006000 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 KNK006000 2026-07-31 2026-07-31 4.375 N/A 599596100.00 599689786.89 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 588000000.00 588000000.00 0.0027 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 09/26/2025 5.49 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-09-26 2025-09-26 N N N 0.0537 107132850.13 107132850.13 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2024 5.34 3130AYP91 2549001DPIFGXC1TOL40 US3130AYP914 0001026214 KDU919000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-09-05 2024-09-05 N N N 0.0520 256005916.16 256005916.16 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 07/16/2025 5.42 3130AYWR3 2549001DPIFGXC1TOL40 US3130AYWR32 0001026214 KGS341000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-07-16 2025-07-16 N N N 0.0537 84032030.04 84032030.04 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 05/19/2025 5.46 3130AXTF5 2549001DPIFGXC1TOL40 US3130AXTF57 0001026214 KBI506000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-05-19 2025-05-19 N N N 0.0535 155110342.95 155110342.95 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/20/2025 5.46 3130AXAS7 2549001DPIFGXC1TOL40 US3130AXAS79 0001026214 JYC512000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-03-20 2025-03-20 N N N 0.0531 235698486.47 235698486.47 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 09/19/2025 5.41 3130B0HG7 2549001DPIFGXC1TOL40 US3130B0HG75 0001026214 KGS340000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-09-19 2025-09-19 N N N 0.0537 22007054.52 22007054.52 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 08/28/2024 5.34 3130AYQ25 2549001DPIFGXC1TOL40 US3130AYQ250 0001026214 KDV666000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-08-28 2024-08-28 N N N 0.0520 105001601.25 105001601.25 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/28/2025 5.49 3130AWNS5 2549001DPIFGXC1TOL40 US3130AWNS59 0001026214 JWV095000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-07-28 2025-07-28 N N N 0.0537 3203699.23 3203699.23 0.0000 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/09/2024 313384J91 2549001DPIFGXC1TOL40 US313384J917 EJG654000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-09 2024-10-09 2024-10-09 N N N 0.0526 100984532.88 100984532.88 0.0005 N N N N US Treasury Notes USTN 3MB+14 10/31/24 5.40 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2024-08-01 2024-10-31 2024-10-31 N N N 0.0530 371526350.50 371526350.50 0.0017 N Y Y N Citigroup Global Markets, Inc. FICASH MU 5.342% 08/01/24 5.34 N/A N/A KNL615000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association N/A KNL615000 2024-08-15 2063-10-20 2.000 - 9.500 N/A 2159500962.00 534451883.84 Agency Mortgage-Backed Securities United States Treasury N/A KNL615000 2024-08-06 2031-04-30 0.000 - 4.625 N/A 777802657.00 765769515.20 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0534 1274538000.00 1274538000.00 0.0058 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 11/26/2025 5.41 3133ERCY5 254900C5LP6DN9OP9V83 US3133ERCY54 4003205 KLD589000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-11-26 2025-11-26 N N N 0.0540 40998348.11 40998348.11 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 01/22/2025 5.38 3133EPX26 254900C5LP6DN9OP9V83 US3133EPX268 4003205 KDN620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-01-22 2025-01-22 N N N 0.0533 88017099.28 88017099.28 0.0004 N N N N Credit Agricole CIB New York Branch FICASH MR 5.34% 08/01/24 5.34 N/A N/A KNL699000_02102 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 N/A KNL699000 2024-08-15 2032-11-15 0.625 - 5.000 N/A 631749.00 625708.99 U.S. Treasuries (including strips) Government National Mortgage Association N/A KNL699000 2049-12-20 2054-07-20 3.000 - 6.500 N/A 260252.00 174089.70 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 784000.00 784000.00 0.0000 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 04/03/2025 5.34 3130B25J0 2549001DPIFGXC1TOL40 US3130B25J06 0001026214 KND199000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-04-03 2025-04-03 N N N 0.0533 202999486.41 202999486.41 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/15/2024 5.34 3130AYYM2 2549001DPIFGXC1TOL40 US3130AYYM27 0001026214 KEQ292000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-08-15 2024-08-15 N N N 0.0520 224001426.88 224001426.88 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/05/2024 5.34 3130B0PH6 2549001DPIFGXC1TOL40 US3130B0PH66 0001026214 KGO533000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-05 2024-11-05 N N N 0.0524 288026150.40 288026150.40 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 05/27/2025 5.48 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 4003205 JWD539000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-05-27 2025-05-27 N N N 0.0535 56052315.76 56052315.76 0.0003 N N N N BNP Paribas, SA BNP (GR) *G RP 5.33% 8/5/24 5.33 N/A N/A KLV497000 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 N/A KLV497000 2036-11-17 2040-07-02 2.020 - 3.650 N/A 12000.00 9457.85 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 KLV497000 2025-10-31 2050-08-15 0.000 - 5.429 N/A 225606343.00 105856549.48 U.S. Treasuries (including strips) Federal National Mortgage Association N/A KLV497000 2028-11-01 2054-07-01 2.500 - 7.050 N/A 65968612.00 64769225.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KLV497000 2037-03-20 2064-05-20 1.500 - 7.000 N/A 139535753.00 65559484.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A KLV497000 2028-05-01 2054-07-01 1.220 - 7.000 N/A 70422791.00 62927406.94 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-05 2024-08-05 2024-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0520 291000000.00 291000000.00 0.0013 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/14/2025 5.49 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-10-14 2025-10-14 N N N 0.0535 424630080.96 424630080.96 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/04/2025 3130B26Q3 2549001DPIFGXC1TOL40 US3130B26Q30 0001026214 KNJ057000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-08-02 2025-02-04 2025-02-04 N N N 0.0000 98000000.00 98000000.00 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 09/20/2024 5.38 3133EPQ65 254900C5LP6DN9OP9V83 US3133EPQ650 4003205 KCP971000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-09-20 2024-09-20 N N N 0.0521 35003125.50 35003125.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/03/2024 5.46 3133EPNQ4 254900C5LP6DN9OP9V83 US3133EPNQ46 4003205 JVB493000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-10-03 2024-10-03 N N N 0.0521 69018065.58 69018065.58 0.0003 N N N N US Treasury Bill UST BILLS 0% 12/03/2024 912797ME4 254900HROIFWPRGM1V77 US912797ME45 KNI933000 U.S. Treasury Debt Y N/A N/A 2024-12-03 2024-12-03 2024-12-03 N N N 0.0500 1593806606.51 1593806606.51 0.0072 N Y Y N 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 2026-01-01 2054-08-01 2.000 - 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5.384 N/A 99671400.00 99160216.92 U.S. Treasuries (including strips) Y N/A N/A 2024-08-07 2024-08-07 2024-08-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 97000000.00 97000000.00 0.0004 N N Y N Fixed Income Clearing Corp - BNP BNP FIG T RP 5.34% 8/1/24 5.34 N/A N/A KNK033000 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 KNK033000 2024-10-31 2054-05-15 1.125 - 5.429 N/A 2019903700.00 1899521768.43 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 1862000000.00 1862000000.00 0.0084 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 05/05/2025 3130B26P5 2549001DPIFGXC1TOL40 US3130B26P56 0001026214 KNI885000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-08-02 2025-05-05 2025-05-05 N N N 0.0000 384000000.00 384000000.00 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/14/2025 5.35 3130B1XW2 2549001DPIFGXC1TOL40 US3130B1XW25 0001026214 KMC663000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-02-14 2025-02-14 N N N 0.0519 70545788.34 70545788.34 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 04/30/2025 5.35 3130B24V4 2549001DPIFGXC1TOL40 US3130B24V43 0001026214 KNB311000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-04-30 2025-04-30 N N N 0.0531 140020021.40 140020021.40 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/21/2025 5.49 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 0001026214 KHC753000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-08-21 2025-08-21 N N N 0.0537 201741811.06 201741811.06 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 10/01/2024 5.44 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 JRI350000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-10-01 2024-10-01 N N N 0.0521 173037944.09 173037944.09 0.0008 N N N N Fixed Income Clearing Corp - Citi CITG FIG T RP 5.34% 8/1/24 5.34 N/A 6SHGI4ZSSLCXXQSBB395 KNK005000 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 N/A KNK005000 2024-08-15 2052-11-15 0.250 - 6.625 N/A 892239300.00 799798676.48 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 784000000.00 784000000.00 0.0035 N Y Y N Fixed Income Clearing Corp - State Street Bank SSB FIG M RP 5.35% 8/1/24 5.35 N/A N/A KNJ990000 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 National Mortgage Association N/A KNJ990000 2027-12-01 2054-07-01 1.500 - 7.000 N/A 1105655603.00 519945622.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A KNJ990000 2042-08-01 2054-07-01 2.500 - 7.000 N/A 369265927.00 145193209.87 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KNJ990000 2050-11-15 2050-11-15 1.625 N/A 2690700.00 1530050.78 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 652000000.00 652000000.00 0.0029 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 02/05/2025 5.38 3130AYT89 2549001DPIFGXC1TOL40 US3130AYT890 0001026214 KED585000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-02-05 2025-02-05 N N N 0.0531 599197370.50 599197370.50 0.0027 N N N 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 2679480408.00 2679480408.00 0.0121 N Y Y 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 0.0531 228933145.74 228933145.74 0.0010 N N Y N BMO Chicago Branch BMOCHIGR *G RP 5.35% 8/19/24 5.35 N/A N/A KMK298000 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 KMK298000 2072-06-20 2072-11-20 6.144 - 6.344 N/A 114365781.00 112520269.24 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-08-07 2024-08-07 2024-08-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 109000000.00 109000000.00 0.0005 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 11/03/2025 5.49 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 4003205 KAU628000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-11-03 2025-11-03 N N N 0.0536 100143992.00 100143992.00 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/27/2024 5.35 3130B1J57 2549001DPIFGXC1TOL40 US3130B1J574 0001026214 KJX142000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-27 2024-12-27 N N N 0.0528 70010084.20 70010084.20 0.0003 N N N N BNP Paribas, SA BNP (GR) *G RP 5.33% 8/1/24 5.33 N/A N/A KLT164000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KLT164000 2025-04-30 2048-05-15 0.625 - 5.504 N/A 961189200.00 914015918.96 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0533 892000000.00 892000000.00 0.0040 N Y Y N Fixed Income Clearing Corp - BNYM BNY FIT T RP 5.34% 8/1/24 5.34 N/A N/A KNK031000 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 N/A KNK031000 2026-09-15 2051-02-15 0.125 - 4.625 N/A 4763648500.00 4542060017.23 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 4453000000.00 4453000000.00 0.0201 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/22/2025 5.43 3130B05P0 2549001DPIFGXC1TOL40 US3130B05P02 0001026214 KJP809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-09-22 2025-09-22 N N N 0.0537 143079600.95 143079600.95 0.0006 N N N 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 N/A KKY045000 2024-09-19 2054-02-15 0.000 - 5.384 N/A 867539800.00 813310330.94 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0533 791000000.00 791000000.00 0.0036 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 02/03/2025 5.46 3130AWSX9 2549001DPIFGXC1TOL40 US3130AWSX99 0001026214 KBQ592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-02-03 2025-02-03 N N N 0.0531 143817307.83 143817307.83 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 02/27/2026 5.41 3130B1LC9 2549001DPIFGXC1TOL40 US3130B1LC98 0001026214 KKG137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-02-27 2026-02-27 N N N 0.0539 141033424.05 141033424.05 0.0006 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 0.0537 705304698.84 705304698.84 0.0032 N N N 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 97450322.43 97450322.43 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/09/2024 5.34 3130AYRW8 2549001DPIFGXC1TOL40 US3130AYRW81 0001026214 KEB680000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-08-09 2024-08-09 N N N 0.0519 150000475.50 150000475.50 0.0007 N N N N Citibank NA CITIBK G RP 5.35% 8/7/24 5.35 N/A N/A 0000036684 KNK011000 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 KNK011000 2031-03-01 2054-07-01 1.500 - 9.000 N/A 52817048.00 41746425.00 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KNK011000 2024-08-20 2074-06-20 2.000 - 7.200 N/A 98975931.00 82344629.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A KNK011000 2026-11-01 2058-01-01 1.500 - 7.724 N/A 354352103.00 206823519.46 Agency Mortgage-Backed Securities Resolution Funding Corp N/A KNK011000 2025-01-15 2029-10-15 0.000 N/A 759000.00 634690.31 Agency Debentures and Agency Strips Y N/A N/A 2024-08-07 2024-08-07 2024-08-07 N N N 0.0522 325000000.00 325000000.00 0.0015 N N Y 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 0.0490 290269320.10 290269320.10 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/10/2024 5.43 3133EPB61 254900C5LP6DN9OP9V83 US3133EPB611 4003205 KAX017000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-10 2024-12-10 N N N 0.0527 251104042.01 251104042.01 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+20 12/05/2024 5.53 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 4003205 JMX819000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-05 2024-12-05 N N N 0.0526 64049079.04 64049079.04 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 11/18/2024 5.45 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-18 2024-11-18 N N N 0.0524 317143207.92 317143207.92 0.0014 N N N N BNP Paribas, SA BNP (GR) *G RP SOFR+0.03% 9/16/24 5.36 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 2024-10-31 2054-05-15 0.375 - 6.625 N/A 3586514300.00 3414648224.50 U.S. Treasuries (including strips) Y N/A N/A 2024-08-07 2024-08-07 2024-09-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0526 3319000000.00 3319000000.00 0.0150 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/10/2026 5.45 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 4003205 KMA892000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-07-10 2026-07-10 N N N 0.0545 68999353.47 68999353.47 0.0003 N N N N Goldman Sachs & Co LLC GOLDMAN T RP 5.34% 8/1/24 5.34 N/A N/A 0000769993 KNK102000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KNK102000 2027-09-30 2027-09-30 4.125 N/A 337079800.00 341750714.79 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 335000000.00 335000000.00 0.0015 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 06/20/2025 5.38 3133ERBW0 254900C5LP6DN9OP9V83 US3133ERBW08 4003205 KJP647000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-06-20 2025-06-20 N N N 0.0536 73008520.56 73008520.56 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/01/2025 5.43 3130AYCB0 2549001DPIFGXC1TOL40 US3130AYCB00 0001026214 KCX050000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-04-01 2025-04-01 N N N 0.0531 16010472.00 16010472.00 0.0001 N N N N Bmo Capital Markets Corp BMOCAP G RP 5.34% 8/7/24 5.34 N/A N/A 0000772028 KNK070000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KNK070000 2024-08-31 2054-02-15 0.250 - 4.375 N/A 104118200.00 100081339.22 U.S. Treasuries (including strips) Y N/A N/A 2024-08-07 2024-08-07 2024-08-07 N N N 0.0521 98000000.00 98000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 03/03/2025 5.34 3130B25G6 2549001DPIFGXC1TOL40 US3130B25G66 0001026214 KND201000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-03-03 2025-03-03 N N N 0.0533 279999440.00 279999440.00 0.0013 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.06% 10/25/24 5.39 N/A N/A KNA817000 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 KNA817000 2030-09-01 2054-07-01 1.500 - 7.500 N/A 151878191.00 91878092.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A KNA817000 2033-10-01 2056-08-01 3.000 - 6.500 N/A 70541026.00 55156214.23 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-25 2024-10-25 2024-10-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0531 144000000.00 144000000.00 0.0007 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 04/04/2025 3130B26U4 2549001DPIFGXC1TOL40 US3130B26U42 0001026214 KNJ058000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-08-06 2025-04-04 2025-04-04 N N N 0.0000 238000000.00 238000000.00 0.0011 N N N N MUFG Securities EMEA PLC MUFSECGR *G RP 5.33% 8/1/24 5.33 N/A N/A KLV480000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KLV480000 2026-01-31 2030-10-31 0.375 - 4.875 N/A 617681300.00 612384276.14 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0533 598000000.00 598000000.00 0.0027 N Y Y N BofA Securities, Inc. BASGR G RP SOFR+0.04% 10/25/24 5.37 N/A N/A KNA816000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNA816000 2027-07-31 2052-08-15 0.375 - 4.625 N/A 243976000.00 251182634.36 U.S. Treasuries (including strips) Y N/A N/A 2024-10-25 2024-10-25 2024-10-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 246000000.00 246000000.00 0.0011 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 05/02/2025 5.47 3130AWSY7 2549001DPIFGXC1TOL40 US3130AWSY72 0001026214 JYP807000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-02 2025-05-02 2025-05-02 N N N 0.0534 2121703.04 2121703.04 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 12/05/2024 5.35 3130B1AB3 2549001DPIFGXC1TOL40 US3130B1AB35 0001026214 KIY137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-05 2024-12-05 N N N 0.0527 458062961.26 458062961.26 0.0021 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/17/2025 5.48 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 4003205 KAD692000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-07-17 2025-07-17 N N N 0.0537 92087963.96 92087963.96 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/14/2025 5.47 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-08-14 2025-08-14 N N N 0.0537 308303007.32 308303007.32 0.0014 N N N 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 0.0529 4485732037.38 4485732037.38 0.0203 N Y Y N NatWest Market Securities Inc NATSECGR T RP 5.34% 8/1/24 5.34 N/A N/A 0000808379 KNK051000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KNK051000 2025-12-31 2029-05-31 4.250 - 4.500 N/A 96698000.00 97934542.30 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 96000000.00 96000000.00 0.0004 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 03/18/2026 5.44 3133EP5N1 254900C5LP6DN9OP9V83 US3133EP5N18 4003205 KML440000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-03-18 2026-03-18 N N N 0.0543 141004143.99 141004143.99 0.0006 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 0.0497 89009827.38 89009827.38 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 10/16/2025 5.46 3130AYJD9 2549001DPIFGXC1TOL40 US3130AYJD92 0001026214 KDK258000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-10-16 2025-10-16 N N N 0.0535 300321804.00 300321804.00 0.0014 N N N N Lloyds Bank PLC LLOYDGR G RP 5.39% 9/20/24 5.39 N/A N/A KLE469000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KLE469000 2025-01-31 2027-06-30 2.250 - 3.250 N/A 171522500.00 169245606.41 U.S. Treasuries (including strips) Y N/A N/A 2024-09-20 2024-09-20 2024-09-20 N N N 0.0529 165000000.00 165000000.00 0.0007 N N N Y Bmo Capital Markets Corp BMOCAP *G RP 5.345% 8/1/24 5.35 N/A N/A 0000772028 KMJ536000 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 KMJ536000 2033-04-25 2040-04-15 4.250 - 5.500 N/A 1963077.00 1941770.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A KMJ536000 2052-02-20 2071-12-20 4.500 - 6.164 N/A 55470098.00 53776693.75 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 1 N N/A N/A N N 0.0535 54000000.00 54000000.00 0.0002 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 5.49 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-07-25 2025-07-25 N N N 0.0537 481544169.73 481544169.73 0.0022 N N N N 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 N/A KKX932000 2025-09-01 2057-01-01 2.000 - 7.500 N/A 430172568.00 298997587.20 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0529 291000000.00 291000000.00 0.0013 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 04/17/2026 5.43 3133ERBY6 254900C5LP6DN9OP9V83 US3133ERBY63 4003205 KHI145000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-04-17 2026-04-17 N N N 0.0540 77026896.87 77026896.87 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/02/2024 5.34 3130AYP75 2549001DPIFGXC1TOL40 US3130AYP757 0001026214 KDU916000 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 0.0522 465999543.32 465999543.32 0.0021 N N Y N BofA Securities, Inc. FICASH MR 5.34% 08/01/24 5.34 N/A N/A KNL699000_00431 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 N/A KNL699000 2025-04-30 2052-08-15 1.125 - 4.875 N/A 13304126.00 11990649.77 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp N/A KNL699000 2027-09-01 2054-07-01 1.500 - 7.500 N/A 6002142.00 4590443.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A KNL699000 2025-09-01 2062-09-01 1.500 - 7.500 N/A 5522008.00 3566408.27 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0534 19742000.00 19742000.00 0.0001 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/28/2025 5.48 3130AWQK9 2549001DPIFGXC1TOL40 US3130AWQK96 0001026214 JYP816000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-05-28 2025-05-28 N N N 0.0535 2111982.62 2111982.62 0.0000 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 10/06/2025 5.49 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 4003205 JYU452000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-10-06 2025-10-06 N N N 0.0535 35048891.50 35048891.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/27/2025 5.49 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 4003205 KAO066000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-10-27 2025-10-27 N N N 0.0536 67095524.58 67095524.58 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/14/2025 5.49 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-07-14 2025-07-14 N N N 0.0536 61072098.34 61072098.34 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 12/26/2024 5.44 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 4003205 JSQ675000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-26 2024-12-26 N N N 0.0528 32016936.32 32016936.32 0.0001 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 0.0536 36904487.83 36904487.83 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 07/17/2025 5.49 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 4003205 JVX030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-07-17 2025-07-17 N N N 0.0537 112117799.36 112117799.36 0.0005 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 0.0490 101099826.38 101099826.38 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/22/2025 5.47 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 4003205 KBL768000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-08-22 2025-08-22 N N N 0.0537 174173030.82 174173030.82 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 09/04/2024 5.34 3130AYNM4 2549001DPIFGXC1TOL40 US3130AYNM46 0001026214 KDU085000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-09-04 2024-09-04 N N N 0.0521 604009893.52 604009893.52 0.0027 N N N 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 0.0524 2207089344.23 2207089344.23 0.0100 N Y Y N BNP Paribas, SA BNP (GR) *G RP 5.33% 8/2/24 5.33 N/A N/A KLU643000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLU643000 2025-04-30 2050-11-15 1.125 - 5.504 N/A 2074944800.00 1831732543.84 U.S. Treasuries (including strips) Y N/A N/A 2024-08-02 2024-08-02 2024-08-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0519 1787000000.00 1787000000.00 0.0081 N N Y N Mitsubishi UFJ Securities Holdings Ltd FICASH MU 5.342% 08/01/24 5.34 N/A N/A KNL615000_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 Home Loan Banks N/A KNL615000 2026-04-15 2028-09-18 4.125 - 5.800 N/A 2958444.00 3021717.23 Agency Debentures and Agency Strips Federal National Mortgage Association N/A KNL615000 2032-06-01 2058-01-01 1.500 - 7.500 N/A 710171433.00 457545992.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A KNL615000 2028-06-01 2054-05-01 1.500 - 6.500 N/A 381298926.00 204502821.12 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A KNL615000 2025-10-20 2026-06-15 0.900 - 5.630 N/A 17464905.00 17119353.77 Agency Debentures and Agency Strips Government National Mortgage Association N/A KNL615000 2041-09-20 2058-04-15 2.000 - 6.500 N/A 481081689.00 158927175.18 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 824502000.00 824502000.00 0.0037 N Y Y N US Treasury Notes 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 0.0493 30110202.97 30110202.97 0.0001 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/09/2024 5.39 3133EM4L3 254900C5LP6DN9OP9V83 US3133EM4L34 4003205 KDO332000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-09-09 2024-09-09 N N N 0.0520 15001221.15 15001221.15 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/03/2024 5.34 3130AYSJ6 2549001DPIFGXC1TOL40 US3130AYSJ61 0001026214 KEC894000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-09-03 2024-09-03 N N N 0.0520 525010815.00 525010815.00 0.0024 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/13/2024 5.42 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 4003205 JRO196000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-09-13 2024-09-13 N N N 0.0521 117014944.41 117014944.41 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 01/29/2025 5.33 3130B24N2 2549001DPIFGXC1TOL40 US3130B24N27 0001026214 KNB199000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-01-29 2025-01-29 N N N 0.0533 615997893.28 615997893.28 0.0028 N N N N TD Securities (U.S.A.) TDGR T RP 5.33% 8/1/24 5.33 N/A N/A KNK040000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KNK040000 2026-12-15 2031-06-30 4.250 - 4.375 N/A 329901600.00 333589477.68 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0533 327000000.00 327000000.00 0.0015 N Y Y 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 0.0533 98696523.42 98696523.42 0.0004 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 09/17/2024 5.43 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 4003205 JTP908000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-09-17 2024-09-17 N N N 0.0521 125019337.50 125019337.50 0.0006 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/16/2024 313384K81 2549001DPIFGXC1TOL40 US313384K816 EJG658000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-16 2024-10-16 2024-10-16 N N N 0.0526 55386737.84 55386737.84 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/13/2025 5.34 3130B1XE2 2549001DPIFGXC1TOL40 US3130B1XE27 0001026214 KMB746000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-01-13 2025-01-13 N N N 0.0533 433992422.36 433992422.36 0.0020 N N N N ING Financial Markets LLC INGFIN G RP 5.35% 8/1/24 5.35 N/A N/A 0000877559 KMY208000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KMY208000 2024-08-27 2024-08-27 0.000 N/A 19474600.00 19400168.08 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 19000000.00 19000000.00 0.0001 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/26/2025 5.48 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-09-26 2025-09-26 N N N 0.0547 92993025.00 92993025.00 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 05/01/2025 5.45 3130AVWL2 2549001DPIFGXC1TOL40 US3130AVWL23 0001026214 KDU576000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-05-01 2025-05-01 N N N 0.0535 31020021.66 31020021.66 0.0001 N N N N US Treasury Notes UST NOTES 0.375% 08/15/2024 0.38 91282CCT6 254900HROIFWPRGM1V77 US91282CCT62 HJF232000 U.S. Treasury Debt Y N/A N/A 2024-08-15 2024-08-15 2024-08-15 N N N 0.0507 499033715.00 499033715.00 0.0023 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 01/02/2026 5.48 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-01-02 2026-01-02 N N N 0.0538 139165416.95 139165416.95 0.0006 N N N N Goldman Sachs & Co LLC GOLDMAN G RP 5.35% 8/1/24 5.35 N/A N/A 0000769993 KNA080000 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 KNA080000 2054-05-20 2054-05-20 6.000 N/A 1461379056.00 1476011239.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A KNA080000 2027-03-01 2053-12-01 2.500 - 6.500 N/A 99374213.00 71935740.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A KNA080000 2031-05-01 2054-02-01 2.500 - 6.000 N/A 15264890.00 2023744.53 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 1518000000.00 1518000000.00 0.0069 N Y Y N Fixed Income Clearing Corp - Nomura NOM FIG G RP 5.34% 8/1/24 5.34 N/A XPSKD1VTEQPKCHBEKQ95 KNK602000 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 N/A KNK602000 2024-08-15 2029-04-30 0.375 - 4.875 N/A 1022187500.00 999748294.21 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 980000000.00 980000000.00 0.0044 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 11/29/2024 5.35 3130B1J32 2549001DPIFGXC1TOL40 US3130B1J327 0001026214 KJX151000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-29 2024-11-29 N N N 0.0523 49004733.89 49004733.89 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/25/2026 5.43 3130B1S81 2549001DPIFGXC1TOL40 US3130B1S815 0001026214 KLD463000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-06-25 2026-06-25 N N N 0.0541 85024337.20 85024337.20 0.0004 N N N N Canadian Imperial Bank of Commerce CIBCGR G RP 5.41% 9/19/24 5.41 N/A N/A KMP909000 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 KMP909000 2046-08-01 2054-06-01 3.000 - 6.000 N/A 126690.00 106010.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KMP909000 2051-04-20 2072-09-20 3.000 - 6.344 N/A 128441223.00 14310002.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association N/A KMP909000 2044-01-01 2054-08-01 2.151 - 7.000 N/A 393112.00 294304.29 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0531 14000000.00 14000000.00 0.0001 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/30/2024 5.35 3130B1K30 2549001DPIFGXC1TOL40 US3130B1K309 0001026214 KJY034000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-30 2024-12-30 N N N 0.0528 70010309.60 70010309.60 0.0003 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 0.0539 150186005.81 150186005.81 0.0007 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/12/2025 5.47 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-11-12 2025-11-12 N N N 0.0536 305350484.65 305350484.65 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/20/2025 5.49 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-10-20 2025-10-20 N N N 0.0535 157237055.87 157237055.87 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 5.48 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-12-08 2025-12-08 N N N 0.0537 88122004.96 88122004.96 0.0004 N N N N Federal Reserve Bank of NY FEDRESNY G RP 5.3% 8/1/24 5.30 N/A N/A 0001457970 KNL598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KNL598000 2031-02-15 2041-02-15 1.125 - 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5.000 N/A 404386300.00 391796046.03 U.S. Treasuries (including strips) Y N/A N/A 2024-08-06 2024-08-06 2024-08-06 N N N 0.0520 384000000.00 384000000.00 0.0017 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/08/2026 5.41 3133ERKF7 254900C5LP6DN9OP9V83 US3133ERKF73 4003205 KML448000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-01-08 2026-01-08 N N N 0.0542 69985580.70 69985580.70 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/24/2024 5.35 3130B0ZU6 2549001DPIFGXC1TOL40 US3130B0ZU67 0001026214 KHI155000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-24 2024-12-24 N N N 0.0528 149020709.51 149020709.51 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/17/2025 5.40 3133ERHJ3 254900C5LP6DN9OP9V83 US3133ERHJ33 4003205 KKW207000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-12-17 2025-12-17 N N N 0.0537 99032508.63 99032508.63 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 02/10/2025 5.49 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 4003205 JQF546000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-02-10 2025-02-10 N N N 0.0534 112078926.40 112078926.40 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/29/2024 5.34 3130B1K22 2549001DPIFGXC1TOL40 US3130B1K226 0001026214 KJY036000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-29 2024-11-29 N N N 0.0526 141014119.74 141014119.74 0.0006 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 5.33% 8/6/24 5.33 N/A N/A KMA790000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KMA790000 2025-02-28 2053-08-15 0.375 - 5.000 N/A 138377300.00 132275913.82 U.S. Treasuries (including strips) Y N/A N/A 2024-08-06 2024-08-06 2024-08-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0520 129000000.00 129000000.00 0.0006 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/12/2025 5.43 3133EP5E1 254900C5LP6DN9OP9V83 US3133EP5E19 4003205 KJA241000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-12-12 2025-12-12 N N N 0.0537 75049580.25 75049580.25 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/01/2025 5.43 3130AYC53 2549001DPIFGXC1TOL40 US3130AYC532 0001026214 KCW680000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-04-01 2025-04-01 N N N 0.0531 52534361.25 52534361.25 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 11/15/2024 5.44 3133EPTG0 254900C5LP6DN9OP9V83 US3133EPTG00 4003205 JWW566000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-15 2024-11-15 N N N 0.0525 40015356.80 40015356.80 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 11/27/2024 5.43 3130AXPH5 2549001DPIFGXC1TOL40 US3130AXPH59 0001026214 KAR482000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-27 2024-11-27 N N N 0.0526 612238208.76 612238208.76 0.0028 N N N N Fixed Income Clearing Corp - BNYM BNY FIT G RP 5.35% 8/1/24 5.35 N/A N/A KNK735000 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 N/A KNK735000 2026-10-15 2028-08-31 0.125 - 4.375 N/A 489022900.00 511020034.26 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 501000000.00 501000000.00 0.0023 N Y Y N ING Financial Markets LLC INGFIN G RP 5.33% 8/6/24 5.33 N/A N/A 0000877559 KNI770000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KNI770000 2030-05-31 2030-05-31 3.750 N/A 80254200.00 79583595.90 U.S. Treasuries (including strips) Y N/A N/A 2024-08-06 2024-08-06 2024-08-06 N N N 0.0520 78000000.00 78000000.00 0.0004 N N Y N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+9 01/26/2026 5.42 3134HABP7 S6XOOCT0IEG5ABCC6L87 US3134HABP77 KMR503000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-01-26 2026-01-26 N N N 0.0541 1122157293.18 1122157293.18 0.0051 N N N 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 129468661.40 129468661.40 0.0006 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. 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TDGR G RP 5.34% 8/2/24 5.34 N/A N/A KNC810000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KNC810000 2025-09-30 2026-07-31 4.375 - 5.000 N/A 194470200.00 197035212.54 U.S. Treasuries (including strips) Y N/A N/A 2024-08-02 2024-08-02 2024-08-02 N N N 0.0520 193000000.00 193000000.00 0.0009 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 11/19/2024 5.45 3130AW3A6 2549001DPIFGXC1TOL40 US3130AW3A64 0001026214 JTT739000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-19 2024-11-19 N N N 0.0524 161073185.77 161073185.77 0.0007 N N N N Credit Agricole CIB New York Branch FICASH MU 5.342% 08/01/24 5.34 N/A N/A KNL615000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association N/A KNL615000 2049-12-20 2054-07-20 3.000 - 6.500 N/A 198885225.00 133040282.03 Agency Mortgage-Backed Securities United States Treasury N/A KNL615000 2024-08-15 2032-11-15 0.625 - 5.000 N/A 482786004.00 478170165.69 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 599137000.00 599137000.00 0.0027 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/05/2026 5.43 3133ERGH8 254900C5LP6DN9OP9V83 US3133ERGH85 4003205 KKI288000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-06-05 2026-06-05 N N N 0.0540 44014390.20 44014390.20 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 08/02/2024 5.34 3130AYT22 2549001DPIFGXC1TOL40 US3130AYT221 0001026214 KED555000 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 0.0522 156999846.14 156999846.14 0.0007 N N 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 N/A KKN589000 2072-04-20 2074-06-20 6.697 - 7.065 N/A 154682171.00 169772906.20 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-05 2024-08-05 2024-08-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 5 N N/A N/A N N 0.0520 165000000.00 165000000.00 0.0007 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/14/2025 5.47 3130AYFD3 2549001DPIFGXC1TOL40 US3130AYFD39 0001026214 KDH487000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-11-14 2025-11-14 N N N 0.0536 267307848.33 267307848.33 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 10/28/2024 5.44 3130AVUN0 2549001DPIFGXC1TOL40 US3130AVUN07 0001026214 JYJ753000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-10-28 2024-10-28 N N N 0.0523 28008850.52 28008850.52 0.0001 N N N N ING Financial Markets LLC INGFIN G RP 5.33% 8/5/24 5.33 N/A N/A 0000877559 KNH944000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KNH944000 2025-06-12 2030-05-31 0.000 - 3.750 N/A 60872200.00 60206810.22 U.S. Treasuries (including strips) Y N/A N/A 2024-08-05 2024-08-05 2024-08-05 N N N 0.0520 59000000.00 59000000.00 0.0003 N N Y N US Treasury Notes 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 0.0494 285636404.80 285636404.80 0.0013 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 09/18/2024 313384G45 2549001DPIFGXC1TOL40 US313384G459 EIF228000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-09-18 2024-09-18 2024-09-18 N N N 0.0540 188643584.30 188643584.30 0.0009 N N Y N BofA Securities, Inc. BASGR G RP SOFR+0.06% 9/6/24 5.39 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 N/A KKQ851000 2026-01-01 2054-08-01 0.000 - 7.500 N/A 154993554.00 107171280.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A KKQ851000 2025-04-01 2054-06-01 1.500 - 6.500 N/A 380579177.00 191110400.73 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 0.0528 290000000.00 290000000.00 0.0013 N N N Y Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 5.35% 8/2/24 5.35 N/A N/A KNL498000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-08-02 2024-08-02 2024-08-02 N N N 0.0521 3135000000.00 3135000000.00 0.0142 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 05/15/2025 5.46 3130AXSW9 2549001DPIFGXC1TOL40 US3130AXSW99 0001026214 KBF183000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-05-15 2025-05-15 N N N 0.0535 308216724.20 308216724.20 0.0014 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+3 11/27/2024 5.36 3133EP3R4 254900C5LP6DN9OP9V83 US3133EP3R40 4003205 KEW117000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-27 2024-11-27 N N N 0.0526 18002906.10 18002906.10 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 09/25/2025 5.42 3133EP6A8 254900C5LP6DN9OP9V83 US3133EP6A87 4003205 KKO804000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-09-25 2025-09-25 N N N 0.0535 29008885.60 29008885.60 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 10/03/2025 5.46 3130AYDK9 2549001DPIFGXC1TOL40 US3130AYDK99 0001026214 KGG338000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-10-03 2025-10-03 N N N 0.0537 265258587.00 265258587.00 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 01/28/2025 5.37 3133EP4F9 254900C5LP6DN9OP9V83 US3133EP4F92 4003205 KGG959000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-01-28 2025-01-28 N N N 0.0531 40010835.60 40010835.60 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/24/2026 5.43 3133ERHZ7 254900C5LP6DN9OP9V83 US3133ERHZ74 4003205 KLE488000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-06-24 2026-06-24 N N N 0.0541 65018201.30 65018201.30 0.0003 N N N N Goldman Sachs & Co LLC GOLDMAN G RP 5.35% 8/7/24 5.35 N/A N/A 0000769993 KNL042000 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 KNL042000 2033-12-01 2053-02-01 2.000 - 5.000 N/A 97843040.00 74692932.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KNL042000 2025-08-15 2064-06-15 2.000 - 7.500 N/A 1955325220.00 1369498796.18 Agency Mortgage-Backed Securities United States Treasury N/A KNL042000 2031-04-30 2031-04-30 4.625 N/A 57388800.00 60060621.67 U.S. Treasuries (including strips) Federal National Mortgage Association N/A KNL042000 2030-01-01 2056-08-01 2.000 - 6.000 N/A 254956359.00 150433519.32 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-07 2024-08-07 2024-08-07 N N N 0.0522 1622000000.00 1622000000.00 0.0073 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/10/2025 5.49 3130AWLH1 2549001DPIFGXC1TOL40 US3130AWLH13 0001026214 KHC756000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-07-10 2025-07-10 N N N 0.0536 124144813.40 124144813.40 0.0006 N N N N BNY Mellon Capital Markets LLC FICASH MU 5.342% 08/01/24 5.34 N/A N/A KNL615000_08066 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 N/A KNL615000 2024-08-15 2046-02-15 0.000 - 4.500 N/A 66004612.00 65466015.34 U.S. Treasuries (including strips) Federal National Mortgage Association N/A KNL615000 2024-08-25 2054-08-01 1.500 - 8.500 N/A 131240134.00 114376881.53 Agency Mortgage-Backed Securities Federal Home Loan Banks N/A KNL615000 2026-12-17 2031-06-13 1.520 - 5.500 N/A 1160808.00 1192065.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp N/A KNL615000 2024-09-01 2054-08-01 1.500 - 8.000 N/A 92307487.00 83735763.66 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KNL615000 2024-12-15 2054-06-20 1.500 - 9.000 N/A 21769080.00 9131395.69 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A KNL615000 2026-10-23 2031-05-22 4.375 - 5.650 N/A 3074308.00 3104537.54 Agency Debentures and Agency Strips Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 271534000.00 271534000.00 0.0012 N Y Y N MUFG Securities (Canada), Ltd. 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 2025-05-15 2054-05-15 0.250 - 4.875 N/A 113193400.00 101797926.38 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 Y MUFG SEC CDA LTD (GOV RP) 1.0000 1 N N/A N/A N N 0.0534 99000000.00 99000000.00 0.0004 N Y Y N BNP Paribas, SA BNP (GR) G RP SOFR+0.05% 9/3/24 5.38 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 N/A KJC909000 2024-08-20 2054-05-15 0.000 - 6.125 N/A 172573600.00 153696603.28 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0526 148000000.00 148000000.00 0.0007 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 06/06/2025 5.48 3130AWTW0 2549001DPIFGXC1TOL40 US3130AWTW08 0001026214 JYP826000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-06-06 2025-06-06 N N N 0.0535 2372267.64 2372267.64 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/23/2024 5.34 3130AYMB9 2549001DPIFGXC1TOL40 US3130AYMB99 0001026214 KDP279000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-09-23 2024-09-23 N N N 0.0521 440019157.60 440019157.60 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/24/2024 5.35 3130B0ZM4 2549001DPIFGXC1TOL40 US3130B0ZM42 0001026214 KHI050000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-24 2024-12-24 N N N 0.0528 578080336.22 578080336.22 0.0026 N N N N MUFG Securities EMEA PLC MUFSECGR *G RP 5.34% 9/9/24 5.34 N/A N/A KNK324000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-08-07 2024-08-07 2024-09-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 588000000.00 588000000.00 0.0027 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. 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 N/A KLD416000 2052-03-01 2053-05-01 3.000 - 5.500 N/A 182983029.00 149919626.15 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-05 2024-08-05 2024-08-05 N N N 0.0523 146000000.00 146000000.00 0.0007 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 05/27/2025 5.47 3133EPZU2 254900C5LP6DN9OP9V83 US3133EPZU20 4003205 KAK867000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-05-27 2025-05-27 N N N 0.0535 170144862.10 170144862.10 0.0008 N N N N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 5.35% 8/1/24 5.35 N/A N/A KNK062000 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 N/A KNK062000 2024-10-01 2054-07-01 1.000 - 7.000 N/A 845802764.00 665138832.67 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 652000000.00 652000000.00 0.0029 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 04/24/2026 5.44 3133ERME8 254900C5LP6DN9OP9V83 US3133ERME80 4003205 KML467000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-04-24 2026-04-24 N N N 0.0542 35004839.45 35004839.45 0.0002 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 10/11/2024 313384K32 2549001DPIFGXC1TOL40 US313384K329 313384K32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-10-11 2024-10-11 2024-10-11 N N N 0.0526 170238720.00 170238720.00 0.0008 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/19/2024 5.35 3130B0ZL6 2549001DPIFGXC1TOL40 US3130B0ZL68 0001026214 KHI056000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-19 2024-12-19 N N N 0.0528 434058169.02 434058169.02 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 01/30/2025 5.33 3130B24L6 2549001DPIFGXC1TOL40 US3130B24L60 0001026214 KNB192000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-01-30 2025-01-30 N N N 0.0530 814116662.48 814116662.48 0.0037 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 08/08/2024 5.34 3130AYSG2 2549001DPIFGXC1TOL40 US3130AYSG23 0001026214 KEC895000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-08-08 2024-08-08 N N N 0.0521 599999388.00 599999388.00 0.0027 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/06/2025 5.49 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 4003205 JYV240000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-10-06 2025-10-06 N N N 0.0535 50072766.50 50072766.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 02/20/2025 5.44 3133EPE35 254900C5LP6DN9OP9V83 US3133EPE359 4003205 KBF097000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-02-20 2025-02-20 N N N 0.0531 146095559.92 146095559.92 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/12/2025 5.48 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-05-12 2025-05-12 N N N 0.0535 327293109.72 327293109.72 0.0015 N N N N Credit AG CREDITAG *G RP 5.34% 8/15/24 5.34 N/A N/A KMF223000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KMF223000 2028-05-31 2028-05-31 3.625 N/A 234421300.00 232123893.12 U.S. Treasuries (including strips) Y N/A N/A 2024-08-07 2024-08-07 2024-08-15 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 227000000.00 227000000.00 0.0010 N N Y N ING Financial Markets LLC INGFIN G RP 5.37% 8/2/24 5.37 N/A N/A 0000877559 KKY929000 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 KKY929000 2048-11-01 2054-02-01 3.000 - 7.000 N/A 281441314.00 224979400.86 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-02 2024-08-02 2024-08-02 N N N 0.0523 219000000.00 219000000.00 0.0010 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 04/14/2025 5.46 3130AXHU5 2549001DPIFGXC1TOL40 US3130AXHU52 0001026214 KAD087000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-04-14 2025-04-14 N N N 0.0530 107107955.51 107107955.51 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 08/04/2025 5.48 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-08-04 2025-08-04 N N N 0.0537 77078294.37 77078294.37 0.0003 N N N N Lloyds Bank PLC LLOYDGR G RP 5.38% 9/25/24 5.38 N/A N/A KMT977000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KMT977000 2031-05-15 2032-02-15 1.625 - 1.875 N/A 74425200.00 64351284.71 U.S. Treasuries (including strips) Y N/A N/A 2024-09-25 2024-09-25 2024-09-25 N N N 0.0528 63000000.00 63000000.00 0.0003 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 03/28/2025 5.46 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-03-28 2025-03-28 N N N 0.0531 63054937.89 63054937.89 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3.5 08/21/2024 5.37 3130AYAX4 2549001DPIFGXC1TOL40 US3130AYAX48 0001026214 KCQ853000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-08-21 2024-08-21 N N N 0.0533 107994600.00 107994600.00 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 06/24/2026 5.44 3133ERJD4 254900C5LP6DN9OP9V83 US3133ERJD45 4003205 KLG652000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-06-24 2026-06-24 N N N 0.0540 47022419.00 47022419.00 0.0002 N N N N BofA Securities, Inc. BASGR *G RP SOFR+0.04% 10/2/24 5.37 N/A N/A KLU757000 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 KLU757000 2026-02-01 2054-07-01 1.500 - 7.500 N/A 136436443.00 98357174.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A KLU757000 2028-08-01 2054-04-01 1.500 - 7.000 N/A 139810261.00 96311911.87 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-07 2024-08-07 2024-10-02 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0528 190000000.00 190000000.00 0.0009 N N Y N US Treasury Bill UST BILLS 0% 11/19/2024 912797MC8 254900HROIFWPRGM1V77 US912797MC88 KMJ704000 U.S. Treasury Debt Y N/A N/A 2024-11-19 2024-11-19 2024-11-19 N N N 0.0525 1353561715.00 1353561715.00 0.0061 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 09/16/2024 5.35 3130AYYN0 2549001DPIFGXC1TOL40 US3130AYYN00 0001026214 KEQ290000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-09-16 2024-09-16 N N N 0.0521 388016466.72 388016466.72 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 12/08/2025 5.49 3130AXYH5 2549001DPIFGXC1TOL40 US3130AXYH58 0001026214 KCM446000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-12-08 2025-12-08 N N N 0.0537 124180067.84 124180067.84 0.0006 N N N 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 0.0466 463525341.92 463525341.92 0.0021 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 01/03/2025 5.48 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 4003205 JSF356000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-01-03 2025-01-03 N N N 0.0528 50036456.00 50036456.00 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/18/2024 5.35 3130B0YW3 2549001DPIFGXC1TOL40 US3130B0YW33 0001026214 KHH553000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-18 2024-12-18 N N N 0.0528 297039551.49 297039551.49 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 10/25/2024 5.44 3130AWPY0 2549001DPIFGXC1TOL40 US3130AWPY00 0001026214 JWE348000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-10-25 2024-10-25 N N N 0.0523 234073239.66 234073239.66 0.0011 N N N N Mizuho Securities USA, Inc. FICASH MU 5.342% 08/01/24 5.34 N/A N/A KNL615000_08126 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 N/A KNL615000 2024-12-31 2032-11-15 0.250 - 4.875 N/A 199394346.00 196143073.45 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp N/A KNL615000 2024-09-13 2054-08-01 0.520 - 8.000 N/A 982140660.00 768648469.77 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KNL615000 2027-01-15 2054-05-20 1.500 - 8.000 N/A 38322475.00 2001919.34 Agency Mortgage-Backed Securities Federal Home Loan Banks N/A KNL615000 2024-08-26 2045-04-28 0.330 - 6.150 N/A 2267010.00 2030848.15 Agency Debentures and Agency Strips Federal Farm Credit Bank N/A KNL615000 2024-08-01 2046-06-01 0.470 - 6.375 N/A 1825329.00 1643812.23 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 KNL615000 2027-02-01 2027-02-01 2.875 N/A 9116.00 8944.46 Agency Debentures and Agency Strips Federal National Mortgage Association N/A KNL615000 2025-08-26 2035-11-16 0.500 - 6.150 N/A 275643.00 242280.79 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp N/A KNL615000 2025-08-14 2026-03-27 0.830 - 5.200 N/A 390677.00 382282.58 Agency Debentures and Agency Strips Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 951919000.00 951919000.00 0.0043 N Y Y N Barclays Bank PLC BPLCGR T RP 5.34% 8/1/24 5.34 N/A N/A KNK034000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KNK034000 2024-09-03 2031-04-30 0.000 - 5.000 N/A 1230205200.00 1199698016.06 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 1176000000.00 1176000000.00 0.0053 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/19/2025 5.48 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-05-19 2025-05-19 N N N 0.0535 326298697.50 326298697.50 0.0015 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 12/18/2024 5.44 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 4003205 JSQ681000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-18 2024-12-18 N N N 0.0527 81040380.93 81040380.93 0.0004 N N N 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 0.0517 4781003784.05 4781003784.05 0.0216 N Y Y N JP Morgan Securities LLC FICASH MU 5.342% 08/01/24 5.34 N/A N/A KNL615000_00267 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 N/A KNL615000 2026-08-01 2062-03-01 1.330 - 8.000 N/A 3280948128.00 2367910051.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A KNL615000 2028-08-01 2054-08-01 2.119 - 7.635 N/A 194198437.00 61914071.11 Agency Mortgage-Backed Securities United States Treasury N/A KNL615000 2024-08-08 2050-11-15 0.000 - 5.250 N/A 763794624.00 692706677.23 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 3060850000.00 3060850000.00 0.0138 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/21/2025 5.46 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 4003205 KDJ233000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-10-21 2025-10-21 N N N 0.0535 30032734.80 30032734.80 0.0001 N N N N BNP Paribas, SA BNP (GR) *G RP 5.35% 9/19/24 5.35 N/A N/A KNC876000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNC876000 2025-04-30 2054-02-15 1.125 - 5.504 N/A 719108700.00 600990898.88 U.S. Treasuries (including strips) Y N/A N/A 2024-08-07 2024-08-07 2024-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0525 588000000.00 588000000.00 0.0027 N N Y N BNP Paribas, SA BNP (GR) *G RP 5.34% 8/2/24 5.34 N/A N/A KLU644000 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 N/A KLU644000 2030-06-01 2054-07-01 0.000 - 7.500 N/A 948610979.00 308647448.89 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KLU644000 2029-08-15 2064-06-20 2.000 - 7.500 N/A 597353747.00 217628835.65 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A KLU644000 2036-11-17 2042-02-03 2.020 - 2.930 N/A 1349000.00 1049351.92 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 KLU644000 2031-05-15 2041-08-15 0.000 - 4.375 N/A 26824284.00 12452941.62 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp N/A KLU644000 2029-07-01 2054-07-01 2.000 - 8.000 N/A 224067696.00 209277986.84 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-02 2024-08-02 2024-08-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0520 731000000.00 731000000.00 0.0033 N N Y N HSBC Securities (USA), Inc. FICASH MU 5.342% 08/01/24 5.34 N/A N/A KNL615000_03556 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 N/A KNL615000 2024-09-15 2036-02-15 0.375 - 6.625 N/A 304008154.00 294570738.32 U.S. Treasuries (including strips) Federal National Mortgage Association N/A KNL615000 2026-03-01 2054-07-01 2.000 - 7.500 N/A 233349558.00 84122997.98 Agency Mortgage-Backed Securities Resolution Funding Corp N/A KNL615000 2025-01-15 2030-04-15 0.000 - 8.875 N/A 1097844.00 940682.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp N/A KNL615000 2039-10-01 2054-08-01 2.002 - 7.000 N/A 39190178.00 14695920.21 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 386541000.00 386541000.00 0.0017 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 05/02/2025 3133ERND9 254900C5LP6DN9OP9V83 US3133ERND98 4003205 KNJ056000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-08-02 2025-05-02 2025-05-02 N N N 0.0000 24000000.00 24000000.00 0.0001 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 5.39% 9/16/24 5.39 N/A N/A 0000276523 KMJ540000 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 N/A KMJ540000 2039-02-01 2054-08-01 2.500 - 6.500 N/A 311113373.00 295486162.62 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-16 2024-09-16 2024-09-16 N N N 0.0528 289000000.00 289000000.00 0.0013 N N N Y Societe Generale SOCGENFR G RP 5.34% 8/5/24 5.34 N/A N/A KNH953000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KNH953000 2029-07-31 2029-07-31 4.000 N/A 97987200.00 97963585.08 U.S. Treasuries (including strips) Y N/A N/A 2024-08-05 2024-08-05 2024-08-05 N N N 0.0520 96000000.00 96000000.00 0.0004 N N Y N Bank of Nova Scotia FICASH MU 5.342% 08/01/24 5.34 N/A N/A KNL615000_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 N/A KNL615000 2024-08-15 2044-02-15 0.000 - 5.000 N/A 241465257.00 235789610.57 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 231132000.00 231132000.00 0.0010 N Y Y 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 0.0490 298226709.46 298226709.46 0.0013 N N N N Goldman Sachs & Co LLC GOLDMAN G RP 5.35% 8/2/24 5.35 N/A N/A 0000769993 KNC855000 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 KNC855000 2032-06-01 2054-07-01 1.500 - 6.500 N/A 1095473602.00 848986927.04 Agency Mortgage-Backed Securities United States Treasury N/A KNC855000 2026-07-31 2026-07-31 0.625 N/A 87544000.00 81338005.84 U.S. Treasuries (including strips) Federal National Mortgage Association N/A KNC855000 2030-04-01 2054-07-01 2.000 - 6.500 N/A 563585767.00 396584962.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KNC855000 2036-06-15 2036-06-15 2.840 N/A 2941880.00 2314274.42 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-02 2024-08-02 2024-08-02 N N N 0.0521 1302000000.00 1302000000.00 0.0059 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/06/2024 5.34 3130B1LR6 2549001DPIFGXC1TOL40 US3130B1LR67 0001026214 KKG658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-06 2024-12-06 N N N 0.0527 282028160.52 282028160.52 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/24/2026 5.46 3130B1T56 2549001DPIFGXC1TOL40 US3130B1T565 0001026214 KLG653000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-06-24 2026-06-24 N N N 0.0540 214102717.86 214102717.86 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 5.49 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-08-22 2025-08-22 N N N 0.0537 299345189.52 299345189.52 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/09/2024 5.34 3130B1LN5 2549001DPIFGXC1TOL40 US3130B1LN53 0001026214 KKG655000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-09 2024-12-09 N N N 0.0527 254026443.94 254026443.94 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 07/07/2025 5.49 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 4003205 JVW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-07-07 2025-07-07 N N N 0.0536 31786666.49 31786666.49 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/24/2026 5.43 3130B1T72 2549001DPIFGXC1TOL40 US3130B1T722 0001026214 KLG655000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-06-24 2026-06-24 N N N 0.0541 89025535.88 89025535.88 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 06/24/2025 5.47 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 4003205 JXE271000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-06-24 2025-06-24 N N N 0.0536 138117638.10 138117638.10 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 11/08/2024 5.44 3130AVX64 2549001DPIFGXC1TOL40 US3130AVX641 0001026214 JYO793000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-08 2024-11-08 N N N 0.0524 43015003.99 43015003.99 0.0002 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 0.0535 21857475.89 21857475.89 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 11/06/2024 5.45 3130AWSP6 2549001DPIFGXC1TOL40 US3130AWSP65 0001026214 KAE658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-06 2024-11-06 N N N 0.0524 140547259.93 140547259.93 0.0006 N N N N Ficc ING Fin Mkts Dvp (Gov) ING FID T RP 5.35% 8/1/24 5.35 N/A N/A KNK054000 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 KNK054000 2031-05-31 2031-06-30 4.250 - 4.625 N/A 3430900000.00 3496606345.91 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 3429000000.00 3429000000.00 0.0155 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/04/2025 5.43 3130AYD60 2549001DPIFGXC1TOL40 US3130AYD605 0001026214 KDC555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-04-04 2025-04-04 N N N 0.0534 153075747.24 153075747.24 0.0007 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 01/28/2026 5.41 3133ERFS5 254900C5LP6DN9OP9V83 US3133ERFS59 4003205 KJW044000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-01-28 2026-01-28 N N N 0.0539 85026410.35 85026410.35 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/23/2026 5.45 3133ERMC2 254900C5LP6DN9OP9V83 US3133ERMC25 4003205 KML474000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-07-23 2026-07-23 N N N 0.0545 76999140.68 76999140.68 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/08/2024 5.41 3133ENDJ6 254900C5LP6DN9OP9V83 US3133ENDJ64 4003205 KML530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-08 2024-11-08 N N N 0.0527 29005630.06 29005630.06 0.0001 N N N 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 N/A KKX903000 2026-11-23 2026-11-24 0.740 - 1.430 N/A 615000.00 573944.88 Agency Debentures and Agency Strips Federal National Mortgage Association N/A KKX903000 2032-12-01 2054-08-01 2.500 - 6.300 N/A 48469514.00 48720864.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A KKX903000 2052-08-01 2054-08-01 4.500 - 6.500 N/A 48753996.00 49991521.42 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KKX903000 2025-03-15 2053-12-20 7.000 - 8.000 N/A 72475.00 30414.83 Agency Mortgage-Backed Securities Federal Home Loan Banks N/A KKX903000 2024-08-16 2034-03-10 0.000 - 4.875 N/A 31565000.00 31998400.48 Agency Debentures and Agency Strips United States Treasury N/A KKX903000 2024-08-15 2051-02-15 0.000 - 4.875 N/A 274021351.00 271439027.35 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 392000000.00 392000000.00 0.0018 N Y Y 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 0.0264 49998833.50 49998833.50 0.0002 N N Y 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 0.0520 313711270.72 313711270.72 0.0014 N N N N US Treasury Notes 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 0.0494 151931389.86 151931389.86 0.0007 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/20/2026 5.43 3133EREY3 254900C5LP6DN9OP9V83 US3133EREY37 4003205 KJO863000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-05-20 2026-05-20 N N N 0.0540 29009410.50 29009410.50 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 08/01/2024 5.43 3133END98 254900C5LP6DN9OP9V83 US3133END984 4003205 JXJ698000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0543 36985000.00 36985000.00 0.0002 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 05/15/2025 5.49 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 4003205 JTO600000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-05-15 2025-05-15 N N N 0.0526 132062762.04 132062762.04 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/26/2024 5.47 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-09-26 2024-09-26 N N N 0.0521 337835606.12 337835606.12 0.0015 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+19 11/25/2024 5.52 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 4003205 JMS524000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-25 2024-11-25 N N N 0.0530 121062807.47 121062807.47 0.0005 N N N N Mizuho Bank, Ltd. MIZBKGR T RP 5.34% 8/1/24 5.34 N/A N/A KNK076000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KNK076000 2031-08-15 2031-08-15 1.250 N/A 600491000.00 501851279.95 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 490000000.00 490000000.00 0.0022 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 09/15/2025 5.49 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 4003205 JYB484000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-09-15 2025-09-15 N N N 0.0536 137174648.97 137174648.97 0.0006 N N N 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 0.0509 2254937897.90 2254937897.90 0.0102 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/10/2025 5.48 3133EPYA7 254900C5LP6DN9OP9V83 US3133EPYA74 4003205 JYV262000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-07-10 2025-07-10 N N N 0.0536 139142573.69 139142573.69 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 08/06/2025 5.38 3133ERGJ4 254900C5LP6DN9OP9V83 US3133ERGJ42 4003205 KKN689000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-08-06 2025-08-06 N N N 0.0537 127007078.98 127007078.98 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 11/26/2024 5.34 3130B1HE0 2549001DPIFGXC1TOL40 US3130B1HE01 0001026214 KJY017000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-26 2024-11-26 N N N 0.0526 113011051.40 113011051.40 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/30/2025 5.48 3133EPA21 254900C5LP6DN9OP9V83 US3133EPA217 4003205 KAP519000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-07-30 2025-07-30 N N N 0.0537 41041471.91 41041471.91 0.0002 N N N N Goldman Sachs & Co LLC GOLDMAN G RP 5.34% 8/5/24 5.34 N/A N/A 0000769993 KNI691000 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 N/A KNI691000 2044-01-01 2048-06-01 4.000 - 4.500 N/A 1967000.00 726512.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A KNI691000 2031-09-01 2045-08-01 3.000 - 4.000 N/A 3832008.00 557322.29 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KNI691000 2053-04-20 2054-05-20 5.500 - 6.000 N/A 1121635573.00 1103703882.21 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-05 2024-08-05 2024-08-05 N N N 0.0520 1083000000.00 1083000000.00 0.0049 N N Y 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 0.0541 56518334.04 56518334.04 0.0003 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+19 11/22/2024 5.52 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 JMS523000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-22 2024-11-22 N N N 0.0524 204840377.12 204840377.12 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 06/20/2025 5.45 3133EPQ40 254900C5LP6DN9OP9V83 US3133EPQ403 4003205 KCP970000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-06-20 2025-06-20 N N N 0.0536 38027968.76 38027968.76 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 12/23/2024 5.45 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 4003205 JUC731000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-23 2024-12-23 N N N 0.0528 117062893.35 117062893.35 0.0005 N N N N Barclays Bank PLC BPLCGR G RP 5.35% 8/1/24 5.35 N/A N/A KNK333000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KNK333000 2024-08-31 2033-11-15 3.250 - 4.500 N/A 195669500.00 199949713.90 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 196000000.00 196000000.00 0.0009 N Y Y 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 0.0516 582192420.32 582192420.32 0.0026 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/06/2024 5.34 3130B1LH8 2549001DPIFGXC1TOL40 US3130B1LH85 0001026214 KKG144000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-06 2024-12-06 N N N 0.0527 267027258.03 267027258.03 0.0012 N N N N ABN AMRO Bank NV ABNGR M RP 5.36% 8/1/24 5.36 N/A N/A KNK025000 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 KNK025000 2042-07-01 2053-05-01 3.000 - 6.000 N/A 225641843.00 177331622.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A KNK025000 2026-12-01 2053-05-01 2.000 - 5.500 N/A 459724730.00 154217734.48 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0536 325000000.00 325000000.00 0.0015 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 N/A KJG572000 2040-12-01 2051-01-01 2.000 - 4.500 N/A 1183414238.00 153959666.19 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0527 149000000.00 149000000.00 0.0007 N N N Y Barclays Bank PLC BPLCGR M RP 5.36% 8/1/24 5.36 N/A N/A KNK035000 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 N/A KNK035000 2054-06-25 2054-06-25 6.347 N/A 53308021.00 51712505.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp N/A KNK035000 2031-01-25 2060-09-27 3.080 - 7.500 N/A 135364878.00 101060901.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A KNK035000 2052-10-20 2052-10-20 4.000 N/A 339882768.00 291455741.01 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0536 434000000.00 434000000.00 0.0020 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 01/03/2025 5.51 3133EN5H9 254900C5LP6DN9OP9V83 US3133EN5H94 4003205 KGG968000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-01-03 2025-01-03 N N N 0.0528 20017145.40 20017145.40 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 01/28/2025 5.46 3133EPRM9 254900C5LP6DN9OP9V83 US3133EPRM95 4003205 JWH808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-01-28 2025-01-28 N N N 0.0531 68048713.16 68048713.16 0.0003 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIT T RP 5.35% 8/1/24 5.35 N/A N/A KNK442000 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 KNK442000 2027-07-15 2027-08-31 0.500 - 4.375 N/A 6245028900.00 5997733015.51 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 5879000000.00 5879000000.00 0.0265 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 0.0523 1919328515.27 1919328515.27 0.0087 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/10/2025 5.37 3133ERGQ8 254900C5LP6DN9OP9V83 US3133ERGQ84 4003205 KKP619000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-06-10 2025-06-10 N N N 0.0536 46001230.50 46001230.50 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 08/16/2024 5.34 3130AYXZ4 2549001DPIFGXC1TOL40 US3130AYXZ49 0001026214 KEP624000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-08-16 2024-08-16 N N N 0.0520 298001808.86 298001808.86 0.0013 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 11/22/2024 5.44 3133EPWQ4 254900C5LP6DN9OP9V83 4003205 JYH775000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-22 2024-11-22 N N N 0.0524 65027364.35 65027364.35 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 07/29/2025 5.37 3133ERMP3 254900C5LP6DN9OP9V83 US3133ERMP38 4003205 KMR130000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-07-29 2025-07-29 N N N 0.0531 74042793.46 74042793.46 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+ 01/30/2026 5.47 3133EPZ57 254900C5LP6DN9OP9V83 US3133EPZ578 4003205 KDU758000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-01-30 2026-01-30 N N N 0.0539 43051359.20 43051359.20 0.0002 N N N N Jpmorgan Secs LLC MORGNSEC *G RP SOFR+0.02% 8/21/24 5.35 N/A N/A 0001287279 KNH962000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KNH962000 2024-10-31 2026-04-30 0.500 - 4.875 N/A 988657000.00 981678063.57 U.S. Treasuries (including strips) Y N/A N/A 2024-08-07 2024-08-07 2024-08-21 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 962000000.00 962000000.00 0.0043 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+ 02/20/2025 5.46 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-02-20 2025-02-20 N N N 0.0531 79060362.32 79060362.32 0.0004 N N N N Sumitomo Mitsui Banking Corp. SUMITRGT *G RP 5.39% 8/14/24 5.39 N/A N/A KND099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury N/A KND099000 2029-08-15 2029-08-15 1.625 N/A 51282000.00 46136638.84 U.S. Treasuries (including strips) Y N/A N/A 2024-08-07 2024-08-07 2024-08-14 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0526 45000000.00 45000000.00 0.0002 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/04/2026 5.41 3133ERGB1 254900C5LP6DN9OP9V83 US3133ERGB16 4003205 KKH401000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-03-04 2026-03-04 N N N 0.0539 102023475.30 102023475.30 0.0005 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 0.0536 299361156.00 299361156.00 0.0014 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 11/17/2025 5.40 3133ERES6 254900C5LP6DN9OP9V83 US3133ERES68 4003205 KJO180000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-11-17 2025-11-17 N N N 0.0537 42513694.35 42513694.35 0.0002 N N N N BofA Securities, Inc. 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Credit Agricole CAG FID T RP 5.34% 8/1/24 5.34 N/A N/A KNK014000 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 KNK014000 2027-02-15 2029-09-30 2.875 - 4.125 N/A 476412300.00 479196021.16 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 470000000.00 470000000.00 0.0021 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/10/2026 5.41 3133ERGM7 254900C5LP6DN9OP9V83 US3133ERGM70 4003205 KKO797000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-02-10 2026-02-10 N N N 0.0539 65015402.40 65015402.40 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 09/05/2024 5.34 3130AYP83 2549001DPIFGXC1TOL40 US3130AYP831 0001026214 KDU918000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-09-05 2024-09-05 N N N 0.0520 202004668.22 202004668.22 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/13/2026 5.43 3133EREH0 254900C5LP6DN9OP9V83 US3133EREH04 4003205 KJH573000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-05-13 2026-05-13 N N N 0.0540 288093441.60 288093441.60 0.0013 N N N N Norinchukin Bank NORGR T RP 5.35% 8/1/24 5.35 N/A N/A KNK057000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES OF A N/A KNK057000 2028-04-30 2032-02-15 0.000 - 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BASGR G RP SOFR+0.04% 10/1/24 5.37 N/A N/A KLT185000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KLT185000 2041-02-15 2041-02-15 4.750 N/A 72229600.00 77879296.92 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0528 76000000.00 76000000.00 0.0003 N N N Y 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 112505153.79 112505153.79 0.0005 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 10/21/2024 5.44 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-10-21 2024-10-21 N N N 0.0523 276982098.08 276982098.08 0.0013 N N N N US Treasury Notes 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 0.0489 163460383.23 163460383.23 0.0007 N Y Y N MUFG Securities (Canada), Ltd. MFGCAGR RP 5.38% 8/1/24 5.38 N/A N/A KKX980000 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 N/A KKX980000 2026-04-17 2026-04-17 5.500 N/A 10000.00 10154.86 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 KKX980000 2040-02-15 2051-02-15 0.125 - 4.625 N/A 3564600.00 2622150.98 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp N/A KKX980000 2040-11-01 2054-05-01 2.500 - 6.500 N/A 44276297.00 29108690.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A KKX980000 2035-10-01 2054-06-01 1.500 - 6.500 N/A 115799148.00 64260336.46 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KKX980000 2032-08-15 2054-04-20 2.500 - 6.500 N/A 352251662.00 113608397.40 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0538 204000000.00 204000000.00 0.0009 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/25/2025 5.48 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-07-25 2025-07-25 N N N 0.0537 78076964.16 78076964.16 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/27/2025 5.46 3130AXD21 2549001DPIFGXC1TOL40 US3130AXD219 0001026214 JYN688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-03-27 2025-03-27 N N N 0.0531 390338609.70 390338609.70 0.0018 N N N N Fixed Income Clearing Corp - BNYM BNY FIT G RP 5.35% 8/1/24 5.35 N/A N/A KNK164000 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 N/A KNK164000 2025-04-15 2043-05-15 0.125 - 4.625 N/A 3119473400.00 3253800009.12 U.S. Treasuries (including strips) Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 3190000000.00 3190000000.00 0.0144 N Y Y N RBC Dominion Securities RBCDOMGR G RP 5.34% 8/6/24 5.34 N/A N/A KNI664000 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 KNI664000 2047-08-01 2054-02-01 2.500 - 6.500 N/A 38957300.00 28009667.99 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KNI664000 2047-03-20 2053-06-20 2.000 - 6.500 N/A 298507318.00 119630590.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A KNI664000 2026-11-01 2054-01-01 2.500 - 6.500 N/A 268725959.00 73765405.94 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-06 2024-08-06 2024-08-06 N N N 0.0521 217000000.00 217000000.00 0.0010 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/28/2025 5.40 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-11-28 2025-11-28 N N N 0.0537 141045538.77 141045538.77 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/20/2026 5.46 3133EP3F0 254900C5LP6DN9OP9V83 US3133EP3F02 4003205 KEQ873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-02-20 2026-02-20 N N N 0.0539 73072734.28 73072734.28 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/10/2024 5.34 3130B1MM6 2549001DPIFGXC1TOL40 US3130B1MM61 0001026214 KKH682000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-12-10 2024-12-10 N N N 0.0527 493051503.71 493051503.71 0.0022 N N N 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 0.0524 653785420.47 653785420.47 0.0030 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/07/2024 5.34 3130B0PS2 2549001DPIFGXC1TOL40 US3130B0PS22 0001026214 KGS487000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2024-11-07 2024-11-07 N N N 0.0524 868077139.16 868077139.16 0.0039 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/18/2026 5.43 3133ERHP9 254900C5LP6DN9OP9V83 US3133ERHP92 4003205 KKY986000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2026-06-18 2026-06-18 N N N 0.0541 70769580.77 70769580.77 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/28/2025 5.49 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 4003205 KBP973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-11-28 2025-11-28 N N N 0.0536 206295185.64 206295185.64 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 03/20/2025 5.46 3133EPYZ2 254900C5LP6DN9OP9V83 US3133EPYZ26 4003205 KAH848000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-03-20 2025-03-20 N N N 0.0531 136114630.32 136114630.32 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 12/01/2025 5.49 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 4003205 KBU266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-12-01 2025-12-01 N N N 0.0537 157225786.41 157225786.41 0.0007 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 0.0490 446852605.52 446852605.52 0.0020 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP 5.39% 10/1/24 5.39 N/A N/A 0000315030 KNK271000 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 N/A KNK271000 2024-12-31 2024-12-31 1.750 N/A 110000.00 108623.04 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp N/A KNK271000 2054-03-01 2054-04-01 4.000 - 7.500 N/A 672866640.00 664549804.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A KNK271000 2054-03-01 2054-04-01 5.500 - 6.500 N/A 67997508.00 66791167.22 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0530 717000000.00 717000000.00 0.0032 N N N Y Citigroup Global Capital Markets, Inc. CITIGRP G RP 5.35% 8/7/24 5.35 N/A N/A 0000315030 KNK012000 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 N/A KNK012000 2027-09-30 2029-04-30 4.125 - 4.625 N/A 485889000.00 496813860.89 U.S. Treasuries (including strips) Y N/A N/A 2024-08-07 2024-08-07 2024-08-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0522 487000000.00 487000000.00 0.0022 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/25/2025 5.47 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-08-25 2025-08-25 N N N 0.0537 149149448.49 149149448.49 0.0007 N N N N BofA Securities, Inc. FICASH MU 5.342% 08/01/24 5.34 N/A N/A KNL615000_00431 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 N/A KNL615000 2025-04-30 2052-08-15 1.125 - 4.875 N/A 526953853.00 474929217.89 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp N/A KNL615000 2027-09-01 2054-07-01 1.500 - 7.500 N/A 237734750.00 181819649.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A KNL615000 2025-09-01 2062-09-01 1.500 - 7.500 N/A 218717212.00 141259358.25 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0534 781947000.00 781947000.00 0.0035 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/06/2025 5.46 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-08-01 2025-03-06 2025-03-06 N N N 0.0531 231182561.61 231182561.61 0.0010 N N N 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 0.0539 185051528.34 185051528.34 0.0008 N N Y N Fidelity Government Cash Reserves 2024-08-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer