0001752724-24-246232.txt : 20241107 0001752724-24-246232.hdr.sgml : 20241107 20241107103037 ACCESSION NUMBER: 0001752724-24-246232 CONFORMED SUBMISSION TYPE: N-MFP3 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20241031 FILED AS OF DATE: 20241107 DATE AS OF CHANGE: 20241107 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: 241433779 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CASH RESERVES DATE OF NAME CHANGE: 19930122 0000278001 S000007149 Fidelity Government Cash Reserves C000019553 Fidelity Government Cash Reserves FDRXX N-MFP3 1 primary_doc.xml N-MFP3 0000278001 XXXXXXXX 2024-10-31 Fidelity Phillips Street Trust 0000278001 5493001CX98PM13I8392 Fidelity Government Cash Reserves 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 Fidelity Management & Research Company LLC 801-07884 Fidelity Management & Research (Hong Kong) Limited 801-69507 FMR Investment Management (UK) Limited 801-28773 Fidelity Management & Research (Japan) Limited 801-69571 PricewaterhouseCoopers LLP Boston MA Fidelity Service Company Fidelity Investments Institutional Operations Company LLC 0000862124 084-01839 N N N Government N N 38 98 132452946064.62 169074758303.08 0.5500 0.7100 2024-10-01 131287030968.04 166932106365.87 0.5500 0.7000 2024-10-02 130059729474.10 166918684831.28 0.5500 0.7000 2024-10-03 131922431053.65 168507437903.06 0.5500 0.7000 2024-10-04 131311279908.00 167576545733.05 0.5500 0.7000 2024-10-07 132406285265.46 167861060066.14 0.5500 0.7000 2024-10-08 132991506498.19 167819525399.50 0.5500 0.6900 2024-10-09 131637364575.22 168250448217.15 0.5400 0.7000 2024-10-10 130183104144.61 167613808054.28 0.5400 0.7000 2024-10-11 130190611376.11 167621555375.02 0.5400 0.6900 2024-10-14 130835071463.88 168055338832.03 0.5400 0.7000 2024-10-15 131580869658.52 168209372511.14 0.5400 0.6900 2024-10-16 132717926494.40 168386736585.82 0.5400 0.6900 2024-10-17 134209699886.93 168694250572.14 0.5500 0.6900 2024-10-18 135016979919.45 171289736702.06 0.5500 0.7000 2024-10-21 131506812579.66 166697272833.26 0.5400 0.6900 2024-10-22 132056822923.52 167497417314.98 0.5400 0.6900 2024-10-23 130362670731.83 165374960552.08 0.5400 0.6800 2024-10-24 128300552060.92 165424770889.30 0.5300 0.6800 2024-10-25 132925650524.33 168988418371.74 0.5400 0.6900 2024-10-28 134542168548.04 169931931777.18 0.5400 0.6900 2024-10-29 133960647741.53 170688097001.94 0.5400 0.6900 2024-10-30 130516904783.17 166712914071.21 0.5300 0.6800 2024-10-31 1243000876.23 239483250100.71 239446794501.47 3490565081.11 11095457111.19 233084903347.62 233046474541.5400 Y 1.0000 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2024-10-07 1.0004 2024-10-08 1.0004 2024-10-09 1.0004 2024-10-10 1.0004 2024-10-11 1.0004 2024-10-14 1.0004 2024-10-15 1.0004 2024-10-16 1.0003 2024-10-17 1.0003 2024-10-18 1.0003 2024-10-21 1.0003 2024-10-22 1.0003 2024-10-23 1.0003 2024-10-24 1.0003 2024-10-25 1.0003 2024-10-28 1.0003 2024-10-29 1.0003 2024-10-30 1.0003 2024-10-31 6312801824.79 4357586527.90 2024-10-01 4508242012.02 5024810577.71 2024-10-02 5594059366.67 3832096552.89 2024-10-03 3329919516.24 4395359501.87 2024-10-04 3856083259.20 4014136470.14 2024-10-07 4168580671.78 4152688219.71 2024-10-08 3696511115.87 3877765756.26 2024-10-09 3949296197.77 3993123811.67 2024-10-10 3104418395.31 3708419932.20 2024-10-11 1409981948.47 1459868023.93 2024-10-14 6047393731.18 4328510745.68 2024-10-15 4179569845.70 5169624020.40 2024-10-16 4381149997.38 3995651495.78 2024-10-17 3491048607.75 4010638377.75 2024-10-18 3742543991.84 3516002324.00 2024-10-21 4224136148.52 3746267010.27 2024-10-22 3565908289.07 3983481269.31 2024-10-23 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Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 06/12/2026 4.92 3133ERHC8 254900C5LP6DN9OP9V83 US3133ERHC89 4003205 KKV414000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-06-12 2026-06-12 N N N 0.0491 119004341.12 119004341.12 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 04/10/2025 313385ED4 2549001DPIFGXC1TOL40 US313385ED45 ACF302000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-04-10 2025-04-10 2025-04-10 N N N 0.0442 79447758.93 79447758.93 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 10/16/2025 4.91 3130B02D0 2549001DPIFGXC1TOL40 US3130B02D09 0001026214 KJP808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-10-16 2025-10-16 N N N 0.0486 79036507.48 79036507.48 0.0003 N N N N RBC Dominion Securities RBCDOMGR G RP 4.85% 11/5/24 4.85 N/A 549300QJJX6CVVUXLE15 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254900C5LP6DN9OP9V83 US3133ERVF54 4003205 KQI852000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-09-30 2025-09-30 N N N 0.0482 20007569.00 20007569.00 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 06/06/2025 4.85 3133ERGG0 254900C5LP6DN9OP9V83 US3133ERGG03 4003205 KKH698000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-06-06 2025-06-06 N N N 0.0482 26004000.62 26004000.62 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/26/2025 4.84 3130B2JR7 2549001DPIFGXC1TOL40 US3130B2JR78 0001026214 KPD659000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-26 2025-03-26 N N N 0.0479 109010736.50 109010736.50 0.0005 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 4.85% 11/1/24 4.85 N/A N/A KRY815000 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 KRY815000 2025-10-31 2050-02-15 0.250 - 4.625 N/A 4256859000.00 3898994966.31 U.S. Treasuries (including strips) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0485 3777000000.00 3777000000.00 0.0162 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/22/2025 4.85 3130B2GA7 2549001DPIFGXC1TOL40 US3130B2GA70 0001026214 KOU681000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-05-22 2025-05-22 N N N 0.0481 229040283.39 229040283.39 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/03/2025 4.83 3130B2AZ8 2549001DPIFGXC1TOL40 US3130B2AZ85 0001026214 KNW496000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-03 2025-03-03 N N N 0.0478 70003386.60 70003386.60 0.0003 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP 4.83% 12/24/24 4.83 N/A MBNUM2BPBDO7JBLYG310 0000315030 KRR670000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRR670000 2054-03-01 2054-04-01 4.500 - 7.500 N/A 509550698.00 497634526.39 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KRR670000 2025-09-30 2033-11-15 4.500 - 5.000 N/A 849800.00 863963.51 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRR670000 2054-03-01 2054-04-01 4.500 - 6.000 N/A 223727112.00 218406204.03 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-24 2024-12-24 2024-12-24 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0475 702000000.00 702000000.00 0.0030 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 04/29/2025 4.95 3133EPXC4 254900C5LP6DN9OP9V83 US3133EPXC40 4003205 JYJ779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-04-29 2025-04-29 N N N 0.0482 156095844.84 156095844.84 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/21/2025 4.82 3130B1YG6 2549001DPIFGXC1TOL40 US3130B1YG65 0001026214 KMD599000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-01-21 2025-01-21 N N N 0.0474 141003293.76 141003293.76 0.0006 N N N N Sumitomo Mitsui Banking Corp. SUMITRGT *G RP 4.91% 11/6/24 4.91 N/A 5493006GGLR4BTEL8O61 KRN404000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KRN404000 2028-08-31 2029-08-15 1.625 - 4.375 N/A 50227000.00 45029430.97 U.S. Treasuries (including strips) Y N/A N/A 2024-11-06 2024-11-06 2024-11-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0480 44000000.00 44000000.00 0.0002 N N Y N Canadian Imperial Bank of Commerce CIBCGR G RP 4.91% 11/8/24 4.91 N/A 2IGI19DL77OX0HC3ZE78 KQD243000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KQD243000 2027-04-01 2054-10-01 0.029 - 7.000 N/A 114802911.00 8357520.94 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 KQD243000 2026-03-31 2050-05-15 1.250 - 4.500 N/A 80200.00 77540.64 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KQD243000 2027-07-15 2054-10-01 0.000 - 7.000 N/A 126111953.00 4301228.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KQD243000 2045-09-20 2054-05-20 0.000 - 4.000 N/A 56910110.00 703723.23 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-11-08 2024-11-08 2024-11-08 N N N 0.0480 13000000.00 13000000.00 0.0001 N N N N NatWest Market Securities Inc NATSECGR G RP 4.86% 11/7/24 4.86 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KSA667000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KSA667000 2026-02-15 2033-08-15 0.750 - 4.625 N/A 395514600.00 387652394.01 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-07 N N N 0.0475 380000000.00 380000000.00 0.0016 N N Y N US Treasury Notes UST NOTES 3.875% 04/30/2025 3.88 91282CGX3 254900HROIFWPRGM1V77 US91282CGX39 JSX629000 U.S. Treasury Debt Y N/A N/A 2025-04-30 2025-04-30 2025-04-30 N N N 0.0446 1150682250.00 1150682250.00 0.0049 N Y Y N Goldman Sachs & Co LLC GOLDMAN G RP 4.84% 11/6/24 4.84 N/A FOR8UP27PHTHYVLBNG30 0000769993 KRY636000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRY636000 2026-05-01 2054-10-01 2.000 - 6.500 N/A 129834264.00 26596904.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KRY636000 2041-03-15 2053-10-20 4.000 - 6.000 N/A 822965200.00 715481760.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRY636000 2027-01-01 2054-06-01 2.000 - 6.500 N/A 448482883.00 351655348.25 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-06 2024-11-06 2024-11-06 N N N 0.0473 1072000000.00 1072000000.00 0.0046 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 01/10/2025 4.82 3130B2T62 2549001DPIFGXC1TOL40 US3130B2T621 0001026214 KQD093000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-01-10 2025-01-10 N N N 0.0472 114007183.14 114007183.14 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/12/2024 4.82 3130B0UJ6 2549001DPIFGXC1TOL40 US3130B0UJ67 0001026214 KPE120000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-11-12 2024-11-12 N N N 0.0471 130000330.20 130000330.20 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 06/26/2026 4.94 3133ERVC2 254900C5LP6DN9OP9V83 US3133ERVC24 4003205 KQF120000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-06-26 2026-06-26 N N N 0.0493 50005324.00 50005324.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/17/2026 4.89 3133ERET4 254900C5LP6DN9OP9V83 US3133ERET42 4003205 KJO854000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-02-17 2026-02-17 N N N 0.0490 31995615.36 31995615.36 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/12/2026 4.94 3133ERNW7 254900C5LP6DN9OP9V83 US3133ERNW79 4003205 KNW360000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-08-12 2026-08-12 N N N 0.0494 94988598.10 94988598.10 0.0004 N N N N US Treasury Bill UST BILLS 0% 03/27/2025 912797MU8 254900HROIFWPRGM1V77 US912797MU86 KQE181000 U.S. Treasury Debt Y N/A N/A 2025-03-27 2025-03-27 2025-03-27 N N N 0.0444 757339645.59 757339645.59 0.0032 N Y Y N Citigroup Global Capital Markets, Inc. CITIGRP G RP 4.85% 11/6/24 4.85 N/A MBNUM2BPBDO7JBLYG310 0000315030 KRY621000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KRY621000 2025-02-04 2039-04-13 3.050 - 5.120 N/A 465354000.00 468764737.06 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRY621000 2030-05-15 2030-05-15 0.000 N/A 29376000.00 22972237.63 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRY621000 2028-07-15 2032-07-15 0.000 N/A 50000.00 35746.00 Agency Debentures and Agency Strips Y N/A N/A 2024-11-06 2024-11-06 2024-11-06 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0474 482000000.00 482000000.00 0.0021 N N Y N US Treasury Bill UST BILLS 0% 02/11/2025 912797NG8 254900HROIFWPRGM1V77 US912797NG83 KRB691000 U.S. Treasury Debt Y N/A N/A 2025-02-11 2025-02-11 2025-02-11 N N N 0.0455 1432762859.83 1432762859.83 0.0061 N Y Y N SMBC Nikko Securities America, Inc. NIKKOGR M RP 4.88% 11/1/24 4.88 N/A 6PJDTY319315T5LR2241 KSA679000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KSA679000 2027-08-01 2056-08-01 2.000 - 7.000 N/A 284755129.00 199529909.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KSA679000 2037-04-01 2054-09-01 1.500 - 7.500 N/A 70285712.00 57469120.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KSA679000 2024-12-05 2053-11-15 0.000 - 6.375 N/A 6518800.00 6196671.95 U.S. Treasuries (including strips) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0488 258000000.00 258000000.00 0.0011 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 07/08/2025 4.93 3130AYEN2 2549001DPIFGXC1TOL40 US3130AYEN20 0001026214 KDD806000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-07-08 2025-07-08 N N N 0.0482 153096871.95 153096871.95 0.0007 N N N N Lloyds Bank PLC LLOYDGR G RP 4.84% 11/25/24 4.84 N/A H7FNTJ4851HG0EXQ1Z70 KQK745000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KQK745000 2027-02-15 2032-02-15 1.625 - 4.625 N/A 72364400.00 62500757.72 U.S. Treasuries (including strips) Y N/A N/A 2024-11-25 2024-11-25 2024-11-25 N N N 0.0474 61000000.00 61000000.00 0.0003 N N N Y Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/29/2024 313384R43 2549001DPIFGXC1TOL40 US313384R431 313384R43 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-11-29 2024-11-29 2024-11-29 N N N 0.0461 189312015.70 189312015.70 0.0008 N N Y 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 0.0454 290396525.70 290396525.70 0.0012 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.84% 11/5/24 4.84 N/A 2IGI19DL77OX0HC3ZE78 KRK390000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KRK390000 2025-03-13 2047-02-15 0.000 - 4.625 N/A 57687000.00 58272919.73 U.S. Treasuries (including strips) Y N/A N/A 2024-11-05 2024-11-05 2024-11-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 5 N N/A N/A N N 0.0473 57000000.00 57000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFSECGR G RP 4.87% 11/1/24 4.87 N/A U7M81AY481YLIOR75625 KSA743000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KSA743000 2027-06-15 2027-10-15 3.875 - 4.625 N/A 78284000.00 79531977.69 U.S. Treasuries (including strips) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0487 78000000.00 78000000.00 0.0003 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11.5 11/07/2024 4.93 3130AWTB6 2549001DPIFGXC1TOL40 US3130AWTB60 0001026214 JWP901000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-11-07 2024-11-07 N N N 0.0472 311505239.43 311505239.43 0.0013 N N Y N US Treasury Notes UST NOTES 4.625% 06/30/2025 4.63 91282CHL8 254900HROIFWPRGM1V77 US91282CHL81 JVB353000 U.S. Treasury Debt Y N/A N/A 2025-06-30 2025-06-30 2025-06-30 N N N 0.0440 286402187.50 286402187.50 0.0012 N Y Y N Barclays Bank PLC BPLCGR *G RP 4.86% 11/8/24 4.86 N/A G5GSEF7VJP5I7OUK5573 KRC440000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KRC440000 2052-02-20 2054-07-20 2.000 - 6.500 N/A 234279454.00 217905262.53 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-07 2024-11-07 2024-11-08 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0475 213000000.00 213000000.00 0.0009 N N Y N US Treasury Notes UST NOTES 4.625% 02/28/2025 4.63 91282CGN5 254900HROIFWPRGM1V77 US91282CGN56 JQX685000 U.S. Treasury Debt Y N/A N/A 2025-02-28 2025-02-28 2025-02-28 N N N 0.0457 205014413.55 205014413.55 0.0009 N Y Y N Wells Fargo Securities, LLC WELLSFAR G RP 4.89% 11/8/24 4.89 N/A VYVVCKR63DVZZN70PB21 0000276523 KQE041000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KQE041000 2025-05-01 2054-11-01 1.500 - 6.500 N/A 668381290.00 569406496.53 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-08 2024-11-08 2024-11-08 N N N 0.0478 555000000.00 555000000.00 0.0024 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 04/04/2025 313385DX1 2549001DPIFGXC1TOL40 US313385DX18 ACF297000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-04-04 2025-04-04 2025-04-04 N N N 0.0441 292502105.62 292502105.62 0.0013 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 4.86% 11/4/24 4.86 N/A N/A KSB054000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-11-04 2024-11-04 2024-11-04 N N N 0.0475 3773000000.00 3773000000.00 0.0162 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 Discount Notes FEDERAL HOME LOAN BK DN 0% 12/18/2024 313384T74 2549001DPIFGXC1TOL40 US313384T742 FCD909000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-12-18 2024-12-18 2024-12-18 N N N 0.0456 34791866.55 34791866.55 0.0001 N N Y N US Treasury Bill UST BILLS 0% 01/09/2025 912797LX3 254900HROIFWPRGM1V77 US912797LX35 KLV684000 U.S. Treasury Debt Y N/A N/A 2025-01-09 2025-01-09 2025-01-09 N N N 0.0454 552233238.56 552233238.56 0.0024 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/09/2024 4.82 3130B1LS4 2549001DPIFGXC1TOL40 US3130B1LS41 0001026214 KKG650000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-12-09 2024-12-09 N N N 0.0472 28000362.88 28000362.88 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 03/07/2025 4.99 3133EPLN3 254900C5LP6DN9OP9V83 US3133EPLN33 4003205 KBQ590000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-07 2025-03-07 N N N 0.0479 172099273.24 172099273.24 0.0007 N N N N BNP Paribas, SA BNP (GR) *G RP 4.76% 11/21/24 4.76 N/A R0MUWSFPU8MPRO8K5P83 KRQ579000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRQ579000 2028-11-01 2054-11-01 2.500 - 7.605 N/A 138559353.00 123587660.95 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KRQ579000 2028-02-15 2054-02-15 0.000 - 2.125 N/A 407163779.00 191697016.60 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRQ579000 2026-05-01 2054-10-01 0.000 - 7.372 N/A 367286828.00 124863364.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KRQ579000 2033-12-15 2071-02-20 2.500 - 7.675 N/A 169254518.00 106617949.45 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 KRQ579000 2039-07-11 2043-06-12 2.800 - 3.740 N/A 660000.00 566585.00 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KRQ579000 2042-02-03 2042-02-03 2.930 N/A 1000.00 766.30 Agency Debentures and Agency Strips Y N/A N/A 2024-11-07 2024-11-07 2024-11-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0466 534000000.00 534000000.00 0.0023 N N Y 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 0.0437 76005171.04 76005171.04 0.0003 N N N N US Treasury Notes UST NOTES 1.125% 02/28/2025 1.13 912828ZC7 254900HROIFWPRGM1V77 US912828ZC78 FGJ074000 U.S. Treasury Debt Y N/A N/A 2025-02-28 2025-02-28 2025-02-28 N N N 0.0453 21754863.24 21754863.24 0.0001 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/24/2025 4.96 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-07-24 2025-07-24 N N N 0.0483 107088502.91 107088502.91 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 01/27/2025 4.94 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-01-27 2025-01-27 N N N 0.0474 313103712.55 313103712.55 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 09/26/2025 4.97 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-09-26 2025-09-26 N N N 0.0484 107107599.20 107107599.20 0.0005 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 03/19/2025 313385DF0 2549001DPIFGXC1TOL40 US313385DF02 313385DF0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-03-19 2025-03-19 2025-03-19 N N N 0.0440 268462172.16 268462172.16 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/19/2025 4.87 3130B2GB5 2549001DPIFGXC1TOL40 US3130B2GB53 0001026214 KOU675000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-08-19 2025-08-19 N N N 0.0484 411058234.59 411058234.59 0.0018 N N N N BMO Chicago Branch BMOCHIGR *G RP 4.84% 11/5/24 4.84 N/A 3Y4U8VZURTYWI1W2K376 KRC995000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KRC995000 2040-11-15 2048-11-15 2.000 - 4.250 N/A 118428300.00 96329813.56 U.S. Treasuries (including strips) Y N/A N/A 2024-11-05 2024-11-05 2024-11-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 5 N N/A N/A N N 0.0473 94000000.00 94000000.00 0.0004 N N Y N BNP Paribas, SA BNP (GR) *G RP 4.85% 11/8/24 4.85 N/A R0MUWSFPU8MPRO8K5P83 KQD405000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KQD405000 2025-01-30 2054-05-15 0.000 - 6.500 N/A 3379274100.00 3154343163.64 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0474 3068000000.00 3068000000.00 0.0132 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 07/16/2025 4.90 3130AYWR3 2549001DPIFGXC1TOL40 US3130AYWR32 0001026214 KGS341000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-07-16 2025-07-16 N N N 0.0482 84037108.68 84037108.68 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 05/19/2025 4.94 3130AXTF5 2549001DPIFGXC1TOL40 US3130AXTF57 0001026214 KBI506000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-05-19 2025-05-19 N N N 0.0481 155100573.30 155100573.30 0.0007 N N N N Fixed Income Clearing Corp - BNP BNP FIG T RP 4.87% 11/1/24 4.87 N/A N/A KSA688000 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 KSA688000 2025-01-31 2054-08-15 1.125 - 4.762 N/A 1872860000.00 1710399047.91 U.S. Treasuries (including strips) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0487 1676635000.00 1676635000.00 0.0072 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.5% 11/10/2025 4.50 3130B3AE3 2549001DPIFGXC1TOL40 US3130B3AE30 0001026214 KRC427000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-11-10 2025-11-10 2025-11-10 N N N 0.0465 270599399.67 270599399.67 0.0012 N N N N BofA Securities, Inc. BASGR *G RP 4.88% 11/1/24 4.88 N/A 549300HN4UKV1E2R3U73 KQR741000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KQR741000 2024-11-30 2024-11-30 2.125 N/A 56991300.00 57360044.94 U.S. Treasuries (including strips) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 Y BANK OF AMERICA CORPORATION 1.0000 1 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0488 56000000.00 56000000.00 0.0002 N Y Y N US Treasury Bill UST BILLS 0% 02/25/2025 912797NJ2 254900HROIFWPRGM1V77 US912797NJ23 KRR817000 U.S. Treasury Debt Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0455 3120832609.26 3120832609.26 0.0134 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/20/2025 4.94 3130AXAS7 2549001DPIFGXC1TOL40 US3130AXAS79 0001026214 JYC512000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-20 2025-03-20 N N N 0.0479 235613145.98 235613145.98 0.0010 N N N N MUFG Securities EMEA PLC MUFSECGR *G RP 4.87% 11/8/24 4.87 N/A U7M81AY481YLIOR75625 KQD183000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KQD183000 2025-08-31 2049-11-15 0.375 - 5.000 N/A 629722600.00 591698880.31 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0476 577000000.00 577000000.00 0.0025 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7.5 09/19/2025 4.89 3130B0HG7 2549001DPIFGXC1TOL40 US3130B0HG75 0001026214 KGS340000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-09-19 2025-09-19 N N N 0.0487 22001736.90 22001736.90 0.0001 N N N N ING Financial Markets LLC INGFIN G RP 4.85% 11/7/24 4.85 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KSA730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KSA730000 2027-11-30 2027-11-30 3.875 N/A 9104800.00 9181332.85 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-07 N N N 0.0474 9000000.00 9000000.00 0.0000 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/28/2025 4.97 3130AWNS5 2549001DPIFGXC1TOL40 US3130AWNS59 0001026214 JWV095000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-07-28 2025-07-28 N N N 0.0483 3203046.34 3203046.34 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/06/2025 4.83 3130B2AR6 2549001DPIFGXC1TOL40 US3130B2AR69 0001026214 KNW366000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-02-06 2025-02-06 N N N 0.0475 168009989.28 168009989.28 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 04/24/2026 4.92 3130B3FE8 2549001DPIFGXC1TOL40 US3130B3FE84 0001026214 KRR896000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-04-24 2026-04-24 N N N 0.0492 67999575.68 67999575.68 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7.5 11/26/2025 4.89 3133ERCY5 254900C5LP6DN9OP9V83 US3133ERCY54 4003205 KLD589000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-11-26 2025-11-26 N N N 0.0488 41002049.59 41002049.59 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 01/22/2025 4.86 3133EPX26 254900C5LP6DN9OP9V83 US3133EPX268 4003205 KDN620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-01-22 2025-01-22 N N N 0.0474 88011192.72 88011192.72 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/06/2024 313384S34 2549001DPIFGXC1TOL40 US313384S348 313384S34 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-12-06 2024-12-06 2024-12-06 N N N 0.0455 161277480.00 161277480.00 0.0007 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 04/03/2025 4.82 3130B25J0 2549001DPIFGXC1TOL40 US3130B25J06 0001026214 KND199000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-04-03 2025-04-03 N N N 0.0481 202993012.74 202993012.74 0.0009 N N N N BofA Securities, Inc. BASGR G RP 5.29% 11/1/24 5.29 N/A 549300HN4UKV1E2R3U73 KNO791000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KNO791000 2028-10-15 2054-09-20 2.500 - 7.500 N/A 64536834.00 9671918.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KNO791000 2028-12-01 2054-11-01 0.000 - 7.000 N/A 187784222.00 105227419.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KNO791000 2026-12-01 2054-10-01 2.000 - 7.000 N/A 246970752.00 109432932.55 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 217000000.00 217000000.00 0.0009 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/05/2024 4.82 3130B0PH6 2549001DPIFGXC1TOL40 US3130B0PH66 0001026214 KGO533000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-11-05 2024-11-05 N N N 0.0470 288000236.16 288000236.16 0.0012 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 05/27/2025 4.96 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 4003205 JWD539000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-05-27 2025-05-27 N N N 0.0482 56041660.64 56041660.64 0.0002 N N N N ABN AMRO Bank NV ABNGR M RP 4.88% 11/1/24 4.88 N/A N/A KSA674000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KSA674000 2042-07-01 2053-05-01 3.000 - 6.000 N/A 228805149.00 174263543.88 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KSA674000 2025-08-15 2028-06-30 0.375 - 2.250 N/A 9775500.00 9189240.62 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KSA674000 2026-12-01 2054-05-01 2.000 - 5.500 N/A 452105683.00 144011599.10 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0488 321000000.00 321000000.00 0.0014 N Y Y N ING Financial Markets LLC INGFIN G RP 4.89% 11/8/24 4.89 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KQE027000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KQE027000 2032-11-01 2040-09-01 4.470 - 7.400 N/A 332912079.00 65692956.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KQE027000 2032-10-01 2051-01-01 2.000 - 7.065 N/A 1290959570.00 574504617.38 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-08 2024-11-08 2024-11-08 N N N 0.0478 624000000.00 624000000.00 0.0027 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.625% 03/03/2025 4.63 3130B2PX7 2549001DPIFGXC1TOL40 US3130B2PX72 0001026214 KPT661000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-03-03 2025-03-03 2025-03-03 N N N 0.0468 463794257.76 463794257.76 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/14/2025 4.97 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-10-14 2025-10-14 N N N 0.0486 424432984.56 424432984.56 0.0018 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 02/04/2025 4.82 3130B26Q3 2549001DPIFGXC1TOL40 US3130B26Q30 0001026214 KNJ057000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-04 2025-02-04 2025-02-04 N N N 0.0474 98005200.86 98005200.86 0.0004 N N N N Goldman Sachs & Co LLC GOLDMAN G RP 4.85% 11/1/24 4.85 N/A FOR8UP27PHTHYVLBNG30 0000769993 KRT835000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRT835000 2026-02-01 2054-09-01 1.500 - 7.000 N/A 877915846.00 667497529.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KRT835000 2034-10-20 2054-10-20 4.000 - 6.500 N/A 1427283191.00 1100446014.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 KRT835000 2028-07-01 2054-09-01 2.500 - 6.500 N/A 603995530.00 417935920.01 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0485 2141000000.00 2141000000.00 0.0092 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/24/2025 4.84 3130B2JG1 2549001DPIFGXC1TOL40 US3130B2JG14 0001026214 KPC271000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-24 2025-03-24 N N N 0.0480 89006632.28 89006632.28 0.0004 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 0.0453 1318615543.56 1318615543.56 0.0057 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/26/2026 4.95 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 4003205 KOV336000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-08-26 2026-08-26 N N N 0.0494 94004099.34 94004099.34 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 03/07/2025 313385CT1 2549001DPIFGXC1TOL40 US313385CT15 313385CT1 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-03-07 2025-03-07 2025-03-07 N N N 0.0440 53179897.68 53179897.68 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 11/06/2024 4.83 3133EP2A2 254900C5LP6DN9OP9V83 US3133EP2A24 4003205 KEB681000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-11-06 2024-11-06 N N N 0.0471 45000068.85 45000068.85 0.0002 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 11/01/2024 313384M89 2549001DPIFGXC1TOL40 US313384M895 313384M89 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0460 69991259.80 69991259.80 0.0003 N Y Y N US Treasury Bill UST BILLS 0% 12/19/2024 912797LQ8 254900HROIFWPRGM1V77 US912797LQ83 KKY116000 U.S. Treasury Debt Y N/A N/A 2024-12-19 2024-12-19 2024-12-19 N N N 0.0456 2226410659.20 2226410659.20 0.0096 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 4.96 3130AXZ50 2549001DPIFGXC1TOL40 US3130AXZ501 0001026214 KCK257000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-12-08 2025-12-08 N N N 0.0487 306291875.04 306291875.04 0.0013 N N N N Citibank NA CITIBK G RP 4.85% 11/6/24 4.85 N/A E57ODZWZ7FF32TWEFA76 0000036684 KRY620000 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 KRY620000 2031-08-01 2054-08-01 1.500 - 6.000 N/A 196788836.00 109372984.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRY620000 2028-09-01 2054-11-01 1.500 - 6.500 N/A 288425765.00 219155513.27 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-06 2024-11-06 2024-11-06 N N N 0.0474 322000000.00 322000000.00 0.0014 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 01/23/2026 4.90 3133ERBX8 254900C5LP6DN9OP9V83 US3133ERBX80 4003205 KHH468000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-01-23 2026-01-23 N N N 0.0489 36999581.53 36999581.53 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 02/12/2025 4.86 3133EP2N4 254900C5LP6DN9OP9V83 US3133EP2N45 4003205 KEK028000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-02-12 2025-02-12 N N N 0.0476 54006328.80 54006328.80 0.0002 N N N N Citigroup Global Markets, Inc. FICASH MU 4.88% 11/01/24 4.88 N/A N/A KSB020000_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 549300M8ZYFG0OCMTT87 KSB020000 2025-01-20 2074-09-20 1.500 - 9.000 N/A 158269465.00 1849708.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KSB020000 2036-09-01 2054-10-01 1.500 - 6.500 N/A 374479114.00 329562733.49 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KSB020000 2025-09-30 2030-01-31 1.625 - 5.000 N/A 661451016.00 658814375.61 U.S. Treasuries (including strips) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0488 970679000.00 970679000.00 0.0042 N Y Y N US Treasury Bill UST BILLS 0% 11/29/2024 912797HP5 254900HROIFWPRGM1V77 US912797HP56 KBQ503000 U.S. Treasury Debt Y N/A N/A 2024-11-29 2024-11-29 2024-11-29 N N N 0.0455 3480212933.89 3480212933.89 0.0149 N Y Y N BNP Paribas, SA BNP (GR) *G RP SOFR+0.03% 12/3/24 4.84 N/A R0MUWSFPU8MPRO8K5P83 KPK928000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPK928000 2024-11-15 2054-02-15 0.000 - 3.750 N/A 646095024.00 315798097.30 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPK928000 2043-06-15 2071-02-20 2.500 - 7.675 N/A 13076586.00 5208541.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPK928000 2033-12-01 2054-10-01 4.000 - 7.000 N/A 4425265.00 4019947.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPK928000 2030-05-01 2054-11-01 0.000 - 7.000 N/A 1971223.00 1674664.62 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KPK928000 2036-11-17 2042-02-03 2.480 - 2.930 N/A 1428000.00 1096150.26 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 KPK928000 2039-07-11 2043-06-12 2.800 - 3.740 N/A 1475000.00 1266789.59 Agency Debentures and Agency Strips Y N/A N/A 2024-11-07 2024-11-07 2024-12-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0475 317000000.00 317000000.00 0.0014 N N Y N Ficc Bony Gc Repo (Gov) BNY FIG M RP 4.88% 11/1/24 4.88 N/A N/A KSA782000 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 B1V7KEBTPIMZEU4LTD58 KSA782000 2051-06-01 2054-10-01 2.500 - 7.000 N/A 1231036406.00 1042410476.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KSA782000 2052-01-01 2052-01-01 3.000 N/A 78437516.00 54089523.58 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0488 1075000000.00 1075000000.00 0.0046 N Y Y N US Treasury Bill UST BILLS 0% 12/05/2024 912797LF2 254900HROIFWPRGM1V77 US912797LF29 KKH561000 U.S. Treasury Debt Y N/A N/A 2024-12-05 2024-12-05 2024-12-05 N N N 0.0456 3212987333.36 3212987333.36 0.0138 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 12/12/2025 4.89 3133ERAZ4 254900C5LP6DN9OP9V83 US3133ERAZ48 4003205 KKO755000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-12-12 2025-12-12 N N N 0.0489 47998259.52 47998259.52 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 01/08/2025 4.82 3130B2BG9 2549001DPIFGXC1TOL40 US3130B2BG95 0001026214 KOA717000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-01-08 2025-01-08 N N N 0.0476 139997617.20 139997617.20 0.0006 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 03/14/2025 313385DA1 2549001DPIFGXC1TOL40 US313385DA15 313385DA1 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-03-14 2025-03-14 2025-03-14 N N N 0.0440 321760096.41 321760096.41 0.0014 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/04/2026 4.95 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 4003205 KPK923000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-09-04 2026-09-04 N N N 0.0495 42993933.56 42993933.56 0.0002 N N N N MUFG Securities (Canada), Ltd. 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6.500 N/A 5700528100.00 5625987110.75 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-22 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0473 5509000000.00 5509000000.00 0.0236 N N Y N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.76% 11/20/24 4.76 N/A 2IGI19DL77OX0HC3ZE78 KRQ747000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRQ747000 2028-03-01 2054-10-01 2.500 - 7.000 N/A 16397383.00 10669652.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KRQ747000 2041-06-20 2052-02-20 2.500 - 5.000 N/A 126696249.00 52405137.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRQ747000 2052-09-01 2054-10-01 4.500 - 7.000 N/A 104148.00 100972.69 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KRQ747000 2025-07-15 2049-02-15 0.000 - 4.500 N/A 2795100.00 2217722.49 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-20 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0466 64000000.00 64000000.00 0.0003 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/17/2025 313385AS5 2549001DPIFGXC1TOL40 US313385AS59 313385AS5 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-17 2025-01-17 2025-01-17 N N N 0.0455 113902420.45 113902420.45 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 12/23/2025 4.91 3130B2TU9 2549001DPIFGXC1TOL40 US3130B2TU97 0001026214 KQE448000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-12-23 2025-12-23 N N N 0.0490 216996130.89 216996130.89 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/05/2024 4.82 3130B0P60 2549001DPIFGXC1TOL40 US3130B0P607 0001026214 KGN687000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-11-05 2024-11-05 N N N 0.0470 234000191.88 234000191.88 0.0010 N N Y N US Treasury Notes UST NOTES 2% 08/15/2025 2.00 912828K74 254900HROIFWPRGM1V77 US912828K742 912828K74 U.S. Treasury Debt Y N/A N/A 2025-08-15 2025-08-15 2025-08-15 N N N 0.0439 1172022937.50 1172022937.50 0.0050 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/15/2025 313385AQ9 2549001DPIFGXC1TOL40 US313385AQ93 FDI160000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-15 2025-01-15 2025-01-15 N N N 0.0455 243712337.76 243712337.76 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.5% 10/08/2025 4.50 3130B36G3 2549001DPIFGXC1TOL40 US3130B36G30 0001026214 KRA837000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-10-08 2025-10-08 2025-10-08 N N N 0.0465 311578344.48 311578344.48 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/27/2024 4.83 3130B1JY4 2549001DPIFGXC1TOL40 US3130B1JY47 0001026214 KJY039000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-12-27 2024-12-27 N N N 0.0472 282010143.54 282010143.54 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS 5.125% 04/17/2025 5.13 3133ERBS9 254900C5LP6DN9OP9V83 US3133ERBS95 4003205 KHH435000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-04-17 2025-04-17 2025-04-17 N N N 0.0430 13046623.98 13046623.98 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 12/02/2024 4.83 3130B1AA5 2549001DPIFGXC1TOL40 US3130B1AA51 0001026214 KIY123000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-12-02 2024-12-02 N N N 0.0472 115001866.45 115001866.45 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+17 10/23/2025 4.98 3133EPZE8 254900C5LP6DN9OP9V83 US3133EPZE87 4003205 KDO296000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-10-23 2025-10-23 N N N 0.0487 36016890.48 36016890.48 0.0002 N N N N RBC Financial Group RBCNYGR *G RP 4.86% 11/8/24 4.86 N/A ES7IP3U3RHIGC71XBU11 KQD963000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KQD963000 2024-11-14 2054-05-15 0.000 - 6.250 N/A 482444900.00 466143057.78 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KQD963000 2026-11-01 2054-11-25 0.000 - 6.500 N/A 1408220972.00 1041835478.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KQD963000 2047-01-01 2054-11-25 2.000 - 6.500 N/A 380885383.00 310473781.75 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KQD963000 2035-03-20 2064-08-20 1.500 - 7.000 N/A 548594632.00 356724009.57 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-07 2024-11-07 2024-11-08 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0475 2116000000.00 2116000000.00 0.0091 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 12/26/2024 4.94 3130AWQB9 2549001DPIFGXC1TOL40 US3130AWQB97 0001026214 JWH811000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-12-26 2024-12-26 N N N 0.0472 313063144.62 313063144.62 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/03/2024 4.82 3130B1JA6 2549001DPIFGXC1TOL40 US3130B1JA60 0001026214 KJX167000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-12-03 2024-12-03 N N N 0.0472 282002120.64 282002120.64 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 01/12/2026 4.96 3133EPU52 254900C5LP6DN9OP9V83 US3133EPU520 4003205 KDD676000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-01-12 2026-01-12 N N N 0.0490 260137365.80 260137365.80 0.0011 N N N N Lloyds Bank PLC LLOYDGR G RP 4.81% 11/29/24 4.81 N/A H7FNTJ4851HG0EXQ1Z70 KRM277000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KRM277000 2026-11-15 2029-08-31 2.250 - 4.625 N/A 63852300.00 62282293.15 U.S. Treasuries (including strips) Y N/A N/A 2024-11-29 2024-11-29 2024-11-29 N N N 0.0471 61000000.00 61000000.00 0.0003 N N N Y Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 02/24/2025 313385CG9 2549001DPIFGXC1TOL40 US313385CG93 AAJ572000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-24 2025-02-24 2025-02-24 N N N 0.0453 26620245.00 26620245.00 0.0001 N N N N US Treasury Notes UST NOTES 0.375% 04/30/2025 0.38 912828ZL7 254900HROIFWPRGM1V77 US912828ZL77 FJG557000 U.S. Treasury Debt Y N/A N/A 2025-04-30 2025-04-30 2025-04-30 N N N 0.0443 604766043.79 604766043.79 0.0026 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/18/2025 4.95 3130AXTD0 2549001DPIFGXC1TOL40 US3130AXTD00 0001026214 KBI505000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-08-18 2025-08-18 N N N 0.0484 231181145.58 231181145.58 0.0010 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.84% 11/8/24 4.84 N/A 2IGI19DL77OX0HC3ZE78 KRA698000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KRA698000 2025-03-31 2052-02-15 0.750 - 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CITIGRP G RP 4.78% 12/31/24 4.78 N/A MBNUM2BPBDO7JBLYG310 0000315030 KRY116000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRY116000 2054-02-01 2054-03-01 4.500 - 6.500 N/A 157674853.00 152643159.54 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KRY116000 2025-09-30 2025-09-30 5.000 N/A 149900.00 151337.43 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRY116000 2054-02-01 2054-03-01 4.500 - 7.000 N/A 436710935.00 422638302.86 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-31 2024-12-31 2024-12-31 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0470 564000000.00 564000000.00 0.0024 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/22/2026 4.91 3130B1SR9 2549001DPIFGXC1TOL40 US3130B1SR94 0001026214 KLE611000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-06-22 2026-06-22 N N N 0.0494 70964795.36 70964795.36 0.0003 N N N N US Treasury Bill UST BILLS 0% 11/12/2024 912797MB0 254900HROIFWPRGM1V77 US912797MB06 KMB725000 U.S. Treasury Debt Y N/A N/A 2024-11-12 2024-11-12 2024-11-12 N N N 0.0438 4065166858.37 4065166858.37 0.0174 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 11/21/2025 4.89 3133ERPW5 254900C5LP6DN9OP9V83 US3133ERPW51 4003205 KOU614000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-11-21 2025-11-21 N N N 0.0488 30002726.40 30002726.40 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 06/18/2026 4.94 3130B1T49 2549001DPIFGXC1TOL40 US3130B1T490 0001026214 KLG648000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-06-18 2026-06-18 N N N 0.0487 213076454.22 213076454.22 0.0009 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/04/2026 4.95 3130B2LH6 2549001DPIFGXC1TOL40 US3130B2LH68 0001026214 KPK856000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-09-04 2026-09-04 N N N 0.0495 203971852.08 203971852.08 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 10/21/2025 4.89 3133EP6C4 254900C5LP6DN9OP9V83 US3133EP6C44 4003205 KGG110000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-10-21 2025-10-21 N N N 0.0487 65511712.71 65511712.71 0.0003 N N N N US Treasury Notes UST NOTES 2.75% 05/15/2025 2.75 91282CEQ0 254900HROIFWPRGM1V77 US91282CEQ06 JBA755000 U.S. Treasury Debt Y N/A N/A 2025-05-15 2025-05-15 2025-05-15 N N N 0.0446 876023279.04 876023279.04 0.0038 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 01/08/2026 4.92 3133EP4W2 254900C5LP6DN9OP9V83 US3133EP4W26 4003205 KOE077000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-01-08 2026-01-08 N N N 0.0488 92025116.00 92025116.00 0.0004 N N N N US Treasury Bill UST BILLS 0% 01/07/2025 912797MW4 254900HROIFWPRGM1V77 US912797MW43 KPK931000 U.S. Treasury Debt Y N/A N/A 2025-01-07 2025-01-07 2025-01-07 N N N 0.0453 3051133053.74 3051133053.74 0.0131 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 04/09/2025 4.95 3130AWUC2 2549001DPIFGXC1TOL40 US3130AWUC25 0001026214 JWR430000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-04-09 2025-04-09 N N N 0.0480 48028832.16 48028832.16 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/25/2025 4.96 3133EPZQ1 254900C5LP6DN9OP9V83 US3133EPZQ18 4003205 KAK230000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-07-25 2025-07-25 N N N 0.0483 258214725.66 258214725.66 0.0011 N N N N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.03% 11/14/24 4.84 N/A FOR8UP27PHTHYVLBNG30 0000769993 KPW386000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPW386000 2026-07-31 2031-07-31 0.625 - 4.125 N/A 391290900.00 386956145.77 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-14 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0473 377000000.00 377000000.00 0.0016 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 06/27/2025 4.96 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 4003205 JYI393000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-06-27 2025-06-27 N N N 0.0482 232184407.52 232184407.52 0.0010 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/13/2025 4.82 3130B1XF9 2549001DPIFGXC1TOL40 US3130B1XF91 0001026214 KMB800000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-01-13 2025-01-13 N N N 0.0475 141997750.72 141997750.72 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 11/12/2024 4.93 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-11-12 2024-11-12 N N N 0.0472 318760770.56 318760770.56 0.0014 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/11/2024 313384S83 2549001DPIFGXC1TOL40 US313384S835 FCD888000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-12-11 2024-12-11 2024-12-11 N N N 0.0456 26862855.12 26862855.12 0.0001 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 09/02/2025 4.96 3130AXQ43 2549001DPIFGXC1TOL40 US3130AXQ435 0001026214 KCQ714000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-09-02 2025-09-02 N N N 0.0484 48493198.02 48493198.02 0.0002 N N N N RBC Dominion Securities, Inc. 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BASGR *G RP 4.77% 12/2/24 4.77 N/A 549300HN4UKV1E2R3U73 KQU775000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KQU775000 2025-09-01 2054-10-01 1.500 - 6.500 N/A 254778745.00 172279534.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KQU775000 2036-10-01 2053-10-01 2.000 - 6.000 N/A 143413064.00 63433306.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KQU775000 2050-08-20 2064-04-20 2.000 - 7.000 N/A 13052076.00 11084293.29 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-07 2024-11-07 2024-12-02 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 0.0468 241000000.00 241000000.00 0.0010 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 11/03/2025 4.97 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 4003205 KAU628000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-04 2025-11-03 2025-11-03 N N N 0.0486 100108467.00 100108467.00 0.0004 N N N N MUFG Securities (Canada), Ltd. MFGCAGR *G RP 4.86% 11/8/24 4.86 N/A 549300Y1PMK3RWXMWR72 KQD970000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KQD970000 2024-11-30 2048-11-15 0.000 - 4.000 N/A 100163600.00 97462511.82 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-08 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0475 95000000.00 95000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/27/2024 4.83 3130B1J57 2549001DPIFGXC1TOL40 US3130B1J574 0001026214 KJX142000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-12-27 2024-12-27 N N N 0.0472 70002517.90 70002517.90 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 02/21/2025 313385CD6 2549001DPIFGXC1TOL40 US313385CD62 313385CD6 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-21 2025-02-21 2025-02-21 N N N 0.0452 67068315.00 67068315.00 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 09/22/2025 4.91 3130B05P0 2549001DPIFGXC1TOL40 US3130B05P02 0001026214 KJP809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-09-22 2025-09-22 N N N 0.0486 143053790.88 143053790.88 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 02/03/2025 4.94 3130AWSX9 2549001DPIFGXC1TOL40 US3130AWSX99 0001026214 KBQ592000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-04 2025-02-03 2025-02-03 N N N 0.0474 143765083.24 143765083.24 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8 02/27/2026 4.89 3130B1LC9 2549001DPIFGXC1TOL40 US3130B1LC98 0001026214 KKG137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-02-27 2026-02-27 N N N 0.0490 140979705.87 140979705.87 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 0.0452 707215479.46 707215479.46 0.0030 N N N N US Treasury Notes UST NOTES 0.25% 09/30/2025 0.25 91282CAM3 254900HROIFWPRGM1V77 US91282CAM38 GFJ893000 U.S. Treasury Debt Y N/A N/A 2025-09-30 2025-09-30 2025-09-30 N N N 0.0436 527060137.89 527060137.89 0.0023 N Y 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 0.0454 290405501.20 290405501.20 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/10/2024 4.91 3133EPB61 254900C5LP6DN9OP9V83 US3133EPB611 4003205 KAX017000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-12-10 2024-12-10 N N N 0.0472 251026540.74 251026540.74 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+20 12/05/2024 5.01 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 4003205 JMX819000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-12-05 2024-12-05 N N N 0.0478 64008094.08 64008094.08 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 11/18/2024 4.93 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-11-18 2024-11-18 N N N 0.0476 317010641.69 317010641.69 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 01/06/2025 4.83 3130B2KP9 2549001DPIFGXC1TOL40 US3130B2KP93 0001026214 KPE985000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-01-06 2025-01-06 N N N 0.0473 205009487.40 205009487.40 0.0009 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/27/2024 313384U80 2549001DPIFGXC1TOL40 US313384U807 313384U80 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-12-27 2024-12-27 2024-12-27 N N N 0.0463 54606444.20 54606444.20 0.0002 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 07/10/2026 4.93 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 4003205 KMA892000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-07-10 2026-07-10 N N N 0.0493 68999831.64 68999831.64 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 06/11/2025 4.86 3133ERSU6 254900C5LP6DN9OP9V83 US3133ERSU68 4003205 KPN255000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-06-11 2025-06-11 N N N 0.0486 32998133.52 32998133.52 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.47% 03/10/2025 4.47 3130B3AL7 2549001DPIFGXC1TOL40 US3130B3AL72 0001026214 KRC384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-03-10 2025-03-10 2025-03-10 N N N 0.0446 772856585.31 772856585.31 0.0033 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 06/20/2025 4.86 3133ERBW0 254900C5LP6DN9OP9V83 US3133ERBW08 4003205 KJP647000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-06-20 2025-06-20 N N N 0.0482 73012022.37 73012022.37 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9.5 04/01/2025 4.91 3130AYCB0 2549001DPIFGXC1TOL40 US3130AYCB00 0001026214 KCX050000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-04-01 2025-04-01 N N N 0.0479 16006072.16 16006072.16 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 03/03/2025 4.82 3130B25G6 2549001DPIFGXC1TOL40 US3130B25G66 0001026214 KND201000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-03 2025-03-03 N N N 0.0479 279991549.60 279991549.60 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.45% 03/24/2025 4.45 3130B3AR4 2549001DPIFGXC1TOL40 US3130B3AR43 0001026214 KRC395000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-03-24 2025-03-24 2025-03-24 N N N 0.0447 175947272.16 175947272.16 0.0008 N N N N BofA Securities, Inc. BASGR G RP 5.14% 11/27/24 5.14 N/A 549300HN4UKV1E2R3U73 KPD400000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPD400000 2026-05-01 2054-08-01 2.000 - 7.000 N/A 170464579.00 117399421.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KPD400000 2028-05-15 2064-07-20 3.000 - 6.750 N/A 23920042.00 15878025.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPD400000 2035-02-01 2054-10-01 3.910 - 6.500 N/A 12893791.00 10868205.21 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-27 2024-11-27 2024-11-27 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0503 140000000.00 140000000.00 0.0006 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 04/04/2025 4.83 3130B26U4 2549001DPIFGXC1TOL40 US3130B26U42 0001026214 KNJ058000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-04-04 2025-04-04 N N N 0.0480 238010336.34 238010336.34 0.0010 N N N N Norinchukin Bank NORGR G RP 4.85% 11/5/24 4.85 N/A 5493007VSMFZCPV1NB83 KRY087000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES OF A 254900HROIFWPRGM1V77 KRY087000 2032-05-15 2034-05-15 2.875 - 4.375 N/A 308452500.00 316285216.34 U.S. Treasuries (including strips) Y N/A N/A 2024-11-05 2024-11-05 2024-11-05 N N N 0.0474 310000000.00 310000000.00 0.0013 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 05/08/2026 4.93 3133ERPE5 254900C5LP6DN9OP9V83 US3133ERPE53 4003205 KNY434000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-05-08 2026-05-08 N N N 0.0492 70009693.60 70009693.60 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 05/02/2025 4.95 3130AWSY7 2549001DPIFGXC1TOL40 US3130AWSY72 0001026214 JYP807000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-04 2025-05-02 2025-05-02 N N N 0.0485 2120948.83 2120948.83 0.0000 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 12/05/2024 4.83 3130B1AB3 2549001DPIFGXC1TOL40 US3130B1AB35 0001026214 KIY137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-12-05 2024-12-05 N N N 0.0472 458009008.86 458009008.86 0.0020 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14.5 07/17/2025 4.96 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 4003205 KAD692000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-07-17 2025-07-17 N N N 0.0482 92080324.28 92080324.28 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/14/2025 4.95 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-08-14 2025-08-14 N N N 0.0484 308239380.68 308239380.68 0.0013 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP 4.9% 12/12/24 4.90 N/A MBNUM2BPBDO7JBLYG310 0000315030 KRD007000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRD007000 2054-04-01 2054-05-01 5.000 - 7.000 N/A 202080749.00 195494923.74 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KRD007000 2033-11-15 2033-11-15 4.500 N/A 1563100.00 1620304.40 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRD007000 2054-04-01 2054-05-01 4.500 - 6.500 N/A 386226263.00 371625832.31 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-12 2024-12-12 2024-12-12 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0481 556000000.00 556000000.00 0.0024 N N N Y US Treasury Bill UST BILLS 0% 12/17/2024 912797MP9 254900HROIFWPRGM1V77 US912797MP91 KOH442000 U.S. Treasury Debt Y N/A N/A 2024-12-17 2024-12-17 2024-12-17 N N N 0.0458 4234113470.48 4234113470.48 0.0182 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 03/18/2026 4.92 3133EP5N1 254900C5LP6DN9OP9V83 US3133EP5N18 4003205 KML440000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-03-18 2026-03-18 N N N 0.0491 140994214.77 140994214.77 0.0006 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 02/28/2025 313385CL8 2549001DPIFGXC1TOL40 US313385CL88 313385CL8 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-02-28 2025-02-28 2025-02-28 N N N 0.0445 53214300.00 53214300.00 0.0002 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 0.0417 89290949.90 89290949.90 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 10/16/2025 4.94 3130AYJD9 2549001DPIFGXC1TOL40 US3130AYJD92 0001026214 KDK258000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-10-16 2025-10-16 N N N 0.0486 300209388.00 300209388.00 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/25/2025 4.97 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-07-25 2025-07-25 N N N 0.0483 481452274.68 481452274.68 0.0021 N N N N Credit AG CREDITAG *G RP 4.84% 11/8/24 4.84 N/A 1VUV7VQFKUOQSJ21A208 KRL430000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KRL430000 2026-04-30 2026-04-30 4.875 N/A 97221600.00 98130719.18 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-08 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0473 96000000.00 96000000.00 0.0004 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 04/17/2026 4.91 3133ERBY6 254900C5LP6DN9OP9V83 US3133ERBY63 4003205 KHI145000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-04-17 2026-04-17 N N N 0.0493 76971456.87 76971456.87 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/10/2025 4.83 3130B2B53 2549001DPIFGXC1TOL40 US3130B2B538 0001026214 KNY722000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-02-10 2025-02-10 N N N 0.0476 70003218.60 70003218.60 0.0003 N N N N Citigroup Global Markets, Inc. FICASH MR 4.88% 11/01/24 4.88 N/A N/A KSB117000_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 KSB117000 2025-01-20 2074-09-20 1.500 - 9.000 N/A 4076244.00 47639.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KSB117000 2036-09-01 2054-10-01 1.500 - 6.500 N/A 9644774.00 8487943.32 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KSB117000 2025-09-30 2030-01-31 1.625 - 5.000 N/A 17035780.00 16967874.44 U.S. Treasuries (including strips) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0488 25000000.00 25000000.00 0.0001 N Y Y N BNY Mellon Capital Markets LLC FICASH MU 4.88% 11/01/24 4.88 N/A N/A KSB020000_08066 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 KSB020000 2025-10-20 2054-08-20 1.500 - 7.000 N/A 6760450.00 3499668.62 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KSB020000 2024-11-05 2054-08-15 0.000 - 4.875 N/A 35678587.00 35026300.54 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KSB020000 2024-12-01 2054-11-01 1.500 - 8.000 N/A 63782243.00 61005708.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KSB020000 2024-11-25 2054-11-01 1.500 - 8.500 N/A 104561123.00 96790982.78 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0488 192447000.00 192447000.00 0.0008 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/09/2026 4.94 3130AYT30 2549001DPIFGXC1TOL40 US3130AYT304 0001026214 KQC169000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-02-09 2026-02-09 N N N 0.0491 82020395.86 82020395.86 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/28/2025 4.96 3130AWQK9 2549001DPIFGXC1TOL40 US3130AWQK96 0001026214 JYP816000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-05-28 2025-05-28 N N N 0.0481 2111664.66 2111664.66 0.0000 N N N N Fannie Mae FANNIE MAE VFAC SOFR+14 10/23/2026 4.95 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 0000310522 KRR809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-10-23 2026-10-23 N N N 0.0495 329996386.50 329996386.50 0.0014 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 10/06/2025 4.97 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 4003205 JYU452000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-10-06 2025-10-06 N N N 0.0487 35030098.25 35030098.25 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/27/2025 4.97 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 4003205 KAO066000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-10-27 2025-10-27 N N N 0.0489 67049988.03 67049988.03 0.0003 N N N N US Treasury Bill UST BILLS 0% 05/01/2025 912797ND5 254900HROIFWPRGM1V77 US912797ND52 KRT240000 U.S. Treasury Debt Y N/A N/A 2025-05-01 2025-05-01 2025-05-01 N N N 0.0450 193710638.88 193710638.88 0.0008 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/14/2025 4.97 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-07-14 2025-07-14 N N N 0.0482 61058819.25 61058819.25 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 12/26/2024 4.92 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 4003205 JSQ675000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-12-26 2024-12-26 N N N 0.0472 32005750.40 32005750.40 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 07/21/2026 4.94 3133ERYD7 254900C5LP6DN9OP9V83 US3133ERYD79 4003205 KRL449000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-07-21 2026-07-21 N N N 0.0493 25999512.24 25999512.24 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 0.0446 37015221.06 37015221.06 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 04/04/2025 4.84 3130B2JL0 2549001DPIFGXC1TOL40 US3130B2JL09 0001026214 KPD629000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-04-04 2025-04-04 N N N 0.0480 478051160.34 478051160.34 0.0021 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 07/17/2025 4.97 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 4003205 JVX030000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-07-17 2025-07-17 N N N 0.0482 112105775.04 112105775.04 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 0.0454 101145631.90 101145631.90 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 08/22/2025 4.95 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 4003205 KBL768000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-08-22 2025-08-22 N N N 0.0484 174137686.20 174137686.20 0.0007 N N N N BMO Chicago Branch BMOCHIGR *G RP 4.74% 12/3/24 4.74 N/A 3Y4U8VZURTYWI1W2K376 KRR693000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KRR693000 2053-06-20 2053-11-20 5.990 - 6.490 N/A 494404256.00 332096685.69 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-11-07 2024-11-07 2024-12-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0465 322000000.00 322000000.00 0.0014 N N Y N BofA Securities, Inc. BASGR G RP 4.69% 12/24/24 4.69 N/A 549300HN4UKV1E2R3U73 KRT907000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KRT907000 2025-11-30 2026-07-31 3.750 - 4.875 N/A 244197200.00 247065149.02 U.S. Treasuries (including strips) Y N/A N/A 2024-12-24 2024-12-24 2024-12-24 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0461 242000000.00 242000000.00 0.0010 N N N Y 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 0.0443 177115780.80 177115780.80 0.0008 N Y Y N Bank of America NA BACNA GT G RP 5.08% 12/31/24 5.08 N/A B4TYDEB6GKMZO031MB27 0001102113 KPK949000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPK949000 2042-03-01 2045-10-01 3.000 - 4.500 N/A 948033481.00 142940390.54 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-31 2024-12-31 2024-12-31 N N N 0.0500 139000000.00 139000000.00 0.0006 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 01/29/2025 4.81 3130B24N2 2549001DPIFGXC1TOL40 US3130B24N27 0001026214 KNB199000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-01-29 2025-01-29 N N N 0.0474 616011740.96 616011740.96 0.0026 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/11/2025 4.83 3130B2BM6 2549001DPIFGXC1TOL40 US3130B2BM63 0001026214 KOA817000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-11 2025-03-11 N N N 0.0478 70003465.00 70003465.00 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.47% 03/11/2025 4.47 3130B3AM5 2549001DPIFGXC1TOL40 US3130B3AM55 0001026214 KRC388000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-03-11 2025-03-11 2025-03-11 N N N 0.0446 135974699.92 135974699.92 0.0006 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/20/2024 313384T90 2549001DPIFGXC1TOL40 US313384T908 313384T90 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-12-20 2024-12-20 2024-12-20 N N N 0.0456 280253167.92 280253167.92 0.0012 N N Y N Lloyds Bank PLC LLOYDGR G RP 4.87% 11/20/24 4.87 N/A H7FNTJ4851HG0EXQ1Z70 KQE115000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KQE115000 2027-02-15 2028-01-31 2.250 - 4.625 N/A 164835000.00 163026759.45 U.S. Treasuries (including strips) Y N/A N/A 2024-11-20 2024-11-20 2024-11-20 N N N 0.0477 159000000.00 159000000.00 0.0007 N N N Y Wells Fargo Securities, LLC WELLSFAR G RP 4.79% 11/21/24 4.79 N/A VYVVCKR63DVZZN70PB21 0000276523 KRQ614000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRQ614000 2025-11-01 2057-09-01 2.000 - 7.000 N/A 617281483.00 92839118.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRQ614000 2025-08-01 2054-11-01 1.000 - 7.500 N/A 1816026700.00 625270378.16 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-21 2024-11-21 2024-11-21 N N N 0.0469 703000000.00 703000000.00 0.0030 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/13/2025 4.82 3130B1XE2 2549001DPIFGXC1TOL40 US3130B1XE27 0001026214 KMB746000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-01-13 2025-01-13 N N N 0.0474 434007391.02 434007391.02 0.0019 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/22/2025 313385AX4 2549001DPIFGXC1TOL40 US313385AX45 FDI163000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-22 2025-01-22 2025-01-22 N N N 0.0455 257359447.80 257359447.80 0.0011 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/26/2025 4.96 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-09-26 2025-09-26 N N N 0.0485 93076987.26 93076987.26 0.0004 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.07% 1/28/25 4.88 N/A 549300HN4UKV1E2R3U73 KRX272000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRX272000 2034-04-01 2061-11-01 2.500 - 5.500 N/A 100830819.00 48495140.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KRX272000 2027-08-15 2054-10-20 2.500 - 7.500 N/A 12416660.00 10434553.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 KRX272000 2034-12-01 2054-09-01 1.500 - 7.000 N/A 94063460.00 84968448.74 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-28 2025-01-28 2025-01-28 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0482 141000000.00 141000000.00 0.0006 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12 05/01/2025 4.93 3130AVWL2 2549001DPIFGXC1TOL40 US3130AVWL23 0001026214 KDU576000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-05-01 2025-05-01 N N N 0.0485 31012475.02 31012475.02 0.0001 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 01/02/2026 4.96 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-01-02 2026-01-02 N N N 0.0487 139117379.94 139117379.94 0.0006 N N N N US Treasury Bill UST BILLS 0% 04/10/2025 912797NB9 254900HROIFWPRGM1V77 US912797NB96 KQV794000 U.S. Treasury Debt Y N/A N/A 2025-04-10 2025-04-10 2025-04-10 N N N 0.0444 795373830.42 795373830.42 0.0034 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/07/2025 4.83 3130B2AN5 2549001DPIFGXC1TOL40 US3130B2AN55 0001026214 KNW498000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-07 2025-03-07 N N N 0.0478 153007590.33 153007590.33 0.0007 N N N N US Treasury Bill UST BILLS 0% 03/04/2025 912797NK9 254900HROIFWPRGM1V77 US912797NK95 KRY223000 U.S. Treasury Debt Y N/A N/A 2025-03-04 2025-03-04 2025-03-04 N N N 0.0433 2596490291.85 2596490291.85 0.0111 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10 06/25/2026 4.91 3130B1S81 2549001DPIFGXC1TOL40 US3130B1S815 0001026214 KLD463000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-06-25 2026-06-25 N N N 0.0494 84957633.45 84957633.45 0.0004 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIT T RP 4.87% 11/1/24 4.87 N/A 549300H47WTHXPU08X20 KSA708000 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 KSA708000 2029-02-28 2029-12-31 1.875 - 4.625 N/A 8688726500.00 8686289766.69 U.S. Treasuries (including strips) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0487 8522512000.00 8522512000.00 0.0366 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/30/2024 4.83 3130B1K30 2549001DPIFGXC1TOL40 US3130B1K309 0001026214 KJY034000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-12-30 2024-12-30 N N N 0.0472 70002664.90 70002664.90 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/12/2025 4.95 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-11-12 2025-11-12 N N N 0.0486 305262781.90 305262781.90 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/07/2025 4.83 3130B2AP0 2549001DPIFGXC1TOL40 US3130B2AP04 0001026214 KNW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-02-07 2025-02-07 N N N 0.0475 281017135.38 281017135.38 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 10/20/2025 4.97 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-10-20 2025-10-20 N N N 0.0486 157163655.23 157163655.23 0.0007 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 12/08/2025 4.96 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-12-08 2025-12-08 N N N 0.0487 88083937.92 88083937.92 0.0004 N N N N BNP Paribas, SA BNP (GR) *G RP 4.755% 11/21/24 4.76 N/A R0MUWSFPU8MPRO8K5P83 KRQ577000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KRQ577000 2025-07-31 2054-05-15 0.625 - 5.375 N/A 2315546800.00 2175193413.91 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0466 2129000000.00 2129000000.00 0.0091 N N Y N BofA Securities, Inc. BASGR G RP SOFR+0.09% 12/6/24 4.90 N/A 549300HN4UKV1E2R3U73 KPN918000 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 KPN918000 2028-10-15 2074-09-20 3.500 - 7.000 N/A 62056429.00 30284925.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KPN918000 2035-02-01 2054-10-01 2.000 - 7.089 N/A 184167467.00 171279087.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPN918000 2030-06-01 2054-05-01 0.000 - 7.500 N/A 143079480.00 85254841.08 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-06 2024-12-06 2024-12-06 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0481 279000000.00 279000000.00 0.0012 N N N Y Societe Generale SOCGENFR G RP 4.85% 11/7/24 4.85 N/A O2RNE8IBXP4R0TD8PU41 KSA835000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KSA835000 2044-02-15 2048-11-15 3.375 - 4.500 N/A 105107500.00 98246949.33 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-07 N N N 0.0474 96000000.00 96000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 02/12/2026 4.94 3130AYX76 2549001DPIFGXC1TOL40 US3130AYX769 0001026214 KMJ640000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-02-12 2026-02-12 N N N 0.0491 70022751.40 70022751.40 0.0003 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/13/2024 313384T25 2549001DPIFGXC1TOL40 US313384T254 313384T25 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-12-13 2024-12-13 2024-12-13 N N N 0.0456 112398024.14 112398024.14 0.0005 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 03/05/2025 4.94 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 4003205 JXN769000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-05 2025-03-05 N N N 0.0478 262107933.52 262107933.52 0.0011 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/29/2026 4.94 3133ERMQ1 254900C5LP6DN9OP9V83 US3133ERMQ11 4003205 KMR276000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-07-29 2026-07-29 N N N 0.0491 76018717.28 76018717.28 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13.5 08/19/2026 4.95 3133ERPU9 254900C5LP6DN9OP9V83 US3133ERPU95 4003205 KOF637000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-08-19 2026-08-19 N N N 0.0493 171044540.37 171044540.37 0.0007 N N N N Fannie Mae FANNIE MAE VFAC SOFR+10 06/18/2026 4.91 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 0000310522 KLE478000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-06-18 2026-06-18 N N N 0.0493 364839640.90 364839640.90 0.0016 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/10/2025 4.83 3130B2AW5 2549001DPIFGXC1TOL40 US3130B2AW54 0001026214 KNW365000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-02-10 2025-02-10 N N N 0.0476 70002240.70 70002240.70 0.0003 N N N N US Treasury Bill UST BILLS 0% 04/24/2025 912797NC7 254900HROIFWPRGM1V77 US912797NC79 KRM358000 U.S. Treasury Debt Y N/A N/A 2025-04-24 2025-04-24 2025-04-24 N N N 0.0443 1610672271.60 1610672271.60 0.0069 N Y Y N Wells Fargo Securities LLC FICASH MU 4.88% 11/01/24 4.88 N/A N/A KSB020000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KSB020000 2024-11-25 2050-07-01 0.878 - 9.500 N/A 59272817.00 4432606.78 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KSB020000 2025-11-30 2044-05-15 0.375 - 4.625 N/A 53994767.00 48956779.90 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KSB020000 2024-12-15 2054-04-20 2.000 - 9.000 N/A 2630184706.00 450143354.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KSB020000 2024-11-15 2049-12-01 2.500 - 8.500 N/A 25065604.00 468114.33 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0488 494005000.00 494005000.00 0.0021 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 03/11/2025 4.92 3133EPC29 254900C5LP6DN9OP9V83 US3133EPC296 4003205 KAX601000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-11 2025-03-11 N N N 0.0479 32010905.28 32010905.28 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6.5 09/05/2025 4.88 3133ERSA0 254900C5LP6DN9OP9V83 US3133ERSA05 4003205 KPK918000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-09-05 2025-09-05 N N N 0.0488 144989152.55 144989152.55 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 04/15/2025 4.93 3133EPD77 254900C5LP6DN9OP9V83 US3133EPD773 4003205 KBE353000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-04-15 2025-04-15 N N N 0.0481 81039618.72 81039618.72 0.0003 N N N N Lloyds Bank Corp Mrkts LBCMGR G RP 4.81% 11/25/24 4.81 N/A 213800MBWEIJDM5CU638 KRT255000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KRT255000 2025-11-15 2029-08-31 3.625 - 4.500 N/A 120680200.00 121438701.13 U.S. Treasuries (including strips) Y N/A N/A 2024-11-25 2024-11-25 2024-11-25 N N N 0.0471 119000000.00 119000000.00 0.0005 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 03/05/2025 4.82 3130B26R1 2549001DPIFGXC1TOL40 US3130B26R13 0001026214 KNI898000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-05 2025-03-05 N N N 0.0478 280003872.40 280003872.40 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8.5 11/13/2025 4.90 3133ERTJ0 254900C5LP6DN9OP9V83 US3133ERTJ05 4003205 KPS606000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-11-13 2025-11-13 N N N 0.0489 41003077.87 41003077.87 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/12/2026 4.90 3130B1WK9 2549001DPIFGXC1TOL40 US3130B1WK95 0001026214 KLV562000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-01-12 2026-01-12 N N N 0.0490 141986764.18 141986764.18 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN 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MIZUHO G RP 4.86% 11/7/24 4.86 N/A 7TK5RJIZDFROZCA6XF66 0000812291 KSA739000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KSA739000 2026-01-31 2033-11-15 0.500 - 4.500 N/A 154445000.00 146150032.98 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-07 N N N 0.0475 143265000.00 143265000.00 0.0006 N N Y N US Treasury Bill UST BILLS 0% 04/17/2025 912797KS5 254900HROIFWPRGM1V77 US912797KS58 KHC652000 U.S. Treasury Debt Y N/A N/A 2025-04-17 2025-04-17 2025-04-17 N N N 0.0444 120532227.63 120532227.63 0.0005 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 09/14/2026 4.93 3133ERHG9 254900C5LP6DN9OP9V83 US3133ERHG93 4003205 KQC267000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-09-14 2026-09-14 N N N 0.0495 12398887.44 12398887.44 0.0001 N N N N US Treasury Bill UST BILLS 0% 02/18/2025 912797NH6 254900HROIFWPRGM1V77 US912797NH66 KRK577000 U.S. Treasury Debt Y N/A N/A 2025-02-18 2025-02-18 2025-02-18 N N N 0.0455 4910180440.41 4910180440.41 0.0211 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/05/2026 4.91 3133ERGH8 254900C5LP6DN9OP9V83 US3133ERGH85 4003205 KKI288000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-06-05 2026-06-05 N N N 0.0491 43999182.48 43999182.48 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/14/2025 4.95 3130AYFD3 2549001DPIFGXC1TOL40 US3130AYFD39 0001026214 KDH487000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-11-14 2025-11-14 N N N 0.0486 267231713.28 267231713.28 0.0011 N N N N Societe Generale SOCGENFR G RP 4.85% 11/7/24 4.85 N/A O2RNE8IBXP4R0TD8PU41 KSA699000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KSA699000 2027-09-15 2032-08-15 2.750 - 3.375 N/A 625459800.00 595760327.76 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-07 N N N 0.0474 584000000.00 584000000.00 0.0025 N N Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 04/02/2025 313385DV5 2549001DPIFGXC1TOL40 US313385DV51 313385DV5 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-04-02 2025-04-02 2025-04-02 N N N 0.0441 225811412.50 225811412.50 0.0010 N N N N US Treasury Bill UST BILLS 0% 12/31/2024 912797MR5 254900HROIFWPRGM1V77 US912797MR57 KPD753000 U.S. Treasury Debt Y N/A N/A 2024-12-31 2024-12-31 2024-12-31 N N N 0.0458 2193332909.30 2193332909.30 0.0094 N Y 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 0.0446 287757029.80 287757029.80 0.0012 N Y Y N Fixed Income Clearing Corp - ING ING FID T RP 4.88% 11/1/24 4.88 N/A N/A KSA686000 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 KSA686000 2027-10-15 2031-08-15 1.250 - 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BASGR G RP SOFR+0.07% 1/30/25 4.88 N/A 549300HN4UKV1E2R3U73 KRY662000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KRY662000 2038-11-15 2052-12-20 2.000 - 7.000 N/A 7725275.00 4591867.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRY662000 2030-05-01 2054-11-01 1.500 - 7.000 N/A 242003685.00 177793164.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRY662000 2032-07-01 2054-06-01 2.000 - 6.500 N/A 2227561482.00 443044656.52 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-30 2025-01-30 2025-01-30 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0482 613000000.00 613000000.00 0.0026 N N N Y Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 03/21/2025 313385DH6 2549001DPIFGXC1TOL40 US313385DH67 ABC742000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-03-21 2025-03-21 2025-03-21 N N N 0.0440 318536955.00 318536955.00 0.0014 N N N N Citigroup Global Capital Markets, Inc. CITIGRP G RP 4.83% 12/24/24 4.83 N/A MBNUM2BPBDO7JBLYG310 0000315030 KRS238000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KRS238000 2033-11-15 2033-11-15 4.500 N/A 295900.00 306728.98 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRS238000 2054-04-01 2054-04-01 4.500 - 7.000 N/A 133711413.00 126861385.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRS238000 2054-04-01 2054-04-01 5.000 - 6.500 N/A 163945617.00 159759576.10 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-24 2024-12-24 2024-12-24 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0475 281000000.00 281000000.00 0.0012 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 04/08/2026 4.93 3133ERWN7 254900C5LP6DN9OP9V83 US3133ERWN79 4003205 KQU634000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-04-08 2026-04-08 N N N 0.0492 34999330.45 34999330.45 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 01/30/2025 4.81 3130B24L6 2549001DPIFGXC1TOL40 US3130B24L60 0001026214 KNB192000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-01-30 2025-01-30 N N N 0.0474 814016573.04 814016573.04 0.0035 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/26/2024 313384U72 2549001DPIFGXC1TOL40 US313384U724 313384U72 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-12-26 2024-12-26 2024-12-26 N N N 0.0457 291960292.68 291960292.68 0.0013 N N Y N Fixed Income Clearing Corp - State Street Bank SSB FIT G RP 4.85% 11/1/24 4.85 N/A 549300H47WTHXPU08X20 KRY592000 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 KRY592000 2031-05-31 2031-09-30 1.250 - 4.625 N/A 1642965200.00 1588140008.47 U.S. Treasuries (including strips) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0485 1557000000.00 1557000000.00 0.0067 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 10/06/2025 4.97 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 4003205 JYV240000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-10-06 2025-10-06 N N N 0.0487 50045319.50 50045319.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 02/20/2025 4.92 3133EPE35 254900C5LP6DN9OP9V83 US3133EPE359 4003205 KBF097000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-02-20 2025-02-20 N N N 0.0478 146040291.62 146040291.62 0.0006 N N N N Freddie Mac Discount Notes FED HOME LN MRTG CORP 0% 12/05/2024 313396S20 S6XOOCT0IEG5ABCC6L87 US313396S201 313396S20 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-12-05 2024-12-05 2024-12-05 N N N 0.0455 174561784.52 174561784.52 0.0007 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/12/2025 4.96 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-05-12 2025-05-12 N N N 0.0481 327240289.41 327240289.41 0.0014 N N N N US Treasury Notes UST NOTES 0.25% 05/31/2025 0.25 912828ZT0 254900HROIFWPRGM1V77 US912828ZT04 GAH657000 U.S. Treasury Debt Y N/A N/A 2025-05-31 2025-05-31 2025-05-31 N N N 0.0446 171785625.44 171785625.44 0.0007 N Y Y N Fixed Income Clearing Corp - Natixis NAT FID T RP 4.88% 11/1/24 4.88 N/A KX1WK48MPD4Y2NCUIZ63 KSA660000 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 KSA660000 2025-05-15 2029-09-30 2.125 - 4.375 N/A 992316600.00 992096128.97 U.S. Treasuries (including strips) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0488 972000000.00 972000000.00 0.0042 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 03/10/2025 4.83 3130B2B46 2549001DPIFGXC1TOL40 US3130B2B462 0001026214 KNY709000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-10 2025-03-10 N N N 0.0478 116005771.00 116005771.00 0.0005 N N N N Credit AG CREDITAG *G RP 4.86% 11/4/24 4.86 N/A 1VUV7VQFKUOQSJ21A208 KQU009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KQU009000 2026-04-30 2026-04-30 4.875 N/A 97405800.00 98316641.64 U.S. Treasuries (including strips) Y N/A N/A 2024-11-04 2024-11-04 2024-11-04 Y CREDIT AG CIB (GOV REPO) 1.0000 4 N N/A N/A N N 0.0475 96000000.00 96000000.00 0.0004 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 04/14/2025 4.94 3130AXHU5 2549001DPIFGXC1TOL40 US3130AXHU52 0001026214 KAD087000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-04-14 2025-04-14 N N N 0.0481 107056823.42 107056823.42 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 08/04/2025 4.96 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-04 2025-08-04 2025-08-04 N N N 0.0483 77066949.96 77066949.96 0.0003 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11.5 04/02/2026 4.93 3134HAPV9 S6XOOCT0IEG5ABCC6L87 US3134HAPV99 KQR666000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-04-02 2026-04-02 N N N 0.0492 670522327.65 670522327.65 0.0029 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/28/2025 4.94 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-28 2025-03-28 N N N 0.0479 63032186.70 63032186.70 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 09/09/2026 4.95 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 4003205 KPN254000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-09-09 2026-09-09 N N N 0.0494 26004497.48 26004497.48 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 06/24/2026 4.92 3133ERJD4 254900C5LP6DN9OP9V83 US3133ERJD45 4003205 KLG652000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-06-24 2026-06-24 N N N 0.0491 47004474.87 47004474.87 0.0002 N N N N Goldman Sachs & Co LLC GOLDMAN G RP 4.86% 11/7/24 4.86 N/A FOR8UP27PHTHYVLBNG30 0000769993 KSA738000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KSA738000 2029-02-01 2054-05-01 2.500 - 5.500 N/A 9401100.00 4201760.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KSA738000 2035-12-15 2065-03-15 1.500 - 7.000 N/A 1145695217.00 1081456450.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KSA738000 2040-05-01 2054-08-01 3.500 - 6.000 N/A 9395990.00 6909266.27 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-07 2024-11-07 2024-11-07 N N N 0.0475 1071000000.00 1071000000.00 0.0046 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 09/10/2026 4.95 3130B2LJ2 2549001DPIFGXC1TOL40 US3130B2LJ25 0001026214 KPK871000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-09-10 2026-09-10 N N N 0.0495 67990154.96 67990154.96 0.0003 N N N 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 0.0449 1371821921.25 1371821921.25 0.0059 N Y Y N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.03% 11/5/24 4.84 N/A FOR8UP27PHTHYVLBNG30 0000769993 KPW389000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPW389000 2027-07-31 2028-11-30 0.375 - 4.375 N/A 407710500.00 387127914.81 U.S. Treasuries (including strips) Y N/A N/A 2024-11-05 2024-11-05 2024-11-05 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 5 N N/A N/A N N 0.0473 377000000.00 377000000.00 0.0016 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.375% 07/08/2025 4.38 3130B34Z3 2549001DPIFGXC1TOL40 US3130B34Z39 0001026214 KQW717000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-07-08 2025-07-08 2025-07-08 N N N 0.0451 557472567.24 557472567.24 0.0024 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 12/08/2025 4.97 3130AXYH5 2549001DPIFGXC1TOL40 US3130AXYH58 0001026214 KCM446000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-12-08 2025-12-08 N N N 0.0486 124125285.88 124125285.88 0.0005 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 01/03/2025 4.96 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 4003205 JSF356000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-01-03 2025-01-03 N N N 0.0472 50014021.50 50014021.50 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/18/2024 4.83 3130B0YW3 2549001DPIFGXC1TOL40 US3130B0YW33 0001026214 KHH553000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-12-18 2024-12-18 N N N 0.0472 297007341.84 297007341.84 0.0013 N N N N US Treasury Bill UST BILLS 0% 11/14/2024 912797LD7 254900HROIFWPRGM1V77 US912797LD70 KJJ104000 U.S. Treasury Debt Y N/A N/A 2024-11-14 2024-11-14 2024-11-14 N N N 0.0441 1936552212.26 1936552212.26 0.0083 N Y Y N US Treasury Bill UST BILLS 0% 01/21/2025 912797MY0 254900HROIFWPRGM1V77 US912797MY09 KQC154000 U.S. Treasury Debt Y N/A N/A 2025-01-21 2025-01-21 2025-01-21 N N N 0.0454 1118682699.70 1118682699.70 0.0048 N Y Y N RBC Dominion Securities RBCDOMGR *G RP 4.85% 11/8/24 4.85 N/A 549300QJJX6CVVUXLE15 KQE003000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KQE003000 2025-04-17 2054-08-15 0.000 - 5.000 N/A 939024600.00 785400658.06 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0474 764000000.00 764000000.00 0.0033 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/19/2025 4.96 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-05-19 2025-05-19 N N N 0.0481 326256046.92 326256046.92 0.0014 N N N N Fixed Income Clearing Corp - BNYM BNY FIT T RP 4.87% 11/1/24 4.87 N/A 549300H47WTHXPU08X20 KSA684000 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 KSA684000 2024-12-12 2043-02-15 0.000 - 4.500 N/A 15210418000.00 13907700051.15 U.S. Treasuries (including strips) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0487 13635000000.00 13635000000.00 0.0585 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11 12/18/2024 4.92 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 4003205 JSQ681000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-12-18 2024-12-18 N N N 0.0472 81012179.16 81012179.16 0.0003 N N N N BNP Paribas, SA BNP (GR) *G RP 4.69% 11/29/24 4.69 N/A R0MUWSFPU8MPRO8K5P83 KRX242000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Banks 2549001DPIFGXC1TOL40 KRX242000 2043-06-12 2043-06-12 3.740 N/A 10000.00 8596.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRX242000 2029-10-01 2054-11-01 2.000 - 6.799 N/A 8533180.00 4473498.13 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KRX242000 2028-10-31 2054-05-15 0.000 - 3.625 N/A 50990140.00 23173373.32 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KRX242000 2038-08-20 2064-06-20 2.000 - 7.500 N/A 274563438.00 173543943.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRX242000 2033-05-01 2054-09-01 1.820 - 7.277 N/A 48929400.00 17325000.00 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-07 2024-11-07 2024-11-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0460 214000000.00 214000000.00 0.0009 N N Y N Fixed Income Clearing Corp - ING ING FID G RP 4.86% 11/1/24 4.86 N/A N/A KRY740000 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 KRY740000 2027-02-28 2030-04-30 1.625 - 3.625 N/A 611571000.00 595555596.70 U.S. Treasuries (including strips) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0486 584000000.00 584000000.00 0.0025 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 10/21/2025 4.94 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 4003205 KDJ233000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-10-21 2025-10-21 N N N 0.0487 30018439.50 30018439.50 0.0001 N N N N HSBC Securities, Inc. (U.S.A.) HSBCSECS G RP 4.87% 11/7/24 4.87 N/A CYYGQCGNHMHPSMRL3R97 0000853784 KSA716000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KSA716000 2026-02-15 2029-04-30 0.500 - 4.625 N/A 391857700.00 387652455.29 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-07 N N N 0.0476 380000000.00 380000000.00 0.0016 N N Y N Fixed Income Clearing Corp - Credit Agricole CAG FID T RP 4.87% 11/1/24 4.87 N/A N/A KSA695000 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 KSA695000 2029-02-28 2051-05-15 1.750 - 4.125 N/A 777038000.00 674814990.60 U.S. Treasuries (including strips) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0487 661000000.00 661000000.00 0.0028 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+2 05/02/2025 4.83 3133ERND9 254900C5LP6DN9OP9V83 US3133ERND98 4003205 KNJ056000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-04 2025-05-02 2025-05-02 N N N 0.0482 24001102.08 24001102.08 0.0001 N N N N TD Securities (U.S.A.) TDGR G RP 4.84% 11/6/24 4.84 N/A SUVUFHICNZMP2WKHG940 KRY626000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KRY626000 2024-11-15 2034-08-15 0.000 - 4.875 N/A 198816600.00 194872463.10 U.S. Treasuries (including strips) Y N/A N/A 2024-11-06 2024-11-06 2024-11-06 N N N 0.0473 191000000.00 191000000.00 0.0008 N N Y N Lloyds Bank Corp Mrkts LBCMGR G RP 4.78% 12/19/24 4.78 N/A 213800MBWEIJDM5CU638 KRT256000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KRT256000 2025-11-15 2030-01-31 3.500 - 4.625 N/A 81277800.00 80606162.62 U.S. Treasuries (including strips) Y N/A N/A 2024-12-19 2024-12-19 2024-12-19 N N N 0.0470 79000000.00 79000000.00 0.0003 N N N Y BofA Securities, Inc. 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Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11 03/05/2026 4.92 3134HAJM6 S6XOOCT0IEG5ABCC6L87 US3134HAJM64 KPM085000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-03-05 2026-03-05 N N N 0.0490 434104576.64 434104576.64 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 08/06/2025 4.85 3130B2AF2 2549001DPIFGXC1TOL40 US3130B2AF22 0001026214 KNR846000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-08-06 2025-08-06 N N N 0.0483 243016711.11 243016711.11 0.0010 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/29/2025 313385BE5 2549001DPIFGXC1TOL40 US313385BE54 FDH941000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-29 2025-01-29 2025-01-29 N N N 0.0454 519328222.64 519328222.64 0.0022 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11 05/07/2026 4.92 3134HAVY6 S6XOOCT0IEG5ABCC6L87 US3134HAVY64 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The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. 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BASGR G RP 4.71% 12/24/24 4.71 N/A 549300HN4UKV1E2R3U73 KRT906000 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 KRT906000 2051-12-20 2064-06-20 2.000 - 7.000 N/A 15880727.00 12124796.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRT906000 2051-04-01 2051-04-01 2.500 N/A 211939840.00 131809172.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRT906000 2052-03-01 2052-03-01 2.500 N/A 23999.00 17745.95 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-24 2024-12-24 2024-12-24 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0463 141000000.00 141000000.00 0.0006 N N N Y ING Financial Markets LLC INGFIN G RP 4.85% 11/1/24 4.85 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 KRT837000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KRT837000 2027-09-30 2027-09-30 4.125 N/A 19335200.00 19398369.05 U.S. Treasuries (including strips) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0485 19000000.00 19000000.00 0.0001 N Y Y N Wells Fargo Securities, LLC WELLSFAR G RP 5.21% 11/19/24 5.21 N/A VYVVCKR63DVZZN70PB21 0000276523 KOT579000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KOT579000 2025-07-01 2054-11-01 1.500 - 7.500 N/A 704027586.00 581440929.76 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-19 2024-11-19 2024-11-19 N N N 0.0509 564000000.00 564000000.00 0.0024 N N N Y TD Securities (U.S.A.) TDGR M RP 4.88% 11/1/24 4.88 N/A SUVUFHICNZMP2WKHG940 KSA676000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KSA676000 2052-09-01 2053-01-01 5.500 - 6.000 N/A 268677372.00 228671955.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KSA676000 2050-08-01 2053-12-01 3.000 - 6.500 N/A 301802274.00 263034689.14 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0488 482000000.00 482000000.00 0.0021 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 11/22/2024 4.92 3133EPWQ4 254900C5LP6DN9OP9V83 4003205 JYH775000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-11-22 2024-11-22 N N N 0.0470 65004256.20 65004256.20 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4 07/29/2025 4.85 3133ERMP3 254900C5LP6DN9OP9V83 US3133ERMP38 4003205 KMR130000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-07-29 2025-07-29 N N N 0.0483 74004792.98 74004792.98 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 01/30/2026 4.95 3133EPZ57 254900C5LP6DN9OP9V83 US3133EPZ578 4003205 KDU758000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-01-30 2026-01-30 N N N 0.0489 43026260.53 43026260.53 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 06/24/2026 4.94 3133ERUG4 254900C5LP6DN9OP9V83 US3133ERUG47 4003205 KQB491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-06-24 2026-06-24 N N N 0.0495 97986138.88 97986138.88 0.0004 N N N N Sumitomo Mitsui Banking Corp. SUMITRGT *G RP 4.8% 11/20/24 4.80 N/A 5493006GGLR4BTEL8O61 KSA887000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-11-07 2024-11-07 2024-11-20 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0470 44000000.00 44000000.00 0.0002 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 02/20/2025 4.94 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-02-20 2025-02-20 N N N 0.0477 79028990.63 79028990.63 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/04/2026 4.89 3133ERGB1 254900C5LP6DN9OP9V83 US3133ERGB16 4003205 KKH401000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-03-04 2026-03-04 N N N 0.0490 101984045.16 101984045.16 0.0004 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 08/28/2026 4.94 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 4003205 KRR808000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-08-28 2026-08-28 N N N 0.0493 47005078.82 47005078.82 0.0002 N N N N Credit AG CREDITAG *G RP 4.85% 11/8/24 4.85 N/A 1VUV7VQFKUOQSJ21A208 KRN301000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KRN301000 2026-04-30 2026-04-30 4.875 N/A 97195900.00 98104778.86 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-08 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0474 96000000.00 96000000.00 0.0004 N N Y 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 0.0446 300199578.00 300199578.00 0.0013 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.44% 03/21/2025 4.44 3130B3BU6 2549001DPIFGXC1TOL40 US3130B3BU62 0001026214 KRE242000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-03-21 2025-03-21 2025-03-21 N N N 0.0447 270913973.76 270913973.76 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 11/17/2025 4.88 3133ERES6 254900C5LP6DN9OP9V83 US3133ERES68 4003205 KJO180000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-11-17 2025-11-17 N N N 0.0488 42499491.70 42499491.70 0.0002 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10.5 02/26/2025 4.92 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 4003205 JTO296000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-02-26 2025-02-26 N N N 0.0478 207059818.86 207059818.86 0.0009 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.745% 11/21/24 4.75 N/A 2IGI19DL77OX0HC3ZE78 KRQ668000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KRQ668000 2024-11-19 2054-05-15 0.000 - 4.875 N/A 199011500.00 197560841.30 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0465 193000000.00 193000000.00 0.0008 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 01/16/2026 4.95 3130AYJ80 2549001DPIFGXC1TOL40 US3130AYJ800 0001026214 KMJ618000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-01-16 2026-01-16 N N N 0.0489 70040674.90 70040674.90 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+6 08/21/2025 4.87 3130B2G90 2549001DPIFGXC1TOL40 US3130B2G909 0001026214 KOU677000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-08-21 2025-08-21 N N N 0.0484 411059932.02 411059932.02 0.0018 N N N N US Treasury Bill UST BILLS 0% 03/20/2025 912797KJ5 254900HROIFWPRGM1V77 US912797KJ59 KFX065000 U.S. Treasury Debt Y N/A N/A 2025-03-20 2025-03-20 2025-03-20 N N N 0.0445 1413896147.40 1413896147.40 0.0061 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/02/2026 4.90 3133ERDN8 254900C5LP6DN9OP9V83 US3133ERDN80 4003205 KIT368000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-04 2026-02-02 2026-02-02 N N N 0.0489 51000075.99 51000075.99 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+9 01/16/2026 4.90 3130B0YQ6 2549001DPIFGXC1TOL40 US3130B0YQ64 0001026214 KHH555000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-01-16 2026-01-16 N N N 0.0487 72016321.68 72016321.68 0.0003 N N N N Fannie Mae FANNIE MAE VFAC SOFR+14 09/11/2026 4.95 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 0000310522 KPT617000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-09-11 2026-09-11 N N N 0.0496 601899694.76 601899694.76 0.0026 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/21/2025 4.97 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-07-21 2025-07-21 N N N 0.0484 278234064.88 278234064.88 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 11/17/2025 4.97 3130AXS90 2549001DPIFGXC1TOL40 US3130AXS902 0001026214 KCK819000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-11-17 2025-11-17 N N N 0.0486 468504120.24 468504120.24 0.0020 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 4.41% 04/09/2025 4.41 3130B3A45 2549001DPIFGXC1TOL40 US3130B3A454 0001026214 KRB825000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-04-09 2025-04-09 2025-04-09 N N N 0.0449 338823218.28 338823218.28 0.0015 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 07/02/2026 4.94 3133ERWA5 254900C5LP6DN9OP9V83 US3133ERWA58 4003205 KQM206000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-07-02 2026-07-02 N N N 0.0493 72010858.32 72010858.32 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/10/2026 4.89 3133ERGM7 254900C5LP6DN9OP9V83 US3133ERGM70 4003205 KKO797000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-02-10 2026-02-10 N N N 0.0489 64991496.70 64991496.70 0.0003 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 09/04/2026 4.95 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 KPM089000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-09-04 2026-09-04 N N N 0.0495 283959933.28 283959933.28 0.0012 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 05/13/2026 4.91 3133EREH0 254900C5LP6DN9OP9V83 US3133EREH04 4003205 KJH573000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-05-13 2026-05-13 N N N 0.0491 287997318.72 287997318.72 0.0012 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+3 03/24/2025 4.84 3130B2JS5 2549001DPIFGXC1TOL40 US3130B2JS51 0001026214 KPD674000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-24 2025-03-24 N N N 0.0479 58005677.04 58005677.04 0.0002 N N N N US Treasury Bill UST BILLS 0% 11/21/2024 912797LE5 254900HROIFWPRGM1V77 US912797LE53 KJQ646000 U.S. Treasury Debt Y N/A N/A 2024-11-21 2024-11-21 2024-11-21 N N N 0.0450 2286127139.64 2286127139.64 0.0098 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 07/18/2025 4.86 3133EP5P6 254900C5LP6DN9OP9V83 US3133EP5P65 4003205 KGS333000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-07-18 2025-07-18 N N N 0.0482 70013787.90 70013787.90 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/22/2025 4.90 3133EP3G8 254900C5LP6DN9OP9V83 US3133EP3G84 4003205 KJP831000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-09-22 2025-09-22 N N N 0.0486 99032554.17 99032554.17 0.0004 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/31/2024 313384V48 2549001DPIFGXC1TOL40 US313384V482 FCE351000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-12-31 2024-12-31 2024-12-31 N N N 0.0459 136957103.64 136957103.64 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 04/28/2025 4.99 3133ENVF4 254900C5LP6DN9OP9V83 US3133ENVF41 4003205 KAE416000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-04-28 2025-04-28 N N N 0.0481 13010830.56 13010830.56 0.0001 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 05/05/2026 4.91 3133ERKD2 254900C5LP6DN9OP9V83 US3133ERKD26 4003205 KLP328000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-05-05 2026-05-05 N N N 0.0493 81969937.98 81969937.98 0.0004 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/04/2024 4.82 3130B0PW3 2549001DPIFGXC1TOL40 US3130B0PW34 0001026214 KGS514000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-04 2024-11-04 2024-11-04 N N N 0.0472 288999702.33 288999702.33 0.0012 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12.5 05/20/2025 4.94 3133EPE76 254900C5LP6DN9OP9V83 US3133EPE763 4003205 KBJ658000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-05-20 2025-05-20 N N N 0.0481 45029259.00 45029259.00 0.0002 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2.5 04/09/2025 4.84 3130B2BL8 2549001DPIFGXC1TOL40 US3130B2BL80 0001026214 KOA832000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-04-09 2025-04-09 N N N 0.0480 84007764.12 84007764.12 0.0004 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.81% 11/14/24 4.81 N/A 2IGI19DL77OX0HC3ZE78 KRK432000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRK432000 2027-04-01 2054-10-01 2.000 - 7.000 N/A 250390778.00 230253028.65 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KRK432000 2024-11-29 2054-02-15 0.000 - 4.875 N/A 1026300.00 1020323.58 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRK432000 2027-09-01 2054-10-01 3.000 - 7.000 N/A 77570159.00 44225202.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KRK432000 2052-07-20 2054-05-20 3.000 - 4.000 N/A 590048.00 527536.21 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-07 2024-11-07 2024-11-14 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0471 270000000.00 270000000.00 0.0012 N N Y N US Treasury Bill UST BILLS 0% 01/02/2025 912797LR6 254900HROIFWPRGM1V77 US912797LR66 KLO543000 U.S. Treasury Debt Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0458 356207701.59 356207701.59 0.0015 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 11/21/2024 4.92 3130AWWC0 2549001DPIFGXC1TOL40 US3130AWWC07 0001026214 JXB534000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-11-21 2024-11-21 N N N 0.0476 127004064.00 127004064.00 0.0005 N N N N Natixis SA NATIXGR *G RP 4.85% 11/8/24 4.85 N/A KX1WK48MPD4Y2NCUIZ63 KQD967000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KQD967000 2025-01-31 2052-02-15 0.250 - 6.000 N/A 518297400.00 501741756.18 U.S. Treasuries (including strips) Y N/A N/A 2024-11-07 2024-11-07 2024-11-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0474 489000000.00 489000000.00 0.0021 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 08/08/2025 4.86 3130B2BK0 2549001DPIFGXC1TOL40 US3130B2BK08 0001026214 KNY760000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-08-08 2025-08-08 N N N 0.0484 336022999.20 336022999.20 0.0014 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/16/2025 4.96 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-05-16 2025-05-16 N N N 0.0481 113084539.82 113084539.82 0.0005 N N N N Fixed Income Clearing Corp - Nomura NOM FIG G RP 4.88% 11/1/24 4.88 N/A XPSKD1VTEQPKCHBEKQ95 KSA831000 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 KSA831000 2024-11-05 2034-05-15 0.000 - 5.250 N/A 1307176500.00 1289454842.20 U.S. Treasuries (including strips) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0488 1264000000.00 1264000000.00 0.0054 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/15/2025 4.96 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 4003205 KCE402000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-12-15 2025-12-15 N N N 0.0487 128110543.36 128110543.36 0.0005 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5% 02/20/2025 5.00 3130B06H7 2549001DPIFGXC1TOL40 US3130B06H76 0001026214 KEY322000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-20 2025-02-20 2025-02-20 N N N 0.0454 146164774.14 146164774.14 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/25/2025 5.06 3130B0AT6 2549001DPIFGXC1TOL40 US3130B0AT69 0001026214 KFC397000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0454 290396525.70 290396525.70 0.0012 N N N N Nomura Securities International FICASH MU 4.88% 11/01/24 4.88 N/A N/A KSB020000_07426 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 549300M8ZYFG0OCMTT87 KSB020000 2024-11-15 2066-07-15 1.500 - 9.000 N/A 896201417.00 47105901.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KSB020000 2024-11-25 2062-03-01 1.490 - 9.000 N/A 3231050170.00 272468724.66 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KSB020000 2024-11-15 2054-08-15 0.000 - 7.625 N/A 27857551.00 23767199.85 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KSB020000 2024-11-25 2054-11-01 0.770 - 9.500 N/A 988490155.00 94879032.49 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0488 429570000.00 429570000.00 0.0018 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/17/2025 4.92 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-07-17 2025-07-17 N N N 0.0482 75747229.23 75747229.23 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+16 07/24/2025 4.97 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-07-24 2025-07-24 N N N 0.0483 273255410.61 273255410.61 0.0012 N N N N Mitsubishi UFJ Securities (U.S.A.), Inc. MUFJGR G RP 4.89% 12/12/24 4.89 N/A K5HU16E3LMSVCCJJJ255 KQE080000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KQE080000 2025-01-01 2054-10-01 2.000 - 7.000 N/A 1368350831.00 698655276.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KQE080000 2025-05-01 2054-11-01 2.000 - 6.500 N/A 333272789.00 212395116.91 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-12 2024-12-12 2024-12-12 N N N 0.0480 888000000.00 888000000.00 0.0038 N N N Y MUFG Securities (Canada), Ltd. MFGCAGR G RP 4.88% 12/12/24 4.88 N/A 549300Y1PMK3RWXMWR72 KQE077000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KQE077000 2024-11-30 2052-11-15 0.250 - 4.750 N/A 197205400.00 187882741.41 U.S. Treasuries (including strips) Y N/A N/A 2024-12-12 2024-12-12 2024-12-12 N N N 0.0479 183000000.00 183000000.00 0.0008 N N N Y Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.06% 02/26/2025 5.06 3130B0A58 2549001DPIFGXC1TOL40 US3130B0A583 0001026214 KEY125000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-26 2025-02-26 2025-02-26 N N N 0.0454 510703519.50 510703519.50 0.0022 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/20/2025 4.85 3130B2GE9 2549001DPIFGXC1TOL40 US3130B2GE92 0001026214 KOU683000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-05-20 2025-05-20 N N N 0.0481 319055512.38 319055512.38 0.0014 N N N N MUFG Securities EMEA PLC MUFSECGR T RP 4.87% 11/1/24 4.87 N/A U7M81AY481YLIOR75625 KSA707000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KSA707000 2024-12-17 2029-08-31 0.000 - 4.250 N/A 100024100.00 98897506.90 U.S. Treasuries (including strips) Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0487 97000000.00 97000000.00 0.0004 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 09/25/2026 4.96 3130B2UL7 2549001DPIFGXC1TOL40 US3130B2UL79 0001026214 KQF147000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-09-25 2026-09-25 N N N 0.0495 539056206.92 539056206.92 0.0023 N N N N US Treasury Bill UST BILLS 0% 12/10/2024 912797MN4 254900HROIFWPRGM1V77 US912797MN44 KNY486000 U.S. Treasury Debt Y N/A N/A 2024-12-10 2024-12-10 2024-12-10 N N N 0.0456 2606524201.97 2606524201.97 0.0112 N Y Y 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 0.0446 307167167.58 307167167.58 0.0013 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 10/23/2026 4.95 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 4003205 KRM359000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-10-23 2026-10-23 N N N 0.0495 70999221.13 70999221.13 0.0003 N N N N US Treasury Bill UST BILLS 0% 03/06/2025 912797MM6 254900HROIFWPRGM1V77 US912797MM60 KPF661000 U.S. Treasury Debt Y N/A N/A 2025-03-06 2025-03-06 2025-03-06 N N N 0.0445 100444322.52 100444322.52 0.0004 N Y Y N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.76% 11/20/24 4.76 N/A 2IGI19DL77OX0HC3ZE78 KRQ661000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KRQ661000 2052-02-20 2052-09-20 2.500 - 4.500 N/A 49980437.00 35448795.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRQ661000 2047-05-01 2054-10-01 1.500 - 7.000 N/A 73177766.00 71505972.90 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KRQ661000 2026-11-15 2053-08-15 0.000 - 4.375 N/A 107868400.00 99794356.51 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRQ661000 2028-03-01 2061-09-01 2.000 - 7.000 N/A 391618722.00 251841927.91 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-07 2024-11-07 2024-11-20 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0466 448000000.00 448000000.00 0.0019 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14.5 07/25/2025 4.96 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-07-25 2025-07-25 N N N 0.0483 78064852.32 78064852.32 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/27/2025 4.94 3130AXD21 2549001DPIFGXC1TOL40 US3130AXD219 0001026214 JYN688000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-27 2025-03-27 N N N 0.0479 390197538.90 390197538.90 0.0017 N N N N Sumitomo Mitsui Banking Corp. FICASH MU 4.88% 11/01/24 4.88 N/A N/A KSB020000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KSB020000 2053-02-01 2053-04-01 5.500 N/A 585308136.00 508915299.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KSB020000 2048-12-01 2053-05-01 2.000 - 5.500 N/A 3977497130.00 1242352415.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KSB020000 2042-10-20 2054-06-20 3.000 - 6.500 N/A 3566416001.00 2024997520.27 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0488 3694422000.00 3694422000.00 0.0159 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/28/2025 4.88 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-11-28 2025-11-28 N N N 0.0487 141012619.50 141012619.50 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+10.5 02/20/2026 4.92 3130B2FF7 2549001DPIFGXC1TOL40 US3130B2FF76 0001026214 KOT957000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-02-20 2026-02-20 N N N 0.0490 136024014.88 136024014.88 0.0006 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/20/2026 4.94 3133EP3F0 254900C5LP6DN9OP9V83 US3133EP3F02 4003205 KEQ873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-02-20 2026-02-20 N N N 0.0489 73036808.06 73036808.06 0.0003 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 12/10/2024 4.82 3130B1MM6 2549001DPIFGXC1TOL40 US3130B1MM61 0001026214 KKH682000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-12-10 2024-12-10 N N N 0.0472 493006606.20 493006606.20 0.0021 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 0.0409 662485220.28 662485220.28 0.0028 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 11/07/2024 4.82 3130B0PS2 2549001DPIFGXC1TOL40 US3130B0PS22 0001026214 KGS487000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2024-11-07 2024-11-07 N N N 0.0470 868001527.68 868001527.68 0.0037 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/18/2026 4.91 3133ERHP9 254900C5LP6DN9OP9V83 US3133ERHP92 4003205 KKY986000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-06-18 2026-06-18 N N N 0.0494 70714750.23 70714750.23 0.0003 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 11/28/2025 4.97 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 4003205 KBP973000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-11-28 2025-11-28 N N N 0.0487 206183510.98 206183510.98 0.0009 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 03/20/2025 4.94 3133EPYZ2 254900C5LP6DN9OP9V83 US3133EPYZ26 4003205 KAH848000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-20 2025-03-20 N N N 0.0480 136060228.96 136060228.96 0.0006 N N N N Mitsubishi UFJ Securities Holdings Ltd FICASH MU 4.88% 11/01/24 4.88 N/A N/A KSB020000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KSB020000 2025-10-20 2025-10-20 5.120 N/A 5140666.00 5159620.65 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 KSB020000 2041-03-15 2054-10-20 3.000 - 6.500 N/A 300859494.00 138991267.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KSB020000 2026-06-04 2054-09-01 1.500 - 7.000 N/A 264882437.00 173429943.33 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 KSB020000 2024-12-13 2024-12-13 5.170 N/A 2148.00 2191.63 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 KSB020000 2025-02-25 2041-02-15 0.000 - 4.000 N/A 81947184.00 80690436.77 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KSB020000 2028-09-01 2058-01-01 1.500 - 7.480 N/A 669216300.00 379568793.57 Agency Mortgage-Backed Securities Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0488 762487000.00 762487000.00 0.0033 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15.5 12/01/2025 4.97 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 4003205 KBU266000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-12-01 2025-12-01 N N N 0.0488 157139734.71 157139734.71 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 0.0453 447059187.67 447059187.67 0.0019 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/29/2026 4.95 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 KRY193000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2026-10-29 2026-10-29 N N N 0.0495 451998558.12 451998558.12 0.0019 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+14 08/25/2025 4.95 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-08-25 2025-08-25 N N N 0.0484 149119040.57 149119040.57 0.0006 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/06/2025 4.94 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-11-01 2025-03-06 2025-03-06 N N N 0.0478 231099722.70 231099722.70 0.0010 N N N N Fidelity Government Cash Reserves 2024-11-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer