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Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-08-01 2052-08-01 5.000 13629923.00 11212723.98 Agency Mortgage-Backed Securities Federal National Mortgage Association 2032-04-25 2052-10-01 2.152 - 4.000 26475652.00 18899111.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-03-20 2050-03-20 5.500 766700.00 752279.57 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2048-11-15 0.000 - 5.000 1630240.00 1919245.78 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-05-07 N N N 0.0520 32000000.00 32000000.00 0.0003 N N Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.34% 3Y4U8VZURTYWI1W2K376 KGS373000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2041-01-20 2064-04-20 3.000 - 8.000 113118666.00 98355744.51 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-07 2024-05-07 2024-06-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 96000000.00 96000000.00 0.0008 N N Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.33% 3Y4U8VZURTYWI1W2K376 KHH360000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-10-20 2064-03-20 3.000 - 8.000 77559612.00 65424976.02 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-07 2024-05-07 2024-05-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 64000000.00 64000000.00 0.0005 N N Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 KHH913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-01-31 2026-01-31 5.571 56346700.00 57238205.83 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-05-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 56000000.00 56000000.00 0.0004 N N Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.33% 3Y4U8VZURTYWI1W2K376 KHI742000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-05-20 2054-02-20 5.500 - 6.500 131477209.00 130811292.43 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-07 2024-05-07 2024-05-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 128000000.00 128000000.00 0.0010 N N Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.31% 3Y4U8VZURTYWI1W2K376 KIK310000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-07-31 2026-01-31 5.451 - 5.571 56333700.00 57170616.61 U.S. Treasuries (including strips) Y N/A N/A 2024-05-02 2024-05-02 2024-05-02 N N N 0.0517 56000000.00 56000000.00 0.0004 N N Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 KIT208000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2032-11-20 2064-04-20 3.000 - 7.000 78323878.00 65299294.66 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-06 2024-05-06 2024-05-06 N N N 0.0519 64000000.00 64000000.00 0.0005 N N Y N BNP PARIBAS BNP PARIBAS, 5.38% R0MUWSFPU8MPRO8K5P83 KEQ684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-25 2054-02-15 0.000 - 6.750 1028955700.00 935862261.84 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-06-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0525 904000000.00 904000000.00 0.0072 N N Y N BNP PARIBAS BNP PARIBAS, 5.38% R0MUWSFPU8MPRO8K5P83 KES281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-13 2053-02-15 0.000 - 5.571 237447100.00 233090806.74 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-06-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0526 226000000.00 226000000.00 0.0018 N N Y N BNP PARIBAS BNP PARIBAS, 5.38% R0MUWSFPU8MPRO8K5P83 KEV987000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-20 2053-11-15 0.000 - 5.571 258537600.00 234144040.09 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-06-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0526 227000000.00 227000000.00 0.0018 N N Y N BNP PARIBAS BNP PARIBAS, 5.37% R0MUWSFPU8MPRO8K5P83 KFF399000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-06 2052-05-15 0.000 - 6.500 609192700.00 587780699.20 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-06-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 571000000.00 571000000.00 0.0045 N N Y N BNP PARIBAS BNP PARIBAS, 5.37% R0MUWSFPU8MPRO8K5P83 KFG138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-05 2052-02-15 0.000 - 5.526 590197400.00 468302912.05 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-06-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0525 455000000.00 455000000.00 0.0036 N N Y N BNP PARIBAS BNP PARIBAS, 5.37% R0MUWSFPU8MPRO8K5P83 KFO159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-25 2052-05-15 0.000 - 5.571 196898700.00 174840916.00 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-06-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0525 170000000.00 170000000.00 0.0013 N N Y N BNP PARIBAS BNP PARIBAS, 5.37% R0MUWSFPU8MPRO8K5P83 KFS959000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2051-08-15 0.375 - 5.571 880141400.00 816379110.82 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-06-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0525 794000000.00 794000000.00 0.0063 N N Y N BNP PARIBAS BNP PARIBAS, 5.37% R0MUWSFPU8MPRO8K5P83 KFS961000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-11-17 2042-02-03 2.020 - 2.930 579000.00 422777.85 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2039-07-11 2039-07-11 2.800 10000.00 7424.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-02-01 2054-03-01 2.500 - 7.000 25270464.00 9206425.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-01-01 2054-03-01 1.500 - 7.500 27443870.00 16837719.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-02-15 2059-03-15 3.000 - 7.000 95971267.00 47960999.52 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-15 2054-02-15 0.000 - 5.571 322490079.00 251707442.24 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-06-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0525 315000000.00 315000000.00 0.0025 N N Y N BNP PARIBAS BNP PARIBAS, 5.37% R0MUWSFPU8MPRO8K5P83 KFV527000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-11-17 2040-07-02 2.020 - 2.480 55000.00 41470.55 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2039-07-11 2039-07-11 2.800 185000.00 137353.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-11-01 2054-04-01 1.220 - 6.500 1094331.00 1110970.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-05-01 2054-04-01 2.500 - 6.000 178384.00 97937.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-08-20 2058-04-15 3.000 - 5.500 834417.00 762526.69 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2053-11-15 0.000 - 5.571 167045085.00 128412812.55 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-06-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0525 126000000.00 126000000.00 0.0010 N N Y N BNPP PRIME BRKRGE INT (NG RP) BNPP PRIME BRKRGE INT (NG RP), 5.57% 7VHWWWW4UJS7NUM3PT30 KIX940000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2024-10-15 2500-12-31 0.000 - 8.250 43801871.00 688066445.47 Equities Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0557 637000000.00 637000000.00 0.0051 N Y Y N BNY Mellon Capital Markets LLC BNY Mellon Capital Markets LLC, 5.31902% VJW2DOOHGDT6PR0ZRO63 KIY192000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2028-01-18 2028-01-18 5.400 228202.00 230182.36 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-11-08 2029-02-13 1.000 - 5.500 294222.00 294880.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-01 2054-05-01 1.500 - 8.000 101354359.00 93210125.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-05-25 2054-05-01 1.500 - 8.500 65248313.00 54335556.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-06-20 2054-04-20 1.500 - 9.000 20152002.00 10182314.20 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-05-07 2053-08-15 0.000 - 4.375 4822804.00 4445341.40 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 159470000.00 159470000.00 0.0013 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.33% 549300HN4UKV1E2R3U73 KEI774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2025-03-31 0.500 - 1.125 59021700.00 56814324.00 U.S. Treasuries (including strips) Y N/A N/A 2024-05-06 2024-05-06 2024-05-06 Y BANK OF AMERICA CORPORATION 1.0000 6 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0520 55000000.00 55000000.00 0.0004 N N Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.34% 549300HN4UKV1E2R3U73 KFE849000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2025-09-30 3.000 - 5.000 57544500.00 57645375.29 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-05-29 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0522 56000000.00 56000000.00 0.0004 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC, 5.31% 06054NG88 549300HN4UKV1E2R3U73 0001675365 KFL971000 Financial Company Commercial Paper Y N/A N/A 2024-07-08 2024-07-08 2024-07-08 N N N 0.0556 263226497.80 263226497.80 0.0021 N N N N BOFA SECURITIES INC BOFA SECURITIES INC, 5.31% 06054NGA3 549300HN4UKV1E2R3U73 0001675365 KFN193000 Financial Company Commercial Paper Y N/A N/A 2024-07-10 2024-07-10 2024-07-10 N N N 0.0556 130583785.20 130583785.20 0.0010 N N N N BOFA SECURITIES INC BOFA SECURITIES INC, 5.31% 06054NGC9 549300HN4UKV1E2R3U73 0001675365 KFN194000 Financial Company Commercial Paper Y N/A N/A 2024-07-12 2024-07-12 2024-07-12 N N N 0.0556 261087789.60 261087789.60 0.0021 N N N N BOFA SECURITIES INC BOFA SECURITIES INC, 5.32% 06054NGJ4 549300HN4UKV1E2R3U73 0001675365 KFV544000 Financial Company Commercial Paper Y N/A N/A 2024-07-18 2024-07-18 2024-07-18 N N N 0.0557 130424210.40 130424210.40 0.0010 N N N N BOFA SECURITIES INC BOFA SECURITIES INC, 5.35% 06054NGK1 549300HN4UKV1E2R3U73 0001675365 KGD832000 Financial Company Commercial Paper Y N/A N/A 2024-07-19 2024-07-19 2024-07-19 N N N 0.0557 130404265.20 130404265.20 0.0010 N N N N BOFA SECURITIES INC BOFA SECURITIES INC, 5.35% 06054NGN5 549300HN4UKV1E2R3U73 0001675365 KGD833000 Financial Company Commercial Paper Y N/A N/A 2024-07-22 2024-07-22 2024-07-22 N N N 0.0557 130344429.60 130344429.60 0.0010 N N N N BOFA SECURITIES INC BOFA SECURITIES INC, 5.36% 06054NH12 549300HN4UKV1E2R3U73 0001675365 KGN837000 Financial Company Commercial Paper Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0558 260289928.80 260289928.80 0.0021 N N N N BPCE SA BPCE SA, 5.32% 05571BF57 9695005MSX1OYEMGDF46 0001485022 KEW526000 Financial Company Commercial Paper Y N/A N/A 2024-06-05 2024-06-05 2024-06-05 N N N 0.0544 523198524.00 523198524.00 0.0041 N N N N BPCE SA BPCE SA, 5.32% 05571BF40 9695005MSX1OYEMGDF46 0001485022 KEW544000 Financial Company Commercial Paper Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0544 261638422.70 261638422.70 0.0021 N N N N BPCE SA BPCE SA, 5.4% 05571BH89 9695005MSX1OYEMGDF46 0001485022 KIJ238000 Financial Company Commercial Paper Y N/A N/A 2024-08-08 2024-08-08 2024-08-08 N N N 0.0547 258123369.40 258123369.40 0.0020 N N N N BPCE SA BPCE SA, 5.4% 05571BH97 9695005MSX1OYEMGDF46 0001485022 KIK129000 Financial Company Commercial Paper Y N/A N/A 2024-08-09 2024-08-09 2024-08-09 N N N 0.0547 196765635.13 196765635.13 0.0016 N N N N BPCE SA BPCE SA, 5.4% 05571BH97 9695005MSX1OYEMGDF46 0001485022 KIK130000 Financial Company Commercial Paper Y N/A N/A 2024-08-09 2024-08-09 2024-08-09 N N N 0.0547 43490376.04 43490376.04 0.0003 N N N N BPCE SA BPCE SA, 5.4% 05571BH97 9695005MSX1OYEMGDF46 0001485022 KIK174000 Financial Company Commercial Paper Y N/A N/A 2024-08-09 2024-08-09 2024-08-09 N N N 0.0547 246264870.00 246264870.00 0.0020 N N N N Bank of America, N.A. Bank of America, N.A., 5.31902% B4TYDEB6GKMZO031MB27 KIY192000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-09-20 2052-05-20 2.000 - 4.500 1769930290.00 468128808.82 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 458882000.00 458882000.00 0.0036 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 5.31902% L3I9ZG2KFGXZ61BMYR72 KIY192000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2042-08-15 0.000 - 6.500 141390340.00 137998818.93 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 135273000.00 135273000.00 0.0011 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 5.31902% 549300HN4UKV1E2R3U73 KIY192000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-10-31 2025-10-31 0.250 8653081.00 8050013.37 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0532 7891000.00 7891000.00 0.0001 N Y Y N CABOT TRAIL FUNDING LLC CABOT TRAIL FUNDING LLC, 5.325% 12710GEL0 25490002FPRX2W8W9V23 KEQ672000 Asset Backed Commercial Paper Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N Y TORONTO DOMINION BANK 1.0000 N/A N/A N 0.0546 38883417.30 38883417.30 0.0003 N N N N CABOT TRAIL FUNDING LLC CABOT TRAIL FUNDING LLC, 5.3% 12710GFM7 25490002FPRX2W8W9V23 KEY154000 Asset Backed Commercial Paper Y N/A N/A 2024-06-21 2024-06-21 2024-06-21 N Y TORONTO DOMINION BANK 1.0000 N/A N/A N 0.0556 64490432.50 64490432.50 0.0005 N N N N CABOT TRAIL FUNDING LLC CABOT TRAIL FUNDING LLC, 5.285% 12710GGB0 25490002FPRX2W8W9V23 KEY159000 Asset Backed Commercial Paper Y N/A N/A 2024-07-11 2024-07-11 2024-07-11 N Y TORONTO DOMINION BANK 1.0000 N/A N/A N 0.0555 22750404.00 22750404.00 0.0002 N N N N CABOT TRAIL FUNDING LLC CABOT TRAIL FUNDING LLC, 5.34% 12710GF39 25490002FPRX2W8W9V23 KFK123000 Asset Backed Commercial Paper Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N Y TORONTO DOMINION BANK 1.0000 N/A N/A N 0.0553 52729000.40 52729000.40 0.0004 N N N N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE, 5.235% 13608AJ56 2IGI19DL77OX0HC3ZE78 0001045520 KFK230000 Financial Company Commercial Paper Y N/A N/A 2024-09-05 2024-09-05 2024-09-05 N N N 0.0558 258973809.60 258973809.60 0.0021 N N N N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE, 5.235% 13608AJ64 2IGI19DL77OX0HC3ZE78 0001045520 KFL120000 Financial Company Commercial Paper Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 N N N 0.0558 128486843.60 128486843.60 0.0010 N N N N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE, 5.3% 13608AJJ6 2IGI19DL77OX0HC3ZE78 0001045520 KGD677000 Financial Company Commercial Paper Y N/A N/A 2024-09-18 2024-09-18 2024-09-18 N N N 0.0558 265327590.60 265327590.60 0.0021 N N N N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE, 5.3% 13608AJK3 2IGI19DL77OX0HC3ZE78 0001045520 KGD678000 Financial Company Commercial Paper Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0558 265288214.30 265288214.30 0.0021 N N N N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE, 5.3% 13608AJL1 2IGI19DL77OX0HC3ZE78 0001045520 KGD680000 Financial Company Commercial Paper Y N/A N/A 2024-09-20 2024-09-20 2024-09-20 N N N 0.0558 242736944.00 242736944.00 0.0019 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KGN091000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2053-11-15 0.375 - 4.875 44467700.00 41012662.79 U.S. Treasuries (including strips) Y N/A N/A 2024-05-02 2024-05-02 2024-05-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 2 N N/A N/A N N 0.0518 40000000.00 40000000.00 0.0003 N N Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.33% 2IGI19DL77OX0HC3ZE78 KGT511000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-10-01 2054-04-01 5.500 - 6.500 35156375.00 19819539.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-01-01 2054-04-01 2.000 - 7.000 124143840.00 32423814.48 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-02 2024-05-02 2024-05-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 2 N N/A N/A N N 0.0519 51000000.00 51000000.00 0.0004 N N Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.33% 2IGI19DL77OX0HC3ZE78 KHC543000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2054-01-01 2054-01-01 6.500 59392.00 57580.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-06-01 2059-04-01 2.000 - 7.500 343241231.00 198902143.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-02-20 2053-07-20 2.000 - 6.500 3691131.00 2040986.25 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2039-05-15 2039-05-15 4.250 552200.00 534296.37 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-06-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 197000000.00 197000000.00 0.0016 N N Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KHG690000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2051-08-15 0.375 - 4.250 80210000.00 75660485.80 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-05-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 74000000.00 74000000.00 0.0006 N N Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KHI748000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2053-08-15 0.375 - 4.750 126467600.00 117530134.98 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-05-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 115000000.00 115000000.00 0.0009 N N Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.33% 2IGI19DL77OX0HC3ZE78 KHI749000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-05-01 2053-05-01 2.000 - 6.500 40742139.00 26901668.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-07-01 2054-04-01 2.000 - 7.000 125344036.00 74272689.99 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-07 2024-05-07 2024-05-20 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 99000000.00 99000000.00 0.0008 N N Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KIL228000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2042-05-15 0.375 - 4.250 79951300.00 75502391.79 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-06-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 74000000.00 74000000.00 0.0006 N N Y N CANADIAN IMPERL BK OF COMM(TD) CANADIAN IMPERL BK OF COMM(TD), 5.31% 2IGI19DL77OX0HC3ZE78 KIX788000 Non-Negotiable Time Deposit Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 36423000.00 36423000.00 0.0003 N Y Y N CANADIAN IMPRL BK COMM NY BRH CANADIAN IMPRL BK COMM NY BRH, 5.38% 13606KV86 549300H8L46OOZOFHU82 0001045520 KFL116000 Certificate of Deposit Y N/A N/A 2024-09-06 2024-09-06 2024-09-06 N N N 0.0547 135935100.80 135935100.80 0.0011 N N N N CANADIAN IMPRL BK COMM NY BRH CANADIAN IMPRL BK COMM NY BRH, 5.38% 13606KW44 549300H8L46OOZOFHU82 0001045520 KFL907000 Certificate of Deposit Y N/A N/A 2024-09-09 2024-09-09 2024-09-09 N N N 0.0548 79961192.00 79961192.00 0.0006 N N N N CANADIAN IMPRL BK COMM NY BRH CANADIAN IMPRL BK COMM NY BRH, 5.45% 13606KY67 549300H8L46OOZOFHU82 0001045520 KGS437000 Certificate of Deposit Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0548 265946587.20 265946587.20 0.0021 N N N N CISCO SYSTEMS INC CISCO SYSTEMS INC, 5.32% 17277AFS1 8E6NF1YAL0WT6CWXXV93 0000858877 KFK134000 Financial Company Commercial Paper Y N/A N/A 2024-06-26 2024-06-26 2024-06-26 N N N 0.0553 126907955.20 126907955.20 0.0010 N N N N CISCO SYSTEMS INC CISCO SYSTEMS INC, 5.32% 17277AFT9 8E6NF1YAL0WT6CWXXV93 0000858877 KFK135000 Financial Company Commercial Paper Y N/A N/A 2024-06-27 2024-06-27 2024-06-27 N N N 0.0553 134819180.00 134819180.00 0.0011 N N N N CISCO SYSTEMS INC CISCO SYSTEMS INC, 5.32% 17277AG84 8E6NF1YAL0WT6CWXXV93 0000858877 KFK137000 Financial Company Commercial Paper Y N/A N/A 2024-07-08 2024-07-08 2024-07-08 N N N 0.0546 126688934.40 126688934.40 0.0010 N N N N CISCO SYSTEMS INC CISCO SYSTEMS INC, 5.32% 17277AG92 8E6NF1YAL0WT6CWXXV93 0000858877 KFK138000 Financial Company Commercial Paper Y N/A N/A 2024-07-09 2024-07-09 2024-07-09 N N N 0.0552 134572612.00 134572612.00 0.0011 N N N N CISCO SYSTEMS INC CISCO SYSTEMS INC, 5.32% 17277AGF8 8E6NF1YAL0WT6CWXXV93 0000858877 KFK139000 Financial Company Commercial Paper Y N/A N/A 2024-07-15 2024-07-15 2024-07-15 N N N 0.0553 126540262.40 126540262.40 0.0010 N N N N CISCO SYSTEMS INC CISCO SYSTEMS INC, 5.32% 17277AGG6 8E6NF1YAL0WT6CWXXV93 0000858877 KFK140000 Financial Company Commercial Paper Y N/A N/A 2024-07-16 2024-07-16 2024-07-16 N N N 0.0553 134428411.20 134428411.20 0.0011 N N N N CISCO SYSTEMS INC CISCO SYSTEMS INC, 5.32% 17277AGN1 8E6NF1YAL0WT6CWXXV93 0000858877 KFK427000 Financial Company Commercial Paper Y N/A N/A 2024-07-22 2024-07-22 2024-07-22 N N N 0.0546 260752958.40 260752958.40 0.0021 N N N N CISCO SYSTEMS INC CISCO SYSTEMS INC, 5.255% 17277AJ40 8E6NF1YAL0WT6CWXXV93 0000858877 KFK461000 Financial Company Commercial Paper Y N/A N/A 2024-09-04 2024-09-04 2024-09-04 N N N 0.0565 258954933.60 258954933.60 0.0021 N N N N CISCO SYSTEMS INC CISCO SYSTEMS INC, 5.255% 17277AJ32 8E6NF1YAL0WT6CWXXV93 0000858877 KFN074000 Financial Company Commercial Paper Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0564 77502507.60 77502507.60 0.0006 N N N N CITIBANK NA (GOV REPO) CITIBANK NA (GOV REPO), 5.33% E57ODZWZ7FF32TWEFA76 0000036684 KIK221000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-03-01 2054-05-01 3.097 - 6.500 13911288.00 7854305.75 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-05-01 2054-04-01 2.000 - 7.000 18695985.00 15005676.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-10-20 2059-03-15 2.000 - 7.000 225758751.00 170884947.77 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-01-15 2030-01-15 0.000 301000.00 227229.42 Agency Debentures and Agency Strips Y N/A N/A 2024-05-02 2024-05-02 2024-05-02 N N N 0.0519 190000000.00 190000000.00 0.0015 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.34% MBNUM2BPBDO7JBLYG310 0000315030 KGV095000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2054-01-20 2054-02-20 2.500 - 8.000 190860670.00 193903943.13 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-07-31 2025-07-31 0.250 1801500.00 1696391.72 U.S. Treasuries (including strips) Y N/A N/A 2024-05-06 2024-05-06 2024-05-06 Y CITIGROUP INC 1.0000 6 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0521 191000000.00 191000000.00 0.0015 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.33% MBNUM2BPBDO7JBLYG310 0000315030 KIK222000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-08-20 2053-09-20 4.000 - 7.500 279700035.00 273429605.14 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-03-15 2027-03-15 4.250 17721200.00 17528703.46 U.S. Treasuries (including strips) Y N/A N/A 2024-05-02 2024-05-02 2024-05-02 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0519 285000000.00 285000000.00 0.0023 N N Y N COMMONWEALTH BANK AUST NY BRH COMMONWEALTH BANK AUST NY BRH, 5.54% 20271EH93 MSFSBD3QN1GSN7Q6C537 US20271EH935 KGN791000 Certificate of Deposit Y N/A N/A 2024-05-01 2024-10-04 2024-10-04 N N N 0.0544 66015780.60 66015780.60 0.0005 N N N N COMMONWEALTH BANK AUSTRALIA COMMONWEALTH BANK AUSTRALIA, 5.54% 20272A4P8 MSFSBD3QN1GSN7Q6C537 US20272A4P82 0000008565 KGN681000 Financial Company Commercial Paper Y N/A N/A 2024-05-01 2024-09-30 2024-09-30 N N N 0.0542 106030856.60 106030856.60 0.0008 N N N N CREDIT AGRICOLE CIB NY BR (TD) CREDIT AGRICOLE CIB NY BR (TD), 5.33% 1VUV7VQFKUOQSJ21A208 KIY183000 Non-Negotiable Time Deposit Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0533 210771000.00 210771000.00 0.0017 N Y Y N CREDIT AGRICOLE CIB NY BRH CREDIT AGRICOLE CIB NY BRH, 5.46% 22536DW95 1VUV7VQFKUOQSJ21A208 0001330437 KGV802000 Certificate of Deposit Y N/A N/A 2024-08-05 2024-08-05 2024-08-05 N N N 0.0535 531060003.00 531060003.00 0.0042 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.31902% MBNUM2BPBDO7JBLYG310 KIY192000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-04-20 2054-01-20 2.000 - 6.500 420758919.00 313801857.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2029-03-31 1.125 - 5.250 469995663.00 448284290.27 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0532 747033000.00 747033000.00 0.0059 N Y Y N Credit Agricole CIB New York Branch Credit Agricole CIB New York Branch, 5.31902% 1VUV7VQFKUOQSJ21A208 KIY192000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-10-01 2057-01-01 1.500 - 6.500 189938823.00 64572836.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-25 2052-08-15 0.000 - 4.625 906114163.00 660288008.76 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 707418000.00 707418000.00 0.0056 N Y Y N DNB BANK ASA (TD) DNB BANK ASA (TD), 5.32% 549300GKFG0RYRRQ1414 KIX792000 Non-Negotiable Time Deposit Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 3399000000.00 3399000000.00 0.0270 N Y Y N DNB BANK ASA DNB BANK ASA, 5.64% 2332K0EH1 549300GKFG0RYRRQ1414 0001908293 KAJ037000 Financial Company Commercial Paper Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0536 240398512.20 240398512.20 0.0019 N N N N DNB BANK ASA DNB BANK ASA, 5.64% 2332K0EL2 549300GKFG0RYRRQ1414 0001908293 KAJ071000 Financial Company Commercial Paper Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0536 327036795.20 327036795.20 0.0026 N N N N DNB BANK ASA DNB BANK ASA, 5.23% 2332K0HG0 549300GKFG0RYRRQ1414 0001908293 KES348000 Financial Company Commercial Paper Y N/A N/A 2024-08-16 2024-08-16 2024-08-16 N N N 0.0542 181085660.80 181085660.80 0.0014 N N N N FEDERAL RESERVE BANK OF NY(GOV REPO BNY) FEDERAL RESERVE BANK OF NY(GOV REPO BNY), 5.3% 254900Y8NKGV541U8Q32 0001457970 KIY181000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-08-15 2027-08-15 2.250 1071537800.00 993146225.85 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0530 993000000.00 993000000.00 0.0079 N Y Y N FEDERATION DES CAISSES DESJARD INS DU QUEBEC FEDERATION DES CAISSES DESJARD INS DU QUEBEC, 5.23% 31428FGB5 549300B2Q47IR0CR5B54 KDJ226000 Financial Company Commercial Paper Y N/A N/A 2024-07-11 2024-07-11 2024-07-11 N N N 0.0550 156298656.00 156298656.00 0.0012 N N N N FEDERATION DES CAISSES DESJARD INS DU QUEBEC FEDERATION DES CAISSES DESJARD INS DU QUEBEC, 5.325% 31428FEE1 549300B2Q47IR0CR5B54 KEQ224000 Financial Company Commercial Paper Y N/A N/A 2024-05-14 2024-05-14 2024-05-14 N N N 0.0541 52890014.40 52890014.40 0.0004 N N N N FEDERATION DES CAISSES DESJARD INS DU QUEBEC FEDERATION DES CAISSES DESJARD INS DU QUEBEC, 5.33% 31428FF59 549300B2Q47IR0CR5B54 KFL029000 Financial Company Commercial Paper Y N/A N/A 2024-06-05 2024-06-05 2024-06-05 N N N 0.0550 106424768.00 106424768.00 0.0008 N N N N FICC BNP GC REPO (GOV) FICC BNP GC REPO (GOV), 5.31% KIX833000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2028-11-15 0.250 - 5.451 1165136100.00 1115024454.43 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 1093000000.00 1093000000.00 0.0087 N Y Y N FICC BONY DVP REPO (GOV) FICC BONY DVP REPO (GOV), 5.32% 549300H47WTHXPU08X20 KIX871000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-05-31 2028-06-30 0.750 - 4.000 1366958700.00 1297440003.13 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 1272000000.00 1272000000.00 0.0101 N Y Y N FICC CITI GC REPO (GOV) FICC CITI GC REPO (GOV), 5.31% 6SHGI4ZSSLCXXQSBB395 KIX797000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2054-02-15 0.750 - 4.625 129376700.00 117317340.51 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 115000000.00 115000000.00 0.0009 N Y Y N FICC CREDIT AG DVP REPO (GOV) FICC CREDIT AG DVP REPO (GOV), 5.32% KIX903000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2053-02-15 2053-08-15 3.625 - 4.125 421246000.00 354982078.40 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 345000000.00 345000000.00 0.0027 N Y Y N FICC MS GC REPO (GOV) FICC MS GC REPO (GOV), 5.32% 549300H47WTHXPU08X20 KIX794000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-05-01 2054-04-01 2.000 - 7.500 664209265.00 641376268.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-04-01 2054-03-01 1.500 - 7.000 29660562.00 9479899.92 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 638000000.00 638000000.00 0.0051 N Y Y N FICC NOMURA GC REPO (GOV) FICC NOMURA GC REPO (GOV), 5.32% XPSKD1VTEQPKCHBEKQ95 KIY077000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2026-08-15 0.000 - 4.500 591557300.00 586586736.38 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 575000000.00 575000000.00 0.0046 N Y Y N FICC STATE STREET DVP REPO(GOV FICC STATE STREET DVP REPO(GOV, 5.31% 549300H47WTHXPU08X20 KIX908000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2030-08-15 2031-03-31 0.625 - 4.875 3318210300.00 3228502403.12 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 3164000000.00 3164000000.00 0.0251 N Y Y N FICC STATE STREET GC REPO(GOV) FICC STATE STREET GC REPO(GOV), 5.33% KIX844000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-08-01 2054-04-01 2.500 - 7.000 330015368.00 161665406.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2054-02-01 1.500 - 6.500 168816844.00 100285646.12 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2031-01-31 1.375 - 4.000 66178000.00 64497155.46 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0533 319000000.00 319000000.00 0.0025 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KIJ139000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-09-01 2053-08-01 2.000 - 6.000 701802647.00 370677544.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-02-01 2053-10-01 2.000 - 6.500 1154643180.00 845944524.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-01-20 2059-02-15 1.500 - 7.500 125291660.00 82162583.99 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0533 1272000000.00 1272000000.00 0.0101 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KIK144000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-06-01 2054-03-01 2.000 - 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FINANCIAL MARKETS LLC(GOV RP JPM), 5.33% KBVRJ5K57JZ3E2AVWX40 0000877559 KIL087000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-15 2030-03-31 0.250 - 4.000 48395600.00 46954782.29 U.S. Treasuries (including strips) Y N/A N/A 2024-05-03 2024-05-03 2024-05-03 N N N 0.0519 46000000.00 46000000.00 0.0004 N N Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.32% KBVRJ5K57JZ3E2AVWX40 0000877559 KIX862000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-02-15 2029-11-15 0.625 - 4.625 47706100.00 46926978.85 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-05-07 N N N 0.0519 46000000.00 46000000.00 0.0004 N N Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.33% KBVRJ5K57JZ3E2AVWX40 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U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 259000000.00 259000000.00 0.0021 N Y Y N Mitsubishi UFJ Securities Holdings Ltd Mitsubishi UFJ Securities Holdings Ltd, 5.31902% 549300Y1PMK3RWXMWR72 KIY192000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-10-20 2026-06-15 0.900 - 5.620 10260213.00 10002830.92 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-06-14 2027-01-15 0.400 - 5.500 5716902.00 5719058.03 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-05-01 2054-04-01 1.500 - 6.500 204549623.00 87187258.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-08-01 2058-01-01 1.380 - 7.000 299419108.00 158662346.59 Agency Mortgage-Backed Securities Government National 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9.000 7871554.00 275113.42 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-05-02 2025-03-20 0.000 238432778.00 234410481.58 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 548448000.00 548448000.00 0.0043 N Y Y N NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD, 5.69% 63254GZT5 F8SB4JFBSYQFRQEH3Z21 0000833029 KBC695000 Financial Company Commercial Paper Y N/A N/A 2024-05-01 2024-05-08 2024-05-08 N N N 0.0553 262999421.40 262999421.40 0.0021 N N N N NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD, 5.5% 63254GD44 F8SB4JFBSYQFRQEH3Z21 0000833029 KFN101000 Financial Company Commercial Paper Y N/A N/A 2024-05-01 2024-09-06 2024-09-06 N N N 0.0544 395999247.60 395999247.60 0.0031 N N N N NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD, 5.51% 63254GD51 F8SB4JFBSYQFRQEH3Z21 0000833029 KFV640000 Financial Company Commercial Paper Y N/A N/A 2024-05-01 2024-10-02 2024-10-02 N N N 0.0547 183999816.00 183999816.00 0.0015 N N N N NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD, 5.54% 63254GD85 F8SB4JFBSYQFRQEH3Z21 0000833029 KGM117000 Financial Company Commercial Paper Y N/A N/A 2024-05-01 2024-09-27 2024-09-27 N N N 0.0549 394999763.00 394999763.00 0.0031 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA, 5.54% 63307LEE7 BSGEFEIOM18Y80CKCV46 0000926171 KBJ620000 Financial Company Commercial Paper Y N/A N/A 2024-05-14 2024-05-14 2024-05-14 N N N 0.0541 263452147.20 263452147.20 0.0021 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA, 5.54% 63307LEL1 BSGEFEIOM18Y80CKCV46 0000926171 KBK633000 Financial Company Commercial Paper Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0542 526433265.60 526433265.60 0.0042 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA, 5.53% 63307LEQ0 BSGEFEIOM18Y80CKCV46 0000926171 KBK704000 Financial Company Commercial Paper Y N/A N/A 2024-05-24 2024-05-24 2024-05-24 N N N 0.0542 394589012.40 394589012.40 0.0031 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA, 5.255% 63307LJC6 BSGEFEIOM18Y80CKCV46 0000926171 KFU204000 Financial Company Commercial Paper Y N/A N/A 2024-09-12 2024-09-12 2024-09-12 N N N 0.0564 156754000.00 156754000.00 0.0012 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA, 5.255% 63307LJ93 BSGEFEIOM18Y80CKCV46 0000926171 KFU227000 Financial Company Commercial Paper Y N/A N/A 2024-09-09 2024-09-09 2024-09-09 N N N 0.0564 77824966.02 77824966.02 0.0006 N N N N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.33% KX1WK48MPD4Y2NCUIZ63 KIL390000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2053-05-15 0.250 - 5.000 257114700.00 234017541.38 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-06-10 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 229000000.00 229000000.00 0.0018 N N Y N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.31% KX1WK48MPD4Y2NCUIZ63 KIX807000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-10-31 2053-02-15 0.250 - 6.125 166073700.00 117893066.11 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 115000000.00 115000000.00 0.0009 N Y Y N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.32% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KIJ128000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2034-02-15 1.750 - 4.875 294573000.00 286916535.79 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 281000000.00 281000000.00 0.0022 N Y Y N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.31% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KIX805000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-03-31 2028-03-31 3.625 59372700.00 57128489.81 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 56000000.00 56000000.00 0.0004 N Y Y N NATWEST MARKETS SECURITIES (NON GOV RP) NATWEST MARKETS SECURITIES (NON GOV RP), 5.57% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KIX931000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BAE SYSTEMS PLC SR 144A NT 5%27 8SVCSVKSGDWMW2QHOH83 2027-03-26 2027-03-26 5.000 5000000.00 4960611.11 Corporate Debt Securities BANCO SANTANDER S.A. SNR NPF GLBL 5493006QMFDDMYWIAM13 2030-05-28 2030-05-28 3.490 1400000.00 1254043.78 Corporate Debt Securities BANK IRELAND GROUP PLC SR GLBL REGS 30 2030-03-20 2030-03-20 5.601 2000000.00 1974426.67 Corporate Debt Securities BANK MONTREAL MEDIUM FR 5.3%060526 NQQ6HPCNCCU6TUTQYE16 2026-06-05 2026-06-05 5.300 721000.00 734264.40 Corporate Debt Securities BRIGHTHOUSE FINANCIAL GLOBAL FR 5.55%040927 549300BLFX3KJ2IFOA78 2027-04-09 2027-04-09 5.550 4751000.00 4728428.79 Corporate Debt Securities BRITISH TELECOMMUNICATIONS PLC SR GLBL NT 28 549300OWFMSO9NYV4H90 2028-12-04 2028-12-04 5.125 3000000.00 3023324.17 Corporate Debt Securities CAISSE CENTRALE DESJARDINS 144A NT 4.4%25 549300B2Q47IR0CR5B54 2025-08-23 2025-08-23 4.400 3000000.00 2979236.67 Corporate Debt Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-05-15 2027-01-15 0.000 14000.00 12552.78 Agency Debentures and Agency Strips HSBC HLDGS PLC SR GLBL NT 32 MLU0ZO3ML4LN2LL2TL39 2032-11-22 2032-11-22 2.871 3000000.00 2481121.50 Corporate Debt Securities ING GROEP N.V. SR GLBL 144A 26 549300NYKK9MWM7GGW15 2026-07-01 2026-07-01 1.400 1400000.00 1335470.89 Corporate Debt Securities MACQUARIE GROUP LIMITED SR 144A NT 34 ACMHD8HWFMFUIQQ8Y590 2034-12-07 2034-12-07 6.255 2147000.00 2237638.29 Corporate Debt Securities METROPOLITAN LIFE GLOBAL FDG I FR 5.15%032833 635400MMSOCXNNNZDZ82 2033-03-28 2033-03-28 5.150 500000.00 488828.89 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV SNR NPF REGS 28 549300XFX12G42QIKN82 2028-02-16 2028-02-16 2.972 500000.00 465984.56 Corporate Debt Securities NATWEST MKTS PLC US MEDIUM FR 0.8%081224 RR3QWICWWIPCS8A4S074 2024-08-12 2024-08-12 0.800 528000.00 521560.16 Corporate Debt Securities NEW YORK LIFE GLOBAL FDG FR 5%010934 635400DPNHEAUHB7ZI15 2034-01-09 2034-01-09 5.000 1099000.00 1072015.89 Corporate Debt Securities ROYAL BK CDA FR 5%020133 ES7IP3U3RHIGC71XBU11 2026-01-12 2033-02-01 4.875 - 5.000 3877000.00 3855227.65 Corporate Debt Securities Resolution Funding Corp 2030-01-15 2030-01-15 0.000 1927000.00 1449869.02 Agency Debentures and Agency Strips TORONTO DOMINION BANK FR 4.994%040529 PT3QB789TSUIDF371261 2027-04-05 2029-04-05 4.980 - 4.994 1932000.00 1911175.61 Corporate Debt Securities TOYOTA MTR CR CORP FR 3.05%032227 Z2VZBHUMB7PWWJ63I008 2027-03-22 2030-11-20 3.050 - 5.550 3113000.00 3082604.22 Corporate Debt Securities United States Treasury 254900HROIFWPRGM1V77 2041-08-15 2047-05-15 3.000 - 3.750 20560800.00 16328348.83 U.S. Treasuries (including strips) WESTPAC BKG CORP SR GLBL NT2.7%26 EN5TNI6CI43VEPAMHL14 2026-08-19 2026-08-19 2.700 360000.00 342286.20 Corporate Debt Securities Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0557 53000000.00 53000000.00 0.0004 N Y Y N NORINCHUKIN BK NORINCHUKIN BK, 5.32% 5493007VSMFZCPV1NB83 KIX894000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2032-05-15 2032-05-15 0.000 33514700.00 29580074.22 U.S. Treasuries (including strips) Y 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LCM XXIV LTD A-R 20300320 FLT 2030-03-20 2030-03-20 6.566 9110000.00 3609790.88 Asset-Backed Securities OZLM VI LTD2018-6 A2A-S 20310417 FLT 2031-04-17 2031-04-17 7.329 4770000.00 4792259.05 Asset-Backed Securities SBNA AUTO LEASE TRUST 2024-A A-3 20261120 5.39000 2026-11-20 2026-11-20 5.390 6268000.00 6256581.10 Asset-Backed Securities SMB PRIVATE ED LN TR 2021-A A-2B 20530115 1.59000 2053-01-15 2053-01-15 1.590 1361302.00 768159.35 Asset-Backed Securities SOUND POINT CLO 2017-17 A-2 20301021 FLT 2030-10-21 2030-10-21 7.186 1495000.00 1497327.61 Asset-Backed Securities SOUND POINT CLO III 2018- 3-R C 20290416 FLT 2029-04-16 2029-04-16 7.490 4000000.00 4010883.62 Asset-Backed Securities SOUND POINT CLO XIX 2018-19 A 20310415 FLT 2031-04-15 2031-04-15 6.590 12655881.00 9348430.99 Asset-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-06-30 2053-08-15 1.375 - 5.375 44333100.00 33076384.99 U.S. Treasuries (including strips) VERIZON MASTER TRUST 2022-4 A 20281120 3.40000 2027-05-20 2028-11-20 0.500 - 3.400 4512000.00 4422333.69 Asset-Backed Securities VOYA CLO TAD 2014-2RR A-2A-R 20300417 FLT 549300L8S87K3SMP0R77 2030-04-17 2030-04-17 7.129 1000000.00 1003514.25 Asset-Backed Securities WELLFLEET CLO LTD 2017-1R B-R 20290420 FLT 2029-04-20 2029-04-20 7.586 2338770.00 2340935.27 Asset-Backed Securities Y N/A N/A 2024-06-10 2024-06-10 2024-06-10 N N N 0.0569 107000000.00 107000000.00 0.0008 N N N Y RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.33% 549300QJJX6CVVUXLE15 KGF912000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-15 2053-11-15 0.250 - 5.363 535372800.00 469998949.78 U.S. Treasuries (including strips) Y N/A N/A 2024-05-02 2024-05-02 2024-05-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0519 458000000.00 458000000.00 0.0036 N N Y N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.33% 549300QJJX6CVVUXLE15 KIJ161000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-12-01 2054-02-01 2.000 - 6.500 50968514.00 20821607.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-09-01 2054-02-01 2.000 - 7.000 749608431.00 74729523.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-11-20 2052-03-20 2.000 - 4.500 48004260.00 33927035.03 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-05-02 2046-05-15 0.000 - 4.375 199400.00 196113.30 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0533 127000000.00 127000000.00 0.0010 N Y Y N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc., 5.31902% 549300QJJX6CVVUXLE15 KIY192000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-05-01 2054-02-01 1.500 - 7.000 254112534.00 87377625.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-06-01 2054-02-01 1.500 - 7.000 427860349.00 90842827.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-01-20 2054-01-20 2.000 - 6.500 325363095.00 213434835.32 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-05-02 2053-11-15 0.000 - 6.875 492103724.00 389708817.82 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 764802000.00 764802000.00 0.0061 N Y Y N ROYAL BANK OF CAN NYC (GOV RP) ROYAL BANK OF CAN NYC (GOV RP), 5.33% ES7IP3U3RHIGC71XBU11 KIL223000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-05-01 2054-03-01 2.160 - 7.500 238749980.00 146580761.84 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-07-25 2053-10-25 1.287 - 6.630 189024628.00 155956940.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2036-01-20 2063-08-20 2.000 - 8.000 391038980.00 274769406.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-06-06 2045-02-15 0.000 - 7.500 84316000.00 79401429.87 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-06-13 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0522 641000000.00 641000000.00 0.0051 N N Y N ROYAL BANK OF CAN TORONTO (TD) ROYAL BANK OF CAN TORONTO (TD), 5.32% ES7IP3U3RHIGC71XBU11 KIX809000 Non-Negotiable Time Deposit Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 1307000000.00 1307000000.00 0.0104 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA, 5.74% 78014XLJ4 ES7IP3U3RHIGC71XBU11 US78014XLJ45 0001000275 KAE544000 Financial Company Commercial Paper Y N/A N/A 2024-05-01 2024-05-14 2024-05-14 N N N 0.0561 273996109.20 273996109.20 0.0022 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA, 5.74% 78014XLG0 ES7IP3U3RHIGC71XBU11 0001000275 KAE545000 Financial Company Commercial Paper Y N/A N/A 2024-05-01 2024-05-13 2024-05-13 N N N 0.0561 255996569.60 255996569.60 0.0020 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA, 5.73% 78014XLN5 ES7IP3U3RHIGC71XBU11 US78014XLN56 0001000275 KBC724000 Financial Company Commercial Paper Y N/A N/A 2024-05-01 2024-06-07 2024-06-07 N N N 0.0561 271993336.00 271993336.00 0.0022 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA, 5.73% 78014XLM7 ES7IP3U3RHIGC71XBU11 0001000275 KBC727000 Financial Company Commercial Paper Y N/A N/A 2024-05-01 2024-06-06 2024-06-06 N N N 0.0561 240994167.80 240994167.80 0.0019 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA, 5.69% 78014XLR6 ES7IP3U3RHIGC71XBU11 US78014XLR60 0001000275 KBE054000 Financial Company Commercial Paper Y N/A N/A 2024-05-01 2024-05-09 2024-05-09 N N N 0.0556 265997340.00 265997340.00 0.0021 N N N N Royal Bank of Canada Royal Bank of Canada, 5.31902% ES7IP3U3RHIGC71XBU11 KIY192000_07750 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-15 2053-08-15 0.250 - 4.625 104515950.00 93844077.74 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 91922000.00 91922000.00 0.0007 N Y Y N SMBC NIKKO SEC AM INC(GOV RP) SMBC NIKKO SEC AM INC(GOV RP), 5.32% 6PJDTY319315T5LR2241 KIX827000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-01-01 2054-04-01 2.000 - 5.500 84064244.00 65235365.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2033-08-15 2033-08-15 3.875 57300.00 54348.37 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 64000000.00 64000000.00 0.0005 N Y Y N SMBC NIKKO SEC AM INC(GOV RP) SMBC NIKKO SEC AM INC(GOV RP), 5.31% 6PJDTY319315T5LR2241 KIX828000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-28 2050-05-15 0.000 - 7.500 726367700.00 699849387.11 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 686000000.00 686000000.00 0.0054 N Y Y N SOCIETE GENERALE (GOV REPO) SOCIETE GENERALE (GOV REPO), 5.32% O2RNE8IBXP4R0TD8PU41 KIK154000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-09-26 2044-11-15 0.000 - 4.250 397187700.00 351289254.76 U.S. Treasuries (including strips) Y N/A N/A 2024-05-02 2024-05-02 2024-05-02 N N N 0.0518 343000000.00 343000000.00 0.0027 N N Y N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.33% O2RNE8IBXP4R0TD8PU41 KIX868000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2048-08-15 2.250 - 3.000 322533700.00 229833867.22 U.S. Treasuries (including strips) Y N/A N/A 2024-05-07 2024-05-07 2024-05-07 N N N 0.0520 225000000.00 225000000.00 0.0018 N N Y N SUMITOMO MITSUI BKG CORP NY BRANCH SUMITOMO MITSUI BKG CORP NY BRANCH, 5.46% 86565F5V0 549300MS3WYYVQ4HXM15 US86565F5V07 0001184915 KED456000 Certificate of Deposit Y N/A N/A 2024-05-01 2024-06-04 2024-06-04 N N N 0.0532 263999604.00 263999604.00 0.0021 N N N N SUMITOMO MITSUI BKG CORP NY BRANCH SUMITOMO MITSUI BKG CORP NY BRANCH, 5.46% 86565F6C1 549300MS3WYYVQ4HXM15 US86565F6C17 0001184915 KEK979000 Certificate of Deposit Y N/A N/A 2024-05-01 2024-06-10 2024-06-10 N N N 0.0533 264999364.00 264999364.00 0.0021 N N N N SUMITOMO MITSUI BKG CORP NY BRANCH SUMITOMO MITSUI BKG CORP NY BRANCH, 5.52% 86565GAZ3 549300MS3WYYVQ4HXM15 US86565GAZ37 0001184915 KHO803000 Certificate of Deposit Y N/A N/A 2024-05-01 2024-07-31 2024-07-31 N N N 0.0540 269016489.70 269016489.70 0.0021 N N N N SUMITOMO MITSUI BKG CORP NY BRANCH SUMITOMO MITSUI BKG CORP NY BRANCH, 5.52% 86565GAY6 549300MS3WYYVQ4HXM15 US86565GAY61 0001184915 KHO911000 Certificate of Deposit Y N/A N/A 2024-05-01 2024-07-30 2024-07-30 N N N 0.0540 257016499.40 257016499.40 0.0020 N N N N SUMITOMO MITSUI BKG CORP NY BRANCH SUMITOMO MITSUI BKG CORP NY BRANCH, 5.54% 86565GBL3 549300MS3WYYVQ4HXM15 US86565GBL32 0001184915 KIK562000 Certificate of Deposit Y N/A N/A 2024-05-01 2024-08-29 2024-08-29 N N N 0.0547 499997200.00 499997200.00 0.0040 N N N N SUMITOMO MITSUI BKG CORP NY BRANCH SUMITOMO MITSUI BKG CORP NY BRANCH, 5.54% 86565GBP4 549300MS3WYYVQ4HXM15 US86565GBP46 0001184915 KIK566000 Certificate of Deposit Y N/A N/A 2024-05-01 2024-08-27 2024-08-27 N N N 0.0547 307001105.20 307001105.20 0.0024 N N N N SUMITOMO MITSUI BKG CORP NY BRANCH SUMITOMO MITSUI BKG CORP NY BRANCH, 5.54% 86565GBM1 549300MS3WYYVQ4HXM15 US86565GBM15 0001184915 KIK584000 Certificate of Deposit Y N/A N/A 2024-05-01 2024-08-30 2024-08-30 N N N 0.0547 245998032.00 245998032.00 0.0020 N N N N SUMITOMO MITSUI TRUST BANK LTC NY SUMITOMO MITSUI TRUST BANK LTC NY, 5.4% 86564PQE4 5493006GGLR4BTEL8O61 0001046017 KEQ205000 Certificate of Deposit Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0524 265002809.00 265002809.00 0.0021 N N N N SUMITOMO MITSUI TRUST BANK LTC NY SUMITOMO MITSUI TRUST BANK LTC NY, 5.4% 86564PQG9 5493006GGLR4BTEL8O61 0001046017 KEQ284000 Certificate of Deposit Y N/A N/A 2024-05-14 2024-05-14 2024-05-14 N N N 0.0524 106001123.60 106001123.60 0.0008 N N N N SUMITOMO MITSUI TRUST BANK LTC NY SUMITOMO MITSUI TRUST BANK LTC NY, 5.4% 86564PQH7 5493006GGLR4BTEL8O61 0001046017 KEQ285000 Certificate of Deposit Y N/A N/A 2024-05-16 2024-05-16 2024-05-16 N N N 0.0525 159001669.50 159001669.50 0.0013 N N N N SUMITOMO MITSUI TRUST BANK LTC NY SUMITOMO MITSUI TRUST BANK LTC NY, 5.325% 86563GEM0 5493006GGLR4BTEL8O61 0001046017 KES385000 Financial Company Commercial Paper Y N/A N/A 2024-05-21 2024-05-21 2024-05-21 N N N 0.0537 210347904.50 210347904.50 0.0017 N N N N SUMITOMO MITSUI TRUST BANK LTC NY SUMITOMO MITSUI TRUST BANK LTC NY, 5.325% 86563GEP3 5493006GGLR4BTEL8O61 0001046017 KES395000 Financial Company Commercial Paper Y N/A N/A 2024-05-23 2024-05-23 2024-05-23 N N N 0.0538 262109455.70 262109455.70 0.0021 N N N N SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH, 5.34% 86564YE81 5493006GGLR4BTEL8O61 KEK931000 Financial Company Commercial Paper Y N/A N/A 2024-05-08 2024-05-08 2024-05-08 N N N 0.0535 177790921.20 177790921.20 0.0014 N N N N SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH, 5.34% 86564YE99 5493006GGLR4BTEL8O61 KEK932000 Financial Company Commercial Paper Y N/A N/A 2024-05-09 2024-05-09 2024-05-09 N N N 0.0535 148803066.70 148803066.70 0.0012 N N N N SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH, 5.34% 86564YE81 5493006GGLR4BTEL8O61 KEL089000 Financial Company Commercial Paper Y N/A N/A 2024-05-08 2024-05-08 2024-05-08 N N N 0.0535 53936571.60 53936571.60 0.0004 N N N N SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH, 5.345% 86564YEP3 5493006GGLR4BTEL8O61 KEX428000 Financial Company Commercial Paper Y N/A N/A 2024-05-23 2024-05-23 2024-05-23 N N N 0.0538 262109455.70 262109455.70 0.0021 N N N N SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH, 5.345% 86564YEU2 5493006GGLR4BTEL8O61 KEY053000 Financial Company Commercial Paper Y N/A N/A 2024-05-28 2024-05-28 2024-05-28 N N N 0.0539 223075753.60 223075753.60 0.0018 N N N N SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH, 5.34% 86564YF49 5493006GGLR4BTEL8O61 KFG215000 Financial Company Commercial Paper Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0543 137287437.00 137287437.00 0.0011 N N N N SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH, 5.35% 86564YFC1 5493006GGLR4BTEL8O61 KFU173000 Financial Company Commercial Paper Y N/A N/A 2024-06-12 2024-06-12 2024-06-12 N N N 0.0544 260335959.40 260335959.40 0.0021 N N N N SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH, 5.35% 86564YFD9 5493006GGLR4BTEL8O61 KFU185000 Financial Company Commercial Paper Y N/A N/A 2024-06-13 2024-06-13 2024-06-13 N N N 0.0544 215589500.00 215589500.00 0.0017 N N N N SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH, 5.355% 86564YFE7 5493006GGLR4BTEL8O61 KFV580000 Financial Company Commercial Paper Y N/A N/A 2024-06-14 2024-06-14 2024-06-14 N N N 0.0544 262244743.20 262244743.20 0.0021 N N N N SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH, 5.355% 86564YFJ6 5493006GGLR4BTEL8O61 KFW966000 Financial Company Commercial Paper Y N/A N/A 2024-06-18 2024-06-18 2024-06-18 N N N 0.0545 178695990.00 178695990.00 0.0014 N N N N SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH, 5.355% 86564YFJ6 5493006GGLR4BTEL8O61 KFX096000 Financial Company Commercial Paper Y N/A N/A 2024-06-18 2024-06-18 2024-06-18 N N N 0.0545 25811643.00 25811643.00 0.0002 N N N N SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH, 5.355% 86564YFM9 5493006GGLR4BTEL8O61 KFY117000 Financial Company Commercial Paper Y N/A N/A 2024-06-21 2024-06-21 2024-06-21 N N N 0.0546 78392347.80 78392347.80 0.0006 N N N N SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH, 5.355% 86564YFL1 5493006GGLR4BTEL8O61 KFY124000 Financial Company Commercial Paper Y N/A N/A 2024-06-20 2024-06-20 2024-06-20 N N N 0.0545 73441847.60 73441847.60 0.0006 N N N N SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH, 5.355% 86564YFJ6 5493006GGLR4BTEL8O61 KFY125000 Financial Company Commercial Paper Y N/A N/A 2024-06-18 2024-06-18 2024-06-18 N N N 0.0545 57579819.00 57579819.00 0.0005 N N N N Societe Generale Societe Generale, 5.31902% O2RNE8IBXP4R0TD8PU41 KIY192000_00925 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2053-08-15 1.125 - 7.625 680959.00 544793.99 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 532000.00 532000.00 0.0000 N Y Y N Sumitomo Mitsui Banking Corp. NY Sumitomo Mitsui Banking Corp. NY, 5.31902% 549300MS3WYYVQ4HXM15 KIY192000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2051-02-15 0.375 - 5.250 458994990.00 405195047.54 U.S. Treasuries (including strips) Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 396705000.00 396705000.00 0.0031 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.31902% 5U0XI89JRFVHWIBS4F54 KIY192000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.500 347352423.00 310768536.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-05-01 2.000 - 5.500 2360454572.00 748902632.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-10-20 3.000 - 6.500 1973852810.00 1194678723.52 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 2192463000.00 2192463000.00 0.0174 N Y Y N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.31% SUVUFHICNZMP2WKHG940 KIX812000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 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SPONSORED ADS 549300EM51WYXFHUY333 2500-12-31 2500-12-31 N/A 280.00 7305.20 Equities ENERGY TRANSFER L P 7.60% CUM PFD E MTLVN9N7JE8MIBIJ1H73 2500-12-31 2500-12-31 7.600 150494.00 3824052.54 Equities F&G ANNUITIES & LIFE INC NT 53 549300CAZYIH39SYQ287 2053-12-15 2053-12-15 7.950 10771.00 280476.84 Equities FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS 549300A8MDWDJNMLV153 2500-12-31 2500-12-31 N/A 5348.00 635984.16 Equities INVESCO QQQ TR UNIT SER 1 549300VY6FEJBCIMET58 2500-12-31 2500-12-31 N/A 296672.00 128384808.00 Equities ISHARES TR 3 7 YR TREAS BD 549300G3FWQPUM47D181 2500-12-31 2500-12-31 N/A 20900.00 2378211.00 Equities ISHARES TR IBOXX HI YD ETF 549300G3FWQPUM47D181 2500-12-31 2500-12-31 N/A 572507.00 43997162.95 Equities JD.COM INC SPON ADR CL A 549300HVTWB0GJZ16V92 2500-12-31 2500-12-31 N/A 24449.00 730780.61 Equities KKR GROUP FIN CO IX LLC SUB NT 61 549300IW7J6IMOUKJU66 2061-04-01 2061-04-01 4.625 291017.00 5587526.40 Equities NEXTERA ENERGY INC UNIT 09/01/25 254900RHL9MEUS5NKX63 2500-12-31 2500-12-31 N/A 14.00 573.30 Equities PDD HOLDINGS INC SPONSORED ADS 5493000573DS7005T657 2500-12-31 2500-12-31 N/A 55176.00 6997420.32 Equities PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 5493000J801JZRCMFE49 2500-12-31 2500-12-31 N/A 63743.00 1104666.19 Equities SAP SE SPON ADR 529900D6BF99LW9R2E68 2500-12-31 2500-12-31 N/A 1100.00 202147.00 Equities SPDR SER TR S&P REGL BKG 549300PS44ZVKSLTMI64 2500-12-31 2500-12-31 N/A 213208.00 10184946.16 Equities SPROTT FDS TR URANIUM MINERS E 254900PKBWWLG0BN6V46 2500-12-31 2500-12-31 N/A 31347.00 1648852.20 Equities SYNCHRONY FINANCIAL 8.250% DEP PFD B 549300RS7EWPM9MA6C78 2500-12-31 2500-12-31 8.250 21062.00 526128.76 Equities TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 549300KB6NK5SBD14S87 2500-12-31 2500-12-31 N/A 72697.00 10068534.50 Equities UGI CORP NEW UNIT 06/01/24 DX6GCWD4Q1JO9CRE5I40 2500-12-31 2500-12-31 N/A 63124.00 3831626.80 Equities VANECK ETF TRUST JUNIOR GOLD MINE 54930031TORTKAM9TJ98 2500-12-31 2500-12-31 N/A 106849.00 4559246.83 Equities VANECK ETF TRUST OIL SERVICES ETF 54930031TORTKAM9TJ98 2500-12-31 2500-12-31 N/A 441.00 144114.39 Equities ZIONS BANCORPORATION N A SUB NT FX/FLT 28 8WH0EE09O9V05QJZ3V89 2028-09-15 2028-09-15 9.561 47783.00 1230890.08 Equities Y N/A N/A 2024-07-31 2024-07-31 2024-07-31 N N N 0.0574 214000000.00 214000000.00 0.0017 N N N Y WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC, 5.82% VYVVCKR63DVZZN70PB21 0000276523 KHG702000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALIMENTATION COUCHE-TARD INC 2024-05-10 2024-05-10 N/A 598000.00 596991.77 Money Market AMERICAN CRYSTAL SUGAR CO 2024-05-20 2024-05-29 N/A 16150000.00 16097171.55 Money Market AT&T INC 2024-06-25 2024-06-25 N/A 74501489.00 73854220.06 Money Market GENERAL MTRS FINL CO INC 2024-10-03 2024-10-03 N/A 1630000.00 1589497.76 Money Market HSBC USA INC NEW 2025-04-24 2025-04-24 N/A 50000000.00 47308950.00 Money Market L3HARRIS TECHNOLOGIES 2024-06-26 2024-06-26 N/A 25608899.00 25379571.31 Money Market SYSCO CORP 2024-05-01 2024-05-01 N/A 400000.00 399880.40 Money Market Y N/A N/A 2024-08-13 2024-08-13 2024-08-13 N N N 0.0575 160000000.00 160000000.00 0.0013 N N N Y WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC, 5.92% VYVVCKR63DVZZN70PB21 0000276523 KHI781000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ACORDA THERAPEUTICS INC SR SEC GLBL 5493007NPB5YRM8QGL53 2024-12-01 2024-12-01 N/A 5018000.00 2810080.00 Equities ALTERYX INC SR GLBL COCO 24 549300XWZG0JHL7I0827 2024-08-01 2024-08-01 0.500 121000.00 120242.07 Equities CENTERPOINT ENERGY INC NT EX SUB 2029 21TPXMRRHFKOBHDC8J74 2029-09-15 2029-09-15 3.369 21109.00 6413.16 Equities LIBERTY MEDIA CORP DEL SR EXC DB3.75%30 549300PSXEKU4PHLCR04 2029-11-15 2030-02-15 3.750 - 4.000 16518000.00 6222339.27 Equities NEXTERA ENERGY PARTNERS LP SR GLBL 144A 25 5493008F4ZOQFNG3WN54 2024-06-15 2026-06-15 0.000 - 2.500 31133000.00 29525097.32 Equities NIO INC SR CV 144A NT 30 549300JBU4TV5OCKJV96 2030-10-15 2030-10-15 4.625 6750000.00 4220282.81 Equities PDD HOLDINGS INC SR GLBL COCO 25 5493000573DS7005T657 2025-12-01 2025-12-01 N/A 1659000.00 1627479.00 Equities SEA LTD SR GLBL CV NT 26 529900OM6JLLW44YKI15 2025-12-01 2026-09-15 0.250 - 2.375 12287000.00 11495308.64 Equities SHOPIFY INC GLBL COCO 25 549300HGQ43STJLLP808 2025-11-01 2025-11-01 0.125 1418000.00 1335219.33 Equities Y N/A N/A 2024-08-16 2024-08-16 2024-08-16 N N N 0.0585 53000000.00 53000000.00 0.0004 N N N Y WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC, 5.48% VYVVCKR63DVZZN70PB21 0000276523 KIX936000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Asian Development Bank 549300X0MVH42CY8Q105 2025-04-29 2034-01-12 0.375 - 4.500 24160000.00 23766662.39 Other Instrument INTERNATIONAL DEBT Inter-American Development Bank VKU1UKDS9E7LYLMACP54 2025-04-03 2033-09-13 0.625 - 4.500 124600000.00 120463641.08 Other Instrument INTERNATIONAL DEBT International Bank for Reconstruction and Development (World Bank) ZTMSNXROF84AHWJNKQ93 2025-04-22 2031-01-10 0.375 - 5.779 159096000.00 153655785.00 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0548 292000000.00 292000000.00 0.0023 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC, 5.31902% VYVVCKR63DVZZN70PB21 KIY192000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2036-03-25 2036-03-25 5.565 108528.00 636.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-05-20 2054-04-20 1.500 - 7.500 345643230.00 259500126.42 Agency Mortgage-Backed Securities MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT 2049-10-25 2049-10-25 8.694 637335.00 575941.60 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 254934000.00 254934000.00 0.0020 N Y Y N Fidelity Investments Money Market Money Market Portfolio 2024-05-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer