N-MFP2 0000035315 XXXXXXXX 2024-05-31 0000035315 5493002EBMWB875CR416 S000053607 1 N N 002-41839 Fidelity Management & Research Company LLC 801-07884 Fidelity Management & Research (Hong Kong) Limited 801-69507 FMR Investment Management (UK) Limited 801-28773 Fidelity Management & Research (Japan) Limited 801-69571 PricewaterhouseCoopers LLP Boston MA Fidelity Service Company Fidelity Investments Institutional Operations Company LLC 0000862124 084-01839 N N N Government/Agency Exempt Government N 26 102 1178527405.54 1140337057.66 1160343815.44 1166691906.95 1175700941.41 1421488007.09 1378057793.88 1390322510.24 1398655876.80 1435362924.05 0.5400 0.5300 0.5400 0.5400 0.5400 0.6500 0.6500 0.6500 0.6500 0.6600 28635570.23 2127165269.27 2126917629.95 57733137.31 66185052.35 2147101285.14 2147080520.2600 1.0000 0.0541 1.0001 1.0001 1.0001 1.0001 1.0001 C000168450 1.00 2147101285.14 2147080520.2600 1.0001 1.0001 1.0001 1.0001 1.0001 51304750.78 35398395.17 2596031.54 70779002.19 5188056.05 6925578.28 2873063.72 13935112.46 1798205.21 4119725.85 63075480.78 128801938.32 0.0541 N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.34% KBVRJ5K57JZ3E2AVWX40 0000877559 KKI116000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2029-03-31 1.250 - 4.625 1024800.00 1020470.23 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-07 N N N 0.0521 1000000.00 1000000.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130B02D0 2549001DPIFGXC1TOL40 US3130B02D09 0001026214 KJP808000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-10-16 2025-10-16 N N N 0.0539 1000423.31 1000423.31 0.0005 N N N N UST BILLS UST BILLS, 0% 912797KG1 254900HROIFWPRGM1V77 US912797KG11 KEW109000 U.S. Treasury Debt Y N/A N/A 2024-06-25 2024-06-25 2024-06-25 N N N 0.0473 14951707.65 14951707.65 0.0070 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPXC4 254900C5LP6DN9OP9V83 US3133EPXC40 JYJ779000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-04-29 2025-04-29 N N N 0.0539 3001865.97 3001865.97 0.0014 N N N N Mitsubishi UFJ Securities Holdings Ltd Mitsubishi UFJ Securities Holdings Ltd, 5.333876% 549300Y1PMK3RWXMWR72 KKI854000_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 170070.00 165459.55 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2042-05-15 3.250 - 4.750 13416.00 13348.72 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-08-01 2058-01-01 1.500 - 7.000 5303213.00 2923966.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-04-20 2054-04-20 2.500 - 6.500 1602769.00 1080917.59 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-06-14 2027-01-15 0.400 - 5.500 94762.00 95275.69 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-06-01 2054-05-01 1.500 - 7.500 3571080.00 1758037.35 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 5916000.00 5916000.00 0.0028 N Y Y N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.32% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KKG428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2044-02-15 2044-05-15 3.625 - 4.625 5306900.00 5103814.51 U.S. Treasuries (including strips) Y N/A N/A 2024-06-05 2024-06-05 2024-06-05 N N N 0.0519 5000000.00 5000000.00 0.0023 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130AYME3 2549001DPIFGXC1TOL40 US3130AYME39 0001026214 KDP296000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-08 2024-10-08 N N N 0.0531 2999946.06 2999946.06 0.0014 N N N N UST NOTES UST NOTES, 3.875% 91282CGX3 254900HROIFWPRGM1V77 US91282CGX39 JSX629000 U.S. Treasury Debt Y N/A N/A 2025-04-30 2025-04-30 2025-04-30 N N N 0.0522 6916396.48 6916396.48 0.0032 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AYB96 2549001DPIFGXC1TOL40 US3130AYB963 0001026214 KCS051000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-07-23 2024-07-23 N N N 0.0526 1999994.82 1999994.82 0.0009 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.39% H7FNTJ4851HG0EXQ1Z70 KJY956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2033-02-15 2.250 - 3.500 2193200.00 2049860.84 U.S. Treasuries (including strips) Y N/A N/A 2024-08-28 2024-08-28 2024-08-28 N N N 0.0532 2000000.00 2000000.00 0.0009 N N N Y MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.32% U7M81AY481YLIOR75625 KKG004000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-01-31 2033-05-15 0.375 - 3.375 8975300.00 8214176.18 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 8000000.00 8000000.00 0.0037 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AYEN2 2549001DPIFGXC1TOL40 US3130AYEN20 0001026214 KDD806000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-08 2025-07-08 N N N 0.0539 3001604.55 3001604.55 0.0014 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.34% FOR8UP27PHTHYVLBNG30 0000769993 KKI145000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 2051-05-01 2.000 21582003.00 13265901.19 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-07 2024-06-07 2024-06-07 N N N 0.0521 13000000.00 13000000.00 0.0061 N N Y N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.36% K5HU16E3LMSVCCJJJ255 KJB995000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-05-01 2054-01-01 2.000 - 7.000 12486176.00 9537991.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-01-01 2053-10-01 2.000 - 6.000 4226318.00 710606.09 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-17 2024-07-17 2024-07-17 N N N 0.0526 10000000.00 10000000.00 0.0047 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AWTB6 2549001DPIFGXC1TOL40 US3130AWTB60 0001026214 JWP901000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-07 2024-11-07 N N N 0.0534 7002625.00 7002625.00 0.0033 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130B1ML8 2549001DPIFGXC1TOL40 US3130B1ML88 0001026214 KKH555000 U.S. Government Agency Debt Y N/A N/A 2024-06-04 2024-10-03 2024-10-03 N N N 0.0000 3000000.00 3000000.00 0.0014 N N N N UST BILLS UST BILLS, 0% 912797KQ9 254900HROIFWPRGM1V77 US912797KQ92 KGD804000 U.S. Treasury Debt Y N/A N/A 2024-07-23 2024-07-23 2024-07-23 N N N 0.0507 38714252.85 38714252.85 0.0180 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AYBG0 2549001DPIFGXC1TOL40 US3130AYBG06 0001026214 KCS652000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-26 2024-08-26 N N N 0.0527 2000084.36 2000084.36 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.365% 3130B16U6 2549001DPIFGXC1TOL40 US3130B16U69 0001026214 KIK661000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-29 2024-11-29 N N N 0.0540 999767.55 999767.55 0.0005 N N N N HSBC SECURITIES (USA) INC. HSBC SECURITIES (USA) INC., 5.33% CYYGQCGNHMHPSMRL3R97 0000853784 KKG456000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-11 2029-05-31 0.000 - 4.500 4098600.00 4083059.98 U.S. Treasuries (including strips) Y N/A N/A 2024-06-05 2024-06-05 2024-06-05 N N N 0.0520 4000000.00 4000000.00 0.0019 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AVBG6 2549001DPIFGXC1TOL40 US3130AVBG66 0001026214 JXJ659000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-06 2024-09-06 N N N 0.0528 4000838.36 4000838.36 0.0019 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EPLN3 254900C5LP6DN9OP9V83 US3133EPLN33 KBQ590000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-03-07 2025-03-07 N N N 0.0538 3002651.19 3002651.19 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 4.97% 3130AYA63 2549001DPIFGXC1TOL40 US3130AYA635 0001026214 KCP988000 U.S. Government Agency Debt Y N/A N/A 2024-11-15 2024-11-15 2024-11-15 N N N 0.0542 1995626.86 1995626.86 0.0009 N N N N UST BILLS UST BILLS, 0% 912797KN6 254900HROIFWPRGM1V77 US912797KN61 KFL184000 U.S. Treasury Debt Y N/A N/A 2024-07-09 2024-07-09 2024-07-09 N N N 0.0494 19894625.00 19894625.00 0.0093 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AY6G6 2549001DPIFGXC1TOL40 US3130AY6G61 0001026214 KCL781000 U.S. Government Agency Debt Y N/A N/A 2024-09-13 2024-09-13 2024-09-13 N N N 0.0573 18977875.64 18977875.64 0.0088 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-24 2025-07-24 N N N 0.0539 2001799.50 2001799.50 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AYBF2 2549001DPIFGXC1TOL40 US3130AYBF23 0001026214 KCS535000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-07-26 2024-07-26 N N N 0.0526 2000000.22 2000000.22 0.0009 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KKF941000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-12-01 2050-03-01 3.000 - 7.000 24208441.00 2155336.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-01-01 2052-09-01 4.000 - 4.500 4355612.00 1928288.02 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0519 4000000.00 4000000.00 0.0019 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-01-27 2025-01-27 N N N 0.0536 7003785.81 7003785.81 0.0033 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-09-26 2025-09-26 N N N 0.0541 2001826.54 2001826.54 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYP91 2549001DPIFGXC1TOL40 US3130AYP914 0001026214 KDU919000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-05 2024-09-05 N N N 0.0528 4999937.15 4999937.15 0.0023 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.425% 3130AYWR3 2549001DPIFGXC1TOL40 US3130AYWR32 0001026214 KGS341000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-16 2025-07-16 N N N 0.0538 1000279.06 1000279.06 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXTF5 2549001DPIFGXC1TOL40 US3130AXTF57 0001026214 KBI506000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-05-19 2025-05-19 N N N 0.0539 3001715.70 3001715.70 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPLU7 254900C5LP6DN9OP9V83 US3133EPLU75 JYP821000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-06-02 2025-06-02 N N N 0.0539 1729249.92 1729249.92 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXAS7 2549001DPIFGXC1TOL40 US3130AXAS79 0001026214 JYC512000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-03-20 2025-03-20 N N N 0.0538 5002564.05 5002564.05 0.0023 N N N N ING Financial Markets LLC ING Financial Markets LLC, 5.333876% KBVRJ5K57JZ3E2AVWX40 KKI854000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-02-20 2053-08-20 2.500 - 6.000 268197.00 220355.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-10-01 2053-07-01 4.000 - 6.000 343599.00 302329.05 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-08-29 2041-11-15 0.000 - 5.375 809790.00 784764.75 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2054-05-01 2.500 - 6.000 816496.00 764073.02 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 2030000.00 2030000.00 0.0009 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYQ25 2549001DPIFGXC1TOL40 US3130AYQ250 0001026214 KDV666000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-28 2024-08-28 N N N 0.0527 1999971.06 1999971.06 0.0009 N N N N Societe Generale Societe Generale, 5.333876% O2RNE8IBXP4R0TD8PU41 KKI854000_00925 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2054-05-15 1.125 - 7.625 4480827.00 3440067.03 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 3361000.00 3361000.00 0.0016 N Y Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KJA665000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-06-30 2053-08-15 0.875 - 4.375 1245700.00 1024839.32 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 1000000.00 1000000.00 0.0005 N N Y N UST NOTES UST NOTES, 5.46574% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2024-06-03 2024-10-31 2024-10-31 N N N 0.0533 8003637.52 8003637.52 0.0037 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYYM2 2549001DPIFGXC1TOL40 US3130AYYM27 0001026214 KEQ292000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-15 2024-08-15 N N N 0.0527 3999905.88 3999905.88 0.0019 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 JWD539000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-05-27 2025-05-27 N N N 0.0539 1000839.63 1000839.63 0.0005 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.36% 549300Y1PMK3RWXMWR72 KJB999000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-06-28 2025-09-25 0.400 - 5.500 20000.00 20072.40 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2025-07-15 2050-02-15 0.375 - 4.750 646100.00 815185.04 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-01-01 2053-01-01 2.000 - 6.000 2701435.00 1065354.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-05-20 2053-06-20 3.000 - 5.500 50327.00 41749.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2054-02-01 2.000 - 6.500 258791.00 114778.02 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-17 2024-07-17 2024-07-17 N N N 0.0526 2000000.00 2000000.00 0.0009 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-10-14 2025-10-14 N N N 0.0549 8999832.87 8999832.87 0.0042 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.385% 3133EPQ65 254900C5LP6DN9OP9V83 US3133EPQ650 KCP971000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-20 2024-09-20 N N N 0.0529 1000078.75 1000078.75 0.0005 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.35% KBVRJ5K57JZ3E2AVWX40 0000877559 KJP555000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2044-11-01 2044-11-01 4.000 1292009.00 1022880.18 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-17 2024-06-17 2024-06-17 N N N 0.0522 1000000.00 1000000.00 0.0005 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPNQ4 254900C5LP6DN9OP9V83 US3133EPNQ46 JVB493000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-03 2024-10-03 N N N 0.0530 1000352.64 1000352.64 0.0005 N N N N SMBC NIKKO SEC AM INC(GOV RP) SMBC NIKKO SEC AM INC(GOV RP), 5.33% 6PJDTY319315T5LR2241 KKI171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-12-31 2043-02-15 3.875 12046100.00 11225013.52 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 11000000.00 11000000.00 0.0051 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 JNB488000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-06 2024-08-06 N N N 0.0527 3000722.04 3000722.04 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.422% 3130AXWM6 2549001DPIFGXC1TOL40 US3130AXWM61 0001026214 KBQ585000 U.S. Government Agency Debt Y N/A N/A 2024-06-20 2024-06-20 2024-06-20 N N N 0.0488 4000332.68 4000332.68 0.0019 N N N N SOCIETE GENERALE (GOV REPO) SOCIETE GENERALE (GOV REPO), 5.35% O2RNE8IBXP4R0TD8PU41 KKH311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2048-08-15 2048-08-15 3.000 6810000.00 5153067.51 U.S. Treasuries (including strips) Y N/A N/A 2024-06-06 2024-06-06 2024-06-06 N N N 0.0522 5000000.00 5000000.00 0.0023 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.36% 3133EP2A2 254900C5LP6DN9OP9V83 US3133EP2A24 KEB681000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-06 2024-11-06 N N N 0.0534 999963.17 999963.17 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130B1LV7 2549001DPIFGXC1TOL40 US3130B1LV79 0001026214 KKG840000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-03 2024-10-03 N N N 0.0529 4000006.68 4000006.68 0.0019 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AXZ50 2549001DPIFGXC1TOL40 US3130AXZ501 0001026214 KCK257000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-12-08 2025-12-08 N N N 0.0544 6003306.60 6003306.60 0.0028 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.385% 3133EP2N4 254900C5LP6DN9OP9V83 US3133EP2N45 KEK028000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-02-12 2025-02-12 N N N 0.0538 999854.98 999854.98 0.0005 N N N N UST BILLS UST BILLS, 0% 912797HP5 254900HROIFWPRGM1V77 US912797HP56 KBQ503000 U.S. Treasury Debt Y N/A N/A 2024-11-29 2024-11-29 2024-11-29 N N N 0.0532 4189761.85 4189761.85 0.0020 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130B1LX3 2549001DPIFGXC1TOL40 US3130B1LX36 0001026214 KKG653000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-04 2024-10-04 N N N 0.0529 1000001.20 1000001.20 0.0005 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KJX941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-06-30 2048-05-15 0.875 - 4.375 1222700.00 1021677.05 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 1000000.00 1000000.00 0.0005 N N Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP, 5.32% RUC0QBLBRPRCU4W1NE59 0000772028 KKG447000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-09-05 2048-11-15 0.000 - 4.375 1200100.00 1023194.75 U.S. Treasuries (including strips) Y N/A N/A 2024-06-05 2024-06-05 2024-06-05 N N N 0.0519 1000000.00 1000000.00 0.0005 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.38% MBNUM2BPBDO7JBLYG310 0000315030 KJY045000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2054-05-01 2054-05-01 5.500 - 6.000 41111.00 40336.73 Agency Mortgage-Backed Securities Government National Mortgage Association 2074-04-20 2074-04-20 6.955 1910339.00 2006247.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-05-01 2034-05-01 5.330 2979626.00 3053627.00 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2024-09-30 4.250 7400.00 7424.33 U.S. Treasuries (including strips) Y N/A N/A 2024-07-24 2024-07-24 2024-07-24 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0528 5000000.00 5000000.00 0.0023 N N N Y FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384C31 2549001DPIFGXC1TOL40 US313384C318 313384C31 U.S. Government Agency Debt Y N/A N/A 2024-08-16 2024-08-16 2024-08-16 N N N 0.0536 988792.22 988792.22 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AWXT2 2549001DPIFGXC1TOL40 US3130AWXT23 0001026214 JXD699000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-05-22 2025-05-22 N N N 0.0539 4002919.96 4002919.96 0.0019 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384ZU6 2549001DPIFGXC1TOL40 US313384ZU65 EFJ403000 U.S. Government Agency Debt Y N/A N/A 2024-07-24 2024-07-24 2024-07-24 N N N 0.0532 4960812.50 4960812.50 0.0023 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384J42 2549001DPIFGXC1TOL40 US313384J420 313384J42 U.S. Government Agency Debt Y N/A N/A 2024-10-04 2024-10-04 2024-10-04 N N N 0.0535 981922.50 981922.50 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYSP2 2549001DPIFGXC1TOL40 US3130AYSP22 0001026214 KEC893000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-09 2024-09-09 N N N 0.0527 2000030.80 2000030.80 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130B1JY4 2549001DPIFGXC1TOL40 US3130B1JY47 0001026214 KJY039000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-27 2024-12-27 N N N 0.0534 3000000.00 3000000.00 0.0014 N N N N UST BILLS UST BILLS, 0% 912797KC0 254900HROIFWPRGM1V77 US912797KC07 KER556000 U.S. Treasury Debt Y N/A N/A 2024-08-22 2024-08-22 2024-08-22 N N N 0.0516 12848766.71 12848766.71 0.0060 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 JRN658000 U.S. Government Agency Debt Y N/A N/A 2024-06-01 2025-03-10 2025-03-10 N N N 0.0528 2000624.08 2000624.08 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130B1AA5 2549001DPIFGXC1TOL40 US3130B1AA51 0001026214 KIY123000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-02 2024-12-02 N N N 0.0535 1000018.47 1000018.47 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EPZE8 254900C5LP6DN9OP9V83 US3133EPZE87 KDO296000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-10-23 2025-10-23 N N N 0.0539 1000917.42 1000917.42 0.0005 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.39% H7FNTJ4851HG0EXQ1Z70 KJR599000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2028-07-31 2.250 - 4.125 1029400.00 1023406.54 U.S. Treasuries (including strips) Y N/A N/A 2024-08-20 2024-08-20 2024-08-20 N N N 0.0531 1000000.00 1000000.00 0.0005 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AWQB9 2549001DPIFGXC1TOL40 US3130AWQB97 0001026214 JWH811000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-26 2024-12-26 N N N 0.0537 7003085.11 7003085.11 0.0033 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B1JA6 2549001DPIFGXC1TOL40 US3130B1JA60 0001026214 KJX167000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-03 2024-12-03 N N N 0.0534 2999988.48 2999988.48 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPU52 254900C5LP6DN9OP9V83 US3133EPU520 KDD676000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-01-12 2026-01-12 N N N 0.0545 4001408.36 4001408.36 0.0019 N N N N UST BILLS UST BILLS, 0% 912797LJ4 254900HROIFWPRGM1V77 US912797LJ41 KJW104000 U.S. Treasury Debt Y N/A N/A 2024-09-24 2024-09-24 2024-09-24 N N N 0.0529 3934453.72 3934453.72 0.0018 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384ZP7 2549001DPIFGXC1TOL40 US313384ZP70 313384ZP7 U.S. Government Agency Debt Y N/A N/A 2024-07-19 2024-07-19 2024-07-19 N N N 0.0532 2978664.57 2978664.57 0.0014 N N Y N UST NOTES UST NOTES, 0.375% 912828ZL7 254900HROIFWPRGM1V77 US912828ZL77 FJG557000 U.S. Treasury Debt Y N/A N/A 2025-04-30 2025-04-30 2025-04-30 N N N 0.0518 2872558.59 2872558.59 0.0013 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AXTD0 2549001DPIFGXC1TOL40 US3130AXTD00 0001026214 KBI505000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-08-18 2025-08-18 N N N 0.0540 5003339.15 5003339.15 0.0023 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KKI827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-01-31 2031-08-15 1.250 - 3.250 6339000.00 5102289.29 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 5000000.00 5000000.00 0.0023 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 JXI262000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-08-28 2025-08-28 N N N 0.0542 2001260.16 2001260.16 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPD44 254900C5LP6DN9OP9V83 US3133EPD443 KCL813000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-11-14 2025-11-14 N N N 0.0545 3001331.25 3001331.25 0.0014 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.34% MBNUM2BPBDO7JBLYG310 0000315030 KJG488000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2054-01-20 2054-01-20 5.500 - 7.000 3096609.00 3060963.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2024-09-30 4.250 11800.00 11838.79 U.S. Treasuries (including strips) Y N/A N/A 2024-06-05 2024-06-05 2024-06-05 Y CITIGROUP INC 1.0000 5 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0520 3000000.00 3000000.00 0.0014 N N Y N UST BILLS UST BILLS, 0% 912797KW6 254900HROIFWPRGM1V77 US912797KW60 KGT804000 U.S. Treasury Debt Y N/A N/A 2024-08-06 2024-08-06 2024-08-06 N N N 0.0512 9609380.47 9609380.47 0.0045 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130AYRV0 2549001DPIFGXC1TOL40 US3130AYRV09 0001026214 KEB685000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-08 2024-08-08 N N N 0.0527 2999890.35 2999890.35 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.34% 3130AYN69 2549001DPIFGXC1TOL40 US3130AYN695 0001026214 KDT179000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-07-23 2024-07-23 N N N 0.0526 6999694.10 6999694.10 0.0033 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPUA1 254900C5LP6DN9OP9V83 US3133EPUA11 JXD667000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-23 2024-09-23 N N N 0.0530 1000203.10 1000203.10 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EP6C4 254900C5LP6DN9OP9V83 US3133EP6C44 KGG110000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-10-21 2025-10-21 N N N 0.0542 999867.04 999867.04 0.0005 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 KJN745000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-12-31 2028-12-31 3.750 1041200.00 1023175.10 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 1000000.00 1000000.00 0.0005 N N Y N UST NOTES UST NOTES, 2.75% 91282CEQ0 254900HROIFWPRGM1V77 US91282CEQ06 JBA755000 U.S. Treasury Debt Y N/A N/A 2025-05-15 2025-05-15 2025-05-15 N N N 0.0520 7819375.04 7819375.04 0.0036 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYQX7 2549001DPIFGXC1TOL40 US3130AYQX73 0001026214 KEA749000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-05 2024-09-05 N N N 0.0528 5999924.58 5999924.58 0.0028 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AWUC2 2549001DPIFGXC1TOL40 US3130AWUC25 0001026214 JWR430000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-04-09 2025-04-09 N N N 0.0540 1000461.92 1000461.92 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPZQ1 254900C5LP6DN9OP9V83 US3133EPZQ18 KAK230000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-25 2025-07-25 N N N 0.0539 6005398.38 6005398.38 0.0028 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.39% 549300HN4UKV1E2R3U73 KJA338000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-01-01 2052-12-01 2.000 - 5.500 1081429.00 795789.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-02-01 2053-07-01 3.000 - 6.000 5209487.00 2278798.70 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-02 2024-08-02 2024-08-02 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 3000000.00 3000000.00 0.0014 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 JYI393000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-06-27 2025-06-27 N N N 0.0538 2001908.02 2001908.02 0.0009 N N N N UST BILLS UST BILLS, 0% 912797HE0 254900HROIFWPRGM1V77 US912797HE00 KAQ272000 U.S. Treasury Debt Y N/A N/A 2024-10-31 2024-10-31 2024-10-31 N N N 0.0532 4891881.95 4891881.95 0.0023 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-12 2024-11-12 N N N 0.0534 7002879.66 7002879.66 0.0033 N N N N FICC STATE STREET DVP REPO(GOV FICC STATE STREET DVP REPO(GOV, 5.33% 549300H47WTHXPU08X20 KKH556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-31 2029-05-31 4.500 19436200.00 19377739.55 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 19000000.00 19000000.00 0.0088 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AXYD4 2549001DPIFGXC1TOL40 US3130AXYD45 0001026214 KBW968000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-10-10 2025-10-10 N N N 0.0544 3001141.62 3001141.62 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 JRI350000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-01 2024-10-01 N N N 0.0530 4001120.68 4001120.68 0.0019 N N N N BNY MELLON CAPITAL MARKETS LLC(GOV REPO) BNY MELLON CAPITAL MARKETS LLC(GOV REPO), 5.35% VJW2DOOHGDT6PR0ZRO63 KJB851000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2039-03-01 2054-06-01 2.500 - 6.500 286322.00 243213.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-08-01 2053-07-01 2.500 - 7.000 2155857.00 688869.43 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-06-06 2042-05-15 0.000 - 4.875 3175900.00 3167350.47 U.S. Treasuries (including strips) Y N/A N/A 2024-06-13 2024-06-13 2024-06-13 N N N 0.0522 4000000.00 4000000.00 0.0019 N N N Y UST BILLS UST BILLS, 0% 912797KV8 254900HROIFWPRGM1V77 US912797KV87 KIG103000 U.S. Treasury Debt Y N/A N/A 2024-10-24 2024-10-24 2024-10-24 N N N 0.0529 24483735.25 24483735.25 0.0114 N Y Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KJP516000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2039-02-15 2053-08-15 1.750 - 4.250 1113800.00 1032721.25 U.S. Treasuries (including strips) Y N/A N/A 2024-06-06 2024-06-06 2024-06-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0519 1000000.00 1000000.00 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 KAU628000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-11-03 2025-11-03 N N N 0.0547 2000494.28 2000494.28 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130B1J57 2549001DPIFGXC1TOL40 US3130B1J574 0001026214 KJX142000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-27 2024-12-27 N N N 0.0534 999993.20 999993.20 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130B05P0 2549001DPIFGXC1TOL40 US3130B05P02 0001026214 KJP809000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-09-22 2025-09-22 N N N 0.0539 1000406.87 1000406.87 0.0005 N N N N Nomura Securities International Nomura Securities International, 5.333876% OXTKY6Q8X53C9ILVV871 KKI854000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-08-31 2042-11-15 1.125 - 5.250 1787397.00 1651091.70 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 1618000.00 1618000.00 0.0008 N Y Y N FICC CREDIT AG DVP REPO (GOV) FICC CREDIT AG DVP REPO (GOV), 5.34% KKI182000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2053-08-15 2053-08-15 4.125 6726000.00 6203557.03 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0534 6000000.00 6000000.00 0.0028 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AWSX9 2549001DPIFGXC1TOL40 US3130AWSX99 0001026214 KBQ592000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-02-03 2025-02-03 N N N 0.0536 2001044.20 2001044.20 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130B1LC9 2549001DPIFGXC1TOL40 US3130B1LC98 0001026214 KKG137000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-02-27 2026-02-27 N N N 0.0540 1000150.74 1000150.74 0.0005 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.37% VYVVCKR63DVZZN70PB21 0000276523 KGM770000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-05-01 2052-05-01 3.000 1313975.00 1030498.76 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-21 2024-06-21 2024-06-21 N N N 0.0525 1000000.00 1000000.00 0.0005 N N N Y FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384B24 2549001DPIFGXC1TOL40 US313384B245 EHF143000 U.S. Government Agency Debt Y N/A N/A 2024-08-07 2024-08-07 2024-08-07 N N N 0.0535 990102.22 990102.22 0.0005 N N N N NORINCHUKIN BK NORINCHUKIN BK, 5.35% 5493007VSMFZCPV1NB83 KKF931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2033-05-15 2033-05-15 3.375 2231100.00 2040955.99 U.S. Treasuries (including strips) Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0521 2000000.00 2000000.00 0.0009 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130AYRW8 2549001DPIFGXC1TOL40 US3130AYRW81 0001026214 KEB680000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-09 2024-08-09 N N N 0.0527 2999890.95 2999890.95 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPB61 254900C5LP6DN9OP9V83 US3133EPB611 KAX017000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-10 2024-12-10 N N N 0.0537 5001308.10 5001308.10 0.0023 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.38% 2IGI19DL77OX0HC3ZE78 KJU843000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-12-31 2052-08-15 1.750 - 3.000 1329500.00 994994.03 U.S. Treasuries (including strips) Federal National Mortgage Association 2032-04-01 2053-08-01 2.000 - 6.500 133760.00 31929.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-02-15 2051-12-01 3.000 - 6.500 1156.00 887.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-06-20 2064-11-15 3.000 - 6.920 5075.00 4364.07 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-20 2024-06-20 2024-06-20 N N N 0.0525 1000000.00 1000000.00 0.0005 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 JMX819000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-05 2024-12-05 N N N 0.0536 1000839.56 1000839.56 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-18 2024-11-18 N N N 0.0534 7003006.71 7003006.71 0.0033 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.34% KKI128000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-01-01 2054-02-01 3.000 - 6.000 369414.00 323393.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-11-01 2054-05-01 3.000 - 5.000 53672.00 42758.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-07-31 2032-08-15 0.375 - 2.750 3097200.00 2695213.78 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0534 3000000.00 3000000.00 0.0014 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384A33 2549001DPIFGXC1TOL40 US313384A338 EFJ412000 U.S. Government Agency Debt Y N/A N/A 2024-07-31 2024-07-31 2024-07-31 N N N 0.0533 991146.53 991146.53 0.0005 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.333876% L3I9ZG2KFGXZ61BMYR72 KKI854000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-27 2043-11-15 0.000 - 4.750 2346994.00 2287855.74 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 2242000.00 2242000.00 0.0010 N Y Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.33% 2IGI19DL77OX0HC3ZE78 KJA666000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 2054-03-01 2.500 - 6.000 63893.00 61015.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2054-06-01 2054-06-01 6.500 931427.00 963622.40 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-01-31 2028-01-31 3.500 200.00 194.78 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 1000000.00 1000000.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 JKH766000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-07-12 2024-07-12 N N N 0.0526 1000037.35 1000037.35 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130B1AB3 2549001DPIFGXC1TOL40 US3130B1AB35 0001026214 KIY137000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-05 2024-12-05 N N N 0.0538 3999456.44 3999456.44 0.0019 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 KAD692000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-17 2025-07-17 N N N 0.0539 2001764.32 2001764.32 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-08-14 2025-08-14 N N N 0.0543 6002466.36 6002466.36 0.0028 N N N N UST BILLS UST BILLS, 0% 912797KL0 254900HROIFWPRGM1V77 US912797KL06 KFX063000 U.S. Treasury Debt Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0529 30513090.75 30513090.75 0.0142 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 5.333876% 7TK5RJIZDFROZCA6XF66 KKI854000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-28 2054-06-01 0.320 - 8.000 5683414.00 4463761.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-01-15 2054-05-20 2.500 - 8.000 176965.00 8310.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-02 2057-02-01 0.500 - 8.000 3126693.00 1393464.91 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2025-08-14 2027-05-13 4.850 - 5.500 33773.00 33978.10 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-06-14 2042-04-21 0.330 - 6.270 20198.00 18217.27 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-06-11 2024-12-26 0.000 1922747.00 1906353.02 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-01-10 2041-06-10 0.470 - 6.090 13720.00 11984.97 Agency Debentures and Agency Strips Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 7679000.00 7679000.00 0.0036 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AYJD9 2549001DPIFGXC1TOL40 US3130AYJD92 0001026214 KDK258000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-10-16 2025-10-16 N N N 0.0545 6999864.90 6999864.90 0.0033 N N N N FICC BONY DVP REPO (GOV) FICC BONY DVP REPO (GOV), 5.33% 549300H47WTHXPU08X20 KKI241000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-05-31 2029-05-31 4.500 72652500.00 72420012.00 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 71000000.00 71000000.00 0.0331 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-25 2025-07-25 N N N 0.0539 11011780.56 11011780.56 0.0051 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133ERBY6 254900C5LP6DN9OP9V83 US3133ERBY63 KHI145000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-04-17 2026-04-17 N N N 0.0554 997859.72 997859.72 0.0005 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 KKF883000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2042-08-20 2048-10-20 3.500 1215253.00 1020904.85 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0519 1000000.00 1000000.00 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 JMF002000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-07-26 2024-07-26 N N N 0.0526 3000312.99 3000312.99 0.0014 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.37% VYVVCKR63DVZZN70PB21 0000276523 KGF945000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2052-05-01 2054-04-01 3.000 - 5.500 10156922.00 8250073.50 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-21 2024-06-21 2024-06-21 N N N 0.0525 8000000.00 8000000.00 0.0037 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 JYU452000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-10-06 2025-10-06 N N N 0.0540 1001020.32 1001020.32 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 KAO066000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-10-27 2025-10-27 N N N 0.0547 1000236.80 1000236.80 0.0005 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KKI877000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-06-07 2024-06-07 2024-07-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 2000000.00 2000000.00 0.0009 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-14 2025-07-14 N N N 0.0539 1001042.30 1001042.30 0.0005 N N N N UST BILLS UST BILLS, 0% 912797KR7 254900HROIFWPRGM1V77 US912797KR75 KGM651000 U.S. Treasury Debt Y N/A N/A 2024-07-30 2024-07-30 2024-07-30 N N N 0.0510 29650568.52 29650568.52 0.0138 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 JSQ675000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-26 2024-12-26 N N N 0.0537 1000357.87 1000357.87 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 4.81% 3130AYKN5 2549001DPIFGXC1TOL40 US3130AYKN55 0001026214 KEE405000 U.S. Government Agency Debt Y N/A N/A 2025-01-10 2025-01-10 2025-01-10 N N N 0.0528 997189.63 997189.63 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AXVR6 2549001DPIFGXC1TOL40 US3130AXVR67 0001026214 KBP243000 U.S. Government Agency Debt Y N/A N/A 2024-06-10 2024-06-10 2024-06-10 N N N 0.0471 2999990.85 2999990.85 0.0014 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.37% MBNUM2BPBDO7JBLYG310 0000315030 KJI133000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2054-05-01 2054-05-01 5.500 - 6.000 6552267.00 6428249.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2024-09-30 4.250 26700.00 26787.77 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2054-05-01 2054-05-01 6.000 - 7.000 3410.00 3422.31 Agency Mortgage-Backed Securities Government National Mortgage Association 2074-04-20 2074-04-20 6.955 675371.00 709277.89 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-08 2024-07-08 2024-07-08 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0526 7000000.00 7000000.00 0.0033 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 JVX030000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-17 2025-07-17 N N N 0.0539 3002979.69 3002979.69 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 KBL768000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-08-22 2025-08-22 N N N 0.0540 4002696.16 4002696.16 0.0019 N N N N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.33% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KKI141000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 4.750 995500.00 1020471.54 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 1000000.00 1000000.00 0.0005 N Y Y N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.33% U7M81AY481YLIOR75625 KKI110000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2031-02-28 2031-02-28 4.250 1028000.00 1020290.00 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 1000000.00 1000000.00 0.0005 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 JRO196000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-13 2024-09-13 N N N 0.0529 2000408.90 2000408.90 0.0009 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384C80 2549001DPIFGXC1TOL40 US313384C805 EHC709000 U.S. Government Agency Debt Y N/A N/A 2024-08-21 2024-08-21 2024-08-21 N N N 0.0536 988064.44 988064.44 0.0005 N N N N FEDERAL RESERVE BANK OF NY(GOV REPO BNY) FEDERAL RESERVE BANK OF NY(GOV REPO BNY), 5.3% 254900Y8NKGV541U8Q32 0001457970 KKI799000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2042-05-15 0.375 - 4.375 234455000.00 231102050.40 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0530 231000000.00 231000000.00 0.1076 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 JTP908000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-17 2024-09-17 N N N 0.0529 3000717.12 3000717.12 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-09-26 2025-09-26 N N N 0.0546 2000176.60 2000176.60 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AVWL2 2549001DPIFGXC1TOL40 US3130AVWL23 0001026214 KDU576000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-05-01 2025-05-01 N N N 0.0539 1000490.56 1000490.56 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-01-02 2026-01-02 N N N 0.0544 3001526.88 3001526.88 0.0014 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384XV6 2549001DPIFGXC1TOL40 US313384XV66 313384XV6 U.S. Government Agency Debt Y N/A N/A 2024-06-07 2024-06-07 2024-06-07 N N N 0.0531 5993910.00 5993910.00 0.0028 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.37% MBNUM2BPBDO7JBLYG310 0000315030 KJO725000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2024-09-30 4.250 17300.00 17356.87 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2054-03-01 2054-03-01 5.000 - 6.000 6209263.00 6120959.61 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-15 2024-07-15 2024-07-15 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0526 6000000.00 6000000.00 0.0028 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.515% 3133EPMP7 254900C5LP6DN9OP9V83 US3133EPMP71 JUO625000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-13 2024-12-13 N N N 0.0527 1000036.10 1000036.10 0.0005 N N N N JPMORGAN SECS LLC(GOV REPO) JPMORGAN SECS LLC(GOV REPO), 5.36% ZBUT11V806EZRVTWT807 0001287279 KJX058000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-06-30 2026-06-30 0.875 20969600.00 19414533.18 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-21 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 19000000.00 19000000.00 0.0088 N N Y N NORINCHUKIN BK NORINCHUKIN BK, 5.33% 5493007VSMFZCPV1NB83 KKI112000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2032-05-15 2032-05-15 0.000 1148900.00 1020223.20 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 1000000.00 1000000.00 0.0005 N Y Y N BNP PARIBAS BNP PARIBAS, 5.37% R0MUWSFPU8MPRO8K5P83 KFS961000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-02-20 2054-03-20 5.000 - 6.000 2548.00 2278.06 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-11-17 2042-02-03 2.450 - 2.930 1805000.00 1325144.87 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 2048-09-01 2053-10-01 3.500 - 7.000 5367716.00 991275.83 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-01-31 2054-05-15 0.000 - 5.571 4073627.00 2511565.80 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 2053-07-01 2.410 - 6.500 5187513.00 3455459.07 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-07 2024-06-07 2024-06-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 8000000.00 8000000.00 0.0037 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130B1K30 2549001DPIFGXC1TOL40 US3130B1K309 0001026214 KJY034000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-30 2024-12-30 N N N 0.0534 1000000.00 1000000.00 0.0005 N N N N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., 5.333876% CYYGQCGNHMHPSMRL3R97 KKI854000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-12-01 2054-01-01 2.013 - 6.500 275631.00 171694.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-06-01 2057-09-01 2.000 - 7.000 988168.00 798808.96 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2044-02-15 0.375 - 4.750 4291372.00 3813381.20 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 4688000.00 4688000.00 0.0022 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 JMF598000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-07-24 2024-07-24 N N N 0.0526 3000341.70 3000341.70 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-10-20 2025-10-20 N N N 0.0549 2999935.77 2999935.77 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-12-08 2025-12-08 N N N 0.0544 2001102.20 2001102.20 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 JMM606000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-06-10 2024-06-10 N N N 0.0527 3000057.33 3000057.33 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130B1KW6 2549001DPIFGXC1TOL40 US3130B1KW61 0001026214 KKG119000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-04 2024-10-04 N N N 0.0529 2000001.52 2000001.52 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 JXN769000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-03-05 2025-03-05 N N N 0.0538 6002781.12 6002781.12 0.0028 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.38% VYVVCKR63DVZZN70PB21 0000276523 KJV908000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-03-01 2053-11-01 1.500 - 6.000 34171474.00 6131890.38 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-19 2024-08-19 2024-08-19 N N N 0.0530 6000000.00 6000000.00 0.0028 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130AYP67 2549001DPIFGXC1TOL40 US3130AYP674 0001026214 KDU917000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-05 2024-08-05 N N N 0.0526 2999895.66 2999895.66 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPC29 254900C5LP6DN9OP9V83 US3133EPC296 KAX601000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-03-11 2025-03-11 N N N 0.0538 1000352.04 1000352.04 0.0005 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384L23 2549001DPIFGXC1TOL40 US313384L236 313384L23 U.S. Government Agency Debt Y N/A N/A 2024-10-18 2024-10-18 2024-10-18 N N N 0.0536 979913.89 979913.89 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPD77 254900C5LP6DN9OP9V83 US3133EPD773 KBE353000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-04-15 2025-04-15 N N N 0.0541 2000588.42 2000588.42 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AW2Z2 2549001DPIFGXC1TOL40 US3130AW2Z25 0001026214 JTT738000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-19 2024-08-19 N N N 0.0527 3000513.99 3000513.99 0.0014 N N N N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.32% O2RNE8IBXP4R0TD8PU41 KKG012000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2049-11-15 2049-11-15 2.375 1576600.00 1030964.93 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0532 1000000.00 1000000.00 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYXY7 2549001DPIFGXC1TOL40 US3130AYXY73 0001026214 KEP630000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-15 2024-08-15 N N N 0.0527 5999858.82 5999858.82 0.0028 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.365% 3130AYHQ2 2549001DPIFGXC1TOL40 US3130AYHQ24 0001026214 KDJ425000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-11 2024-10-11 N N N 0.0531 5000087.75 5000087.75 0.0023 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 KKF880000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-11-20 2053-11-20 6.833 1044852.00 1030913.75 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0519 1000000.00 1000000.00 0.0005 N N Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KKG464000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2054-02-20 2072-01-20 5.500 - 6.672 10040136.00 10207550.95 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-05 2024-06-05 2024-06-05 N N N 0.0520 10000000.00 10000000.00 0.0047 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-02 2025-07-02 N N N 0.0539 2001710.62 2001710.62 0.0009 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.34% 549300Y1PMK3RWXMWR72 KJB997000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-03-31 2051-05-15 0.625 - 4.750 2106700.00 2049712.91 U.S. Treasuries (including strips) Y N/A N/A 2024-07-17 2024-07-17 2024-07-17 N N N 0.0524 2000000.00 2000000.00 0.0009 N N N Y Sumitomo Mitsui Banking Corp. NY Sumitomo Mitsui Banking Corp. NY, 5.333876% 549300MS3WYYVQ4HXM15 KKI854000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2051-02-15 0.375 - 5.250 7843206.00 7002969.81 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 6854000.00 6854000.00 0.0032 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-25 2025-07-25 N N N 0.0539 4004283.84 4004283.84 0.0019 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130B16Z5 2549001DPIFGXC1TOL40 US3130B16Z56 0001026214 KIL311000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-03 2024-12-03 N N N 0.0532 1000145.33 1000145.33 0.0005 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.33% U7M81AY481YLIOR75625 KKH543000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-01-31 2026-05-31 0.375 - 0.750 2258000.00 2080187.02 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 2000000.00 2000000.00 0.0009 N N Y N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.33% 549300Y1PMK3RWXMWR72 KJB905000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-05-31 2052-11-15 0.625 - 4.375 1333800.00 1024865.76 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0520 1000000.00 1000000.00 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 JRI378000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-03 2024-09-03 N N N 0.0527 3000658.59 3000658.59 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 JMF131000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-24 2024-10-24 N N N 0.0533 1000315.80 1000315.80 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 KAD688000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-10-17 2025-10-17 N N N 0.0545 1000479.88 1000479.88 0.0005 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC, 5.333876% VYVVCKR63DVZZN70PB21 KKI854000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT 2049-10-25 2049-10-25 8.688 10566.00 9622.87 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2037-05-15 2053-11-15 1.125 - 5.000 436726.00 388868.69 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-04-20 2054-05-20 1.500 - 7.000 6745379.00 4303266.96 Agency Mortgage-Backed Securities Federal National Mortgage Association 2036-03-25 2036-03-25 5.068 1799.00 10.49 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 4607000.00 4607000.00 0.0021 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 JQY113000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-01-24 2025-01-24 N N N 0.0526 5000995.20 5000995.20 0.0023 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPX42 254900C5LP6DN9OP9V83 US3133EPX425 KDO318000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-01-23 2026-01-23 N N N 0.0539 1001004.20 1001004.20 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AXS74 2549001DPIFGXC1TOL40 US3130AXS746 0001026214 KCM620000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-11-14 2025-11-14 N N N 0.0544 2001173.72 2001173.72 0.0009 N N N N UST BILLS UST BILLS, 0% 912797KZ9 254900HROIFWPRGM1V77 US912797KZ91 KII644000 U.S. Treasury Debt Y N/A N/A 2024-08-27 2024-08-27 2024-08-27 N N N 0.0517 24691284.75 24691284.75 0.0115 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPNK7 254900C5LP6DN9OP9V83 US3133EPNK75 JXN234000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-02-26 2025-02-26 N N N 0.0538 2001104.72 2001104.72 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-08-22 2025-08-22 N N N 0.0540 4003421.52 4003421.52 0.0019 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.36% KBVRJ5K57JZ3E2AVWX40 0000877559 KJB939000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2044-11-01 2052-05-01 4.000 6450940.00 5124299.32 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-13 2024-06-13 2024-06-13 N N N 0.0523 5000000.00 5000000.00 0.0023 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130B0ZU6 2549001DPIFGXC1TOL40 US3130B0ZU67 0001026214 KHI155000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-24 2024-12-24 N N N 0.0537 999822.61 999822.61 0.0005 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.33% KKI129000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-07-31 2028-07-31 0.375 - 1.250 3505800.00 3061409.07 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 3000000.00 3000000.00 0.0014 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 JQF546000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-02-10 2025-02-10 N N N 0.0535 4003267.00 4003267.00 0.0019 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B1K22 2549001DPIFGXC1TOL40 US3130B1K226 0001026214 KJY036000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-29 2024-11-29 N N N 0.0534 999996.05 999996.05 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AXVP0 2549001DPIFGXC1TOL40 US3130AXVP02 0001026214 KBP241000 U.S. Government Agency Debt Y N/A N/A 2024-06-07 2024-06-07 2024-06-07 N N N 0.0456 3999934.84 3999934.84 0.0019 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EP5E1 254900C5LP6DN9OP9V83 US3133EP5E19 KJA241000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-12-12 2025-12-12 N N N 0.0541 1000189.05 1000189.05 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AYC53 2549001DPIFGXC1TOL40 US3130AYC532 0001026214 KCW680000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-04-01 2025-04-01 N N N 0.0539 1000240.09 1000240.09 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPTG0 254900C5LP6DN9OP9V83 US3133EPTG00 JWW566000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-15 2024-11-15 N N N 0.0534 1000375.52 1000375.52 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 JRI365000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0542 7000000.00 7000000.00 0.0033 N Y Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KJV906000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-01-31 2048-05-15 0.750 - 4.375 2345100.00 2043960.80 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0532 2000000.00 2000000.00 0.0009 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384D71 2549001DPIFGXC1TOL40 US313384D712 EHC705000 U.S. Government Agency Debt Y N/A N/A 2024-08-28 2024-08-28 2024-08-28 N N N 0.0537 987045.56 987045.56 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 JKG591000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-07-11 2024-07-11 N N N 0.0526 4000148.12 4000148.12 0.0019 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPSC0 254900C5LP6DN9OP9V83 US3133EPSC05 KBQ593000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-02-04 2025-02-04 N N N 0.0536 2001051.62 2001051.62 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130B1MY0 2549001DPIFGXC1TOL40 US3130B1MY00 0001026214 KKI773000 U.S. Government Agency Debt Y N/A N/A 2024-06-04 2024-10-04 2024-10-04 N N N 0.0000 1000000.00 1000000.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EP6E0 254900C5LP6DN9OP9V83 US3133EP6E00 KKG138000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-02-25 2026-02-25 N N N 0.0540 1000322.25 1000322.25 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B1LT2 2549001DPIFGXC1TOL40 US3130B1LT24 0001026214 KKG657000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-05 2024-12-05 N N N 0.0534 999996.78 999996.78 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AW5H9 2549001DPIFGXC1TOL40 US3130AW5H99 0001026214 JTU979000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-25 2024-11-25 N N N 0.0535 6002722.80 6002722.80 0.0028 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AXZX9 2549001DPIFGXC1TOL40 US3130AXZX99 0001026214 KCD691000 U.S. Government Agency Debt Y N/A N/A 2024-06-07 2024-06-07 2024-06-07 N N N 0.0431 18750877.69 18750877.69 0.0087 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.34% 3130B1DB0 2549001DPIFGXC1TOL40 US3130B1DB08 0001026214 KKI876000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-09 2024-08-09 N N N 0.0526 999963.75 999963.75 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPXN0 254900C5LP6DN9OP9V83 US3133EPXN05 JYO897000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-04-03 2025-04-03 N N N 0.0536 3002216.97 3002216.97 0.0014 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.39% H7FNTJ4851HG0EXQ1Z70 KGC956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2027-02-15 2.250 - 2.500 2082600.00 2061693.58 U.S. Treasuries (including strips) Y N/A N/A 2024-06-20 2024-06-20 2024-06-20 N N N 0.0526 2000000.00 2000000.00 0.0009 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.415% 3133EPJJ5 254900C5LP6DN9OP9V83 US3133EPJJ58 JTO234000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-09 2024-08-09 N N N 0.0527 3000285.96 3000285.96 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AY5Q5 2549001DPIFGXC1TOL40 US3130AY5Q52 0001026214 KCK930000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-14 2024-08-14 N N N 0.0527 5000178.90 5000178.90 0.0023 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXR59 2549001DPIFGXC1TOL40 US3130AXR599 0001026214 KBC040000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-05-09 2025-05-09 N N N 0.0539 6003576.78 6003576.78 0.0028 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AXYL6 2549001DPIFGXC1TOL40 US3130AXYL60 0001026214 KBW820000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-12-11 2025-12-11 N N N 0.0543 3002414.82 3002414.82 0.0014 N N N N FICC NOMURA GC REPO (GOV) FICC NOMURA GC REPO (GOV), 5.33% XPSKD1VTEQPKCHBEKQ95 KKI256000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2024-11-29 0.000 - 1.750 18339000.00 18368240.46 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 18000000.00 18000000.00 0.0084 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AW3A6 2549001DPIFGXC1TOL40 US3130AW3A64 0001026214 JTT739000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-19 2024-11-19 N N N 0.0535 3001296.84 3001296.84 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130AYT22 2549001DPIFGXC1TOL40 US3130AYT221 0001026214 KED555000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-02 2024-08-02 N N N 0.0526 2999889.18 2999889.18 0.0014 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.34% KBVRJ5K57JZ3E2AVWX40 0000877559 KKH335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2048-08-15 0.750 - 4.875 1017300.00 1020661.09 U.S. Treasuries (including strips) Y N/A N/A 2024-06-06 2024-06-06 2024-06-06 N N N 0.0521 1000000.00 1000000.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AYFD3 2549001DPIFGXC1TOL40 US3130AYFD39 0001026214 KDH487000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-11-14 2025-11-14 N N N 0.0541 5003663.65 5003663.65 0.0023 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AVUN0 2549001DPIFGXC1TOL40 US3130AVUN07 0001026214 JYJ753000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-28 2024-10-28 N N N 0.0533 1000306.03 1000306.03 0.0005 N N N N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.33% 549300QJJX6CVVUXLE15 KKG468000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-03-20 2054-04-20 3.000 - 6.500 3614866.00 2010170.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2053-02-15 0.875 - 4.750 20200.00 19183.22 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 2053-11-01 1.500 - 6.500 15748.00 12198.23 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-05 2024-06-05 2024-06-05 N N N 0.0520 2000000.00 2000000.00 0.0009 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK, 5.32% 1VUV7VQFKUOQSJ21A208 KJP513000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2040-05-15 1.125 3382900.00 2045731.41 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-14 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 2000000.00 2000000.00 0.0009 N N Y N UST NOTES UST NOTES, 2.875% 9128284M9 254900HROIFWPRGM1V77 US9128284M90 DAJ767000 U.S. Treasury Debt Y N/A N/A 2025-04-30 2025-04-30 2025-04-30 N N N 0.0521 2938154.31 2938154.31 0.0014 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384YS2 2549001DPIFGXC1TOL40 US313384YS29 313384YS2 U.S. Government Agency Debt Y N/A N/A 2024-06-28 2024-06-28 2024-06-28 N N N 0.0533 995940.00 995940.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXSW9 2549001DPIFGXC1TOL40 US3130AXSW99 0001026214 KBF183000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-05-15 2025-05-15 N N N 0.0539 6003375.00 6003375.00 0.0028 N N N N FICC CITI GC REPO (GOV) FICC CITI GC REPO (GOV), 5.33% 6SHGI4ZSSLCXXQSBB395 KKI118000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 4.750 1991000.00 2040943.08 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 2000000.00 2000000.00 0.0009 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AYDK9 2549001DPIFGXC1TOL40 US3130AYDK99 0001026214 KGG338000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-10-03 2025-10-03 N N N 0.0541 1000587.87 1000587.87 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.38% 3133EP4F9 254900C5LP6DN9OP9V83 US3133EP4F92 KGG959000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-01-28 2025-01-28 N N N 0.0537 999953.20 999953.20 0.0005 N N N N BNP PARIBAS BNP PARIBAS, 5.39% R0MUWSFPU8MPRO8K5P83 KJC909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2053-11-15 1.750 - 5.571 1022500.00 1024730.97 U.S. Treasuries (including strips) Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0531 1000000.00 1000000.00 0.0005 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130B0ZM4 2549001DPIFGXC1TOL40 US3130B0ZM42 0001026214 KHI050000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-24 2024-12-24 N N N 0.0537 5998928.34 5998928.34 0.0028 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPZU2 254900C5LP6DN9OP9V83 US3133EPZU20 KAK867000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-05-27 2025-05-27 N N N 0.0539 4002967.52 4002967.52 0.0019 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.375% 3133ENXZ8 254900C5LP6DN9OP9V83 US3133ENXZ86 KBU246000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0538 1000000.00 1000000.00 0.0005 N Y Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.36% KBVRJ5K57JZ3E2AVWX40 0000877559 KJC899000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2044-11-01 2044-11-01 4.000 2588636.00 2049416.41 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-14 2024-06-14 2024-06-14 N N N 0.0523 2000000.00 2000000.00 0.0009 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130B0ZL6 2549001DPIFGXC1TOL40 US3130B0ZL68 0001026214 KHI056000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-19 2024-12-19 N N N 0.0537 3999319.28 3999319.28 0.0019 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.32% U7M81AY481YLIOR75625 KJW000000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-01-31 2026-04-30 0.375 - 0.750 2254600.00 2084603.59 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 2000000.00 2000000.00 0.0009 N N Y N Wells Fargo Bank National Asso Wells Fargo Bank National Asso, 5.333876% KB1H1DSPRFMYMCUFXT09 KKI854000_00412 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2054-02-15 0.250 - 5.000 2554569.00 1948049.73 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 1904000.00 1904000.00 0.0009 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 JYV240000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-10-06 2025-10-06 N N N 0.0541 1000992.64 1000992.64 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPE35 254900C5LP6DN9OP9V83 US3133EPE359 KBF097000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-02-20 2025-02-20 N N N 0.0538 3000855.27 3000855.27 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-05-12 2025-05-12 N N N 0.0539 7005573.82 7005573.82 0.0033 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.33% 3Y4U8VZURTYWI1W2K376 KJU842000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2050-04-20 2051-05-20 4.000 - 4.500 2176054.00 2044229.38 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-07 2024-06-07 2024-06-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 2000000.00 2000000.00 0.0009 N N Y N Royal Bank of Canada Royal Bank of Canada, 5.333876% ES7IP3U3RHIGC71XBU11 KKI854000_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 1896259.00 1691696.70 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 1656000.00 1656000.00 0.0008 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXHU5 2549001DPIFGXC1TOL40 US3130AXHU52 0001026214 KAD087000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-04-14 2025-04-14 N N N 0.0541 2000753.08 2000753.08 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-08-04 2025-08-04 N N N 0.0541 2001394.72 2001394.72 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-03-28 2025-03-28 N N N 0.0538 1000521.36 1000521.36 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AYAX4 2549001DPIFGXC1TOL40 US3130AYAX48 0001026214 KCQ853000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-21 2024-08-21 N N N 0.0527 2000071.20 2000071.20 0.0009 N N N N UST BILLS UST BILLS, 0% 912797JZ1 254900HROIFWPRGM1V77 US912797JZ11 KEB552000 U.S. Treasury Debt Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0133 999854.28 999854.28 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AXYH5 2549001DPIFGXC1TOL40 US3130AXYH58 0001026214 KCM446000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-12-08 2025-12-08 N N N 0.0544 3001872.75 3001872.75 0.0014 N N N N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.34% SUVUFHICNZMP2WKHG940 KKI130000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-09-20 2053-09-20 6.500 4112416.00 4081815.80 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0534 4000000.00 4000000.00 0.0019 N Y Y N UST BILLS UST BILLS, 0% 912797GK7 254900HROIFWPRGM1V77 US912797GK78 JWQ678000 U.S. Treasury Debt Y N/A N/A 2024-08-08 2024-08-08 2024-08-08 N N N 0.0512 9903841.70 9903841.70 0.0046 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 JSF356000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-01-03 2025-01-03 N N N 0.0537 1000601.73 1000601.73 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130B0YW3 2549001DPIFGXC1TOL40 US3130B0YW33 0001026214 KHH553000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-18 2024-12-18 N N N 0.0537 2999496.33 2999496.33 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AWPY0 2549001DPIFGXC1TOL40 US3130AWPY00 0001026214 JWE348000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-25 2024-10-25 N N N 0.0533 5001587.00 5001587.00 0.0023 N N N N BofA Securities, Inc. BofA Securities, Inc., 5.333876% 549300HN4UKV1E2R3U73 KKI854000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-06-25 2054-05-01 1.500 - 8.500 723738.00 560334.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-08-01 2054-05-01 1.500 - 8.500 2968369.00 2476099.35 Agency Mortgage-Backed Securities Government National Mortgage Association 2024-07-20 2063-01-20 4.000 - 7.500 1066.00 1060.74 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-02-29 2049-11-15 2.125 - 4.375 401665.00 333257.05 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0533 3302000.00 3302000.00 0.0015 N Y Y N UST BILLS UST BILLS, 0% 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 0.0531 14646938.70 14646938.70 0.0068 N Y 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 2026-01-31 2053-02-15 1.250 - 5.571 43022200.00 34311766.03 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 33000000.00 33000000.00 0.0154 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-05-19 2025-05-19 N N N 0.0539 7005722.36 7005722.36 0.0033 N N N N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.33% KX1WK48MPD4Y2NCUIZ63 KKI127000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2046-08-15 2046-08-15 2.250 3106300.00 2060956.11 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 2000000.00 2000000.00 0.0009 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 JSQ681000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-18 2024-12-18 N N N 0.0537 2000696.52 2000696.52 0.0009 N N N N UST BILLS UST BILLS, 0% 912797KD8 254900HROIFWPRGM1V77 US912797KD89 KEX495000 U.S. Treasury Debt Y N/A N/A 2024-08-29 2024-08-29 2024-08-29 N N N 0.0519 28731497.10 28731497.10 0.0134 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC, 5.333876% ZBUT11V806EZRVTWT807 KKI854000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-11-01 2054-02-01 6.032 - 6.507 14720.00 12703.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-06-18 2045-11-15 0.000 - 6.625 20227251.00 19663176.75 U.S. Treasuries (including strips) MNAR XX.XXX HYAN9703 B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 3.730 6126.00 5573.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-09-01 2054-06-01 1.500 - 7.500 24744974.00 14919060.80 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 33907000.00 33907000.00 0.0158 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 KDJ233000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-10-21 2025-10-21 N N N 0.0546 999919.26 999919.26 0.0005 N N N N UST BILLS UST BILLS, 0% 912796Y45 254900HROIFWPRGM1V77 US912796Y452 KCS509000 U.S. Treasury Debt Y N/A N/A 2024-06-27 2024-06-27 2024-06-27 N N N 0.0477 1992987.34 1992987.34 0.0009 N Y Y N Bank of America, N.A. Bank of America, N.A., 5.333876% B4TYDEB6GKMZO031MB27 KKI854000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-05-01 2051-04-01 1.500 - 2.500 15350485.00 7762592.82 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 7607000.00 7607000.00 0.0035 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.05% 3130B04N6 2549001DPIFGXC1TOL40 US3130B04N62 0001026214 KES382000 U.S. Government Agency Debt Y N/A N/A 2025-02-10 2025-02-10 2025-02-10 N N N 0.0528 4992035.65 4992035.65 0.0023 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.333876% MBNUM2BPBDO7JBLYG310 KKI854000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-04 2054-05-15 0.000 - 4.875 7296501.00 7246483.92 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-02-20 2053-01-20 2.500 - 5.500 7465378.00 5815290.33 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0533 12784000.00 12784000.00 0.0060 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130B1LR6 2549001DPIFGXC1TOL40 US3130B1LR67 0001026214 KKG658000 U.S. Government Agency Debt Y N/A N/A 2024-06-07 2024-12-06 2024-12-06 N N N 0.0000 3001276.35 3001276.35 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-08-22 2025-08-22 N N N 0.0540 7005987.66 7005987.66 0.0033 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B1LN5 2549001DPIFGXC1TOL40 US3130B1LN53 0001026214 KKG655000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-09 2024-12-09 N N N 0.0543 1999053.38 1999053.38 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 JVW459000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-07 2025-07-07 N N N 0.0539 1001024.86 1001024.86 0.0005 N N N N Credit Agricole CIB New York Branch Credit Agricole CIB New York Branch, 5.333876% 1VUV7VQFKUOQSJ21A208 KKI854000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-03-03 2037-02-02 0.680 - 5.950 167000.00 153755.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-06-30 2054-06-01 0.700 - 7.500 1217037.00 957484.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2035-08-17 1.530 - 7.250 59933.00 61653.26 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2025-02-14 2044-03-25 0.650 - 6.250 315974.00 303943.50 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2025-05-31 2053-11-15 0.250 - 4.750 12276283.00 10122883.65 U.S. Treasuries (including strips) Government National Mortgage Association 2053-03-15 2065-06-15 4.350 - 7.480 688031.00 679721.34 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 11995000.00 11995000.00 0.0056 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 JXE271000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-06-24 2025-06-24 N N N 0.0539 3002361.12 3002361.12 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AVX64 2549001DPIFGXC1TOL40 US3130AVX641 0001026214 JYO793000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-08 2024-11-08 N N N 0.0534 1000334.30 1000334.30 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AWSP6 2549001DPIFGXC1TOL40 US3130AWSP65 0001026214 KAE658000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-06 2024-11-06 N N N 0.0533 1000411.46 1000411.46 0.0005 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384ZW2 2549001DPIFGXC1TOL40 US313384ZW22 313384ZW2 U.S. Government Agency Debt Y N/A N/A 2024-07-26 2024-07-26 2024-07-26 N N N 0.0533 2975616.66 2975616.66 0.0014 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133ERFS5 254900C5LP6DN9OP9V83 US3133ERFS59 KJW044000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-01-28 2026-01-28 N N N 0.0541 999999.19 999999.19 0.0005 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.39% 549300HN4UKV1E2R3U73 KIK270000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-03-01 2053-03-01 5.500 - 6.000 31488.00 18793.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-02-20 2039-02-20 6.500 48809.00 918.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-02-01 2050-06-01 3.000 - 6.500 2740692.00 1006215.82 Agency Mortgage-Backed Securities Y N/A N/A 2024-07-25 2024-07-25 2024-07-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0528 1000000.00 1000000.00 0.0005 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AXVL9 2549001DPIFGXC1TOL40 US3130AXVL97 0001026214 KBL773000 U.S. Government Agency Debt Y N/A N/A 2024-06-07 2024-06-07 2024-06-07 N N N 0.0449 1999996.34 1999996.34 0.0009 N N Y N LLOYDS BK CORP MRKTS (GOV RP) LLOYDS BK CORP MRKTS (GOV RP), 5.33% 213800MBWEIJDM5CU638 KJY928000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-07-15 2026-09-15 4.500 - 4.625 4049500.00 4085161.20 U.S. Treasuries (including strips) Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0519 4000000.00 4000000.00 0.0019 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 JMA896000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-07-18 2024-07-18 N N N 0.0526 2000156.78 2000156.78 0.0009 N N N N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.34% 549300QJJX6CVVUXLE15 KKI365000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-08-31 2053-02-15 0.500 - 4.750 7845400.00 7143201.07 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 7000000.00 7000000.00 0.0033 N N Y N UST NOTES UST NOTES, 3.875% 91282CGU9 254900HROIFWPRGM1V77 US91282CGU99 JSB202000 U.S. Treasury Debt Y N/A N/A 2025-03-31 2025-03-31 2025-03-31 N N N 0.0522 1978281.24 1978281.24 0.0009 N Y Y N MIZUHO BK LTD NY BRH (GOV RP) MIZUHO BK LTD NY BRH (GOV RP), 5.33% RB0PEZSDGCO3JS6CEU02 KKI157000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2031-05-15 2031-05-15 1.625 6173000.00 5120235.11 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 5000000.00 5000000.00 0.0023 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133END98 254900C5LP6DN9OP9V83 US3133END984 JXJ698000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-01 2024-08-01 N N N 0.0526 1000119.97 1000119.97 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 JTO600000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-05-15 2025-05-15 N N N 0.0534 3001815.60 3001815.60 0.0014 N N N N CITIBANK NA (GOV REPO) CITIBANK NA (GOV REPO), 5.34% E57ODZWZ7FF32TWEFA76 0000036684 KKH346000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-09-01 2031-09-01 1.910 10480.00 8553.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-12-01 2044-04-01 2.000 - 5.500 3077680.00 3052993.41 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-12-31 2028-12-31 3.750 300.00 294.81 U.S. Treasuries (including strips) Y N/A N/A 2024-06-06 2024-06-06 2024-06-06 N N N 0.0521 3000000.00 3000000.00 0.0014 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-26 2024-09-26 N N N 0.0530 6002295.12 6002295.12 0.0028 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.53% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 JMS524000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-25 2024-11-25 N N N 0.0532 2001801.24 2001801.24 0.0009 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.39% VYVVCKR63DVZZN70PB21 0000276523 KFX997000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-09-01 2053-09-01 2.500 - 5.500 8481269.00 4128869.45 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-13 2024-06-13 2024-06-13 N N N 0.0526 4000000.00 4000000.00 0.0019 N N N Y UST BILLS UST BILLS, 0% 912796ZW2 254900HROIFWPRGM1V77 US912796ZW23 KCL696000 U.S. Treasury Debt Y N/A N/A 2024-06-20 2024-06-20 2024-06-20 N N N 0.0456 2992541.25 2992541.25 0.0014 N Y Y N FICC STATE STREET GC REPO(GOV) FICC STATE STREET GC REPO(GOV), 5.34% KKI136000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-07-01 2053-02-01 4.500 - 5.000 481671.00 412798.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-04-01 2054-05-01 2.000 - 6.500 11374500.00 5913924.87 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0534 6000000.00 6000000.00 0.0028 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 JYB484000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-09-15 2025-09-15 N N N 0.0540 3003009.39 3003009.39 0.0014 N N N N UST BILLS UST BILLS, 0% 912797KY2 254900HROIFWPRGM1V77 US912797KY27 KHH964000 U.S. Treasury Debt Y N/A N/A 2024-08-20 2024-08-20 2024-08-20 N N N 0.0517 18586353.60 18586353.60 0.0087 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPYA7 254900C5LP6DN9OP9V83 US3133EPYA74 JYV262000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-10 2025-07-10 N N N 0.0539 3002603.85 3002603.85 0.0014 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.333876% 5U0XI89JRFVHWIBS4F54 KKI854000_77387 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 2042-10-20 2054-05-20 3.000 - 6.500 32741630.00 19672871.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-05-01 2.000 - 5.500 39130920.00 12426676.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.500 5758306.00 5144847.93 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 36346000.00 36346000.00 0.0169 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B1HE0 2549001DPIFGXC1TOL40 US3130B1HE01 0001026214 KJY017000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-26 2024-11-26 N N N 0.0534 999997.01 999997.01 0.0005 N N N N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc., 5.333876% 549300QJJX6CVVUXLE15 KKI854000_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 5655115.00 2762662.71 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-06-04 2054-05-15 0.000 - 6.875 10904069.00 9216578.24 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-01-20 2054-04-20 2.000 - 6.500 10267419.00 6102303.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-10-01 2054-02-01 1.500 - 7.000 5259629.00 2002541.48 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 19655000.00 19655000.00 0.0092 N Y Y N ROYAL BANK OF CAN NYC (GOV RP) ROYAL BANK OF CAN NYC (GOV RP), 5.34% ES7IP3U3RHIGC71XBU11 KKH460000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2050-07-20 2054-04-20 3.000 - 5.500 1482394.00 450452.12 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-03-01 2053-11-01 1.245 - 6.500 18216136.00 2146446.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-06-25 2054-05-25 5.000 - 6.574 2524034.00 2518745.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-09-15 2041-05-15 1.125 - 4.625 6104300.00 6133707.30 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-07-31 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0525 11000000.00 11000000.00 0.0051 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPA21 254900C5LP6DN9OP9V83 US3133EPA217 KAP519000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-30 2025-07-30 N N N 0.0537 1001032.61 1001032.61 0.0005 N N N N SMBC NIKKO SEC AM INC(GOV RP) SMBC NIKKO SEC AM INC(GOV RP), 5.34% 6PJDTY319315T5LR2241 KKI172000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-08-01 2053-08-01 6.000 1101247.00 1020454.70 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0534 1000000.00 1000000.00 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 JMS523000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-22 2024-11-22 N N N 0.0535 3002324.58 3002324.58 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPQ40 254900C5LP6DN9OP9V83 US3133EPQ403 KCP970000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-06-20 2025-06-20 N N N 0.0539 1000573.53 1000573.53 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 JUC731000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-23 2024-12-23 N N N 0.0537 2000764.10 2000764.10 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130B1LH8 2549001DPIFGXC1TOL40 US3130B1LH85 0001026214 KKG144000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-12-06 2024-12-06 N N N 0.0534 2999988.48 2999988.48 0.0014 N N N N BANK OF AMERICA NA (GOV REPO) BANK OF AMERICA NA (GOV REPO), 5.39% B4TYDEB6GKMZO031MB27 0001102113 KJG572000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-04-01 2045-04-01 3.000 4885931.00 1024276.21 Agency Mortgage-Backed Securities Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 1000000.00 1000000.00 0.0005 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPRM9 254900C5LP6DN9OP9V83 US3133EPRM95 JWH808000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-01-28 2025-01-28 N N N 0.0536 2001082.28 2001082.28 0.0009 N N N N UST BILLS UST BILLS, 0% 912797KF3 254900HROIFWPRGM1V77 US912797KF38 KEQ226000 U.S. Treasury Debt Y N/A N/A 2024-06-18 2024-06-18 2024-06-18 N N N 0.0447 997804.79 997804.79 0.0005 N Y Y N UST BILLS UST BILLS, 0% 912797KP1 254900HROIFWPRGM1V77 US912797KP10 KFU276000 U.S. Treasury Debt Y N/A N/A 2024-07-16 2024-07-16 2024-07-16 N N N 0.0502 36766929.60 36766929.60 0.0171 N Y Y N UST BILLS UST BILLS, 0% 912797HT7 254900HROIFWPRGM1V77 US912797HT78 KBW039000 U.S. Treasury Debt Y N/A N/A 2024-06-06 2024-06-06 2024-06-06 N N N 0.0267 43381023.35 43381023.35 0.0202 N Y Y N UST BILLS UST BILLS, 0% 912797KT3 254900HROIFWPRGM1V77 US912797KT32 KGV202000 U.S. Treasury Debt Y N/A N/A 2024-10-10 2024-10-10 2024-10-10 N N N 0.0528 9322406.05 9322406.05 0.0043 N Y Y N BNY Mellon Capital Markets LLC BNY Mellon Capital Markets LLC, 5.333876% VJW2DOOHGDT6PR0ZRO63 KKI854000_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 2031-05-22 2031-05-22 5.650 35381.00 35288.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-25 2054-06-01 1.500 - 8.000 1714996.00 1625615.96 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-09 2029-05-15 0.000 - 2.375 23601.00 23475.93 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2026-02-23 2029-02-13 5.400 - 5.500 11287.00 11430.60 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-08-15 2054-05-20 1.500 - 9.000 216916.00 91694.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-06-25 2054-06-01 1.500 - 8.500 1057131.00 903431.76 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 2637000.00 2637000.00 0.0012 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYXZ4 2549001DPIFGXC1TOL40 US3130AYXZ49 0001026214 KEP624000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-16 2024-08-16 N N N 0.0527 5999861.28 5999861.28 0.0028 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPWQ4 254900C5LP6DN9OP9V83 JYH775000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-22 2024-11-22 N N N 0.0535 2000745.90 2000745.90 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPZ57 254900C5LP6DN9OP9V83 US3133EPZ578 KDU758000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-01-30 2026-01-30 N N N 0.0549 999620.12 999620.12 0.0005 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.33% 2IGI19DL77OX0HC3ZE78 KJU844000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-01-15 2028-01-15 1.750 700.00 1029.91 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 2053-08-01 2.000 - 6.500 3333622.00 2043208.82 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-07 2024-06-07 2024-06-20 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 2000000.00 2000000.00 0.0009 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-02-20 2025-02-20 N N N 0.0538 2000854.16 2000854.16 0.0009 N N N N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP, 5.32% RUC0QBLBRPRCU4W1NE59 0000772028 KKF878000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2054-04-20 2057-08-16 2.000 - 5.000 799006.00 688740.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-09-01 2052-09-01 4.000 1017.00 834.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-04-25 2033-04-25 4.512 355019.00 341330.18 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0519 1000000.00 1000000.00 0.0005 N N Y N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.34% K5HU16E3LMSVCCJJJ255 KJB993000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-13 2050-11-15 0.000 - 4.750 3058700.00 3074528.60 U.S. Treasuries (including strips) Y N/A N/A 2024-07-17 2024-07-17 2024-07-17 N N N 0.0524 3000000.00 3000000.00 0.0014 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 0% 3133ERGB1 254900C5LP6DN9OP9V83 US3133ERGB16 KKH401000 U.S. Government Agency Debt Y N/A N/A 2024-06-04 2026-03-04 2026-03-04 N N N 0.0000 999915.82 999915.82 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 JTO296000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-02-26 2025-02-26 N N N 0.0538 5001482.35 5001482.35 0.0023 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133EPMT9 254900C5LP6DN9OP9V83 US3133EPMT93 JVB169000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-06-14 2024-06-14 N N N 0.0526 1000021.27 1000021.27 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.34% 3130AYM29 2549001DPIFGXC1TOL40 US3130AYM291 0001026214 KDP178000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-07-24 2024-07-24 N N N 0.0526 3999825.04 3999825.04 0.0019 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133ERDN8 254900C5LP6DN9OP9V83 US3133ERDN80 KIT368000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-02-02 2026-02-02 N N N 0.0549 998807.47 998807.47 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130B0YQ6 2549001DPIFGXC1TOL40 US3130B0YQ64 0001026214 KHH555000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2026-01-16 2026-01-16 N N N 0.0542 999927.25 999927.25 0.0005 N N N N BNP PARIBAS BNP PARIBAS, 5.37% R0MUWSFPU8MPRO8K5P83 KFS959000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2051-02-15 1.875 - 5.571 22109400.00 19622165.89 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 19000000.00 19000000.00 0.0088 N N Y N UST BILLS UST BILLS, 0% 912797KX4 254900HROIFWPRGM1V77 US912797KX44 KHA918000 U.S. Treasury Debt Y N/A N/A 2024-08-13 2024-08-13 2024-08-13 N N N 0.0516 989626.11 989626.11 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-21 2025-07-21 N N N 0.0538 6006751.98 6006751.98 0.0028 N N N N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.33% SUVUFHICNZMP2WKHG940 KKI131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-05-31 2028-07-31 1.000 - 4.250 4261800.00 4081902.44 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 4000000.00 4000000.00 0.0019 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYP83 2549001DPIFGXC1TOL40 US3130AYP831 0001026214 KDU918000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-05 2024-09-05 N N N 0.0528 3999949.72 3999949.72 0.0019 N N N N UST BILLS UST BILLS, 0% 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 0.0531 6828579.59 6828579.59 0.0032 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KKG465000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2054-05-01 2054-05-01 6.500 9985087.00 10207551.41 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 10000000.00 10000000.00 0.0047 N Y Y N UST BILLS UST BILLS, 0% 912797GL5 254900HROIFWPRGM1V77 US912797GL51 JXO887000 U.S. Treasury Debt Y N/A N/A 2024-09-05 2024-09-05 2024-09-05 N N N 0.0524 1972740.00 1972740.00 0.0009 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AY2A3 2549001DPIFGXC1TOL40 US3130AY2A38 0001026214 KCE401000 U.S. Government Agency Debt Y N/A N/A 2024-06-11 2024-06-11 2024-06-11 N N N 0.0459 13000931.06 13000931.06 0.0061 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384D22 2549001DPIFGXC1TOL40 US313384D225 313384D22 U.S. Government Agency Debt Y N/A N/A 2024-08-23 2024-08-23 2024-08-23 N N N 0.0536 987773.33 987773.33 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPE76 254900C5LP6DN9OP9V83 US3133EPE763 KBJ658000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-05-20 2025-05-20 N N N 0.0539 1000578.30 1000578.30 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AWWC0 2549001DPIFGXC1TOL40 US3130AWWC07 0001026214 JXB534000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-21 2024-11-21 N N N 0.0535 3001182.24 3001182.24 0.0014 N N N N FICC STATE STREET DVP REPO(GOV FICC STATE STREET DVP REPO(GOV, 5.32% 549300H47WTHXPU08X20 KKI275000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-07-31 2028-07-31 1.000 37647300.00 32647413.41 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0532 32000000.00 32000000.00 0.0149 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-05-16 2025-05-16 N N N 0.0539 2001615.52 2001615.52 0.0009 N N N N UST BILLS UST BILLS, 0% 912797FS1 254900HROIFWPRGM1V77 US912797FS14 JUO615000 U.S. Treasury Debt Y N/A N/A 2024-06-13 2024-06-13 2024-06-13 N N N 0.0412 13814167.19 13814167.19 0.0064 N Y Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.34% MBNUM2BPBDO7JBLYG310 0000315030 KKH347000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-06-20 2053-07-20 2.000 - 6.500 5612911.00 5100641.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2024-09-30 4.250 2400.00 2407.89 U.S. Treasuries (including strips) Y N/A N/A 2024-06-06 2024-06-06 2024-06-06 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0521 5000000.00 5000000.00 0.0023 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 KCE402000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-12-15 2025-12-15 N N N 0.0543 2001459.24 2001459.24 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5% 3130B06H7 2549001DPIFGXC1TOL40 US3130B06H76 0001026214 KEY322000 U.S. Government Agency Debt Y N/A N/A 2025-02-20 2025-02-20 2025-02-20 N N N 0.0528 1995998.10 1995998.10 0.0009 N N N N UST BILLS UST BILLS, 0% 912797LK1 254900HROIFWPRGM1V77 US912797LK14 KKG054000 U.S. Treasury Debt Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0524 24567178.75 24567178.75 0.0114 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KKI143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-11-15 2039-05-15 1.750 - 4.250 3169400.00 3061440.06 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 3000000.00 3000000.00 0.0014 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-17 2025-07-17 N N N 0.0539 1700836.67 1700836.67 0.0008 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.39% VYVVCKR63DVZZN70PB21 0000276523 KKF953000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-05-01 2035-04-01 3.500 - 6.000 3181797.00 3062749.19 Agency Mortgage-Backed Securities Y N/A N/A 2024-08-26 2024-08-26 2024-08-26 N N N 0.0532 3000000.00 3000000.00 0.0014 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-24 2025-07-24 N N N 0.0539 6006400.08 6006400.08 0.0028 N N N N FICC MS GC REPO (GOV) FICC MS GC REPO (GOV), 5.33% 549300H47WTHXPU08X20 KKI142000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-04-15 2054-04-01 3.000 - 7.000 4064206.00 4081812.32 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 4000000.00 4000000.00 0.0019 N Y Y N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.33% G5GSEF7VJP5I7OUK5573 KJA656000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-12-31 2030-12-31 3.750 7384600.00 7173875.57 U.S. Treasuries (including strips) Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 7000000.00 7000000.00 0.0033 N N Y N FICC BNP GC REPO (GOV) FICC BNP GC REPO (GOV), 5.33% KKI117000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2054-02-15 0.625 - 5.526 23857400.00 18368177.35 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 18000000.00 18000000.00 0.0084 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.405% 3130AXJT6 2549001DPIFGXC1TOL40 US3130AXJT61 0001026214 KCL006000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-07-23 2024-07-23 N N N 0.0526 3000143.61 3000143.61 0.0014 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.33% KBVRJ5K57JZ3E2AVWX40 0000877559 KKF882000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2051-05-15 0.500 - 4.625 1065400.00 1021124.63 U.S. Treasuries (including strips) Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0519 1000000.00 1000000.00 0.0005 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384D97 2549001DPIFGXC1TOL40 US313384D977 313384D97 U.S. Government Agency Debt Y N/A N/A 2024-08-30 2024-08-30 2024-08-30 N N N 0.0540 986754.44 986754.44 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-21 2024-10-21 N N N 0.0533 4001230.24 4001230.24 0.0019 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-25 2025-07-25 N N N 0.0539 2001802.26 2001802.26 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.34% 3130AYND4 2549001DPIFGXC1TOL40 US3130AYND47 0001026214 KDT197000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-07-29 2024-07-29 N N N 0.0526 6999681.50 6999681.50 0.0033 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-11-28 2025-11-28 N N N 0.0539 1000148.04 1000148.04 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130B1MM6 2549001DPIFGXC1TOL40 US3130B1MM61 0001026214 KKH682000 U.S. Government Agency Debt Y N/A N/A 2024-06-05 2024-12-10 2024-12-10 N N N 0.0000 4000000.00 4000000.00 0.0019 N N N N UST BILLS UST BILLS, 0% 912797LC9 254900HROIFWPRGM1V77 US912797LC97 KJC188000 U.S. Treasury Debt Y N/A N/A 2024-11-07 2024-11-07 2024-11-07 N N N 0.0530 6842377.43 6842377.43 0.0032 N Y 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-10-01 2052-05-01 3.500 - 7.000 2131157.00 193054.30 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2039-04-22 2039-04-22 3.650 39000.00 32496.44 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2052-02-15 0.000 - 5.571 8652319.00 2830220.56 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-04-01 2054-05-01 3.000 - 7.000 35347.00 34022.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2037-05-20 2058-01-15 3.500 - 6.000 60338.00 34516.45 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-07 2024-06-07 2024-06-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 3000000.00 3000000.00 0.0014 N N Y N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.33% G5GSEF7VJP5I7OUK5573 KKI144000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-12-31 2030-12-31 3.750 10504300.00 10204552.87 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 10000000.00 10000000.00 0.0047 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 KBP973000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-11-28 2025-11-28 N N N 0.0547 4000548.64 4000548.64 0.0019 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPYZ2 254900C5LP6DN9OP9V83 US3133EPYZ26 KAH848000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-03-20 2025-03-20 N N N 0.0538 3001547.40 3001547.40 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 KBU266000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-12-01 2025-12-01 N N N 0.0545 4001873.20 4001873.20 0.0019 N N N N UST NOTES UST NOTES, 5.362744% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2024-06-03 2024-07-31 2024-07-31 N N N 0.0531 21998612.24 21998612.24 0.0102 N Y Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.33% 3Y4U8VZURTYWI1W2K376 KJN742000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2047-12-20 2048-07-20 3.500 1162037.00 1023172.03 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-07 2024-06-07 2024-06-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 1000000.00 1000000.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-08-25 2025-08-25 N N N 0.0542 3001334.97 3001334.97 0.0014 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.34% FOR8UP27PHTHYVLBNG30 0000769993 KKH366000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-10-01 2052-10-01 2.500 - 5.500 8591331.00 5001307.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-03-20 2039-03-20 5.500 3898056.00 115016.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-07-01 2053-09-01 2.000 - 7.500 16335424.00 11213358.80 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-06 2024-06-06 2024-06-06 N N N 0.0521 16000000.00 16000000.00 0.0075 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-03-06 2025-03-06 N N N 0.0538 6002994.60 6002994.60 0.0028 N N N N Fidelity Series Government Money Market Fund 2024-06-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer