N-MFP2 0000823535 XXXXXXXX 2023-12-31 0000823535 549300GBOACVX8TTUG24 S000017648 4 N N 033-17704 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 Y Government/Agency Exempt Government N 28 75 5830920696.07 5736848828.34 5569516683.68 5805949061.83 5497415200.66 6817335050.30 6817322466.26 6630128658.62 6800388321.95 6364943151.22 0.6700 0.6500 0.6400 0.6500 0.6500 0.7800 0.7800 0.7700 0.7600 0.7600 40296373.84 8301691679.99 8301167056.31 89137629.14 210410370.11 8220190689.18 8219720672.3600 1.0000 0.0542 1.0002 1.0001 1.0002 1.0002 1.0002 C000048776 1.00 319430154.91 319415219.3600 1.0002 1.0001 1.0001 1.0002 1.0002 4599021.88 2006563.47 5998014.71 2343342.07 4138627.70 3039866.58 5199053.01 13345329.37 3683386.64 2824500.52 20782300.61 22058898.17 0.0491 N C000048775 1.00 2289475965.93 2289544074.3300 1.0001 1.0001 1.0001 1.0001 1.0001 28531612.16 28101541.78 79524646.16 19425882.18 26964544.86 48915670.45 25638175.85 23507813.46 19027692.07 161442783.49 162435946.70 254448534.14 0.0504 N C000048774 1.00 3016742885.29 3016038340.9800 1.0003 1.0003 1.0003 1.0004 1.0004 28477000.09 7235855.08 4348183.97 8199224.30 1505956.07 29936218.09 22081927.09 7957647.44 15146493.21 7671878.72 63570975.15 53764968.55 0.0511 N C000048773 1.00 2594541683.05 2594723037.6900 1.0000 1.0000 1.0000 1.0001 1.0001 28040748.26 40374950.49 22480876.05 61911413.89 85217469.45 22508211.08 122998611.83 47284900.24 42419172.11 362331783.29 292002333.74 499057020.68 0.0512 N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133ENWG1 254900C5LP6DN9OP9V83 US3133ENWG15 JUU700000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-09 2024-05-09 N N N 0.0538 2000213.34 2000213.34 0.0002 N N N N UST BILLS UST BILLS, 0% 912797GZ4 254900HROIFWPRGM1V77 US912797GZ48 JYP824000 U.S. Treasury Debt Y N/A N/A 2024-04-04 2024-04-04 2024-04-04 N N N 0.0514 986566.67 986566.67 0.0001 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 JLH097000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-03-06 2024-03-06 N N N 0.0533 5000541.40 5000541.40 0.0006 N N N N BNP PARIBAS BNP PARIBAS, 5.36% R0MUWSFPU8MPRO8K5P83 KCL529000 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 2039-11-15 2053-05-20 2.500 - 6.000 142368820.00 13862996.46 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2053-02-15 0.000 - 5.500 65825140.00 36510074.06 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-12-01 2049-11-01 3.000 - 5.000 5862975.00 5407260.53 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-12-09 2041-12-09 2.900 1000.00 774.45 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-06-01 2053-11-01 2.500 - 6.500 39297419.00 19239603.41 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-02-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0526 73000000.00 73000000.00 0.0089 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVHV7 2549001DPIFGXC1TOL40 US3130AVHV79 0001026214 JSB641000 U.S. Government Agency Debt Y N/A N/A 2024-04-24 2024-04-24 2024-04-24 N N N 0.0572 27962439.40 27962439.40 0.0034 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.515% 3133EPXC4 254900C5LP6DN9OP9V83 US3133EPXC40 JYJ779000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-04-29 2025-04-29 N N N 0.0548 5003313.85 5003313.85 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AWAM2 2549001DPIFGXC1TOL40 US3130AWAM27 0001026214 JUB460000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-28 2024-05-28 N N N 0.0539 20008277.00 20008277.00 0.0024 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RS0 2549001DPIFGXC1TOL40 US313384RS02 313384RS0 U.S. Government Agency Debt Y N/A N/A 2024-01-12 2024-01-12 2024-01-12 N N N 0.0534 1995947.78 1995947.78 0.0002 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AWX96 2549001DPIFGXC1TOL40 US3130AWX961 0001026214 JXC294000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-17 2024-05-17 N N N 0.0539 9001554.66 9001554.66 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AYB96 2549001DPIFGXC1TOL40 US3130AYB963 0001026214 KCS051000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-23 2024-07-23 N N N 0.0540 4000606.56 4000606.56 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVT69 2549001DPIFGXC1TOL40 US3130AVT698 0001026214 JSY318000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0543 9993724.00 9993724.00 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXSK5 2549001DPIFGXC1TOL40 US3130AXSK51 0001026214 KBE446000 U.S. Government Agency Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0520 12010605.96 12010605.96 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AWXM7 2549001DPIFGXC1TOL40 US3130AWXM79 0001026214 JXC950000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-16 2024-05-16 N N N 0.0538 10001713.00 10001713.00 0.0012 N N N N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.34% K5HU16E3LMSVCCJJJ255 KCL462000 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 2030-10-31 1.250 - 4.875 10219200.00 10228770.00 U.S. Treasuries (including strips) Y N/A N/A 2024-03-07 2024-03-07 2024-03-07 N N N 0.0525 10000000.00 10000000.00 0.0012 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.495% 3130AWTB6 2549001DPIFGXC1TOL40 US3130AWTB60 0001026214 JWP901000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-07 2024-11-07 N N N 0.0544 10005781.20 10005781.20 0.0012 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.33% KBVRJ5K57JZ3E2AVWX40 0000877559 KCW101000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-11-30 2053-02-15 1.250 - 4.875 1123500.00 1021331.23 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 1000000.00 1000000.00 0.0001 N Y Y N UST NOTES UST NOTES, 0.625% 912828B25 254900HROIFWPRGM1V77 US912828B253 912828B25 U.S. Treasury Debt Y N/A N/A 2024-01-15 2024-01-15 2024-01-15 N N N 0.0433 89430334.44 89430334.44 0.0109 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AV6G2 2549001DPIFGXC1TOL40 US3130AV6G26 0001026214 JRH760000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-28 2024-05-28 N N N 0.0539 10002900.60 10002900.60 0.0012 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.36% KBVRJ5K57JZ3E2AVWX40 0000877559 KCM402000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-09-01 2051-09-01 2.000 5592433.00 3987073.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2030-11-15 2030-11-15 0.875 2609400.00 2149343.71 U.S. Treasuries (including strips) Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 N N N 0.0525 6000000.00 6000000.00 0.0007 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AYBG0 2549001DPIFGXC1TOL40 US3130AYBG06 0001026214 KCS652000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-26 2024-08-26 N N N 0.0533 4002273.72 4002273.72 0.0005 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384WW5 2549001DPIFGXC1TOL40 US313384WW58 313384WW5 U.S. Government Agency Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0521 3922566.68 3922566.68 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 JMH440000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-02 2024-05-02 N N N 0.0537 5001609.50 5001609.50 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AVBG6 2549001DPIFGXC1TOL40 US3130AVBG66 0001026214 JXJ659000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-09-06 2024-09-06 N N N 0.0541 5002333.00 5002333.00 0.0006 N N N N UST BILLS UST BILLS, 0% 912797HX8 254900HROIFWPRGM1V77 US912797HX80 JXN782000 U.S. Treasury Debt Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0000 132505000.00 132505000.00 0.0161 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AX4J4 2549001DPIFGXC1TOL40 US3130AX4J47 0001026214 JXO970000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-06 2024-05-06 N N N 0.0538 15002122.35 15002122.35 0.0018 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 0.0478 3004647.09 3004647.09 0.0004 N N N 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 0.0551 33978808.48 33978808.48 0.0041 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.33% 3Y4U8VZURTYWI1W2K376 KCL537000 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 2052-04-20 2052-04-20 3.000 2304887.00 2045739.52 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-01-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 2000000.00 2000000.00 0.0002 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.525% 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-24 2025-07-24 N N N 0.0550 4002537.36 4002537.36 0.0005 N N N N UST NOTES UST NOTES, 1.5% 91282CEA5 254900HROIFWPRGM1V77 US91282CEA53 IHF765000 U.S. Treasury Debt Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0507 1987864.84 1987864.84 0.0002 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AYBF2 2549001DPIFGXC1TOL40 US3130AYBF23 0001026214 KCS535000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-26 2024-07-26 N N N 0.0532 4002294.12 4002294.12 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.51% 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-01-27 2025-01-27 N N N 0.0547 10005876.40 10005876.40 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.535% 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-09-26 2025-09-26 N N N 0.0553 4001384.96 4001384.96 0.0005 N N N N UST BILLS UST BILLS, 0% 912797GC5 254900HROIFWPRGM1V77 US912797GC52 JVN364000 U.S. Treasury Debt Y N/A N/A 2024-01-11 2024-01-11 2024-01-11 N N N 0.0370 110854955.19 110854955.19 0.0135 N Y Y N Royal Bank of Canada Royal Bank of Canada, 5.339113% ES7IP3U3RHIGC71XBU11 KCX889000_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 20222895.00 18354455.77 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 17965000.00 17965000.00 0.0022 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.505% 3130AXTF5 2549001DPIFGXC1TOL40 US3130AXTF57 0001026214 KBI506000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-19 2025-05-19 N N N 0.0548 6003288.36 6003288.36 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.51% 3130AXAS7 2549001DPIFGXC1TOL40 US3130AXAS79 0001026214 JYC512000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-03-20 2025-03-20 N N N 0.0551 8001015.68 8001015.68 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AXTX6 2549001DPIFGXC1TOL40 US3130AXTX63 0001026214 KBJ276000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-17 2024-05-17 N N N 0.0536 4000373.08 4000373.08 0.0005 N N N N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.38% K5HU16E3LMSVCCJJJ255 KCS982000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-03 2043-08-15 0.000 - 4.375 4893600.00 5108414.92 U.S. Treasuries (including strips) Y N/A N/A 2024-01-16 2024-01-16 2024-01-16 N N N 0.0525 5000000.00 5000000.00 0.0006 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 JQA414000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-02-02 2024-02-02 N N N 0.0531 17000927.01 17000927.01 0.0021 N N N N ING Financial Markets LLC ING Financial Markets LLC, 5.339113% KBVRJ5K57JZ3E2AVWX40 KCX889000_03735 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 2024-02-22 2052-02-15 0.000 - 4.625 908112.00 797481.46 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-07-01 2052-07-01 2.000 - 4.500 1863282.00 1347241.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-03-01 2053-12-01 2.000 - 8.000 8714277.00 2188331.50 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 4244000.00 4244000.00 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AVW57 2549001DPIFGXC1TOL40 US3130AVW577 0001026214 KBJ157000 U.S. Government Agency Debt Y N/A N/A 2024-05-30 2024-05-30 2024-05-30 N N N 0.0548 999671.67 999671.67 0.0001 N N N N UST NOTES UST NOTES, 5.47088% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2024-01-02 2024-10-31 2024-10-31 N N N 0.0550 8997187.77 8997187.77 0.0011 N Y Y N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.4% 549300QJJX6CVVUXLE15 KBC859000 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 2053-05-15 0.250 - 5.000 19999800.00 17483504.43 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-02-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0529 17000000.00 17000000.00 0.0021 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RX9 2549001DPIFGXC1TOL40 US313384RX96 313384RX9 U.S. Government Agency Debt Y N/A N/A 2024-01-17 2024-01-17 2024-01-17 N N N 0.0534 6980751.96 6980751.96 0.0008 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVNZ1 2549001DPIFGXC1TOL40 US3130AVNZ10 0001026214 JSQ211000 U.S. Government Agency Debt Y N/A N/A 2024-05-10 2024-05-10 2024-05-10 N N N 0.0574 9982769.30 9982769.30 0.0012 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KCK219000 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 2028-06-01 2051-11-01 2.000 - 2.770 11047393.00 9169814.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-07-20 2053-07-20 5.000 37748.00 37317.67 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 9000000.00 9000000.00 0.0011 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.53% 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 JWD539000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-27 2025-05-27 N N N 0.0548 2001802.56 2001802.56 0.0002 N N N N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 5.339113% 7TK5RJIZDFROZCA6XF66 KCX889000_08126 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 2024-03-01 2057-06-01 1.500 - 8.500 21903569.00 13221991.51 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2025-01-03 2026-02-23 1.750 - 5.200 17728.00 17313.86 Agency Debentures and Agency Strips Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 12972000.00 12972000.00 0.0016 N Y Y N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.36% K5HU16E3LMSVCCJJJ255 KCL464000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Agricultural Mortgage Corp 2028-12-27 2028-12-27 5.140 1365000.00 1364222.71 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-01 2053-05-01 2.500 - 5.500 47335610.00 37498896.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 2039-08-01 2053-10-01 4.000 - 6.000 4729515.00 3075184.70 Agency Mortgage-Backed Securities Y N/A N/A 2024-03-07 2024-03-07 2024-03-07 N N N 0.0527 41000000.00 41000000.00 0.0050 N N N Y FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384VA4 2549001DPIFGXC1TOL40 US313384VA48 313384VA4 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0528 12826034.78 12826034.78 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.54% 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-10-14 2025-10-14 N N N 0.0555 14000048.02 14000048.02 0.0017 N N N N BNP PARIBAS BNP PARIBAS, 5.39% R0MUWSFPU8MPRO8K5P83 KCC756000 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 2029-06-20 2036-06-15 4.500 - 5.500 1991783.00 182147.81 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-12-09 2041-12-09 2.900 1000.00 774.45 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 2053-02-01 2.500 - 6.500 1170645.00 190202.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-05-01 2046-12-01 3.000 - 6.000 2943340.00 643309.01 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2053-02-15 0.000 - 6.250 20633795.00 17488616.79 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-02-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0528 18000000.00 18000000.00 0.0022 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPQ65 254900C5LP6DN9OP9V83 US3133EPQ650 KCP971000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-09-20 2024-09-20 N N N 0.0543 999996.19 999996.19 0.0001 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.33% 3Y4U8VZURTYWI1W2K376 KBV944000 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 2052-04-20 2052-04-20 3.000 5774126.00 5124918.37 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0533 5000000.00 5000000.00 0.0006 N Y Y N BNP PARIBAS BNP PARIBAS, 5.4% R0MUWSFPU8MPRO8K5P83 KCK845000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2053-02-15 0.000 - 5.531 8998113.00 7996410.33 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-09-01 2053-06-01 2.500 - 5.500 4340624.00 4283375.85 Agency Mortgage-Backed Securities Y N/A N/A 2024-03-13 2024-03-13 2024-03-13 N N N 0.0532 12000000.00 12000000.00 0.0015 N N N Y UST BILLS UST BILLS, 0% 912797HS9 254900HROIFWPRGM1V77 US912797HS95 KBQ501000 U.S. Treasury Debt Y N/A N/A 2024-05-30 2024-05-30 2024-05-30 N N N 0.0508 49934398.35 49934398.35 0.0061 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.505% 3133EPNQ4 254900C5LP6DN9OP9V83 US3133EPNQ46 JVB493000 U.S. Government Agency Debt Y N/A N/A 2024-01-03 2024-10-03 2024-10-03 N N N 0.0542 2001379.30 2001379.30 0.0002 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.41% 2IGI19DL77OX0HC3ZE78 KBL858000 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 2053-07-20 2064-10-16 0.509 - 5.000 21742074.00 1057446.17 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-22 2024-01-22 2024-01-22 N N N 0.0529 1000000.00 1000000.00 0.0001 N N N Y RBC Dominion Securities, Inc. RBC Dominion Securities, Inc., 5.339113% 549300QJJX6CVVUXLE15 KCX889000_07749 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 2041-01-20 2053-12-20 2.000 - 8.000 36629659.00 14745620.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2053-12-01 1.875 - 7.500 5944533.00 5085003.67 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-09 2053-11-15 0.000 - 6.875 56201945.00 45628343.10 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2040-05-01 2054-01-01 2.000 - 7.500 23322132.00 10701035.38 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 74541000.00 74541000.00 0.0091 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RK7 2549001DPIFGXC1TOL40 US313384RK75 313384RK7 U.S. Government Agency Debt Y N/A N/A 2024-01-05 2024-01-05 2024-01-05 N N N 0.0533 7991895.52 7991895.52 0.0010 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 JNB488000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-06 2024-08-06 N N N 0.0541 5003968.30 5003968.30 0.0006 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 0.0520 8008061.52 8008061.52 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130AXZ50 2549001DPIFGXC1TOL40 US3130AXZ501 0001026214 KCK257000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-12-08 2025-12-08 N N N 0.0555 11049960.77 11049960.77 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 JSK883000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-04-10 2025-04-10 N N N 0.0547 2001181.36 2001181.36 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVQA3 2549001DPIFGXC1TOL40 US3130AVQA32 0001026214 JSS282000 U.S. Government Agency Debt Y N/A N/A 2024-05-13 2024-05-13 2024-05-13 N N N 0.0559 9987924.10 9987924.10 0.0012 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.37% 2IGI19DL77OX0HC3ZE78 KAX755000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-10-31 2053-08-15 1.125 - 5.000 1058500.00 1028715.07 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-02-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0526 1000000.00 1000000.00 0.0001 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.525% 3130AXD54 2549001DPIFGXC1TOL40 US3130AXD540 0001026214 JYN695000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-06-27 2025-06-27 N N N 0.0554 13000309.01 13000309.01 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.52% 3130AWXT2 2549001DPIFGXC1TOL40 US3130AWXT23 0001026214 JXD699000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-22 2025-05-22 N N N 0.0550 5002347.70 5002347.70 0.0006 N N N N JP Morgan Securities LLC JP Morgan Securities LLC, 5.339113% ZBUT11V806EZRVTWT807 KCX889000_00267 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 2030-04-01 2061-12-01 2.000 - 7.500 11769251.00 8880866.39 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2026-09-30 0.375 - 0.875 5562344.00 5137140.66 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 13735000.00 13735000.00 0.0017 N Y Y N UST NOTES UST NOTES, 2.5% 9128285Z9 254900HROIFWPRGM1V77 US9128285Z94 EAJ551000 U.S. Treasury Debt Y N/A N/A 2024-01-31 2024-01-31 2024-01-31 N N N 0.0502 997703.40 997703.40 0.0001 N Y Y N UST BILLS UST BILLS, 0% 912797HR1 254900HROIFWPRGM1V77 US912797HR13 KBK841000 U.S. Treasury Debt Y N/A N/A 2024-05-23 2024-05-23 2024-05-23 N N N 0.0512 59772923.39 59772923.39 0.0073 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 JRN658000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-03-10 2025-03-10 N N N 0.0547 3000935.16 3000935.16 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.505% 3130AWQB9 2549001DPIFGXC1TOL40 US3130AWQB97 0001026214 JWH811000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-12-26 2024-12-26 N N N 0.0544 10007901.20 10007901.20 0.0012 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EPJZ9 254900C5LP6DN9OP9V83 US3133EPJZ90 JTU978000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-17 2024-05-17 N N N 0.0539 1000114.13 1000114.13 0.0001 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.34% FOR8UP27PHTHYVLBNG30 0000769993 KCW539000 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 2052-12-20 2057-07-15 3.680 - 5.500 40920285.00 37628662.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-05-01 2051-11-01 3.000 - 6.500 10800000.00 361786.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-11-01 2039-11-01 5.000 - 6.000 3959640.00 3562986.90 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-03-31 2031-02-15 2.625 - 5.375 40149000.00 41140096.50 U.S. Treasuries (including strips) Y N/A N/A 2024-01-03 2024-01-03 2024-01-03 N N N 0.0520 81000000.00 81000000.00 0.0099 N N Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.35% 3Y4U8VZURTYWI1W2K376 KCW619000 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 2052-04-20 2052-04-20 3.000 8051645.00 7146366.98 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-03 2024-01-03 2024-01-03 N N N 0.0521 7000000.00 7000000.00 0.0009 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.52% 3130AXTD0 2549001DPIFGXC1TOL40 US3130AXTD00 0001026214 KBI505000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-08-18 2025-08-18 N N N 0.0551 9003711.87 9003711.87 0.0011 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 JLQ839000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-28 2024-05-28 N N N 0.0539 7001748.18 7001748.18 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 JXI262000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-08-28 2025-08-28 N N N 0.0550 2001643.82 2001643.82 0.0002 N N N N UST BILLS UST BILLS, 0% 912797GY7 254900HROIFWPRGM1V77 US912797GY72 JYJ186000 U.S. Treasury Debt Y N/A N/A 2024-03-28 2024-03-28 2024-03-28 N N N 0.0508 18270332.49 18270332.49 0.0022 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVT44 2549001DPIFGXC1TOL40 US3130AVT441 0001026214 JSY305000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0551 24986087.25 24986087.25 0.0030 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPD44 254900C5LP6DN9OP9V83 US3133EPD443 KCL813000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-11-14 2025-11-14 N N N 0.0552 5002823.65 5002823.65 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AW3T5 2549001DPIFGXC1TOL40 US3130AW3T55 0001026214 JTU431000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-02-23 2024-02-23 N N N 0.0532 20001182.20 20001182.20 0.0024 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TH2 2549001DPIFGXC1TOL40 US313384TH29 DJI627000 U.S. Government Agency Debt Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0543 3968965.56 3968965.56 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.54% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 0001026214 JXO969000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-09-02 2025-09-02 N N N 0.0554 14003671.92 14003671.92 0.0017 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK, 5.36% 1VUV7VQFKUOQSJ21A208 KCM623000 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 2026-04-30 0.750 8828900.00 8178295.35 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-18 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 8000000.00 8000000.00 0.0010 N N Y N UST BILLS UST BILLS, 0% 912797JB4 254900HROIFWPRGM1V77 US912797JB43 JYO345000 U.S. Treasury Debt Y N/A N/A 2024-01-30 2024-01-30 2024-01-30 N N N 0.0475 226961785.84 226961785.84 0.0276 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.32% 549300HN4UKV1E2R3U73 KBV964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-01-31 2027-01-31 1.500 5483800.00 5124895.66 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 Y BANK OF AMERICA CORPORATION 1.0000 4 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0532 5000000.00 5000000.00 0.0006 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPUA1 254900C5LP6DN9OP9V83 US3133EPUA11 JXD667000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-09-23 2024-09-23 N N N 0.0542 1000366.76 1000366.76 0.0001 N N N N UST NOTES UST NOTES, 5.25588% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 JAE853000 U.S. Treasury Debt Y N/A N/A 2024-01-02 2024-04-30 2024-04-30 N N N 0.0538 32981231.25 32981231.25 0.0040 N Y Y N BNY Mellon Capital Markets LLC BNY Mellon Capital Markets LLC, 5.339113% VJW2DOOHGDT6PR0ZRO63 KCX889000_08066 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 2024-11-26 2024-11-26 1.000 107.00 103.87 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-25 2053-11-01 1.500 - 9.000 5468877.00 4908008.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2024-01-25 2053-12-01 1.500 - 8.000 4648588.00 4297226.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-03-15 2053-10-20 1.500 - 9.000 1685497.00 985408.95 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-11 2051-08-15 0.000 - 5.316 798386.00 779745.00 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 10749000.00 10749000.00 0.0013 N Y Y N Nomura Securities International Nomura Securities International, 5.339113% OXTKY6Q8X53C9ILVV871 KCX889000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2056-04-01 0.000 - 7.125 355.00 326.64 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-01-04 2053-11-15 0.000 - 7.625 24269940.00 22871171.15 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-05-16 2044-10-06 0.920 - 5.980 52100.00 52565.46 Agency Debentures and Agency Strips Resolution Funding Corp 2030-04-15 2030-04-15 0.000 - 8.875 317057.00 242283.61 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-15 2062-09-01 0.000 - 8.500 150744456.00 31275439.50 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-01-09 2038-06-11 0.000 - 6.610 362624.00 367452.32 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-01-15 2064-10-15 1.500 - 10.000 42067803.00 6178080.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-15 2053-12-01 0.000 - 9.500 64854452.00 12216180.87 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 71584000.00 71584000.00 0.0087 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.339113% MBNUM2BPBDO7JBLYG310 KCX889000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-01-20 2053-11-20 2.000 - 7.000 24315402.00 23288540.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2049-02-15 0.375 - 3.375 14553283.00 12920802.60 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0534 35385000.00 35385000.00 0.0043 N Y Y N FICC STATE STREET DVP (GOV REPO) FICC STATE STREET DVP (GOV REPO), 5.32% 549300H47WTHXPU08X20 KCX353000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-04-30 2027-04-30 2.750 164670500.00 159120009.93 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0532 156000000.00 156000000.00 0.0190 N Y Y N MIZUHO BK LTD NY BRH (GOV RP) MIZUHO BK LTD NY BRH (GOV RP), 5.34% RB0PEZSDGCO3JS6CEU02 KCX397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-05-15 2028-05-15 2.875 21277000.00 20449995.45 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 20000000.00 20000000.00 0.0024 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 JLG480000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-28 2024-08-28 N N N 0.0541 1000413.38 1000413.38 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.52% 3130AWUC2 2549001DPIFGXC1TOL40 US3130AWUC25 0001026214 JWR430000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-04-09 2025-04-09 N N N 0.0547 2001418.60 2001418.60 0.0002 N N N N BNP PARIBAS BNP PARIBAS, 5.4% R0MUWSFPU8MPRO8K5P83 KBW004000 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 2051-09-01 2052-12-01 2.500 - 5.500 2000.00 1652.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2036-08-15 2036-08-15 5.000 531038.00 22774.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-08-01 2053-08-01 4.500 5768.00 5521.45 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2053-08-15 0.000 - 5.501 27385959.00 18542077.98 U.S. Treasuries (including strips) Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0531 18000000.00 18000000.00 0.0022 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.525% 3133EPZQ1 254900C5LP6DN9OP9V83 US3133EPZQ18 KAK230000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-25 2025-07-25 N N N 0.0550 9005703.30 9005703.30 0.0011 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.35% 549300HN4UKV1E2R3U73 KBU229000 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 2030-04-15 2063-09-20 3.500 - 8.000 2400973.00 2043030.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-10-01 2051-09-01 2.500 - 5.000 6140567.00 618105.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-06-01 2052-03-01 2.500 - 5.500 9280097.00 2041754.19 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-10-24 2033-10-24 4.100 445000.00 424394.18 Agency Debentures and Agency Strips Y N/A N/A 2024-01-05 2024-01-05 2024-02-01 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0524 5000000.00 5000000.00 0.0006 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.525% 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 JYI393000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-06-27 2025-06-27 N N N 0.0549 4003050.96 4003050.96 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-12 2024-11-12 N N N 0.0544 10006318.30 10006318.30 0.0012 N N N N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.34% G5GSEF7VJP5I7OUK5573 KCX333000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-04 2024-01-11 0.000 20430300.00 20412171.82 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 20000000.00 20000000.00 0.0024 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.525% 3130AXYD4 2549001DPIFGXC1TOL40 US3130AXYD45 0001026214 KBW968000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-10-10 2025-10-10 N N N 0.0551 6003131.46 6003131.46 0.0007 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.41% VYVVCKR63DVZZN70PB21 0000276523 KBI282000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-07-01 2053-07-01 4.500 12907417.00 12328291.81 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-16 2024-01-16 2024-01-16 N N N 0.0528 12000000.00 12000000.00 0.0015 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 JRI350000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-10-01 2024-10-01 N N N 0.0542 5002684.40 5002684.40 0.0006 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.49% H7FNTJ4851HG0EXQ1Z70 KCP948000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2025-01-31 2.500 7252700.00 7153714.44 U.S. Treasuries (including strips) Y N/A N/A 2024-03-20 2024-03-20 2024-03-20 N N N 0.0541 7000000.00 7000000.00 0.0009 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 KAU628000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-11-03 2025-11-03 N N N 0.0554 4001297.48 4001297.48 0.0005 N N N N UST NOTES UST NOTES, 5.31588% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 IGD167000 U.S. Treasury Debt Y N/A N/A 2024-01-02 2024-01-31 2024-01-31 N N N 0.0530 26997639.12 26997639.12 0.0033 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AY3D6 2549001DPIFGXC1TOL40 US3130AY3D67 0001026214 KCF402000 U.S. Government Agency Debt Y N/A N/A 2024-09-11 2024-09-11 2024-09-11 N N N 0.0546 10997906.70 10997906.70 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 JME809000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-04-22 2024-04-22 N N N 0.0538 8001526.72 8001526.72 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 JKG585000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-01-12 2024-01-12 N N N 0.0536 8999852.76 8999852.76 0.0011 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPB61 254900C5LP6DN9OP9V83 US3133EPB611 KAX017000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-12-10 2024-12-10 N N N 0.0544 9004216.86 9004216.86 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXSU3 2549001DPIFGXC1TOL40 US3130AXSU34 0001026214 KBE451000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0508 12016381.68 12016381.68 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.58% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 JMX819000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-12-05 2024-12-05 N N N 0.0544 2002849.04 2002849.04 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-18 2024-11-18 N N N 0.0544 10006426.50 10006426.50 0.0012 N N N N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.32% G5GSEF7VJP5I7OUK5573 KCL597000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-07 2024-03-07 0.000 29944600.00 29663120.76 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-02-02 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 29000000.00 29000000.00 0.0035 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AYCB0 2549001DPIFGXC1TOL40 US3130AYCB00 0001026214 KCX050000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-04-01 2025-04-01 N N N 0.0549 999997.43 999997.43 0.0001 N N N N Wells Fargo Bank National Asso Wells Fargo Bank National Asso, 5.339113% KB1H1DSPRFMYMCUFXT09 KCX889000_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 2024-03-31 2053-05-15 0.500 - 5.000 9901159.00 8003408.79 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 7811000.00 7811000.00 0.0010 N Y Y N CITIBANK NA (GOV REPO) CITIBANK NA (GOV REPO), 5.35% E57ODZWZ7FF32TWEFA76 0000036684 KCW996000 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 2054-01-01 2054-01-01 7.000 264790.00 277097.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-03-20 2053-07-20 2.000 - 4.000 727650.00 211244.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-07-01 2053-11-01 2.000 - 6.000 14997200.00 12781510.48 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-04 2024-01-04 2024-01-04 N N N 0.0522 13000000.00 13000000.00 0.0016 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 JKO884000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-01-26 2024-01-26 N N N 0.0531 21000674.31 21000674.31 0.0026 N N N N UST BILLS UST BILLS, 0% 912797FW2 254900HROIFWPRGM1V77 US912797FW26 JVH116000 U.S. Treasury Debt Y N/A N/A 2024-01-04 2024-01-04 2024-01-04 N N N 0.0178 124363849.36 124363849.36 0.0151 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 JKH766000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-12 2024-07-12 N N N 0.0542 3000706.23 3000706.23 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.525% 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 KAD692000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-17 2025-07-17 N N N 0.0550 3001889.67 3001889.67 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.52% 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-08-14 2025-08-14 N N N 0.0550 12006669.60 12006669.60 0.0015 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.44% VYVVCKR63DVZZN70PB21 0000276523 KBP870000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-12-01 2053-12-01 6.500 23902944.00 24635367.39 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-21 2024-02-21 2024-02-21 N N N 0.0534 24000000.00 24000000.00 0.0029 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 0001026214 JRT306000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-03-14 2024-03-14 N N N 0.0533 18003763.26 18003763.26 0.0022 N N N N FEDERAL RESERVE BANK OF NY(GOV REPO BNY) FEDERAL RESERVE BANK OF NY(GOV REPO BNY), 5.3% 254900Y8NKGV541U8Q32 0001457970 KCX830000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2045-05-15 0.250 - 4.250 1689537300.00 1654974043.75 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0530 1654000000.00 1654000000.00 0.2012 N Y Y N UST BILLS UST BILLS, 0% 912797JP3 254900HROIFWPRGM1V77 US912797JP39 KCQ743000 U.S. Treasury Debt Y N/A N/A 2024-04-23 2024-04-23 2024-04-23 N N N 0.0519 55291100.44 55291100.44 0.0067 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.54% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-25 2025-07-25 N N N 0.0551 15010566.00 15010566.00 0.0018 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 JMF002000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-26 2024-07-26 N N N 0.0542 5002087.25 5002087.25 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVT51 2549001DPIFGXC1TOL40 US3130AVT516 0001026214 JSY316000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0546 9992694.70 9992694.70 0.0012 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RZ4 2549001DPIFGXC1TOL40 US313384RZ45 313384RZ4 U.S. Government Agency Debt Y N/A N/A 2024-01-19 2024-01-19 2024-01-19 N N N 0.0534 1993921.66 1993921.66 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 JYU452000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-10-06 2025-10-06 N N N 0.0552 1000560.11 1000560.11 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVRK0 2549001DPIFGXC1TOL40 US3130AVRK05 0001026214 JSW381000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0541 9996617.80 9996617.80 0.0012 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 KAO066000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-10-27 2025-10-27 N N N 0.0554 2000649.26 2000649.26 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133ENV56 254900C5LP6DN9OP9V83 US3133ENV564 JMD400000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-01-24 2024-01-24 N N N 0.0534 4000059.16 4000059.16 0.0005 N N N N NORINCHUKIN BK NORINCHUKIN BK, 5.4% 5493007VSMFZCPV1NB83 KCB880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2043-02-15 2043-02-15 3.875 5230500.00 5119170.63 U.S. Treasuries (including strips) Y N/A N/A 2024-01-09 2024-01-09 2024-01-09 N N N 0.0527 5000000.00 5000000.00 0.0006 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.34% KCX409000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-11-30 2042-11-15 0.375 - 4.000 10975900.00 10206130.44 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 10000000.00 10000000.00 0.0012 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.54% 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-14 2025-07-14 N N N 0.0550 2001698.42 2001698.42 0.0002 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KCW153000 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 2035-07-01 2051-02-01 1.500 - 5.000 10810776.00 2559738.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-02-01 2053-11-01 2.500 - 7.000 84868601.00 51434966.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-11-15 2053-07-20 3.000 - 6.500 28996142.00 6247664.25 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 59000000.00 59000000.00 0.0072 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 JSQ675000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-12-26 2024-12-26 N N N 0.0544 1000647.79 1000647.79 0.0001 N N N N UST BILLS UST BILLS, 0% 912797JA6 254900HROIFWPRGM1V77 US912797JA69 JYH852000 U.S. Treasury Debt Y N/A N/A 2024-01-23 2024-01-23 2024-01-23 N N N 0.0454 85735705.66 85735705.66 0.0104 N Y Y 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 0.0519 6003955.62 6003955.62 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 JVX030000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-17 2025-07-17 N N N 0.0550 3002342.22 3002342.22 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 KBL768000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-08-22 2025-08-22 N N N 0.0553 6000789.54 6000789.54 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 JRO196000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-09-13 2024-09-13 N N N 0.0541 4001797.76 4001797.76 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AW5G1 2549001DPIFGXC1TOL40 US3130AW5G17 0001026214 JTU980000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-23 2024-05-23 N N N 0.0539 10002395.00 10002395.00 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.22% 3130AVKL5 2549001DPIFGXC1TOL40 US3130AVKL50 0001026214 KBI336000 U.S. Government Agency Debt Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0552 998841.74 998841.74 0.0001 N N N N ROYAL BANK OF CAN NYC (GOV RP) ROYAL BANK OF CAN NYC (GOV RP), 5.35% ES7IP3U3RHIGC71XBU11 KCL493000 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 2028-06-01 2057-01-01 1.470 - 6.500 84261039.00 64196802.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2036-01-20 2053-07-20 2.000 - 6.238 2072168.00 1977036.19 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2024-02-06 2052-08-15 0.000 - 6.375 11456500.00 8597298.99 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-09-15 2053-10-01 2.500 - 6.500 25046643.00 22500758.26 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-02-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0524 95000000.00 95000000.00 0.0116 N N Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.37% FOR8UP27PHTHYVLBNG30 0000769993 KCX005000 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 2053-07-01 3.000 - 5.500 2791046.00 1922285.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-06-20 2051-08-20 3.500 - 5.000 13441456.00 9087091.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-07-01 2053-08-01 2.000 - 6.500 40699790.00 15530403.58 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-04 2024-01-04 2024-01-04 N N N 0.0523 26000000.00 26000000.00 0.0032 N N Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.37% KBVRJ5K57JZ3E2AVWX40 0000877559 KBE196000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-16 2050-11-15 0.000 - 4.375 5750800.00 5143172.84 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-05 N N N 0.0523 5000000.00 5000000.00 0.0006 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TR0 2549001DPIFGXC1TOL40 US313384TR01 313384TR0 U.S. Government Agency Debt Y N/A N/A 2024-02-28 2024-02-28 2024-02-28 N N N 0.0544 991070.28 991070.28 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 JTP908000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-09-17 2024-09-17 N N N 0.0541 4002119.20 4002119.20 0.0005 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.38% 549300Y1PMK3RWXMWR72 KCT125000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-10-31 2049-11-15 2.375 - 5.000 5020300.00 5108467.90 U.S. Treasuries (including strips) Y N/A N/A 2024-01-16 2024-01-16 2024-01-16 N N N 0.0536 4999724.50 4999724.50 0.0006 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.525% 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-09-26 2025-09-26 N N N 0.0554 2999979.00 2999979.00 0.0004 N N N N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.38% 549300QJJX6CVVUXLE15 KBD448000 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 2042-01-15 2053-11-20 2.000 - 8.000 15845083.00 8466390.27 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-11 2051-02-15 0.000 - 4.625 7396100.00 7279322.80 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 2053-12-01 2.500 - 7.500 6242059.00 4592986.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-05-01 2053-11-01 2.000 - 6.000 16062458.00 4339173.19 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-01-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0525 24000000.00 24000000.00 0.0029 N N Y N UST BILLS UST BILLS, 0% 912797JF5 254900HROIFWPRGM1V77 US912797JF56 KAO903000 U.S. Treasury Debt Y N/A N/A 2024-02-27 2024-02-27 2024-02-27 N N N 0.0508 120005739.37 120005739.37 0.0146 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.555% 3133EPMP7 254900C5LP6DN9OP9V83 US3133EPMP71 JUO625000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-12-13 2024-12-13 N N N 0.0543 2001157.78 2001157.78 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXSM1 2549001DPIFGXC1TOL40 US3130AXSM18 0001026214 KBE447000 U.S. Government Agency Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0520 6005302.98 6005302.98 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AXZZ4 2549001DPIFGXC1TOL40 US3130AXZZ48 0001026214 KCD750000 U.S. Government Agency Debt Y N/A N/A 2024-07-08 2024-07-08 2024-07-08 N N N 0.0557 10990661.88 10990661.88 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 JMF598000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-24 2024-07-24 N N N 0.0542 5002355.65 5002355.65 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.54% 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-10-20 2025-10-20 N N N 0.0555 4999972.70 4999972.70 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-12-08 2025-12-08 N N N 0.0555 3000029.25 3000029.25 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.525% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 JMM606000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-06-10 2024-06-10 N N N 0.0541 5002703.45 5002703.45 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AXJX7 2549001DPIFGXC1TOL40 US3130AXJX73 0001026214 KBP263000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-15 2024-05-15 N N N 0.0538 3000398.97 3000398.97 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.2% 3130AVQV7 2549001DPIFGXC1TOL40 US3130AVQV78 0001026214 JSV702000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0550 29962264.50 29962264.50 0.0036 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.5% H7FNTJ4851HG0EXQ1Z70 KBU239000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-15 2027-12-31 2.875 - 3.875 4197300.00 4104943.22 U.S. Treasuries (including strips) Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0540 4000000.00 4000000.00 0.0005 N N N Y MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.34% 549300Y1PMK3RWXMWR72 KCL475000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2053-02-15 0.250 - 4.875 9075700.00 8192646.75 U.S. Treasuries (including strips) Y N/A N/A 2024-03-07 2024-03-07 2024-03-07 N N N 0.0525 8000000.00 8000000.00 0.0010 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.505% 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 JXN769000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-03-05 2025-03-05 N N N 0.0547 9005307.21 9005307.21 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AVBF8 2549001DPIFGXC1TOL40 US3130AVBF83 0001026214 JRK045000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-04-05 2024-04-05 N N N 0.0536 25003012.25 25003012.25 0.0030 N N N N UST BILLS UST BILLS, 0% 912797GN1 254900HROIFWPRGM1V77 US912797GN18 JWW581000 U.S. Treasury Debt Y N/A N/A 2024-02-15 2024-02-15 2024-02-15 N N N 0.0494 71538791.76 71538791.76 0.0087 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPC29 254900C5LP6DN9OP9V83 US3133EPC296 KAX601000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-03-11 2025-03-11 N N N 0.0548 1000308.36 1000308.36 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPD77 254900C5LP6DN9OP9V83 US3133EPD773 KBE353000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-04-15 2025-04-15 N N N 0.0548 3001387.11 3001387.11 0.0004 N N N N UST BILLS UST BILLS, 0% 912797JQ1 254900HROIFWPRGM1V77 US912797JQ12 KCW188000 U.S. Treasury Debt Y N/A N/A 2024-04-30 2024-04-30 2024-04-30 N N N 0.0519 2948311.02 2948311.02 0.0004 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AW2Z2 2549001DPIFGXC1TOL40 US3130AW2Z25 0001026214 JTT738000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-19 2024-08-19 N N N 0.0545 5001083.35 5001083.35 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AW3L2 2549001DPIFGXC1TOL40 US3130AW3L20 0001026214 JTT821000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-02-20 2024-02-20 N N N 0.0532 19001020.87 19001020.87 0.0023 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPBP9 254900C5LP6DN9OP9V83 US3133EPBP90 JQY130000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-02-23 2024-02-23 N N N 0.0532 2000146.80 2000146.80 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.525% 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-02 2025-07-02 N N N 0.0549 3002304.03 3002304.03 0.0004 N N N N UST BILLS UST BILLS, 0% 912797GM3 254900HROIFWPRGM1V77 US912797GM35 JWQ679000 U.S. Treasury Debt Y N/A N/A 2024-02-08 2024-02-08 2024-02-08 N N N 0.0489 157144311.50 157144311.50 0.0191 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.54% 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-25 2025-07-25 N N N 0.0550 5004276.80 5004276.80 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 JRI378000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-09-03 2024-09-03 N N N 0.0541 5002469.10 5002469.10 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 JMF131000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-10-24 2024-10-24 N N N 0.0542 2001209.26 2001209.26 0.0002 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.36% 549300Y1PMK3RWXMWR72 KCL477000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-02-01 2052-06-01 2.000 - 4.000 5472635.00 3777256.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-10-01 2053-12-01 1.500 - 6.000 4912732.00 1216548.92 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-07-20 2072-01-20 2.000 - 7.040 20455725.00 3157561.30 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2053-02-15 2053-02-15 1.500 33600.00 32061.47 U.S. Treasuries (including strips) Y N/A N/A 2024-03-07 2024-03-07 2024-03-07 N N N 0.0527 8000000.00 8000000.00 0.0010 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 KAD688000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-10-17 2025-10-17 N N N 0.0552 1000646.59 1000646.59 0.0001 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK, 5.35% 1VUV7VQFKUOQSJ21A208 KCT148000 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 2026-04-30 0.750 8818400.00 8168569.10 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-05 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 8000000.00 8000000.00 0.0010 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.505% 3130AWXC9 2549001DPIFGXC1TOL40 US3130AWXC97 0001026214 JXC927000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-02-24 2025-02-24 N N N 0.0546 11007355.26 11007355.26 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.55% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 JQY113000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-01-24 2025-01-24 N N N 0.0547 8004230.72 8004230.72 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.535% 3130AXS74 2549001DPIFGXC1TOL40 US3130AXS746 0001026214 KCM620000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-11-14 2025-11-14 N N N 0.0554 3000447.69 3000447.69 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EPNK7 254900C5LP6DN9OP9V83 US3133EPNK75 JXN234000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-02-26 2025-02-26 N N N 0.0547 4002955.28 4002955.28 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.535% 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-08-22 2025-08-22 N N N 0.0553 6002193.30 6002193.30 0.0007 N N N N SOCIETE GENERALE (GOV REPO) SOCIETE GENERALE (GOV REPO), 5.35% O2RNE8IBXP4R0TD8PU41 KCX349000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-10-31 2046-08-15 0.250 - 2.500 24121100.00 23473952.79 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-05 N N N 0.0522 23000000.00 23000000.00 0.0028 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.339113% 5U0XI89JRFVHWIBS4F54 KCX889000_77387 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 2048-12-01 2053-05-01 2.000 - 5.500 162244319.00 56313362.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.500 21726480.00 20490336.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-08-20 3.000 - 6.000 140581505.00 87917914.28 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 160252000.00 160252000.00 0.0195 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVVR0 2549001DPIFGXC1TOL40 US3130AVVR02 0001026214 KBQ385000 U.S. Government Agency Debt Y N/A N/A 2024-05-30 2024-05-30 2024-05-30 N N N 0.0564 1997862.22 1997862.22 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 JQF546000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-02-10 2025-02-10 N N N 0.0547 4003497.92 4003497.92 0.0005 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.38% KBVRJ5K57JZ3E2AVWX40 0000877559 KBX020000 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 2050-02-15 2.000 - 4.750 5594600.00 5124531.48 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0526 5000000.00 5000000.00 0.0006 N N N Y MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.34% U7M81AY481YLIOR75625 KCP946000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2025-05-31 2.875 8357200.00 8181671.68 U.S. Treasuries (including strips) Y N/A N/A 2024-01-03 2024-01-03 2024-01-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0520 8000000.00 8000000.00 0.0010 N N Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.44% 549300HN4UKV1E2R3U73 JYO446000 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 2024-06-03 2024-06-03 0.330 61000.00 59748.61 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-05-20 2063-10-20 1.500 - 7.000 12834452.00 2691454.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-06-01 2053-03-01 4.000 - 5.500 35199738.00 418268.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-02-01 2051-02-01 2.000 - 4.000 3758000.00 969686.52 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-01-26 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0534 4000000.00 4000000.00 0.0005 N N Y 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 0.0520 7004196.43 7004196.43 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AYC53 2549001DPIFGXC1TOL40 US3130AYC532 0001026214 KCW680000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-04-01 2025-04-01 N N N 0.0548 1999996.98 1999996.98 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPTG0 254900C5LP6DN9OP9V83 US3133EPTG00 JWW566000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-15 2024-11-15 N N N 0.0544 1000553.57 1000553.57 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 JRI365000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-06-03 2024-06-03 N N N 0.0540 11002856.15 11002856.15 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.28% 3130AVMG4 2549001DPIFGXC1TOL40 US3130AVMG48 0001026214 KBI344000 U.S. Government Agency Debt Y N/A N/A 2024-05-06 2024-05-06 2024-05-06 N N N 0.0553 998969.17 998969.17 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AXPH5 2549001DPIFGXC1TOL40 US3130AXPH59 0001026214 KAR482000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-27 2024-11-27 N N N 0.0544 21010156.02 21010156.02 0.0026 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384SM2 2549001DPIFGXC1TOL40 US313384SM23 DIG931000 U.S. Government Agency Debt Y N/A N/A 2024-01-31 2024-01-31 2024-01-31 N N N 0.0535 9952241.70 9952241.70 0.0012 N N Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.37% KBVRJ5K57JZ3E2AVWX40 0000877559 KBE197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-08 2042-05-15 0.000 - 4.875 6580600.00 5141144.75 U.S. Treasuries (including strips) Y N/A N/A 2024-01-04 2024-01-04 2024-01-04 N N N 0.0523 5000000.00 5000000.00 0.0006 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.16% 3130AUX41 2549001DPIFGXC1TOL40 US3130AUX411 0001026214 JQS934000 U.S. Government Agency Debt Y N/A N/A 2024-02-13 2024-02-13 2024-02-13 N N N 0.0537 9996184.60 9996184.60 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVJM5 2549001DPIFGXC1TOL40 US3130AVJM52 0001026214 JSE718000 U.S. Government Agency Debt Y N/A N/A 2024-04-24 2024-04-24 2024-04-24 N N N 0.0572 15978536.80 15978536.80 0.0019 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.49% H7FNTJ4851HG0EXQ1Z70 KBQ399000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2027-12-31 0.750 - 3.875 5327600.00 5141822.81 U.S. Treasuries (including strips) Y N/A N/A 2024-02-26 2024-02-26 2024-02-26 N N N 0.0539 5000000.00 5000000.00 0.0006 N N N Y UST NOTES UST NOTES, 0.25% 91282CCC3 254900HROIFWPRGM1V77 US91282CCC38 HFD690000 U.S. Treasury Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0508 982031.25 982031.25 0.0001 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 JKG591000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-11 2024-07-11 N N N 0.0542 11002590.83 11002590.83 0.0013 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.37% 2IGI19DL77OX0HC3ZE78 KAW006000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2053-08-15 0.750 - 4.625 18251200.00 13471510.29 U.S. Treasuries (including strips) Y N/A N/A 2024-01-04 2024-01-04 2024-01-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0523 13000000.00 13000000.00 0.0016 N N Y N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.35% 549300QJJX6CVVUXLE15 KCL539000 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 2054-01-01 2.000 - 7.000 2176454.00 1260055.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-15 2053-11-15 0.000 - 4.875 34498400.00 25312503.39 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-06-20 2053-11-20 2.000 - 8.000 2292671.00 1305923.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2053-12-01 1.500 - 7.000 32750200.00 16322784.27 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-01-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 43000000.00 43000000.00 0.0052 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AW5H9 2549001DPIFGXC1TOL40 US3130AW5H99 0001026214 JTU979000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-25 2024-11-25 N N N 0.0544 9005927.85 9005927.85 0.0011 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 0.0559 45966765.46 45966765.46 0.0056 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.535% 3130AWTE0 2549001DPIFGXC1TOL40 US3130AWTE00 0001026214 JYP827000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-08 2025-07-08 N N N 0.0549 1971808.22 1971808.22 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 JLO587000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-03-21 2024-03-21 N N N 0.0534 4000585.72 4000585.72 0.0005 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.34% U7M81AY481YLIOR75625 KCL544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-03-15 2025-03-15 1.750 16869900.00 16372521.82 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 16000000.00 16000000.00 0.0019 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EPXN0 254900C5LP6DN9OP9V83 US3133EPXN05 JYO897000 U.S. Government Agency Debt Y N/A N/A 2024-01-03 2025-04-03 2025-04-03 N N N 0.0547 4002338.28 4002338.28 0.0005 N N N N UST BILLS UST BILLS, 0% 912797JL2 254900HROIFWPRGM1V77 US912797JL25 KBU812000 U.S. Treasury Debt Y N/A N/A 2024-04-02 2024-04-02 2024-04-02 N N N 0.0514 7894667.52 7894667.52 0.0010 N Y Y N Sumitomo Mitsui Banking Corp. NY Sumitomo Mitsui Banking Corp. NY, 5.339113% 549300MS3WYYVQ4HXM15 KCX889000_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 2024-01-31 2051-02-15 0.250 - 5.250 31575976.00 28739174.28 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 28120000.00 28120000.00 0.0034 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133EPJJ5 254900C5LP6DN9OP9V83 US3133EPJJ58 JTO234000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-09 2024-08-09 N N N 0.0542 4001152.24 4001152.24 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AY5Q5 2549001DPIFGXC1TOL40 US3130AY5Q52 0001026214 KCK930000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-14 2024-08-14 N N N 0.0542 9000692.82 9000692.82 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.51% 3130AXR59 2549001DPIFGXC1TOL40 US3130AXR599 0001026214 KBC040000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-09 2025-05-09 N N N 0.0547 12008801.52 12008801.52 0.0015 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TW9 2549001DPIFGXC1TOL40 US313384TW95 313384TW9 U.S. Government Agency Debt Y N/A N/A 2024-03-04 2024-03-04 2024-03-04 N N N 0.0527 990530.83 990530.83 0.0001 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.339113% L3I9ZG2KFGXZ61BMYR72 KCX889000_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 2024-01-23 2043-05-15 0.000 - 4.375 9719954.00 9560015.04 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 9367000.00 9367000.00 0.0011 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.535% 3130AXYL6 2549001DPIFGXC1TOL40 US3130AXYL60 0001026214 KBW820000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-12-11 2025-12-11 N N N 0.0550 6006125.40 6006125.40 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130AW3A6 2549001DPIFGXC1TOL40 US3130AW3A64 0001026214 JTT739000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-19 2024-11-19 N N N 0.0544 5003224.00 5003224.00 0.0006 N N N N UST BILLS UST BILLS, 0% 912797JC2 254900HROIFWPRGM1V77 US912797JC26 JYV162000 U.S. Treasury Debt Y N/A N/A 2024-02-06 2024-02-06 2024-02-06 N N N 0.0487 36810084.55 36810084.55 0.0045 N Y Y N UST NOTES UST NOTES, 2.125% 912828W48 254900HROIFWPRGM1V77 US912828W481 BEF222000 U.S. Treasury Debt Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0513 6964092.80 6964092.80 0.0008 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 JMS532000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-01-23 2024-01-23 N N N 0.0532 6000381.48 6000381.48 0.0007 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.36% KBVRJ5K57JZ3E2AVWX40 0000877559 KCL562000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-09-01 2053-10-01 2.000 - 6.000 6094681.00 5095905.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-08-01 2053-12-01 2.000 - 7.000 19035128.00 8211949.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-08 2032-02-15 0.000 - 1.875 2294800.00 2035427.24 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0525 15000000.00 15000000.00 0.0018 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AVUN0 2549001DPIFGXC1TOL40 US3130AVUN07 0001026214 JYJ753000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-10-28 2024-10-28 N N N 0.0543 1000490.71 1000490.71 0.0001 N N N N BNP PARIBAS BNP PARIBAS, 5.38% R0MUWSFPU8MPRO8K5P83 KCB862000 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 2039-11-15 2051-06-20 2.500 - 4.500 110951.00 36247.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-09-01 2053-07-01 4.084 - 6.000 727170.00 647129.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-10-01 2053-06-01 2.150 - 5.500 6393115.00 5829733.64 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2052-02-15 0.000 - 5.500 26336604.00 12025075.87 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-02-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0527 18000000.00 18000000.00 0.0022 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.53% 3133EN6S4 254900C5LP6DN9OP9V83 US3133EN6S41 JPW400000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-23 2024-07-23 N N N 0.0534 5000288.60 5000288.60 0.0006 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TC3 2549001DPIFGXC1TOL40 US313384TC32 313384TC3 U.S. Government Agency Debt Y N/A N/A 2024-02-15 2024-02-15 2024-02-15 N N N 0.0543 25817306.58 25817306.58 0.0031 N N Y N UST BILLS UST BILLS, 0% 912797GP6 254900HROIFWPRGM1V77 US912797GP65 JXJ563000 U.S. Treasury Debt Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0502 49575935.50 49575935.50 0.0060 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KCX423000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-10-15 2026-10-15 4.625 13947500.00 14288466.99 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 14000000.00 14000000.00 0.0017 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.505% 3130AXSW9 2549001DPIFGXC1TOL40 US3130AXSW99 0001026214 KBF183000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-15 2025-05-15 N N N 0.0547 12008128.32 12008128.32 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 JMG232000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-04-26 2024-04-26 N N N 0.0538 3000780.96 3000780.96 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AY4C7 2549001DPIFGXC1TOL40 US3130AY4C75 0001026214 KCJ120000 U.S. Government Agency Debt Y N/A N/A 2024-09-18 2024-09-18 2024-09-18 N N N 0.0550 22990686.15 22990686.15 0.0028 N N N N UST BILLS UST BILLS, 0% 912797JH1 254900HROIFWPRGM1V77 US912797JH13 KBC734000 U.S. Treasury Debt Y N/A N/A 2024-03-12 2024-03-12 2024-03-12 N N N 0.0502 51474424.56 51474424.56 0.0063 N Y Y N WELLS FARGO BANK NA(GOV REPO) WELLS FARGO BANK NA(GOV REPO), 5.41% KB1H1DSPRFMYMCUFXT09 0000740906 KBI253000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2053-05-15 0.250 - 5.000 11753600.00 11304604.92 U.S. Treasuries (including strips) Y N/A N/A 2024-01-12 2024-01-12 2024-01-12 N N N 0.0528 11000000.00 11000000.00 0.0013 N N N Y BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.33% 549300HN4UKV1E2R3U73 KBV963000 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 2034-07-18 2045-04-06 2.990 - 3.430 5369000.00 4394241.60 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-07-01 2053-07-01 5.500 30423534.00 29430215.66 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 Y BANK OF AMERICA CORPORATION 1.0000 4 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0533 33000000.00 33000000.00 0.0040 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVSP8 2549001DPIFGXC1TOL40 US3130AVSP82 0001026214 JSX074000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0567 9988366.40 9988366.40 0.0012 N N N N UST BILLS UST BILLS, 0% 912797HY6 254900HROIFWPRGM1V77 US912797HY63 JXT528000 U.S. Treasury Debt Y N/A N/A 2024-01-09 2024-01-09 2024-01-09 N N N 0.0341 140556528.21 140556528.21 0.0171 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EPZU2 254900C5LP6DN9OP9V83 US3133EPZU20 KAK867000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-27 2025-05-27 N N N 0.0548 6004580.16 6004580.16 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133ENXZ8 254900C5LP6DN9OP9V83 US3133ENXZ86 KBU246000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-06-03 2024-06-03 N N N 0.0540 1000092.00 1000092.00 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.34% 3130AVH39 2549001DPIFGXC1TOL40 US3130AVH396 0001026214 KBI337000 U.S. Government Agency Debt Y N/A N/A 2024-04-23 2024-04-23 2024-04-23 N N N 0.0536 2999333.82 2999333.82 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130ATWV5 2549001DPIFGXC1TOL40 US3130ATWV58 0001026214 JMR720000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-02-23 2024-02-23 N N N 0.0535 11001590.60 11001590.60 0.0013 N N N N UST NOTES UST NOTES, 2.375% 9128286G0 254900HROIFWPRGM1V77 US9128286G05 ECA963000 U.S. Treasury Debt Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0512 4976449.60 4976449.60 0.0006 N Y Y N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.34% 549300QJJX6CVVUXLE15 KCL538000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2053-11-15 0.750 - 4.750 5996200.00 6137624.69 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 6000000.00 6000000.00 0.0007 N N Y N FICC MS DVP REPO (GOV REPO) FICC MS DVP REPO (GOV REPO), 5.34% KCX337000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-04-15 2026-04-15 3.750 19426000.00 19384052.98 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 19000000.00 19000000.00 0.0023 N Y Y N SOCIETE GENERALE (GOV REPO) SOCIETE GENERALE (GOV REPO), 5.35% O2RNE8IBXP4R0TD8PU41 KCW144000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-03-31 2046-08-15 1.250 - 2.750 20901500.00 19400195.10 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0535 19000000.00 19000000.00 0.0023 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.53% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 JMQ167000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-03-18 2024-03-18 N N N 0.0534 8002289.92 8002289.92 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 JYV240000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-10-06 2025-10-06 N N N 0.0552 2001291.52 2001291.52 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPE35 254900C5LP6DN9OP9V83 US3133EPE359 KBF097000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-02-20 2025-02-20 N N N 0.0547 6002004.42 6002004.42 0.0007 N N N N FED HOME LN MTG CORP MTN FED HOME LN MTG CORP MTN, 5.42% 3134GYSD5 S6XOOCT0IEG5ABCC6L87 US3134GYSD59 JTQ684000 U.S. Government Agency Debt Y N/A N/A 2024-06-12 2024-06-12 2024-06-12 N N N 0.0565 29967522.90 29967522.90 0.0036 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-12 2025-05-12 N N N 0.0547 10010065.50 10010065.50 0.0012 N N N N BNP PARIBAS BNP PARIBAS, 5.4% R0MUWSFPU8MPRO8K5P83 KBW773000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-02-01 2038-02-01 6.000 1154964.00 98761.86 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2052-11-15 0.000 - 5.500 26008870.00 18184207.89 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2038-03-12 3.375 10000.00 8880.90 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-05-01 2053-07-01 2.490 - 6.000 1919931.00 1475957.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-01-15 2052-06-20 4.500 - 5.500 43297547.00 3634346.57 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-12-09 2042-02-03 2.900 - 2.930 403000.00 312108.99 Agency Debentures and Agency Strips Y N/A N/A 2024-03-01 2024-03-01 2024-03-01 N N N 0.0531 23000000.00 23000000.00 0.0028 N N N Y TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.33% SUVUFHICNZMP2WKHG940 KCX382000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2026-10-31 1.125 - 4.000 16139200.00 15309151.03 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 15000000.00 15000000.00 0.0018 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.51% 3130AXHU5 2549001DPIFGXC1TOL40 US3130AXHU52 0001026214 KAD087000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-04-14 2025-04-14 N N N 0.0551 4000515.00 4000515.00 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.525% 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-08-04 2025-08-04 N N N 0.0554 2999985.54 2999985.54 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.51% 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-03-28 2025-03-28 N N N 0.0547 2001233.38 2001233.38 0.0002 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.34% 549300Y1PMK3RWXMWR72 KCL527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-09-30 2053-11-15 0.500 - 5.000 4072800.00 4094950.06 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-02-01 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0523 4000000.00 4000000.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AYAX4 2549001DPIFGXC1TOL40 US3130AYAX48 0001026214 KCQ853000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-21 2024-08-21 N N N 0.0543 3999946.00 3999946.00 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AW5W6 2549001DPIFGXC1TOL40 US3130AW5W66 0001026214 KBJ148000 U.S. Government Agency Debt Y N/A N/A 2024-06-18 2024-06-18 2024-06-18 N N N 0.0555 999493.15 999493.15 0.0001 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.35% U7M81AY481YLIOR75625 KCK899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2025-05-15 2.125 8472600.00 8217680.07 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 8000000.00 8000000.00 0.0010 N N Y N UST BILLS UST BILLS, 0% 912797GD3 254900HROIFWPRGM1V77 US912797GD36 JVW406000 U.S. Treasury Debt Y N/A N/A 2024-01-18 2024-01-18 2024-01-18 N N N 0.0433 84800481.20 84800481.20 0.0103 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.535% 3130AXYH5 2549001DPIFGXC1TOL40 US3130AXYH58 0001026214 KCM446000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-12-08 2025-12-08 N N N 0.0555 5000415.70 5000415.70 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.53% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 JSF356000 U.S. Government Agency Debt Y N/A N/A 2024-01-03 2025-01-03 2025-01-03 N N N 0.0547 2001537.02 2001537.02 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AWPY0 2549001DPIFGXC1TOL40 US3130AWPY00 0001026214 JWE348000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-10-25 2024-10-25 N N N 0.0542 7004258.52 7004258.52 0.0009 N N N N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.33% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KCX311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2050-05-15 2050-05-15 1.250 7550800.00 4122449.79 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 4000000.00 4000000.00 0.0005 N Y Y N UST BILLS UST BILLS, 0% 912796Z28 254900HROIFWPRGM1V77 US912796Z285 JQX687000 U.S. Treasury Debt Y N/A N/A 2024-02-22 2024-02-22 2024-02-22 N N N 0.0501 68487069.18 68487069.18 0.0083 N Y Y N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.34% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KCW551000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-11-15 2053-08-15 1.375 - 4.125 30018200.00 20535224.15 U.S. Treasuries (including strips) Y N/A N/A 2024-01-03 2024-01-03 2024-01-03 N N N 0.0520 20000000.00 20000000.00 0.0024 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-19 2025-05-19 N N N 0.0547 10010205.40 10010205.40 0.0012 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 JSQ681000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-12-18 2024-12-18 N N N 0.0544 2001254.72 2001254.72 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AVDS8 2549001DPIFGXC1TOL40 US3130AVDS86 0001026214 JRO800000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-06-10 2024-06-10 N N N 0.0541 21004412.10 21004412.10 0.0026 N N N N UST BILLS UST BILLS, 0% 912796ZY8 254900HROIFWPRGM1V77 US912796ZY88 JPX427000 U.S. Treasury Debt Y N/A N/A 2024-01-25 2024-01-25 2024-01-25 N N N 0.0461 152584252.03 152584252.03 0.0186 N Y Y N Credit Agricole CIB New York Branch Credit Agricole CIB New York Branch, 5.339113% 1VUV7VQFKUOQSJ21A208 KCX889000_02102 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 2024-04-30 2031-05-15 1.250 - 3.875 9979977.00 9566122.87 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 9373000.00 9373000.00 0.0011 N Y Y N FICC BONY DVP REPO (GOV REPO) FICC BONY DVP REPO (GOV REPO), 5.33% 549300H47WTHXPU08X20 KCX341000 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 2027-12-31 3.875 174458400.00 177480089.65 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 174000000.00 174000000.00 0.0212 N Y Y N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.35% SUVUFHICNZMP2WKHG940 KCX381000 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 2053-04-20 2053-10-20 5.500 - 7.500 14730283.00 15309095.45 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0535 15000000.00 15000000.00 0.0018 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AXPQ5 2549001DPIFGXC1TOL40 US3130AXPQ58 0001026214 KAU782000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-02 2024-05-02 N N N 0.0537 8501168.24 8501168.24 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVRX2 2549001DPIFGXC1TOL40 US3130AVRX26 0001026214 JSW457000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0540 9996746.30 9996746.30 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AWXZ8 2549001DPIFGXC1TOL40 US3130AWXZ82 0001026214 JXD674000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-10 2024-05-10 N N N 0.0538 9001459.08 9001459.08 0.0011 N N N N UST BILLS UST BILLS, 0% 912797JE8 254900HROIFWPRGM1V77 US912797JE81 KAI599000 U.S. Treasury Debt Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0502 169972244.34 169972244.34 0.0207 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVSN3 2549001DPIFGXC1TOL40 US3130AVSN35 0001026214 JSX072000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0565 12986147.98 12986147.98 0.0016 N N N N UST NOTES UST NOTES, 0.125% 91282CBM2 254900HROIFWPRGM1V77 US91282CBM29 HBF544000 U.S. Treasury Debt Y N/A N/A 2024-02-15 2024-02-15 2024-02-15 N N N 0.0491 1987583.42 1987583.42 0.0002 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.535% 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-08-22 2025-08-22 N N N 0.0554 10002209.70 10002209.70 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 JKO974000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-26 2024-07-26 N N N 0.0542 1000420.59 1000420.59 0.0001 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.46% 549300HN4UKV1E2R3U73 KAV282000 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 2043-01-01 2052-01-01 2.500 - 4.000 3397667.00 775137.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2053-05-01 2053-08-01 5.500 - 6.000 3948695.00 4020849.96 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-06-03 2024-06-03 0.330 49000.00 47994.78 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-01-20 2063-08-20 2.500 - 6.500 297768.00 304276.68 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0536 5000000.00 5000000.00 0.0006 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 JVW459000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-07 2025-07-07 N N N 0.0549 1000996.34 1000996.34 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 JXE271000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-06-24 2025-06-24 N N N 0.0549 4002735.04 4002735.04 0.0005 N N N N BofA Securities, Inc. BofA Securities, Inc., 5.339113% 549300HN4UKV1E2R3U73 KCX889000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-01-01 2053-12-01 1.500 - 7.517 7957971.00 3833018.36 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-01-31 2028-01-31 0.750 543226.00 480744.93 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-04-01 2053-11-01 1.500 - 7.000 5767872.00 3594808.09 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2025-08-28 2033-10-24 3.930 - 4.100 60890.00 59162.12 Agency Debentures and Agency Strips Government National Mortgage Association 2028-05-15 2071-08-20 2.000 - 7.000 27584329.00 5375182.16 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2029-06-29 2045-12-22 1.990 - 4.470 472345.00 454659.84 Agency Debentures and Agency Strips Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0534 13519000.00 13519000.00 0.0016 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130ATPM3 2549001DPIFGXC1TOL40 US3130ATPM33 0001026214 JMC214000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-01-17 2024-01-17 N N N 0.0537 15999893.92 15999893.92 0.0019 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AVX64 2549001DPIFGXC1TOL40 US3130AVX641 0001026214 JYO793000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-08 2024-11-08 N N N 0.0544 1000497.51 1000497.51 0.0001 N N N N FICC GC BNP REPO PRGM(GOV RP) FICC GC BNP REPO PRGM(GOV RP), 5.35% KCX319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2053-11-15 1.125 - 5.531 135392899.00 131658241.68 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0535 129000000.00 129000000.00 0.0157 N Y Y N 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 0.0516 3002306.22 3002306.22 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AY3P9 2549001DPIFGXC1TOL40 US3130AY3P97 0001026214 KCF490000 U.S. Government Agency Debt Y N/A N/A 2024-09-18 2024-09-18 2024-09-18 N N N 0.0549 10995213.68 10995213.68 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 JMA896000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-18 2024-07-18 N N N 0.0542 3001134.12 3001134.12 0.0004 N N N N UST BILLS UST BILLS, 0% 912797GE1 254900HROIFWPRGM1V77 US912797GE19 JWJ608000 U.S. Treasury Debt Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0478 1991211.24 1991211.24 0.0002 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 4.98% 3130AY7E0 2549001DPIFGXC1TOL40 US3130AY7E05 0001026214 KCM669000 U.S. Government Agency Debt Y N/A N/A 2024-11-15 2024-11-15 2024-11-15 N N N 0.0481 12016475.76 12016475.76 0.0015 N N N N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., 5.339113% CYYGQCGNHMHPSMRL3R97 KCX889000_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 2053-11-01 2053-11-01 6.000 3958520.00 3981497.11 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-18 2043-05-15 0.000 - 6.875 8061648.00 7966719.63 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 11707000.00 11707000.00 0.0014 N Y Y N Societe Generale Societe Generale, 5.339113% O2RNE8IBXP4R0TD8PU41 KCX889000_00925 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2053-08-15 1.125 - 7.625 10658799.00 9223848.45 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 9000000.00 9000000.00 0.0011 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133END98 254900C5LP6DN9OP9V83 US3133END984 JXJ698000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-01 2024-08-01 N N N 0.0542 1000425.29 1000425.29 0.0001 N N N N FICC STATE STREET GC (GOV REPO) FICC STATE STREET GC (GOV REPO), 5.35% KCX318000 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 2041-07-01 2053-09-01 2.500 - 6.000 18662952.00 11687560.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-05-01 2054-01-01 2.000 - 7.000 6962075.00 6068627.22 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0535 17000000.00 17000000.00 0.0021 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPF42 254900C5LP6DN9OP9V83 US3133EPF422 KBK839000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-22 2024-11-22 N N N 0.0542 4001024.52 4001024.52 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.54% 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 JTO600000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-15 2025-05-15 N N N 0.0548 4002596.08 4002596.08 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.52% 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-09-26 2024-09-26 N N N 0.0542 10007783.70 10007783.70 0.0012 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.57% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 JMS524000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-25 2024-11-25 N N N 0.0550 4003007.56 4003007.56 0.0005 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RQ4 2549001DPIFGXC1TOL40 US313384RQ46 DIG928000 U.S. Government Agency Debt Y N/A N/A 2024-01-10 2024-01-10 2024-01-10 N N N 0.0534 4991316.65 4991316.65 0.0006 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384SE0 2549001DPIFGXC1TOL40 US313384SE07 DIG929000 U.S. Government Agency Debt Y N/A N/A 2024-01-24 2024-01-24 2024-01-24 N N N 0.0535 28890879.38 28890879.38 0.0035 N N Y N Bank of America, N.A. Bank of America, N.A., 5.339113% B4TYDEB6GKMZO031MB27 KCX889000_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 2046-08-01 2051-04-01 1.250 - 3.500 84910584.00 29130750.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-04-01 2045-04-01 3.000 16841863.00 2676334.82 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 31134000.00 31134000.00 0.0038 N Y Y N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.35% KCX376000 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 2040-07-01 2053-08-01 2.000 - 6.000 25214313.00 10598434.11 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2032-05-15 2042-11-15 2.875 - 4.000 462900.00 451326.59 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-07-01 2053-02-01 3.000 - 6.000 6328225.00 5117458.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-12-20 2052-12-20 5.000 171636.00 162544.80 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0535 16000000.00 16000000.00 0.0019 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 JYB484000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-09-15 2025-09-15 N N N 0.0553 4543475.47 4543475.47 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.525% 3133EPYA7 254900C5LP6DN9OP9V83 US3133EPYA74 JYV262000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-10 2025-07-10 N N N 0.0549 5003874.60 5003874.60 0.0006 N N N N UST BILLS UST BILLS, 0% 912797HZ3 254900HROIFWPRGM1V77 US912797HZ39 JYA669000 U.S. Treasury Debt Y N/A N/A 2024-01-16 2024-01-16 2024-01-16 N N N 0.0419 119754650.40 119754650.40 0.0146 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.525% 3133EPA21 254900C5LP6DN9OP9V83 US3133EPA217 KAP519000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-30 2025-07-30 N N N 0.0550 1000636.82 1000636.82 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.57% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 JMS523000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-22 2024-11-22 N N N 0.0547 6006077.76 6006077.76 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EPQ40 254900C5LP6DN9OP9V83 US3133EPQ403 KCP970000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-06-20 2025-06-20 N N N 0.0552 1000003.86 1000003.86 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 JUC731000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-12-23 2024-12-23 N N N 0.0544 4002753.64 4002753.64 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AXXT0 2549001DPIFGXC1TOL40 US3130AXXT06 0001026214 KBW164000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-01 2024-05-01 N N N 0.0537 11000538.56 11000538.56 0.0013 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.34% U7M81AY481YLIOR75625 KCS905000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-28 2026-02-28 2.500 8399300.00 8169299.94 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 8000000.00 8000000.00 0.0010 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.33% MBNUM2BPBDO7JBLYG310 0000315030 KBU231000 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 2053-12-20 2053-12-20 6.500 - 7.000 13688832.00 14280180.86 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2024-05-15 0.250 77300.00 75945.33 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 Y CITIGROUP INC 1.0000 4 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0533 14000000.00 14000000.00 0.0017 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EPRM9 254900C5LP6DN9OP9V83 US3133EPRM95 JWH808000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-01-28 2025-01-28 N N N 0.0547 2001177.44 2001177.44 0.0002 N N N 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 0.0512 35016576.79 35016576.79 0.0043 N Y Y N UST BILLS UST BILLS, 0% 912797GX9 254900HROIFWPRGM1V77 US912797GX99 JXU873000 U.S. Treasury Debt Y N/A N/A 2024-03-14 2024-03-14 2024-03-14 N N N 0.0502 5937738.00 5937738.00 0.0007 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AX4P0 2549001DPIFGXC1TOL40 US3130AX4P07 0001026214 JXO900000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-07 2024-05-07 N N N 0.0538 10001424.00 10001424.00 0.0012 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.46% 549300HN4UKV1E2R3U73 JYP015000 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 2061-11-01 2.500 - 7.500 38387740.00 5016427.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-08-01 2052-08-01 2.000 - 8.500 5533650.00 157031.28 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-25 2024-01-25 2024-01-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0535 5000000.00 5000000.00 0.0006 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVSA1 2549001DPIFGXC1TOL40 US3130AVSA14 0001026214 JSW961000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0560 19974192.80 19974192.80 0.0024 N N N N BNP PARIBAS BNP PARIBAS, 5.4% R0MUWSFPU8MPRO8K5P83 KBJ784000 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 2050-07-01 2052-12-01 3.000 - 5.500 2013.00 1442.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-10-31 2053-02-15 0.000 - 5.501 12192693.00 12347808.06 U.S. Treasuries (including strips) Y N/A N/A 2024-02-16 2024-02-16 2024-02-16 N N N 0.0530 12000000.00 12000000.00 0.0015 N N N Y BNY MELLON CAPITAL MARKETS LLC(GOV REPO) BNY MELLON CAPITAL MARKETS LLC(GOV REPO), 5.35% VJW2DOOHGDT6PR0ZRO63 KCL472000 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 2.500 - 6.500 296782.00 286689.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-04-01 2053-11-01 2.500 - 6.500 172995.00 134122.60 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-11 2051-02-15 0.000 - 5.316 16120736.00 15946809.25 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0524 16000000.00 16000000.00 0.0019 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPWQ4 254900C5LP6DN9OP9V83 JYH775000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-22 2024-11-22 N N N 0.0544 2001044.08 2001044.08 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AX4S4 2549001DPIFGXC1TOL40 US3130AX4S46 0001026214 JXP753000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-08 2024-05-08 N N N 0.0538 8001146.88 8001146.88 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.505% 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-02-20 2025-02-20 N N N 0.0546 3002002.17 3002002.17 0.0004 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.35% MBNUM2BPBDO7JBLYG310 0000315030 KCW997000 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 2053-11-20 2053-11-20 5.000 - 7.000 19456232.00 20400960.60 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2024-05-15 0.250 14500.00 14245.89 U.S. Treasuries (including strips) Y N/A N/A 2024-01-04 2024-01-04 2024-01-04 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0522 20000000.00 20000000.00 0.0024 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPKQ7 254900C5LP6DN9OP9V83 US3133EPKQ72 JVB303000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-05-24 2024-05-24 N N N 0.0539 3000725.01 3000725.01 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 JTO296000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-02-26 2025-02-26 N N N 0.0547 7002381.82 7002381.82 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPMT9 254900C5LP6DN9OP9V83 US3133EPMT93 JVB169000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-06-14 2024-06-14 N N N 0.0541 1000421.23 1000421.23 0.0001 N N N N BNP PARIBAS BNP PARIBAS, 5.4% R0MUWSFPU8MPRO8K5P83 KBK719000 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 2040-08-01 2053-06-01 3.000 - 5.500 10962.00 6337.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4.000 74262.00 7220.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2052-08-15 0.000 - 5.531 12896963.00 12322992.55 U.S. Treasuries (including strips) Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0530 12000000.00 12000000.00 0.0015 N N N Y LLOYDS BANK PLC. LLOYDS BANK PLC., 5.49% H7FNTJ4851HG0EXQ1Z70 KBP005000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2027-12-31 0.750 - 3.875 4264600.00 4115947.15 U.S. Treasuries (including strips) Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0538 4000000.00 4000000.00 0.0005 N N N Y RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.38% 549300QJJX6CVVUXLE15 KBD449000 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 2053-11-15 0.625 - 4.750 26432200.00 21765969.07 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0525 21000000.00 21000000.00 0.0026 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPDA0 254900C5LP6DN9OP9V83 US3133EPDA04 JRO186000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-03-13 2024-03-13 N N N 0.0533 2000151.40 2000151.40 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.54% 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-21 2025-07-21 N N N 0.0550 8006826.24 8006826.24 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.535% 3130AXS90 2549001DPIFGXC1TOL40 US3130AXS902 0001026214 KCK819000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-11-17 2025-11-17 N N N 0.0555 18001812.06 18001812.06 0.0022 N N N N UST BILLS UST BILLS, 0% 912797JG3 254900HROIFWPRGM1V77 US912797JG30 KAV287000 U.S. Treasury Debt Y N/A N/A 2024-03-05 2024-03-05 2024-03-05 N N N 0.0499 40627097.21 40627097.21 0.0049 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.34% FOR8UP27PHTHYVLBNG30 0000769993 KCX422000 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 2041-11-15 2041-11-15 3.125 95257300.00 83689679.53 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-05 N N N 0.0521 82000000.00 82000000.00 0.0100 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 JMG223000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-04-26 2024-04-26 N N N 0.0538 5001301.60 5001301.60 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVQK1 2549001DPIFGXC1TOL40 US3130AVQK14 0001026214 JSS504000 U.S. Government Agency Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0564 14979212.10 14979212.10 0.0018 N N N N UST NOTES UST NOTES, 0.875% 91282CDV0 254900HROIFWPRGM1V77 US91282CDV00 IGD152000 U.S. Treasury Debt Y N/A N/A 2024-01-31 2024-01-31 2024-01-31 N N N 0.0483 2989371.21 2989371.21 0.0004 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.14% 3130AUWH3 2549001DPIFGXC1TOL40 US3130AUWH38 0001026214 JQS408000 U.S. Government Agency Debt Y N/A N/A 2024-02-14 2024-02-14 2024-02-14 N N N 0.0537 9995905.40 9995905.40 0.0012 N N N 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 0.0557 22985763.23 22985763.23 0.0028 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.34% U7M81AY481YLIOR75625 KCM327000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-31 2044-02-15 0.750 - 3.625 13413900.00 12322927.51 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 12000000.00 12000000.00 0.0015 N N Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.34% KBVRJ5K57JZ3E2AVWX40 0000877559 KCX421000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2039-08-15 2047-05-15 1.125 - 4.500 2351300.00 2045666.49 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-05 N N N 0.0521 2000000.00 2000000.00 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.505% 3133EPE76 254900C5LP6DN9OP9V83 US3133EPE763 KBJ658000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-20 2025-05-20 N N N 0.0548 2001095.28 2001095.28 0.0002 N N N N Mitsubishi UFJ Securities Holdings Ltd Mitsubishi UFJ Securities Holdings Ltd, 5.339113% 549300Y1PMK3RWXMWR72 KCX889000_76664 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 2051-02-20 2053-02-20 2.500 - 5.000 3262547.00 3023794.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-10-01 2058-01-01 1.500 - 6.000 14710233.00 8483703.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-01-01 2053-06-01 1.500 - 5.500 6407820.00 4330854.70 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2053-02-15 2053-02-15 1.500 52307.00 49911.75 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 15567000.00 15567000.00 0.0019 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AWWC0 2549001DPIFGXC1TOL40 US3130AWWC07 0001026214 JXB534000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-11-21 2024-11-21 N N N 0.0544 4002252.96 4002252.96 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.53% 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-05-16 2025-05-16 N N N 0.0547 4004062.52 4004062.52 0.0005 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 0.0513 34394962.98 34394962.98 0.0042 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.53% 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 KCE402000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-12-15 2025-12-15 N N N 0.0552 4002074.80 4002074.80 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 JKG581000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-04-12 2024-04-12 N N N 0.0537 11001010.79 11001010.79 0.0013 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC, 5.339113% VYVVCKR63DVZZN70PB21 KCX889000_08395 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 2024-05-20 2063-12-20 1.500 - 9.000 43328925.00 17652407.14 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 17296000.00 17296000.00 0.0021 N Y Y N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.43% VYVVCKR63DVZZN70PB21 0000276523 KCQ674000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-11-01 2033-11-01 5.500 24371656.00 23509540.30 Agency Mortgage-Backed Securities Y N/A N/A 2024-03-21 2024-03-21 2024-03-21 N N N 0.0535 23000000.00 23000000.00 0.0028 N N N Y NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.35% KX1WK48MPD4Y2NCUIZ63 KCX310000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2053-11-15 0.375 - 5.375 18294500.00 16384258.16 U.S. Treasuries (including strips) Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0535 16000000.00 16000000.00 0.0019 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.54% 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-24 2025-07-24 N N N 0.0550 9007692.93 9007692.93 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AW5J5 2549001DPIFGXC1TOL40 US3130AW5J55 0001026214 JTU989000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-08-22 2024-08-22 N N N 0.0544 10002942.20 10002942.20 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.25% 3130AVR79 2549001DPIFGXC1TOL40 US3130AVR791 0001026214 JSV741000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0559 9985967.90 9985967.90 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AXJT6 2549001DPIFGXC1TOL40 US3130AXJT61 0001026214 KCL006000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-07-23 2024-07-23 N N N 0.0542 6001295.64 6001295.64 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-10-21 2024-10-21 N N N 0.0542 8004810.88 8004810.88 0.0010 N N N N UST NOTES UST NOTES, 2.25% 9128286R6 254900HROIFWPRGM1V77 US9128286R69 EED423000 U.S. Treasury Debt Y N/A N/A 2024-04-30 2024-04-30 2024-04-30 N N N 0.0524 4950000.00 4950000.00 0.0006 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.525% 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-07-25 2025-07-25 N N N 0.0551 3001451.37 3001451.37 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.51% 3130AXD21 2549001DPIFGXC1TOL40 US3130AXD219 0001026214 JYN688000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-03-27 2025-03-27 N N N 0.0547 13007403.11 13007403.11 0.0016 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TD1 2549001DPIFGXC1TOL40 US313384TD15 313384TD1 U.S. Government Agency Debt Y N/A N/A 2024-02-16 2024-02-16 2024-02-16 N N N 0.0543 6949788.58 6949788.58 0.0008 N N Y N UST NOTES UST NOTES, 2.5% 91282CEK3 254900HROIFWPRGM1V77 US91282CEK36 JAF079000 U.S. Treasury Debt Y N/A N/A 2024-04-30 2024-04-30 2024-04-30 N N N 0.0523 6936015.66 6936015.66 0.0008 N Y Y N BNP PARIBAS BNP PARIBAS, 5.39% R0MUWSFPU8MPRO8K5P83 KBW775000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-10-31 2048-05-15 0.375 - 5.501 13071000.00 12298670.52 U.S. Treasuries (including strips) Y N/A N/A 2024-03-01 2024-03-01 2024-03-01 N N N 0.0530 12000000.00 12000000.00 0.0015 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 KBP973000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-11-28 2025-11-28 N N N 0.0554 8001286.96 8001286.96 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EPYZ2 254900C5LP6DN9OP9V83 US3133EPYZ26 KAH848000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-03-20 2025-03-20 N N N 0.0547 5002802.35 5002802.35 0.0006 N N N N UST BILLS UST BILLS, 0% 912797GQ4 254900HROIFWPRGM1V77 US912797GQ49 JXO891000 U.S. Treasury Debt Y N/A N/A 2024-03-07 2024-03-07 2024-03-07 N N N 0.0501 21595076.29 21595076.29 0.0026 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.535% 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 KBU266000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-12-01 2025-12-01 N N N 0.0552 6003568.26 6003568.26 0.0007 N N N N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP, 5.34% RUC0QBLBRPRCU4W1NE59 0000772028 KCW620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-08 2048-11-15 0.000 - 4.000 4142300.00 4083645.63 U.S. Treasuries (including strips) Y N/A N/A 2024-01-03 2024-01-03 2024-01-03 N N N 0.0520 4000000.00 4000000.00 0.0005 N N Y N UST NOTES UST NOTES, 5.36788% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2024-01-02 2024-07-31 2024-07-31 N N N 0.0547 49968803.50 49968803.50 0.0061 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.52% 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-08-25 2025-08-25 N N N 0.0553 6000812.58 6000812.58 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 JKF573000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2024-01-05 2024-01-05 N N N 0.0533 24999897.25 24999897.25 0.0030 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.51% 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt Y N/A N/A 2024-01-02 2025-03-06 2025-03-06 N N N 0.0547 7004520.11 7004520.11 0.0009 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.36% 2IGI19DL77OX0HC3ZE78 KBL856000 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 2053-07-20 2053-07-20 5.000 22521.00 22264.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-12-01 2053-08-01 2.000 - 5.500 5535495.00 4083857.43 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-05 2024-01-05 2024-01-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 4000000.00 4000000.00 0.0005 N N Y N VIP Government Money Market Portfolio 2024-01-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer