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1.0000 1 N N/A N/A N N 0.0533 6000000.00 6000000.00 0.0007 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC, 5.314996% VYVVCKR63DVZZN70PB21 KEC886000_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 2024-06-15 2064-01-20 1.500 - 9.000 40687419.00 16904876.37 Agency Mortgage-Backed Securities Federal National Mortgage Association 2036-03-25 2036-03-25 5.768 7054.00 41.84 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 16571000.00 16571000.00 0.0020 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 JLH097000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-03-06 2024-03-06 N N N 0.0523 5000227.35 5000227.35 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 143516079.00 14602847.72 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2050-08-15 0.000 - 5.465 67604932.00 36380219.86 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-12-01 2053-01-01 2.000 - 5.500 6495482.00 5844311.43 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-12-09 2041-12-09 2.900 1000.00 763.30 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-06-01 2053-07-01 2.500 - 6.500 37224004.00 18526889.47 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-07 2024-02-07 2024-02-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 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 27966536.92 27966536.92 0.0034 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133EPXC4 254900C5LP6DN9OP9V83 US3133EPXC40 JYJ779000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-29 2025-04-29 N N N 0.0538 5003120.55 5003120.55 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AWAM2 2549001DPIFGXC1TOL40 US3130AWAM27 0001026214 JUB460000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-28 2024-05-28 N N N 0.0528 20006501.00 20006501.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.335% 3130AYME3 2549001DPIFGXC1TOL40 US3130AYME39 0001026214 KDP296000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-08 2024-10-08 N N N 0.0531 5999961.36 5999961.36 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.385% 3130AWX96 2549001DPIFGXC1TOL40 US3130AWX961 0001026214 JXC294000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-17 2024-05-17 N N N 0.0527 9001213.38 9001213.38 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYB96 2549001DPIFGXC1TOL40 US3130AYB963 0001026214 KCS051000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-23 2024-07-23 N N N 0.0531 4000512.40 4000512.40 0.0005 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KDT026000 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 2032-07-01 2053-08-01 2.000 - 6.500 4058472.00 3064522.12 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-07 2024-02-07 2024-02-20 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 3000000.00 3000000.00 0.0004 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 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K5HU16E3LMSVCCJJJ255 KCL462000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-05-31 2026-05-31 0.750 11084400.00 10274180.15 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0534 10000000.00 10000000.00 0.0012 N Y Y N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.31% O2RNE8IBXP4R0TD8PU41 KEB409000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-07-31 2029-07-31 2.625 26127600.00 24487257.02 U.S. Treasuries (including strips) Y N/A N/A 2024-02-06 2024-02-06 2024-02-06 N N N 0.0518 24000000.00 24000000.00 0.0029 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AWTB6 2549001DPIFGXC1TOL40 US3130AWTB60 0001026214 JWP901000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-07 2024-11-07 N N N 0.0534 10005303.20 10005303.20 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AV6G2 2549001DPIFGXC1TOL40 US3130AV6G26 0001026214 JRH760000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-28 2024-05-28 N N N 0.0528 10002273.50 10002273.50 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-07-20 2052-08-20 4.500 6854545.00 6163737.62 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 N N N 0.0522 6000000.00 6000000.00 0.0007 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130AYBG0 2549001DPIFGXC1TOL40 US3130AYBG06 0001026214 KCS652000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-26 2024-08-26 N N N 0.0525 4001975.76 4001975.76 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 0.0524 3940383.32 3940383.32 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 JMH440000 U.S. Government Agency Debt Y N/A N/A 2024-02-02 2024-05-02 2024-05-02 N N N 0.0525 5001274.95 5001274.95 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AVBG6 2549001DPIFGXC1TOL40 US3130AVBG66 0001026214 JXJ659000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-06 2024-09-06 N N N 0.0533 5001998.80 5001998.80 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AX4J4 2549001DPIFGXC1TOL40 US3130AX4J47 0001026214 JXO970000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-06 2024-05-06 N N N 0.0526 15001702.95 15001702.95 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 0.0482 3003118.05 3003118.05 0.0004 N N N N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.32% KX1WK48MPD4Y2NCUIZ63 KEC664000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2026-02-28 0.500 4392000.00 4080632.01 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 4000000.00 4000000.00 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AY6G6 2549001DPIFGXC1TOL40 US3130AY6G61 0001026214 KCL781000 U.S. Government Agency Debt Y N/A N/A 2024-09-13 2024-09-13 2024-09-13 N N N 0.0549 33985920.94 33985920.94 0.0041 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-24 2025-07-24 N N N 0.0541 4002367.40 4002367.40 0.0005 N N N N UST BILLS UST BILLS, 0% 912796CX5 254900HROIFWPRGM1V77 US912796CX52 JSR440000 U.S. Treasury Debt Y N/A N/A 2024-04-18 2024-04-18 2024-04-18 N N N 0.0528 60914558.32 60914558.32 0.0074 N Y Y 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 0.0522 5982130.14 5982130.14 0.0007 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AYBF2 2549001DPIFGXC1TOL40 US3130AYBF23 0001026214 KCS535000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-26 2024-07-26 N N N 0.0523 4001977.80 4001977.80 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-01-27 2025-01-27 N N N 0.0538 10005455.50 10005455.50 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AXP44 2549001DPIFGXC1TOL40 US3130AXP445 0001026214 KCM485000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-09-26 2025-09-26 N N N 0.0544 4001194.08 4001194.08 0.0005 N N N N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.32% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KEC694000 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 2045-11-15 1.375 - 3.250 25054800.00 18395657.80 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-02-07 N N N 0.0519 18000000.00 18000000.00 0.0022 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.33% 3130AYP91 2549001DPIFGXC1TOL40 US3130AYP914 0001026214 KDU919000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-05 2024-09-05 N N N 0.0515 9009025.65 9009025.65 0.0011 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KEA518000 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 2040-04-01 2053-09-01 4.000 - 4.500 3913624.00 1481088.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-04-15 2058-03-15 3.000 - 5.170 26447871.00 12808834.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-08-01 2045-08-01 3.000 7046632.00 1613623.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-02-29 2028-02-29 1.125 20872800.00 18791859.25 U.S. Treasuries (including strips) Y N/A N/A 2024-02-05 2024-02-05 2024-02-05 N N N 0.0520 34000000.00 34000000.00 0.0041 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AXTF5 2549001DPIFGXC1TOL40 US3130AXTF57 0001026214 KBI506000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-19 2025-05-19 N N N 0.0539 6003047.52 6003047.52 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AXAS7 2549001DPIFGXC1TOL40 US3130AXAS79 0001026214 JYC512000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-03-20 2025-03-20 N N N 0.0542 8000753.12 8000753.12 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.33% 3130AYQ25 2549001DPIFGXC1TOL40 US3130AYQ250 0001026214 KDV666000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-28 2024-08-28 N N N 0.0517 4003453.20 4003453.20 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AXTX6 2549001DPIFGXC1TOL40 US3130AXTX63 0001026214 KBJ276000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-17 2024-05-17 N N N 0.0525 4000244.96 4000244.96 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 JQA414000 U.S. Government Agency Debt Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 N N N 0.0520 17000056.27 17000056.27 0.0021 N N Y N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.31% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KEC677000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2051-11-15 2051-11-15 1.875 6705500.00 4120632.65 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 4000000.00 4000000.00 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 2024-02-03 2024-02-03 2024-05-30 N N N 0.0338 1000011.69 1000011.69 0.0001 N N Y N UST NOTES UST NOTES, 5.419529% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2024-02-01 2024-10-31 2024-10-31 N N N 0.0545 8998477.20 8998477.20 0.0011 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.37% 3133EPX26 254900C5LP6DN9OP9V83 US3133EPX268 KDN620000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-01-22 2025-01-22 N N N 0.0531 3001256.97 3001256.97 0.0004 N N N 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 2024-02-08 2053-11-15 0.000 - 5.495 18040600.00 17561620.57 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-02-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0526 17000000.00 17000000.00 0.0021 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 0.0555 9990010.90 9990010.90 0.0012 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.38% 549300HN4UKV1E2R3U73 KDO919000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-02-01 2054-01-01 4.000 - 7.500 17363806.00 17261955.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-07-01 2050-07-01 4.000 - 7.000 7486093.00 114324.07 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-18 2024-04-18 2024-04-18 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0530 17000000.00 17000000.00 0.0021 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 JWD539000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-27 2025-05-27 N N N 0.0542 2000936.94 2000936.94 0.0002 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KDW103000 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 2043-11-15 2043-11-15 4.750 27734600.00 29606382.55 U.S. Treasuries (including strips) Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 N N N 0.0519 29000000.00 29000000.00 0.0035 N N 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-01-01 2054-01-01 2.000 - 8.000 93794611.00 39141367.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-06-01 2053-12-01 5.000 - 6.500 2885379.00 2983732.28 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0536 41000000.00 41000000.00 0.0050 N Y Y N 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 0.0531 12885896.14 12885896.14 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-14 2025-10-14 N N N 0.0547 13999672.82 13999672.82 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 2033-06-15 2051-01-20 4.500 - 6.000 2035825.00 198937.39 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-12-09 2042-02-03 2.900 - 2.930 20000.00 15434.40 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 2053-02-01 2.500 - 6.500 1222526.00 345192.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-05-01 2046-12-01 3.000 - 6.000 2943145.00 625645.05 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2052-11-15 0.000 - 6.750 29517885.00 17472330.22 U.S. Treasuries (including strips) Y N/A N/A 2024-02-05 2024-02-05 2024-02-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0525 18000000.00 18000000.00 0.0022 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.365% 3133EPQ65 254900C5LP6DN9OP9V83 US3133EPQ650 KCP971000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-20 2024-09-20 N N N 0.0535 999976.49 999976.49 0.0001 N N N 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 2024-10-31 2052-08-15 0.000 - 5.495 8702302.00 8047660.49 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-02-01 2053-06-01 2.500 - 5.500 4392612.00 4287543.35 Agency Mortgage-Backed Securities Y N/A N/A 2024-03-13 2024-03-13 2024-03-13 N N N 0.0529 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 0.0525 50132048.85 50132048.85 0.0061 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPNQ4 254900C5LP6DN9OP9V83 US3133EPNQ46 JVB493000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-03 2024-10-03 N N N 0.0533 2001176.98 2001176.98 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 JNB488000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-06 2024-08-06 N N N 0.0533 5003468.50 5003468.50 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 0.0522 8003870.16 8003870.16 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.33% 3133EP2A2 254900C5LP6DN9OP9V83 US3133EP2A24 KEB681000 U.S. Government Agency Debt Y N/A N/A 2024-02-06 2024-11-06 2024-11-06 N N N 0.0532 2000000.00 2000000.00 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXZ50 2549001DPIFGXC1TOL40 US3130AXZ501 0001026214 KCK257000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-12-08 2025-12-08 N N N 0.0546 11049531.92 11049531.92 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 JSK883000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-10 2025-04-10 N N N 0.0538 2001021.98 2001021.98 0.0002 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KEB420000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2042-02-15 2051-08-15 2.000 - 3.750 4686000.00 4081270.48 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-03-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 4000000.00 4000000.00 0.0005 N N Y N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.31% KEC672000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-02-28 2028-07-31 1.000 - 1.875 12724900.00 11221740.66 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 11000000.00 11000000.00 0.0013 N Y Y 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 0.0546 9992220.30 9992220.30 0.0012 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.31% KBVRJ5K57JZ3E2AVWX40 0000877559 KEC711000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-15 2025-06-15 2.875 11450000.00 11232858.65 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 11000000.00 11000000.00 0.0013 N Y Y 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 2025-09-15 2051-08-15 0.500 - 4.500 1060200.00 1033271.15 U.S. Treasuries (including strips) Y N/A N/A 2024-02-06 2024-02-06 2024-02-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0523 1000000.00 1000000.00 0.0001 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXD54 2549001DPIFGXC1TOL40 US3130AXD540 0001026214 JYN695000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-06-27 2025-06-27 N N N 0.0545 12999735.32 12999735.32 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AWXT2 2549001DPIFGXC1TOL40 US3130AWXT23 0001026214 JXD699000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-22 2025-05-22 N N N 0.0541 5002182.25 5002182.25 0.0006 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.32% U7M81AY481YLIOR75625 KEC653000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-09-30 2053-08-15 1.125 - 6.500 28746300.00 28615388.10 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 28000000.00 28000000.00 0.0034 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AXNW4 2549001DPIFGXC1TOL40 US3130AXNW45 0001026214 KDI692000 U.S. Government Agency Debt Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 N N N 0.0522 5999996.10 5999996.10 0.0007 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.33% 3130AYSP2 2549001DPIFGXC1TOL40 US3130AYSP22 0001026214 KEC893000 U.S. Government Agency Debt Y N/A N/A 2024-02-09 2024-09-09 2024-09-09 N N N 0.0531 3000000.00 3000000.00 0.0004 N N N N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., 5.314996% CYYGQCGNHMHPSMRL3R97 KEC886000_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 2038-12-01 2053-12-01 2.500 - 7.500 1471510.00 1220620.17 Agency Mortgage-Backed Securities Resolution Funding Corp 2025-01-15 2030-04-15 0.000 - 8.875 104828.00 89278.98 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-10-20 2027-10-20 3.500 62797.00 1728.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-01 2054-02-01 2.000 - 7.500 3454365.00 2497394.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-18 2043-08-15 0.000 - 5.435 15538768.00 15248409.34 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 18681000.00 18681000.00 0.0023 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 KEC692000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2040-05-15 0.750 - 4.375 13851765.00 13261956.77 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 13000000.00 13000000.00 0.0016 N Y Y N UST BILLS UST BILLS, 0% 912797JX6 254900HROIFWPRGM1V77 US912797JX62 KDN655000 U.S. Treasury Debt Y N/A N/A 2024-05-21 2024-05-21 2024-05-21 N N N 0.0526 98421245.00 98421245.00 0.0119 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 0.0526 60019062.66 60019062.66 0.0073 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 JRN658000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-03-10 2025-03-10 N N N 0.0539 3000784.20 3000784.20 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPZE8 254900C5LP6DN9OP9V83 US3133EPZE87 KDO296000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-23 2025-10-23 N N N 0.0548 999982.46 999982.46 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AWQB9 2549001DPIFGXC1TOL40 US3130AWQB97 0001026214 JWH811000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-12-26 2024-12-26 N N N 0.0535 10007029.20 10007029.20 0.0012 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.37% 3133EPJZ9 254900C5LP6DN9OP9V83 US3133EPJZ90 JTU978000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-17 2024-05-17 N N N 0.0527 1000090.77 1000090.77 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPU52 254900C5LP6DN9OP9V83 US3133EPU520 KDD676000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2026-01-12 2026-01-12 N N N 0.0543 6002530.38 6002530.38 0.0007 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.32% U7M81AY481YLIOR75625 KDT854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-15 2025-02-15 1.500 7342600.00 7147661.95 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-02-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 7000000.00 7000000.00 0.0008 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AXTD0 2549001DPIFGXC1TOL40 US3130AXTD00 0001026214 KBI505000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-08-18 2025-08-18 N N N 0.0542 9003414.78 9003414.78 0.0011 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.4% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 JLQ839000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-28 2024-05-28 N N N 0.0528 7001358.49 7001358.49 0.0008 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.32% KBVRJ5K57JZ3E2AVWX40 0000877559 KDW087000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2049-02-15 0.625 - 4.500 3170800.00 3062738.81 U.S. Treasuries (including strips) Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 N N N 0.0518 3000000.00 3000000.00 0.0004 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 JXI262000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-08-28 2025-08-28 N N N 0.0541 2001533.00 2001533.00 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 0.0526 18348833.91 18348833.91 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 0.0504 25000572.75 25000572.75 0.0030 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPD44 254900C5LP6DN9OP9V83 US3133EPD443 KCL813000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-11-14 2025-11-14 N N N 0.0543 5002659.85 5002659.85 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AW3T5 2549001DPIFGXC1TOL40 US3130AW3T55 0001026214 JTU431000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-02-23 2024-02-23 N N N 0.0522 20000348.20 20000348.20 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 0.0533 3988444.44 3988444.44 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 0001026214 JXO969000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-09-02 2025-09-02 N N N 0.0545 14003301.62 14003301.62 0.0017 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.314996% L3I9ZG2KFGXZ61BMYR72 KEC886000_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 2024-02-15 2043-02-15 0.000 - 5.000 9345571.00 9152790.30 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 8972000.00 8972000.00 0.0011 N Y Y N BNP PARIBAS BNP PARIBAS, 5.32% R0MUWSFPU8MPRO8K5P83 KDJ263000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-15 2053-05-15 0.250 - 5.435 12395400.00 11344393.80 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 11000000.00 11000000.00 0.0013 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130AYRV0 2549001DPIFGXC1TOL40 US3130AYRV09 0001026214 KEB685000 U.S. Government Agency Debt Y N/A N/A 2024-02-08 2024-08-08 2024-08-08 N N N 0.0000 5000000.00 5000000.00 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.32% 3130AYN69 2549001DPIFGXC1TOL40 US3130AYN695 0001026214 KDT179000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-23 2024-07-23 N N N 0.0531 10999924.54 10999924.54 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.33% 3130AYQY5 2549001DPIFGXC1TOL40 US3130AYQY56 0001026214 KEA753000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-06 2024-09-06 N N N 0.0531 12000020.88 12000020.88 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.405% 3133EPUA1 254900C5LP6DN9OP9V83 US3133EPUA11 JXD667000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-23 2024-09-23 N N N 0.0533 1000304.03 1000304.03 0.0001 N N N N UST NOTES UST NOTES, 5.204529% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 JAE853000 U.S. Treasury Debt Y N/A N/A 2024-02-01 2024-04-30 2024-04-30 N N N 0.0530 32987733.24 32987733.24 0.0040 N Y Y N Credit Agricole CIB New York Branch Credit Agricole CIB New York Branch, 5.314996% 1VUV7VQFKUOQSJ21A208 KEC886000_02102 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 2024-03-28 2038-08-25 0.000 - 6.220 1700049.00 1644023.49 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-08-25 2054-01-01 0.375 - 7.000 1213165.00 669162.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2029-03-31 2053-05-15 1.125 - 4.500 41869736.00 32919566.21 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-02-20 2063-08-20 1.500 - 6.500 4843413.00 3311236.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-12-30 2054-02-01 0.375 - 7.500 5530051.00 4225403.89 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-04-25 2036-02-25 0.720 - 6.250 779677.00 729849.84 Agency Debentures and Agency Strips Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 42467000.00 42467000.00 0.0052 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130AYQX7 2549001DPIFGXC1TOL40 US3130AYQX73 0001026214 KEA749000 U.S. Government Agency Debt Y N/A N/A 2024-02-05 2024-09-05 2024-09-05 N N N 0.0000 9001300.59 9001300.59 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 JLG480000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-28 2024-08-28 N N N 0.0533 1000357.16 1000357.16 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AWUC2 2549001DPIFGXC1TOL40 US3130AWUC25 0001026214 JWR430000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-09 2025-04-09 N N N 0.0539 2001286.72 2001286.72 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 2039-03-01 2053-06-01 2.500 - 5.500 11906.00 6275.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2036-08-15 2036-08-15 5.000 523371.00 22497.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-08-01 2053-08-01 4.500 5578.00 5270.88 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2051-02-15 0.000 - 5.435 29994168.00 18620165.67 U.S. Treasuries (including strips) Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0528 18000000.00 18000000.00 0.0022 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPZQ1 254900C5LP6DN9OP9V83 US3133EPZQ18 KAK230000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-25 2025-07-25 N N N 0.0541 9005355.45 9005355.45 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-11-01 2054-01-01 2.000 - 7.500 6686877.00 3372969.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-06-01 2047-07-01 1.500 - 5.500 9963000.00 1777053.57 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 Y BANK OF AMERICA CORPORATION 1.0000 1 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0535 5000000.00 5000000.00 0.0006 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 JYI393000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-06-27 2025-06-27 N N N 0.0540 4002757.40 4002757.40 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-12 2024-11-12 N N N 0.0534 10005761.60 10005761.60 0.0012 N N N N UST BILLS UST BILLS, 0% 912797JJ7 254900HROIFWPRGM1V77 US912797JJ78 KBJ179000 U.S. Treasury Debt Y N/A N/A 2024-03-19 2024-03-19 2024-03-19 N N N 0.0526 28601692.99 28601692.99 0.0035 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXYD4 2549001DPIFGXC1TOL40 US3130AXYD45 0001026214 KBW968000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-10 2025-10-10 N N N 0.0542 6002802.72 6002802.72 0.0007 N N N N BNP PARIBAS BNP PARIBAS, 5.32% R0MUWSFPU8MPRO8K5P83 KDI516000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-14 2051-08-15 0.000 - 5.465 38874600.00 32021934.35 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 31000000.00 31000000.00 0.0038 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.425% 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 JRI350000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-01 2024-10-01 N N N 0.0533 5002236.85 5002236.85 0.0006 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.35% 549300HN4UKV1E2R3U73 KDV424000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2025-08-15 2.000 5241700.00 5105325.55 U.S. Treasuries (including strips) Y N/A N/A 2024-04-25 2024-04-25 2024-04-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0527 5000000.00 5000000.00 0.0006 N N N Y 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 2025-04-30 0.375 - 2.500 7350100.00 7181984.39 U.S. Treasuries (including strips) Y N/A N/A 2024-03-20 2024-03-20 2024-03-20 N N N 0.0538 7000000.00 7000000.00 0.0008 N N N Y MORGAN STANLEY & CO LLC(GOV REPO) MORGAN STANLEY and CO LLC(GOV REPO), 5.31% 9R7GPTSO7KV3UQJZQ078 0000068136 KEC696000 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 2025-11-01 2061-09-01 2.000 - 7.500 56371000.00 43420417.15 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-06-15 2043-05-15 2.875 - 4.875 581800.00 476107.34 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-04-01 2054-02-01 0.000 - 6.500 58470995.00 32614790.76 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 75000000.00 75000000.00 0.0091 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 KAU628000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-11-03 2025-11-03 N N N 0.0545 4001237.52 4001237.52 0.0005 N N N N FICC STATE STREET GC (GOV REPO) FICC STATE STREET GC (GOV REPO), 5.32% KEC662000 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 2026-02-15 2032-11-15 2.875 - 4.125 2275800.00 2287507.98 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-07-01 2053-06-01 3.000 - 5.500 6240868.00 3820624.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-11-01 2054-01-01 2.000 - 7.000 34925281.00 11591522.10 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 17000000.00 17000000.00 0.0021 N Y Y N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.32% SUVUFHICNZMP2WKHG940 KEC656000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2054-01-20 2054-01-20 5.000 14370537.00 14282110.30 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 14000000.00 14000000.00 0.0017 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 5.314996% KBVRJ5K57JZ3E2AVWX40 KEC886000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-10-20 2052-08-20 3.000 - 4.500 476151.00 213294.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 2054-02-01 2.000 - 6.500 2112649.00 1916973.74 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2045-08-15 0.000 - 4.875 5022204.00 4630066.02 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-09-01 2054-02-01 2.000 - 6.500 3767170.00 2887464.83 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 9457000.00 9457000.00 0.0011 N Y Y N FICC STATE STREET DVP (GOV REPO) FICC STATE STREET DVP (GOV REPO), 5.32% 549300H47WTHXPU08X20 KEC727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-01-15 2027-01-15 4.000 213638900.00 213305180.93 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 209000000.00 209000000.00 0.0254 N Y Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.33% 2IGI19DL77OX0HC3ZE78 KDV660000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-08-15 2042-05-15 1.500 - 3.250 8149500.00 7143243.84 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-03-27 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 7000000.00 7000000.00 0.0008 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 4.84% 3130AYEP7 2549001DPIFGXC1TOL40 US3130AYEP77 0001026214 KDD805000 U.S. Government Agency Debt Y N/A N/A 2025-01-03 2025-01-03 2025-01-03 N N N 0.0478 25011895.25 25011895.25 0.0030 N N N 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 0.0496 11003029.40 11003029.40 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 JME809000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-04-22 2024-04-22 N N N 0.0527 8001113.44 8001113.44 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130AYRW8 2549001DPIFGXC1TOL40 US3130AYRW81 0001026214 KEB680000 U.S. Government Agency Debt Y N/A N/A 2024-02-09 2024-08-09 2024-08-09 N N N 0.0000 5000000.00 5000000.00 0.0006 N N N N LLOYDS BK CORP MRKTS (GOV RP) LLOYDS BK CORP MRKTS (GOV RP), 5.34% 213800MBWEIJDM5CU638 KEA611000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-15 2026-09-15 4.625 3969700.00 4080243.60 U.S. Treasuries (including strips) Y N/A N/A 2024-02-06 2024-02-06 2024-02-06 N N N 0.0521 4000000.00 4000000.00 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.415% 3133EPB61 254900C5LP6DN9OP9V83 US3133EPB611 KAX017000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-12-10 2024-12-10 N N N 0.0535 9003712.05 9003712.05 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 0.0510 12009477.12 12009477.12 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 JMX819000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-12-05 2024-12-05 N N N 0.0533 2002726.36 2002726.36 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-18 2024-11-18 N N N 0.0534 10005831.60 10005831.60 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 2025-11-30 2025-11-30 4.875 29249300.00 29794220.21 U.S. Treasuries (including strips) Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0518 29000000.00 29000000.00 0.0035 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AYCB0 2549001DPIFGXC1TOL40 US3130AYCB00 0001026214 KCX050000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-01 2025-04-01 N N N 0.0540 999964.76 999964.76 0.0001 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.314996% MBNUM2BPBDO7JBLYG310 KEC886000_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 2049-12-20 2053-12-20 2.000 - 7.000 30194377.00 21202002.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2053-02-15 1.375 - 4.250 36665787.00 29165487.19 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0531 49124000.00 49124000.00 0.0060 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.36% 549300HN4UKV1E2R3U73 KDV377000 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 2031-10-01 2053-08-01 2.500 - 6.000 5057995.00 2413136.39 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2033-06-20 2033-06-20 3.990 2734000.00 2594640.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-08-01 2036-06-01 3.000 - 5.500 2190399.00 97539.69 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-25 2024-04-25 2024-04-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0528 5000000.00 5000000.00 0.0006 N N N Y BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.37% 549300HN4UKV1E2R3U73 KDW217000 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 2063-03-20 2063-03-20 6.000 730344.00 525830.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 2053-03-01 2053-03-01 4.753 4769320.00 4578734.94 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-26 2024-04-26 2024-04-26 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 5000000.00 5000000.00 0.0006 N N N Y CITIBANK NA (GOV REPO) CITIBANK NA (GOV REPO), 5.33% E57ODZWZ7FF32TWEFA76 0000036684 KDV335000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2054-01-20 2065-02-15 2.640 - 4.500 4427067.00 4224519.57 Agency Mortgage-Backed Securities Resolution Funding Corp 2025-01-15 2025-01-15 0.000 22000.00 21029.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-08-01 2053-08-01 5.500 5323.00 5131.02 Agency Mortgage-Backed Securities Federal National Mortgage Association 2025-05-01 2054-01-01 2.000 - 6.000 9245570.00 8002010.45 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 12000000.00 12000000.00 0.0015 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 JKH766000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-12 2024-07-12 N N N 0.0532 3000567.27 3000567.27 0.0004 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.34% MBNUM2BPBDO7JBLYG310 0000315030 KDC386000 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 2052-12-01 2052-12-01 6.000 3609.00 3431.36 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2029-07-31 2029-07-31 2.625 62100.00 58201.24 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-12-01 2053-01-01 4.500 - 6.000 14425385.00 13257424.38 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 Y CITIGROUP INC 1.0000 1 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0534 13000000.00 13000000.00 0.0016 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 KAD692000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-17 2025-07-17 N N N 0.0541 3001740.87 3001740.87 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-08-14 2025-08-14 N N N 0.0541 12006216.60 12006216.60 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 2052-08-01 2052-08-01 4.500 27131137.00 24746343.22 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-21 2024-02-21 2024-02-21 N N N 0.0531 24000000.00 24000000.00 0.0029 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 0001026214 JRT306000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-03-14 2024-03-14 N N N 0.0523 18001937.34 18001937.34 0.0022 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AYJD9 2549001DPIFGXC1TOL40 US3130AYJD92 0001026214 KDK258000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-16 2025-10-16 N N N 0.0543 10999889.67 10999889.67 0.0013 N N N 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 0.0529 55533616.93 55533616.93 0.0067 N Y Y N BNP PARIBAS BNP PARIBAS, 5.32% R0MUWSFPU8MPRO8K5P83 KEC735000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2051-11-15 0.875 - 5.495 24460452.00 22443435.42 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-02-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 22000000.00 22000000.00 0.0027 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-25 2025-07-25 N N N 0.0542 15010017.60 15010017.60 0.0018 N N N N JP Morgan Securities LLC JP Morgan Securities LLC, 5.314996% ZBUT11V806EZRVTWT807 KEC886000_00267 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 2024-02-08 2053-02-15 0.000 - 6.625 89090314.00 86402756.61 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-06-01 2053-12-01 2.123 - 8.000 4235110.00 1090714.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2061-07-01 1.500 - 7.325 35147243.00 19196911.63 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 104583000.00 104583000.00 0.0127 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 JMF002000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-26 2024-07-26 N N N 0.0533 5001806.65 5001806.65 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 0.0545 9992233.50 9992233.50 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.325% 3130AYP75 2549001DPIFGXC1TOL40 US3130AYP757 0001026214 KDU916000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-02 2024-08-02 N N N 0.0512 16015822.24 16015822.24 0.0019 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.35% KBVRJ5K57JZ3E2AVWX40 0000877559 KEC766000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-27 2033-11-15 0.000 - 4.875 4845000.00 5100760.17 U.S. Treasuries (including strips) Y N/A N/A 2024-03-21 2024-03-21 2024-03-21 N N N 0.0525 5000000.00 5000000.00 0.0006 N N N Y CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 KEC806000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-02-07 2024-02-07 2024-02-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 20000000.00 20000000.00 0.0024 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 JYU452000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-06 2025-10-06 N N N 0.0543 1000500.16 1000500.16 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 0.0536 9053425.45 9053425.45 0.0011 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 KAO066000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-27 2025-10-27 N N N 0.0545 2000608.16 2000608.16 0.0002 N N N N UST BILLS UST BILLS, 0% 912797HG5 254900HROIFWPRGM1V77 US912797HG57 KAK087000 U.S. Treasury Debt Y N/A N/A 2024-04-25 2024-04-25 2024-04-25 N N N 0.0529 33587060.14 33587060.14 0.0041 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-14 2025-07-14 N N N 0.0541 2001572.98 2001572.98 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 JSQ675000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-12-26 2024-12-26 N N N 0.0535 1000568.61 1000568.61 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AXVR6 2549001DPIFGXC1TOL40 US3130AXVR67 0001026214 KBP243000 U.S. Government Agency Debt Y N/A N/A 2024-06-10 2024-06-10 2024-06-10 N N N 0.0520 6001767.00 6001767.00 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 JVX030000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-17 2025-07-17 N N N 0.0541 3002170.29 3002170.29 0.0004 N N N N Wells Fargo Bank National Asso Wells Fargo Bank National Asso, 5.314996% KB1H1DSPRFMYMCUFXT09 KEC886000_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 2036-02-15 2053-11-15 1.125 - 5.000 10680250.00 7661133.74 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 7477000.00 7477000.00 0.0009 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 KBL768000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-08-22 2025-08-22 N N N 0.0544 6000676.38 6000676.38 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.325% 3130AYNM4 2549001DPIFGXC1TOL40 US3130AYNM46 0001026214 KDU085000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-04 2024-09-04 N N N 0.0518 21015014.16 21015014.16 0.0026 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.38% 3133EM4L3 254900C5LP6DN9OP9V83 US3133EM4L34 KDO332000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-09 2024-09-09 N N N 0.0532 1000253.36 1000253.36 0.0001 N N N N MIZUHO BK LTD NY BRH (GOV RP) MIZUHO BK LTD NY BRH (GOV RP), 5.31% RB0PEZSDGCO3JS6CEU02 KEC695000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2031-05-15 2031-05-15 1.625 22620000.00 19371909.38 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 19000000.00 19000000.00 0.0023 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130AYSJ6 2549001DPIFGXC1TOL40 US3130AYSJ61 0001026214 KEC894000 U.S. Government Agency Debt Y N/A N/A 2024-02-02 2024-09-03 2024-09-03 N N N 0.0000 18000000.00 18000000.00 0.0022 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.34% FOR8UP27PHTHYVLBNG30 0000769993 KEC706000 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 2028-02-29 0.000 - 1.125 75000200.00 73408936.98 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-01-01 2053-08-01 3.000 - 5.500 5497418.00 2082284.95 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-07 2024-02-07 2024-02-07 N N N 0.0521 74000000.00 74000000.00 0.0090 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 JRO196000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-13 2024-09-13 N N N 0.0533 4001527.00 4001527.00 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AW5G1 2549001DPIFGXC1TOL40 US3130AW5G17 0001026214 JTU980000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-23 2024-05-23 N N N 0.0527 10001879.40 10001879.40 0.0012 N N N N Royal Bank of Canada Royal Bank of Canada, 5.314996% ES7IP3U3RHIGC71XBU11 KEC886000_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 6475724.00 5918674.57 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 5794000.00 5794000.00 0.0007 N Y Y N Sumitomo Mitsui Banking Corp. NY Sumitomo Mitsui Banking Corp. NY, 5.314996% 549300MS3WYYVQ4HXM15 KEC886000_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 2024-07-31 2051-02-15 0.250 - 5.250 30456898.00 27644667.02 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 26915000.00 26915000.00 0.0033 N Y Y 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 0.0527 999567.34 999567.34 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 2054-01-01 1.470 - 7.500 113143595.00 63941762.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2036-01-20 2053-12-20 2.000 - 6.637 357412.00 250423.20 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2044-02-15 0.000 - 7.625 4394381.00 2979288.49 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-07-01 2054-02-01 2.500 - 7.500 57749021.00 30461569.16 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0535 95000000.00 95000000.00 0.0115 N Y 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 0.0534 995955.56 995955.56 0.0001 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 JTP908000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-17 2024-09-17 N N N 0.0532 4001805.12 4001805.12 0.0005 N N N N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 5.314996% 7TK5RJIZDFROZCA6XF66 KEC886000_08126 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 2026-02-23 2029-01-29 5.170 - 5.200 106466.00 106518.19 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-03-01 2057-06-01 1.500 - 8.000 10060521.00 4500332.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-03-01 2054-01-01 1.500 - 7.000 8803662.00 8071582.35 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 12428000.00 12428000.00 0.0015 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-09-26 2025-09-26 N N N 0.0545 3000062.70 3000062.70 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AVWL2 2549001DPIFGXC1TOL40 US3130AVWL23 0001026214 KDU576000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-01 2025-05-01 N N N 0.0538 1000548.13 1000548.13 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AYCW4 2549001DPIFGXC1TOL40 US3130AYCW47 0001026214 KDP315000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2026-01-02 2026-01-02 N N N 0.0544 5000718.20 5000718.20 0.0006 N N N N LLOYDS BK CORP MRKTS (GOV RP) LLOYDS BK CORP MRKTS (GOV RP), 5.33% 213800MBWEIJDM5CU638 KDV408000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-15 2026-09-15 4.625 1987900.00 2043256.73 U.S. Treasuries (including strips) Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 N N N 0.0519 2000000.00 2000000.00 0.0002 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 0.0520 168556923.25 168556923.25 0.0205 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.495% 3133EPMP7 254900C5LP6DN9OP9V83 US3133EPMP71 JUO625000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-12-13 2024-12-13 N N N 0.0533 2000825.14 2000825.14 0.0002 N N N N BNP PARIBAS BNP PARIBAS, 5.33% R0MUWSFPU8MPRO8K5P83 KDJ264000 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 2024-10-31 2047-02-15 0.875 - 5.435 12055100.00 12188808.78 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-06-20 2052-06-20 4.500 18340.00 16221.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-10-01 2053-09-01 2.930 - 6.000 1126516.00 1096198.00 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-07 2024-02-07 2024-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 13000000.00 13000000.00 0.0016 N N Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.32% KBVRJ5K57JZ3E2AVWX40 0000877559 KEB423000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-02 2043-08-15 0.000 - 5.495 1159000.00 1020417.37 U.S. Treasuries (including strips) Y N/A N/A 2024-02-06 2024-02-06 2024-02-06 N N N 0.0519 1000000.00 1000000.00 0.0001 N N Y 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 0.0522 6002428.86 6002428.86 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 0.0555 10990766.93 10990766.93 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-11-12 2025-11-12 N N N 0.0538 11011668.36 11011668.36 0.0013 N N N N UST BILLS UST BILLS, 0% 912797JV0 254900HROIFWPRGM1V77 US912797JV07 KDC452000 U.S. Treasury Debt Y N/A N/A 2024-05-07 2024-05-07 2024-05-07 N N N 0.0527 7889130.64 7889130.64 0.0010 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 JMF598000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-24 2024-07-24 N N N 0.0533 5002023.95 5002023.95 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-20 2025-10-20 N N N 0.0547 4999880.15 4999880.15 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXZJ0 2549001DPIFGXC1TOL40 US3130AXZJ06 0001026214 KCL779000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-12-08 2025-12-08 N N N 0.0546 2999911.23 2999911.23 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 JMM606000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-06-10 2024-06-10 N N N 0.0529 5002140.70 5002140.70 0.0006 N N N N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.34% KX1WK48MPD4Y2NCUIZ63 KDC427000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2026-02-28 0.500 16538300.00 15365827.94 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 Y NATIXIS SA (GOV REPO) 1.0000 1 N N/A N/A N N 0.0534 15000000.00 15000000.00 0.0018 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AXJX7 2549001DPIFGXC1TOL40 US3130AXJX73 0001026214 KBP263000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-15 2024-05-15 N N N 0.0527 3000308.85 3000308.85 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 0.0541 29972326.80 29972326.80 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 2025-04-30 2027-12-31 0.375 - 3.875 4197400.00 4118348.69 U.S. Treasuries (including strips) Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0538 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 2024-07-31 2050-08-15 0.375 - 6.500 9275700.00 8228590.05 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0534 8000000.00 8000000.00 0.0010 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 JXN769000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-03-05 2025-03-05 N N N 0.0538 9004810.05 9004810.05 0.0011 N N N N BNP PARIBAS BNP PARIBAS, 5.32% R0MUWSFPU8MPRO8K5P83 KDO212000 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 2024-10-31 2040-11-15 0.000 - 5.435 17246887.00 9248217.17 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 2053-06-01 3.000 - 4.500 2373.00 2036.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-10-01 2053-10-01 6.000 12988.00 13235.34 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-07 2024-02-07 2024-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 9000000.00 9000000.00 0.0011 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AVBF8 2549001DPIFGXC1TOL40 US3130AVBF83 0001026214 JRK045000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-04-05 2024-04-05 N N N 0.0525 25001586.00 25001586.00 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 0.0502 159673512.00 159673512.00 0.0194 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.325% 3130AYP67 2549001DPIFGXC1TOL40 US3130AYP674 0001026214 KDU917000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-05 2024-08-05 N N N 0.0517 5003527.05 5003527.05 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EPC29 254900C5LP6DN9OP9V83 US3133EPC296 KAX601000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-03-11 2025-03-11 N N N 0.0539 1000268.28 1000268.28 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPD77 254900C5LP6DN9OP9V83 US3133EPD773 KBE353000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-15 2025-04-15 N N N 0.0539 3001247.91 3001247.91 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 0.0525 5923066.92 5923066.92 0.0007 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AW2Z2 2549001DPIFGXC1TOL40 US3130AW2Z25 0001026214 JTT738000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-19 2024-08-19 N N N 0.0537 5000952.55 5000952.55 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AW3L2 2549001DPIFGXC1TOL40 US3130AW3L20 0001026214 JTT821000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-02-20 2024-02-20 N N N 0.0522 19000256.31 19000256.31 0.0023 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.39% 3133EPBP9 254900C5LP6DN9OP9V83 US3133EPBP90 JQY130000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-02-23 2024-02-23 N N N 0.0522 2000046.92 2000046.92 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130AYHQ2 2549001DPIFGXC1TOL40 US3130AYHQ24 0001026214 KDJ425000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-11 2024-10-11 N N N 0.0532 8999910.36 8999910.36 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-02 2025-07-02 N N N 0.0540 3002083.32 3002083.32 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 0.0470 157838770.48 157838770.48 0.0192 N Y Y N FICC ACAFB REPO PRGM(GOV REPO) FICC ACAFB REPO PRGM(GOV REPO), 5.32% KEC843000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2050-08-15 2050-08-15 1.375 13378000.00 7214531.83 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 7000000.00 7000000.00 0.0008 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-25 2025-07-25 N N N 0.0541 5004055.80 5004055.80 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 JRI378000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-03 2024-09-03 N N N 0.0533 5002124.70 5002124.70 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 JMF131000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-24 2024-10-24 N N N 0.0533 2001090.02 2001090.02 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 2053-06-01 2.000 - 5.000 8242616.00 5528522.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-10-01 2054-01-01 1.500 - 6.000 7088044.00 2559465.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 2072-01-20 4.000 - 7.015 2313.00 2118.94 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-01-15 2053-02-15 0.625 - 4.250 127800.00 130629.69 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0536 8000000.00 8000000.00 0.0010 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 KAD688000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-17 2025-10-17 N N N 0.0543 1000598.28 1000598.28 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AWXC9 2549001DPIFGXC1TOL40 US3130AWXC97 0001026214 JXC927000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-02-24 2025-02-24 N N N 0.0537 11006682.83 11006682.83 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AY3C8 2549001DPIFGXC1TOL40 US3130AY3C84 0001026214 KDD092000 U.S. Government Agency Debt Y N/A N/A 2024-09-11 2024-09-11 2024-09-11 N N N 0.0550 1999622.30 1999622.30 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 JQY113000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-01-24 2025-01-24 N N N 0.0538 8003632.00 8003632.00 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPX42 254900C5LP6DN9OP9V83 US3133EPX425 KDO318000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2026-01-23 2026-01-23 N N N 0.0543 2000879.50 2000879.50 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AXS74 2549001DPIFGXC1TOL40 US3130AXS746 0001026214 KCM620000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-11-14 2025-11-14 N N N 0.0545 3000411.12 3000411.12 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPNK7 254900C5LP6DN9OP9V83 US3133EPNK75 JXN234000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-02-26 2025-02-26 N N N 0.0538 4002710.60 4002710.60 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-08-22 2025-08-22 N N N 0.0542 8004500.80 8004500.80 0.0010 N N N 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 2024-02-04 2024-02-04 2024-05-30 N N N 0.0381 2000031.92 2000031.92 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 JQF546000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-02-10 2025-02-10 N N N 0.0538 4003250.48 4003250.48 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 2025-01-23 2041-11-15 0.000 - 2.250 5385400.00 5147268.31 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0538 5000000.00 5000000.00 0.0006 N Y 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 0.0528 6999785.10 6999785.10 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AYC53 2549001DPIFGXC1TOL40 US3130AYC532 0001026214 KCW680000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-01 2025-04-01 N N N 0.0540 1999929.64 1999929.64 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EPTG0 254900C5LP6DN9OP9V83 US3133EPTG00 JWW566000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-15 2024-11-15 N N N 0.0534 1000502.35 1000502.35 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.405% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 JRI365000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-06-03 2024-06-03 N N N 0.0529 11002231.68 11002231.68 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 0.0530 999638.89 999638.89 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AXPH5 2549001DPIFGXC1TOL40 US3130AXPH59 0001026214 KAR482000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-27 2024-11-27 N N N 0.0534 21009095.52 21009095.52 0.0025 N N N 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 0.0485 9999257.40 9999257.40 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 0.0542 15992006.56 15992006.56 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 2025-04-30 2028-07-31 0.375 - 4.125 5135200.00 5149689.97 U.S. Treasuries (including strips) Y N/A N/A 2024-02-26 2024-02-26 2024-02-26 N N N 0.0536 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 0.0525 985781.25 985781.25 0.0001 N Y Y N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.33% 549300QJJX6CVVUXLE15 KEC737000 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 2042-11-01 2053-06-01 2.500 - 6.500 35938987.00 8679818.55 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-15 2025-04-30 0.375 - 2.875 2700.00 2664.17 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 2042-03-01 2054-01-01 3.000 - 7.000 10307951.00 8660103.86 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-07 2024-02-07 2024-02-07 N N N 0.0520 17000000.00 17000000.00 0.0021 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 JKG591000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-11 2024-07-11 N N N 0.0532 11002055.68 11002055.68 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AW5H9 2549001DPIFGXC1TOL40 US3130AW5H99 0001026214 JTU979000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-25 2024-11-25 N N N 0.0534 9005354.01 9005354.01 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 0.0556 45967273.76 45967273.76 0.0056 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AWTE0 2549001DPIFGXC1TOL40 US3130AWTE00 0001026214 JYP827000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-08 2025-07-08 N N N 0.0540 1971662.36 1971662.36 0.0002 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.314996% 5U0XI89JRFVHWIBS4F54 KEC886000_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 155206806.00 53008645.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-10-20 3.000 - 6.500 151454049.00 100263034.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.500 22580813.00 21094363.49 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 169874000.00 169874000.00 0.0206 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 JLO587000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-03-21 2024-03-21 N N N 0.0523 4000290.88 4000290.88 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPXN0 254900C5LP6DN9OP9V83 US3133EPXN05 JYO897000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-03 2025-04-03 N N N 0.0539 4002057.16 4002057.16 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 0.0530 7928790.96 7928790.96 0.0010 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384VK2 2549001DPIFGXC1TOL40 US313384VK20 313384VK2 U.S. Government Agency Debt Y N/A N/A 2024-04-10 2024-04-10 2024-04-10 N N N 0.0532 7919422.24 7919422.24 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.395% 3133EPJJ5 254900C5LP6DN9OP9V83 US3133EPJJ58 JTO234000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-09 2024-08-09 N N N 0.0533 4001021.68 4001021.68 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AY5Q5 2549001DPIFGXC1TOL40 US3130AY5Q52 0001026214 KCK930000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-14 2024-08-14 N N N 0.0533 9000629.55 9000629.55 0.0011 N N N N Bank of America, N.A. Bank of America, N.A., 5.314996% B4TYDEB6GKMZO031MB27 KEC886000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2040-09-20 2052-05-20 2.000 - 4.500 65023021.00 19117980.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-03-01 2049-05-01 3.000 - 4.500 66022779.00 11311076.04 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 29828000.00 29828000.00 0.0036 N Y Y N BNY Mellon Capital Markets LLC BNY Mellon Capital Markets LLC, 5.314996% VJW2DOOHGDT6PR0ZRO63 KEC886000_08066 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 2024-02-13 2052-02-15 0.000 - 4.625 1825692.00 1803682.26 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-01-24 2038-12-21 1.130 - 6.150 10632.00 10601.37 Agency Debentures and Agency Strips Government National Mortgage Association 2024-03-15 2053-12-20 1.500 - 9.000 1720852.00 991455.98 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-09-13 2027-10-08 0.000 - 5.000 113622.00 112820.57 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-05-01 2054-02-01 1.500 - 8.000 5143817.00 4561656.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-02-25 2054-02-01 1.500 - 8.500 3713448.00 3060205.73 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 10332000.00 10332000.00 0.0013 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AXR59 2549001DPIFGXC1TOL40 US3130AXR599 0001026214 KBC040000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-09 2025-05-09 N N N 0.0538 12008295.12 12008295.12 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 0.0531 995210.42 995210.42 0.0001 N N Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KEB424000 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 2033-08-01 2033-08-01 4.210 47772700.00 46162345.98 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-11-20 2054-01-20 2.000 - 6.500 5965804.00 4039865.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-05-01 2025-05-01 3.480 4999999.00 4894098.89 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-06 2024-02-06 2024-02-06 N N N 0.0520 54000000.00 54000000.00 0.0066 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AXYL6 2549001DPIFGXC1TOL40 US3130AXYL60 0001026214 KBW820000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-12-11 2025-12-11 N N N 0.0541 6005756.64 6005756.64 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AW3A6 2549001DPIFGXC1TOL40 US3130AW3A64 0001026214 JTT739000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-19 2024-11-19 N N N 0.0534 5002920.85 5002920.85 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 0.0448 36973018.12 36973018.12 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 0.0524 6982427.48 6982427.48 0.0008 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AYFD3 2549001DPIFGXC1TOL40 US3130AYFD39 0001026214 KDH487000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-11-14 2025-11-14 N N N 0.0539 9007954.74 9007954.74 0.0011 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-07-20 2052-07-20 4.500 17240316.00 15411622.88 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0536 15000000.00 15000000.00 0.0018 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.425% 3130AVUN0 2549001DPIFGXC1TOL40 US3130AVUN07 0001026214 JYJ753000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-28 2024-10-28 N N N 0.0534 1000442.88 1000442.88 0.0001 N N N N BNP PARIBAS BNP PARIBAS, 5.33% R0MUWSFPU8MPRO8K5P83 KDI520000 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 2024-10-31 2052-08-15 0.000 - 5.435 9694791.00 8010205.90 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-15 2052-03-01 3.000 - 6.625 420112.00 110950.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2030-06-15 2053-03-20 4.500 - 6.000 397665.00 66165.70 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-07 2024-02-07 2024-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 8000000.00 8000000.00 0.0010 N N Y 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 2052-06-20 2.500 - 4.500 112970.00 37270.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-09-01 2053-07-01 4.340 - 6.000 245433.00 205200.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-05-01 2053-06-01 2.150 - 6.500 6421839.00 5751170.15 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2052-02-15 0.000 - 5.465 28712958.00 12612539.53 U.S. Treasuries (including strips) Y N/A N/A 2024-02-05 2024-02-05 2024-02-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0524 18000000.00 18000000.00 0.0022 N N Y N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.4% VYVVCKR63DVZZN70PB21 0000276523 KDN537000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2054-01-01 2054-01-01 6.500 10923191.00 11246928.89 Agency Mortgage-Backed Securities Y N/A N/A 2024-03-15 2024-03-15 2024-03-15 N N N 0.0529 11000000.00 11000000.00 0.0013 N N N Y 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 0.0533 25943666.58 25943666.58 0.0031 N N Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.32% KBVRJ5K57JZ3E2AVWX40 0000877559 KDV359000 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 2041-11-15 2.000 - 4.250 1040700.00 1021105.90 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 1000000.00 1000000.00 0.0001 N Y 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 0.0515 132456003.40 132456003.40 0.0161 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AXSW9 2549001DPIFGXC1TOL40 US3130AXSW99 0001026214 KBF183000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-15 2025-05-15 N N N 0.0538 12007611.24 12007611.24 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 JMG232000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-04-26 2024-04-26 N N N 0.0526 3000588.87 3000588.87 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 0.0545 22999052.86 22999052.86 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 0.0523 104982083.71 104982083.71 0.0127 N Y Y N LLOYDS BK CORP MRKTS (GOV RP) LLOYDS BK CORP MRKTS (GOV RP), 5.34% 213800MBWEIJDM5CU638 KEB493000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-02-28 2029-02-28 1.875 2239500.00 2039498.50 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-02-07 N N N 0.0521 2000000.00 2000000.00 0.0002 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.33% 3130AYMB9 2549001DPIFGXC1TOL40 US3130AYMB99 0001026214 KDP279000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-23 2024-09-23 N N N 0.0531 15999984.00 15999984.00 0.0019 N N N 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 0.0552 9993077.40 9993077.40 0.0012 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPZU2 254900C5LP6DN9OP9V83 US3133EPZU20 KAK867000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-27 2025-05-27 N N N 0.0539 6004242.84 6004242.84 0.0007 N N N N FICC BONY DVP REPO (GOV REPO) FICC BONY DVP REPO (GOV REPO), 5.32% 549300H47WTHXPU08X20 KEC683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2033-07-15 2033-07-15 1.375 278429100.00 272340057.05 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 267000000.00 267000000.00 0.0324 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.365% 3133ENXZ8 254900C5LP6DN9OP9V83 US3133ENXZ86 KBU246000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-06-03 2024-06-03 N N N 0.0528 1000095.15 1000095.15 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 0.0551 2997875.97 2997875.97 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130ATWV5 2549001DPIFGXC1TOL40 US3130ATWV58 0001026214 JMR720000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-02-23 2024-02-23 N N N 0.0525 11000571.89 11000571.89 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 0.0525 4988384.10 4988384.10 0.0006 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 0% 3130AYSG2 2549001DPIFGXC1TOL40 US3130AYSG23 0001026214 KEC895000 U.S. Government Agency Debt Y N/A N/A 2024-02-05 2024-08-08 2024-08-08 N N N 0.0000 21000000.00 21000000.00 0.0025 N N N N BofA Securities, Inc. BofA Securities, Inc., 5.314996% 549300HN4UKV1E2R3U73 KEC886000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2041-02-15 0.125 - 4.000 543738.00 533538.58 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0531 523000.00 523000.00 0.0001 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 JMQ167000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-03-18 2024-03-18 N N N 0.0523 8001260.40 8001260.40 0.0010 N N N N UST BILLS UST BILLS, 0% 912797JW8 254900HROIFWPRGM1V77 US912797JW89 KDI010000 U.S. Treasury Debt Y N/A N/A 2024-05-14 2024-05-14 2024-05-14 N N N 0.0527 8866595.70 8866595.70 0.0011 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 JYV240000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-06 2025-10-06 N N N 0.0543 2001164.04 2001164.04 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPE35 254900C5LP6DN9OP9V83 US3133EPE359 KBF097000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-02-20 2025-02-20 N N N 0.0538 6001827.84 6001827.84 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 0.0568 29963459.10 29963459.10 0.0036 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-12 2025-05-12 N N N 0.0537 10009499.80 10009499.80 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 97952.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2052-11-15 0.000 - 5.465 27300020.00 18293860.37 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2043-06-12 3.375 - 3.740 20000.00 17274.96 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-05-01 2053-07-01 2.490 - 6.000 1913461.00 1455872.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-01-15 2052-06-20 4.500 - 5.500 43293642.00 3593812.72 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-12-09 2042-02-03 2.900 - 2.930 403000.00 307635.65 Agency Debentures and Agency Strips Y N/A N/A 2024-03-01 2024-03-01 2024-03-01 N N N 0.0528 23000000.00 23000000.00 0.0028 N N N Y MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.33% U7M81AY481YLIOR75625 KEA671000 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 8376900.00 8160228.26 U.S. Treasuries (including strips) Y N/A N/A 2024-02-06 2024-02-06 2024-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0520 8000000.00 8000000.00 0.0010 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AXHU5 2549001DPIFGXC1TOL40 US3130AXHU52 0001026214 KAD087000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-14 2025-04-14 N N N 0.0542 4000414.96 4000414.96 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-08-04 2025-08-04 N N N 0.0546 2999970.81 2999970.81 0.0004 N N N N Mitsubishi UFJ Securities Holdings Ltd Mitsubishi UFJ Securities Holdings Ltd, 5.314996% 549300Y1PMK3RWXMWR72 KEC886000_76664 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 2053-02-15 0.125 - 5.000 1383397.00 1367278.20 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-05-01 2054-02-01 1.500 - 6.500 6182915.00 4139962.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-12-20 2072-01-20 1.500 - 7.103 11199266.00 4219026.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-06-01 2061-11-01 1.500 - 6.500 20668450.00 9718598.61 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 19057000.00 19057000.00 0.0023 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-03-28 2025-03-28 N N N 0.0538 2001096.04 2001096.04 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 2025-05-15 2053-05-15 0.375 - 4.375 5567400.00 4138670.52 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 Y MUFG SEC CDA LTD (GOV RP) 1.0000 1 N N/A N/A N N 0.0534 4000000.00 4000000.00 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130AYAX4 2549001DPIFGXC1TOL40 US3130AYAX48 0001026214 KCQ853000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-21 2024-08-21 N N N 0.0539 3998823.20 3998823.20 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 0.0438 1000327.35 1000327.35 0.0001 N N N N UST BILLS UST BILLS, 0% 912797JS7 254900HROIFWPRGM1V77 US912797JS77 KDJ367000 U.S. Treasury Debt Y N/A N/A 2024-07-18 2024-07-18 2024-07-18 N N N 0.0514 38091819.87 38091819.87 0.0046 N Y Y N BNP PARIBAS BNP PARIBAS, 5.32% R0MUWSFPU8MPRO8K5P83 KDH913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2053-02-15 0.625 - 5.465 11318900.00 11258446.07 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 11000000.00 11000000.00 0.0013 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AXYH5 2549001DPIFGXC1TOL40 US3130AXYH58 0001026214 KCM446000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-12-08 2025-12-08 N N N 0.0546 5000288.05 5000288.05 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 JSF356000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-01-03 2025-01-03 N N N 0.0538 2001353.56 2001353.56 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AWPY0 2549001DPIFGXC1TOL40 US3130AWPY00 0001026214 JWE348000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-25 2024-10-25 N N N 0.0533 7003835.58 7003835.58 0.0009 N N N 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 0.0515 152530433.82 152530433.82 0.0185 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-19 2025-05-19 N N N 0.0538 10009574.70 10009574.70 0.0012 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 JSQ681000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-12-18 2024-12-18 N N N 0.0535 2001107.54 2001107.54 0.0002 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.38% 2IGI19DL77OX0HC3ZE78 KDT007000 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 2049-12-20 2063-05-16 0.000 - 3.500 14738442.00 1051569.17 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0525 1000000.00 1000000.00 0.0001 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AVDS8 2549001DPIFGXC1TOL40 US3130AVDS86 0001026214 JRO800000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-06-10 2024-06-10 N N N 0.0529 21003343.20 21003343.20 0.0025 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 KDJ233000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-10-21 2025-10-21 N N N 0.0544 999909.33 999909.33 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AXPQ5 2549001DPIFGXC1TOL40 US3130AXPQ58 0001026214 KAU782000 U.S. Government Agency Debt Y N/A N/A 2024-02-02 2024-05-02 2024-05-02 N N N 0.0526 8500954.13 8500954.13 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 0.0528 1249875.56 1249875.56 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.385% 3130AWXZ8 2549001DPIFGXC1TOL40 US3130AWXZ82 0001026214 JXD674000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-10 2024-05-10 N N N 0.0526 9001184.04 9001184.04 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 0.0512 170724538.22 170724538.22 0.0207 N Y Y N BNP PARIBAS BNP PARIBAS, 5.32% R0MUWSFPU8MPRO8K5P83 KDH349000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2052-08-15 0.625 - 5.465 12304901.00 11259870.64 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-03-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 11000000.00 11000000.00 0.0013 N N 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 0.0546 12993654.70 12993654.70 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 0.0494 1996081.16 1996081.16 0.0002 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-08-22 2025-08-22 N N N 0.0545 10002019.30 10002019.30 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 JKO974000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-26 2024-07-26 N N N 0.0533 1000360.80 1000360.80 0.0001 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.39% 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 2035-10-01 2035-10-01 2.500 999997.00 439515.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-01-01 2047-01-01 3.000 200000.00 65671.09 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2033-09-26 2033-09-26 4.000 1844000.00 1763671.47 Agency Debentures and Agency Strips Government National Mortgage Association 2054-01-20 2054-01-20 6.500 2841767.00 2902355.37 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 0.0539 5000000.00 5000000.00 0.0006 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 JVW459000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-07 2025-07-07 N N N 0.0540 1000913.73 1000913.73 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 JXE271000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-06-24 2025-06-24 N N N 0.0540 4002465.36 4002465.36 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.425% 3130AVX64 2549001DPIFGXC1TOL40 US3130AVX641 0001026214 JYO793000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-08 2024-11-08 N N N 0.0534 1000457.26 1000457.26 0.0001 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.35% KBVRJ5K57JZ3E2AVWX40 0000877559 KEB699000 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 2033-11-15 4.125 - 5.000 4845000.00 5100771.61 U.S. Treasuries (including strips) Y N/A N/A 2024-03-21 2024-03-21 2024-03-21 N N N 0.0525 5000000.00 5000000.00 0.0006 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AYD60 2549001DPIFGXC1TOL40 US3130AYD605 0001026214 KDC555000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-04-04 2025-04-04 N N N 0.0539 5000535.85 5000535.85 0.0006 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.32% KEC673000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-07-31 2028-07-31 1.000 3000.00 2643.19 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-07-01 2053-08-01 2.000 - 6.000 24812183.00 10309606.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-07-01 2051-07-01 3.000 2541308.00 1929588.97 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 12000000.00 12000000.00 0.0015 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 0.0519 3000850.38 3000850.38 0.0004 N N N N Nomura Securities International Nomura Securities International, 5.314996% OXTKY6Q8X53C9ILVV871 KEC886000_07426 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 2024-11-01 2062-09-01 0.000 - 7.902 96219283.00 21059822.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-02-25 2054-02-01 0.000 - 9.500 58994935.00 13097994.46 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-06 2052-08-15 0.000 - 5.495 27632608.00 26478823.28 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-02-21 2038-06-11 1.250 - 6.610 103089.00 96519.95 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2065-09-15 0.000 - 7.125 15025.00 17001.10 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-05-16 2044-10-06 1.450 - 5.980 7847.00 6918.80 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-02-15 2065-05-15 1.500 - 10.000 42108276.00 9209763.84 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-04-15 2030-04-15 8.875 8.00 10.59 Agency Debentures and Agency Strips Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 68496000.00 68496000.00 0.0083 N Y Y 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 0.0544 10999339.12 10999339.12 0.0013 N N N N NORINCHUKIN BK NORINCHUKIN BK, 5.34% 5493007VSMFZCPV1NB83 KEB425000 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 4316800.00 4080628.77 U.S. Treasuries (including strips) Y N/A N/A 2024-02-06 2024-02-06 2024-02-06 N N N 0.0521 4000000.00 4000000.00 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.415% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 JMA896000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-18 2024-07-18 N N N 0.0533 3000946.44 3000946.44 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 0.0000 2000000.00 2000000.00 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 0.0482 12013378.08 12013378.08 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130AXJ25 2549001DPIFGXC1TOL40 US3130AXJ257 0001026214 KDJ362000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-02-09 2024-02-09 N N N 0.0521 999999.71 999999.71 0.0001 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.34% 549300HN4UKV1E2R3U73 KDN714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-08-15 2041-08-15 1.750 5901900.00 4089696.14 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-03-21 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 4000000.00 4000000.00 0.0005 N N Y N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.31% O2RNE8IBXP4R0TD8PU41 KDW098000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-07-31 2029-07-31 2.625 23964400.00 22459867.04 U.S. Treasuries (including strips) Y N/A N/A 2024-02-02 2024-02-02 2024-02-02 N N N 0.0517 22000000.00 22000000.00 0.0027 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133END98 254900C5LP6DN9OP9V83 US3133END984 JXJ698000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-01 2024-08-01 N N N 0.0533 1000377.10 1000377.10 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPF42 254900C5LP6DN9OP9V83 US3133EPF422 KBK839000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-22 2024-11-22 N N N 0.0530 4000800.84 4000800.84 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 JTO600000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-15 2025-05-15 N N N 0.0538 4002357.40 4002357.40 0.0005 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.39% 549300HN4UKV1E2R3U73 KDC401000 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 2041-06-20 2051-06-15 3.000 - 4.500 513935999.00 37345056.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-10-01 2053-07-01 4.000 - 6.500 1917448.00 1155665.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-07-01 2052-10-01 3.000 - 6.016 31727704.00 2482572.50 Agency Mortgage-Backed Securities Y N/A N/A 2024-04-02 2024-04-02 2024-04-02 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 40000000.00 40000000.00 0.0049 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-26 2024-09-26 N N N 0.0533 10006653.00 10006653.00 0.0012 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 JMS524000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-25 2024-11-25 N N N 0.0533 4005150.92 4005150.92 0.0005 N N N N FICC MS DVP REPO (GOV REPO) FICC MS DVP REPO (GOV REPO), 5.31% KEC717000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2030-03-31 2030-03-31 3.625 15464000.00 15310315.88 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 15000000.00 15000000.00 0.0018 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 JYB484000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-09-15 2025-09-15 N N N 0.0544 4543280.80 4543280.80 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPYA7 254900C5LP6DN9OP9V83 US3133EPYA74 JYV262000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-10 2025-07-10 N N N 0.0540 5003540.45 5003540.45 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPA21 254900C5LP6DN9OP9V83 US3133EPA217 KAP519000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-30 2025-07-30 N N N 0.0541 1000604.96 1000604.96 0.0001 N N N N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc., 5.314996% 549300QJJX6CVVUXLE15 KEC886000_07749 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 2024-02-08 2053-11-15 0.000 - 6.875 41496487.00 38182206.49 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 37381000.00 37381000.00 0.0045 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.51% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 JMS523000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-22 2024-11-22 N N N 0.0534 6006919.86 6006919.86 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPQ40 254900C5LP6DN9OP9V83 US3133EPQ403 KCP970000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-06-20 2025-06-20 N N N 0.0543 999974.94 999974.94 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 JUC731000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-12-23 2024-12-23 N N N 0.0535 4002429.48 4002429.48 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.355% 3130AXXT0 2549001DPIFGXC1TOL40 US3130AXXT06 0001026214 KBW164000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-01 2024-05-01 N N N 0.0525 11000542.74 11000542.74 0.0013 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.33% MBNUM2BPBDO7JBLYG310 0000315030 KDV337000 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 2052-10-01 2052-10-01 4.500 440861.00 372549.65 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2048-03-15 2048-09-15 0.000 68000.00 19583.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-10-01 2052-10-01 4.000 - 4.500 21677551.00 19008213.78 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0533 19000000.00 19000000.00 0.0023 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPRM9 254900C5LP6DN9OP9V83 US3133EPRM95 JWH808000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-01-28 2025-01-28 N N N 0.0538 2001093.86 2001093.86 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 0.0525 35159842.30 35159842.30 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 0.0524 134168794.20 134168794.20 0.0163 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AX4P0 2549001DPIFGXC1TOL40 US3130AX4P07 0001026214 JXO900000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-07 2024-05-07 N N N 0.0526 10001133.30 10001133.30 0.0012 N N N N 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 0.0551 19981140.60 19981140.60 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 2034-05-01 2052-12-01 2.000 - 5.500 60308.00 52853.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-03-01 2052-03-01 2.000 54568.00 41131.41 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2051-02-15 0.000 - 5.464 14977669.00 12340441.28 U.S. Treasuries (including strips) Y N/A N/A 2024-02-16 2024-02-16 2024-02-16 N N N 0.0527 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 2052-11-01 2.500 - 5.000 111397.00 88363.63 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2029-01-23 2029-01-23 5.430 4000.00 4002.12 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-04-01 2052-12-01 2.500 - 5.500 3872565.00 3280725.27 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2053-11-15 0.000 - 4.750 13879937.00 13067425.46 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0535 16000000.00 16000000.00 0.0019 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPWQ4 254900C5LP6DN9OP9V83 JYH775000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-22 2024-11-22 N N N 0.0534 2000939.96 2000939.96 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AX4S4 2549001DPIFGXC1TOL40 US3130AX4S46 0001026214 JXP753000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-08 2024-05-08 N N N 0.0526 8000905.44 8000905.44 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPZ57 254900C5LP6DN9OP9V83 US3133EPZ578 KDU758000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2026-01-30 2026-01-30 N N N 0.0542 2001188.72 2001188.72 0.0002 N N N N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP, 5.32% RUC0QBLBRPRCU4W1NE59 0000772028 KEC705000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-19 2046-05-15 0.000 - 4.875 4330300.00 4080625.69 U.S. Treasuries (including strips) Y N/A N/A 2024-02-07 2024-02-07 2024-02-07 N N N 0.0519 4000000.00 4000000.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-02-20 2025-02-20 N N N 0.0537 3001825.98 3001825.98 0.0004 N N N N UST BILLS UST BILLS, 0% 912797JT5 254900HROIFWPRGM1V77 US912797JT50 KDP090000 U.S. Treasury Debt Y N/A N/A 2024-07-25 2024-07-25 2024-07-25 N N N 0.0515 79225336.18 79225336.18 0.0096 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.4% 3133EPKQ7 254900C5LP6DN9OP9V83 US3133EPKQ72 JVB303000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-05-24 2024-05-24 N N N 0.0528 3000566.25 3000566.25 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 JTO296000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-02-26 2025-02-26 N N N 0.0538 7002146.06 7002146.06 0.0008 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPMT9 254900C5LP6DN9OP9V83 US3133EPMT93 JVB169000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-06-14 2024-06-14 N N N 0.0530 1000330.54 1000330.54 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 7570034.00 2627582.97 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2043-06-12 2043-06-12 3.740 85000.00 72091.52 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-08-09 2042-02-03 2.450 - 2.930 6000.00 4522.65 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2037-06-20 2049-01-20 4.000 - 4.500 166736.00 17775.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2052-02-15 0.000 - 5.495 24325047.00 9750438.06 U.S. Treasuries (including strips) Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0527 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 2025-04-30 2028-07-31 0.375 - 4.125 4111300.00 4122787.59 U.S. Treasuries (including strips) Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0536 4000000.00 4000000.00 0.0005 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.375% 3133EPDA0 254900C5LP6DN9OP9V83 US3133EPDA04 JRO186000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-03-13 2024-03-13 N N N 0.0523 2000058.54 2000058.54 0.0002 N N N N FEDERAL RESERVE BANK OF NY(GOV REPO BNY) FEDERAL RESERVE BANK OF NY(GOV REPO BNY), 5.3% 254900Y8NKGV541U8Q32 0001457970 KEC874000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-15 2042-05-15 0.375 - 3.125 1490952200.00 1460214986.32 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0530 1460000000.00 1460000000.00 0.1772 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.32% 3130AYM29 2549001DPIFGXC1TOL40 US3130AYM291 0001026214 KDP178000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-24 2024-07-24 N N N 0.0525 6001628.88 6001628.88 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-21 2025-07-21 N N N 0.0541 8006415.36 8006415.36 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AXS90 2549001DPIFGXC1TOL40 US3130AXS902 0001026214 KCK819000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-11-17 2025-11-17 N N N 0.0545 18001581.66 18001581.66 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 0.0518 75235828.75 75235828.75 0.0091 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.33% 3130AYP83 2549001DPIFGXC1TOL40 US3130AYP831 0001026214 KDU918000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-09-05 2024-09-05 N N N 0.0519 7005030.34 7005030.34 0.0009 N N N N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.31% G5GSEF7VJP5I7OUK5573 KEC671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-11-30 2025-11-30 4.875 52077700.00 53047917.80 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 52000000.00 52000000.00 0.0063 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 JMG223000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-04-26 2024-04-26 N N N 0.0526 5000981.45 5000981.45 0.0006 N N N N LLOYDS BK CORP MRKTS (GOV RP) LLOYDS BK CORP MRKTS (GOV RP), 5.39% 213800MBWEIJDM5CU638 KDD064000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-15 2029-08-31 1.375 - 4.625 4246900.00 4115588.84 U.S. Treasuries (including strips) Y N/A N/A 2024-03-05 2024-03-05 2024-03-05 N N N 0.0527 4000000.00 4000000.00 0.0005 N N N Y BANK OF AMERICA NA (GOV REPO) BANK OF AMERICA NA (GOV REPO), 5.41% B4TYDEB6GKMZO031MB27 0001102113 KDD764000 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 2046-12-01 2046-12-01 3.000 16395217.00 5120693.45 Agency Mortgage-Backed Securities Y N/A N/A 2024-05-06 2024-05-06 2024-05-06 N N N 0.0534 5000000.00 5000000.00 0.0006 N N N Y 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 0.0545 14988877.35 14988877.35 0.0018 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.34% 3130AYLU8 2549001DPIFGXC1TOL40 US3130AYLU89 0001026214 KDP177000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-18 2024-10-18 N N N 0.0532 21999722.14 21999722.14 0.0027 N N N 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 0.0488 9999126.60 9999126.60 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 0.0560 22980348.80 22980348.80 0.0028 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPE76 254900C5LP6DN9OP9V83 US3133EPE763 KBJ658000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-20 2025-05-20 N N N 0.0539 2001015.90 2001015.90 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AWWC0 2549001DPIFGXC1TOL40 US3130AWWC07 0001026214 JXB534000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-11-21 2024-11-21 N N N 0.0534 4002035.92 4002035.92 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-05-16 2025-05-16 N N N 0.0538 4003820.92 4003820.92 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 0.0523 34539157.31 34539157.31 0.0042 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 KCE402000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-12-15 2025-12-15 N N N 0.0543 4001870.52 4001870.52 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 JKG581000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-04-12 2024-04-12 N N N 0.0526 11000613.03 11000613.03 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-17 2025-07-17 N N N 0.0542 2699979.48 2699979.48 0.0003 N N N 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 2025-03-01 2053-08-01 2.500 - 7.000 54442106.00 23615696.20 Agency Mortgage-Backed Securities Y N/A N/A 2024-03-21 2024-03-21 2024-03-21 N N N 0.0533 23000000.00 23000000.00 0.0028 N N N Y UST BILLS UST BILLS, 0% 912797JY4 254900HROIFWPRGM1V77 US912797JY46 KDT956000 U.S. Treasury Debt Y N/A N/A 2024-05-28 2024-05-28 2024-05-28 N N N 0.0528 79637461.74 79637461.74 0.0097 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-24 2025-07-24 N N N 0.0541 9007279.02 9007279.02 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AW5J5 2549001DPIFGXC1TOL40 US3130AW5J55 0001026214 JTU989000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-08-22 2024-08-22 N N N 0.0536 10002535.90 10002535.90 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 0.0542 9991958.50 9991958.50 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.385% 3130AXJT6 2549001DPIFGXC1TOL40 US3130AXJT61 0001026214 KCL006000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-23 2024-07-23 N N N 0.0533 6001107.12 6001107.12 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-10-21 2024-10-21 N N N 0.0533 8004291.92 8004291.92 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 0.0529 4962500.00 4962500.00 0.0006 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-07-25 2025-07-25 N N N 0.0542 3001351.59 3001351.59 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.32% 3130AYND4 2549001DPIFGXC1TOL40 US3130AYND47 0001026214 KDT197000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2024-07-29 2024-07-29 N N N 0.0531 10999907.38 10999907.38 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AXD21 2549001DPIFGXC1TOL40 US3130AXD219 0001026214 JYN688000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-03-27 2025-03-27 N N N 0.0539 13006588.40 13006588.40 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 0.0533 6983822.23 6983822.23 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 0.0530 6951601.58 6951601.58 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 2024-10-31 2050-05-15 1.250 - 5.435 13983270.00 12353625.45 U.S. Treasuries (including strips) Y N/A N/A 2024-03-01 2024-03-01 2024-03-01 N N N 0.0527 12000000.00 12000000.00 0.0015 N N N Y UST BILLS UST BILLS, 0% 912797JK4 254900HROIFWPRGM1V77 US912797JK42 KBP969000 U.S. Treasury Debt Y N/A N/A 2024-03-26 2024-03-26 2024-03-26 N N N 0.0526 70539554.25 70539554.25 0.0086 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 KBP973000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-11-28 2025-11-28 N N N 0.0545 8001078.16 8001078.16 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPYZ2 254900C5LP6DN9OP9V83 US3133EPYZ26 KAH848000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-03-20 2025-03-20 N N N 0.0539 5002491.75 5002491.75 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 0.0521 98293703.35 98293703.35 0.0119 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 KBU266000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-12-01 2025-12-01 N N N 0.0543 6003300.36 6003300.36 0.0007 N N N N FICC GC BNP REPO PRGM(GOV RP) FICC GC BNP REPO PRGM(GOV RP), 5.32% KEC652000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2053-11-15 1.875 - 5.495 20505600.00 19382869.81 U.S. Treasuries (including strips) Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 19000000.00 19000000.00 0.0023 N Y Y N UST NOTES UST NOTES, 5.316529% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2024-02-01 2024-07-31 2024-07-31 N N N 0.0543 49976859.50 49976859.50 0.0061 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AXU71 2549001DPIFGXC1TOL40 US3130AXU718 0001026214 KCQ712000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-08-25 2025-08-25 N N N 0.0544 6000660.24 6000660.24 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt Y N/A N/A 2024-02-01 2025-03-06 2025-03-06 N N N 0.0538 7004112.50 7004112.50 0.0009 N N N N VIP Government Money Market Portfolio 2024-02-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer