0001752724-24-278322.txt : 20241206 0001752724-24-278322.hdr.sgml : 20241206 20241206103541 ACCESSION NUMBER: 0001752724-24-278322 CONFORMED SUBMISSION TYPE: N-MFP3 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20241130 FILED AS OF DATE: 20241206 DATE AS OF CHANGE: 20241206 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY HEREFORD STREET TRUST CENTRAL INDEX KEY: 0000917286 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0430 FILING VALUES: FORM TYPE: N-MFP3 SEC ACT: 1940 Act SEC FILE NUMBER: 811-07139 FILM NUMBER: 241530933 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 0000917286 S000056367 Fidelity Flex Government Money Market Fund C000177594 Fidelity Flex Government Money Market Fund FLGXX N-MFP3 1 primary_doc.xml N-MFP3 0000917286 XXXXXXXX 2024-11-30 Fidelity Hereford Street Trust 0000917286 549300KQI5JTFSYJTM18 Fidelity Flex Government Money Market Fund 5493003AS9JOFLOAT498 S000056367 1 N N 033-52577 Fidelity Management & Research Company LLC 801-07884 Fidelity Management & Research (Hong Kong) Limited 801-69507 FMR Investment Management (UK) Limited 801-28773 Fidelity Management & Research (Japan) Limited 801-69571 PricewaterhouseCoopers LLP Boston MA Fidelity Service Company Fidelity Investments Institutional Operations Company LLC 0000862124 084-01839 N N N Government N N 32 86 90104958.21 110094002.38 0.5900 0.7300 2024-11-01 98630679.32 119870047.66 0.6100 0.7400 2024-11-04 100286395.52 122526088.03 0.6100 0.7400 2024-11-05 94382132.69 116122149.36 0.5900 0.7300 2024-11-06 100856944.98 121097285.82 0.6200 0.7400 2024-11-07 92523175.78 111764489.12 0.6000 0.7200 2024-11-08 92530202.70 111771840.21 0.5400 0.6600 2024-11-11 99709674.88 118201636.55 0.6200 0.7400 2024-11-12 109877049.70 126369335.53 0.6500 0.7500 2024-11-13 97390043.33 117632653.34 0.6100 0.7400 2024-11-14 91072222.25 113315804.75 0.5900 0.7400 2024-11-15 89310004.79 110800004.52 0.5900 0.7300 2024-11-18 103444611.81 122935003.07 0.6300 0.7500 2024-11-19 92545930.61 113786713.39 0.6000 0.7400 2024-11-20 81969278.66 102960452.88 0.5800 0.7300 2024-11-21 84525009.60 106517358.44 0.5800 0.7300 2024-11-22 88665033.15 109657773.53 0.5900 0.7300 2024-11-25 100710271.81 119699730.40 0.6300 0.7500 2024-11-26 91278513.40 112269008.41 0.6000 0.7400 2024-11-27 86814862.56 105806912.14 0.5900 0.7200 2024-11-29 1000110.78 144293454.25 144278165.85 15514889.70 14074350.41 146718815.92 146714697.1000 Y 1.0000 0.0489 2024-11-01 0.0488 2024-11-04 0.0487 2024-11-05 0.0487 2024-11-06 0.0486 2024-11-07 0.0485 2024-11-08 0.0477 2024-11-11 0.0475 2024-11-12 0.0473 2024-11-13 0.0471 2024-11-14 0.0470 2024-11-15 0.0470 2024-11-18 0.0470 2024-11-19 0.0470 2024-11-20 0.0470 2024-11-21 0.0469 2024-11-22 0.0469 2024-11-25 0.0469 2024-11-26 0.0468 2024-11-27 0.0468 2024-11-29 1.0001 2024-11-01 1.0002 2024-11-04 1.0001 2024-11-05 1.0001 2024-11-06 1.0002 2024-11-07 1.0002 2024-11-08 1.0001 2024-11-11 1.0001 2024-11-12 1.0001 2024-11-13 1.0001 2024-11-14 1.0001 2024-11-15 1.0001 2024-11-18 1.0001 2024-11-19 1.0001 2024-11-20 1.0001 2024-11-21 1.0001 2024-11-22 1.0001 2024-11-25 1.0001 2024-11-26 1.0001 2024-11-27 1.0001 2024-11-29 N N Fidelity Flex Government Money Market Fund C000177594 1.00 146718815.92 146714697.1000 1.0001 2024-11-01 1.0002 2024-11-04 1.0001 2024-11-05 1.0001 2024-11-06 1.0002 2024-11-07 1.0002 2024-11-08 1.0001 2024-11-11 1.0001 2024-11-12 1.0001 2024-11-13 1.0001 2024-11-14 1.0001 2024-11-15 1.0001 2024-11-18 1.0001 2024-11-19 1.0001 2024-11-20 1.0001 2024-11-21 1.0001 2024-11-22 1.0001 2024-11-25 1.0001 2024-11-26 1.0001 2024-11-27 1.0001 2024-11-29 28441309.54 18742599.49 2024-11-01 27943086.65 19445779.67 2024-11-04 30326848.41 25718347.88 2024-11-05 25753980.55 35154873.49 2024-11-06 27049856.10 24106603.16 2024-11-07 24199711.09 28364732.56 2024-11-08 15020086.19 7521588.38 2024-11-11 37635800.61 40013698.69 2024-11-12 32173020.70 25998425.94 2024-11-13 27800211.41 33837199.88 2024-11-14 21981130.13 27577546.83 2024-11-15 25766929.94 30771110.77 2024-11-18 35717237.52 23624807.43 2024-11-19 23984962.97 36150956.81 2024-11-20 20136383.81 28002392.74 2024-11-21 23735105.78 20712555.85 2024-11-22 23091522.93 20856468.30 2024-11-25 38352422.90 24470498.92 2024-11-26 21550810.51 32009519.67 2024-11-27 23575888.27 27086590.06 2024-11-29 534236306.01 530166296.52 0.0489 2024-11-01 0.0488 2024-11-04 0.0487 2024-11-05 0.0487 2024-11-06 0.0486 2024-11-07 0.0485 2024-11-08 0.0477 2024-11-11 0.0475 2024-11-12 0.0473 2024-11-13 0.0471 2024-11-14 0.0470 2024-11-15 0.0470 2024-11-18 0.0470 2024-11-19 0.0470 2024-11-20 0.0470 2024-11-21 0.0469 2024-11-22 0.0469 2024-11-25 0.0469 2024-11-26 0.0468 2024-11-27 0.0468 2024-11-29 N N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 4.6% 12/3/24 4.60 N/A N/A KUC462000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-12-03 2024-12-03 2024-12-03 N N N 0.0450 2000000.00 2000000.00 0.0136 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 Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+6 09/30/2025 4.63 3133ERVF5 254900C5LP6DN9OP9V83 US3133ERVF54 4003205 KQI852000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-09-30 2025-09-30 N N N 0.0458 1000322.18 1000322.18 0.0068 N N N N TD Securities (U.S.A.) TDGR M RP 4.59% 12/2/24 4.59 N/A SUVUFHICNZMP2WKHG940 KUC004000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUC004000 2051-12-01 2051-12-01 2.000 N/A 1555923.00 1020390.47 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 1000000.00 1000000.00 0.0068 N Y Y N US Treasury Bill UST BILLS 0% 03/18/2025 912797NR4 254900HROIFWPRGM1V77 US912797NR49 KSN729000 U.S. Treasury Debt Y N/A N/A 2025-03-18 2025-03-18 2025-03-18 N N N 0.0433 1974265.56 1974265.56 0.0135 N Y Y N US Treasury Notes UST NOTES 3.875% 04/30/2025 3.88 91282CGX3 254900HROIFWPRGM1V77 US91282CGX39 JSX629000 U.S. Treasury Debt Y N/A N/A 2025-04-30 2025-04-30 2025-04-30 N N N 0.0441 997726.56 997726.56 0.0068 N Y Y N Barclays Bank PLC BPLCGR *G RP 4.61% 12/19/24 4.61 N/A G5GSEF7VJP5I7OUK5573 KTM580000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KTM580000 2051-10-25 2051-10-25 2.000 N/A 1670108.00 1031715.16 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-12-06 2024-12-06 2024-12-19 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0452 1000000.00 1000000.00 0.0068 N N Y N US Treasury Bill UST BILLS 0% 02/11/2025 912797NG8 254900HROIFWPRGM1V77 US912797NG83 KRB691000 U.S. Treasury Debt Y N/A N/A 2025-02-11 2025-02-11 2025-02-11 N N N 0.0434 991341.94 991341.94 0.0068 N Y Y N MUFG Securities EMEA PLC MUFSECGR *G RP 4.64% 12/9/24 4.64 N/A U7M81AY481YLIOR75625 KSI560000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KSI560000 2040-05-15 2049-11-15 1.130 - 2.380 N/A 1621700.00 1025321.33 U.S. Treasuries (including strips) Y N/A N/A 2024-12-06 2024-12-06 2024-12-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0454 1000000.00 1000000.00 0.0068 N N Y N US Treasury Notes UST NOTES 4.625% 06/30/2025 4.63 91282CHL8 254900HROIFWPRGM1V77 US91282CHL81 JVB353000 U.S. Treasury Debt Y N/A N/A 2025-06-30 2025-06-30 2025-06-30 N N N 0.0442 1001113.28 1001113.28 0.0068 N Y Y N US Treasury Bill UST BILLS 0% 01/09/2025 912797LX3 254900HROIFWPRGM1V77 US912797LX35 KLV684000 U.S. Treasury Debt Y N/A N/A 2025-01-09 2025-01-09 2025-01-09 N N N 0.0428 995258.80 995258.80 0.0068 N Y Y N Fixed Income Clearing Corp - Mizuho MIZ FIG M RP 4.59% 12/2/24 4.59 N/A 9845006C81UCE4114A10 KUC117000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUC117000 2052-02-01 2052-03-01 2.000 - 2.500 N/A 1538590.00 1020390.65 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 1000000.00 1000000.00 0.0068 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+18 03/07/2025 4.75 3133EPLN3 254900C5LP6DN9OP9V83 US3133EPLN33 4003205 KBQ590000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-03-07 2025-03-07 N N N 0.0456 1000363.80 1000363.80 0.0068 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 01/27/2025 4.70 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-01-27 2025-01-27 N N N 0.0450 500098.68 500098.68 0.0034 N N N N Credit AG CREDITAG *G RP 4.62% 12/19/24 4.62 N/A 1VUV7VQFKUOQSJ21A208 KSI774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KSI774000 2030-11-15 2030-11-15 0.875 N/A 1230700.00 1023144.17 U.S. Treasuries (including strips) Y N/A N/A 2024-12-06 2024-12-06 2024-12-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0453 1000000.00 1000000.00 0.0068 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+8.5 07/16/2025 4.66 3130AYWR3 2549001DPIFGXC1TOL40 US3130AYWR32 0001026214 KGS341000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-07-16 2025-07-16 N N N 0.0459 1000367.21 1000367.21 0.0068 N N N N US Treasury Bill UST BILLS 0% 02/25/2025 912797NJ2 254900HROIFWPRGM1V77 US912797NJ23 KRR817000 U.S. Treasury Debt Y N/A N/A 2025-02-25 2025-02-25 2025-02-25 N N N 0.0437 2968956.12 2968956.12 0.0202 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 03/20/2025 4.70 3130AXAS7 2549001DPIFGXC1TOL40 US3130AXAS79 0001026214 JYC512000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-03-20 2025-03-20 N N N 0.0453 500200.63 500200.63 0.0034 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/06/2025 4.59 3130B2AR6 2549001DPIFGXC1TOL40 US3130B2AR69 0001026214 KNW366000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-02-06 2025-02-06 N N N 0.0450 1000043.90 1000043.90 0.0068 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5 01/22/2025 4.62 3133EPX26 254900C5LP6DN9OP9V83 US3133EPX268 4003205 KDN620000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-01-22 2025-01-22 N N N 0.0450 500031.57 500031.57 0.0034 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/06/2024 313384S34 2549001DPIFGXC1TOL40 US313384S348 313384S34 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-12-06 2024-12-06 2024-12-06 N N N 0.0449 999141.53 999141.53 0.0068 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 04/03/2025 4.58 3130B25J0 2549001DPIFGXC1TOL40 US3130B25J06 0001026214 KND199000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-04-03 2025-04-03 N N N 0.0456 999961.02 999961.02 0.0068 N N N N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.03% 1/7/25 4.60 N/A FOR8UP27PHTHYVLBNG30 0000769993 KSI601000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KSI601000 2032-02-15 2032-02-15 1.875 N/A 1184300.00 1023302.49 U.S. Treasuries (including strips) Y N/A N/A 2024-12-06 2024-12-06 2025-01-07 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0452 1000000.00 1000000.00 0.0068 N N Y N Wells Fargo Securities LLC FICASH MA 4.592% 12/02/24 4.59 N/A N/A KUC506000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUC506000 2036-03-25 2036-03-25 5.101 N/A 105.00 0.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 KUC506000 2027-01-20 2054-11-20 1.500 - 8.500 N/A 898277.00 287921.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KUC506000 2041-05-15 2054-05-15 2.250 - 4.625 N/A 24762.00 25298.84 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp N/A KUC506000 2029-02-25 2029-02-25 7.314 N/A 823.00 279.58 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 307000.00 307000.00 0.0021 N Y Y N US Treasury Bill UST BILLS 0% 01/28/2025 912797MZ7 254900HROIFWPRGM1V77 US912797MZ73 KQK027000 U.S. Treasury Debt Y N/A N/A 2025-01-28 2025-01-28 2025-01-28 N N N 0.0437 992918.54 992918.54 0.0068 N Y Y N US Treasury Bill UST BILLS 0% 12/03/2024 912797ME4 254900HROIFWPRGM1V77 US912797ME45 KNI933000 U.S. Treasury Debt Y N/A N/A 2024-12-03 2024-12-03 2024-12-03 N N N 0.0114 1799776.01 1799776.01 0.0123 N Y Y N Natixis SA NATIXGR *G RP 4.61% 12/19/24 4.61 N/A KX1WK48MPD4Y2NCUIZ63 KSI739000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KSI739000 2040-08-15 2040-08-15 1.125 N/A 1620800.00 1023187.52 U.S. Treasuries (including strips) Y N/A N/A 2024-12-06 2024-12-06 2024-12-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0452 1000000.00 1000000.00 0.0068 N N Y N US Treasury Bill UST BILLS 0% 12/19/2024 912797LQ8 254900HROIFWPRGM1V77 US912797LQ83 KKY116000 U.S. Treasury Debt Y N/A N/A 2024-12-19 2024-12-19 2024-12-19 N N N 0.0394 2993552.76 2993552.76 0.0204 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 01/23/2026 4.66 3133ERBX8 254900C5LP6DN9OP9V83 US3133ERBX80 4003205 KHH468000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2026-01-23 2026-01-23 N N N 0.0466 999946.13 999946.13 0.0068 N N N N US Treasury Bill UST BILLS 0% 12/05/2024 912797LF2 254900HROIFWPRGM1V77 US912797LF29 KKH561000 U.S. Treasury Debt Y N/A N/A 2024-12-05 2024-12-05 2024-12-05 N N N 0.0226 3998518.32 3998518.32 0.0273 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 01/08/2025 4.58 3130B2BG9 2549001DPIFGXC1TOL40 US3130B2BG95 0001026214 KOA717000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-01-08 2025-01-08 N N N 0.0452 999977.32 999977.32 0.0068 N N N N BNY Mellon Capital Markets LLC FICASH MA 4.592% 12/02/24 4.59 N/A N/A KUC506000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUC506000 2024-12-25 2054-12-01 1.250 - 8.000 N/A 117975.00 112213.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUC506000 2024-12-25 2054-12-01 1.500 - 8.500 N/A 187665.00 173069.37 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KUC506000 2025-01-15 2051-02-15 0.000 - 2.500 N/A 27599.00 27207.66 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 KUC506000 2024-12-15 2054-08-20 1.500 - 9.000 N/A 15068.00 6028.53 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 KUC506000 2025-01-17 2029-10-01 0.000 - 5.000 N/A 17283.00 17138.84 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KUC506000 2030-08-16 2030-08-16 1.700 N/A 59.00 51.30 Agency Debentures and Agency Strips Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 329000.00 329000.00 0.0022 N Y Y N ING Financial Markets LLC FICASH MA 4.592% 12/02/24 4.59 N/A N/A KUC506000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUC506000 2051-01-01 2054-06-01 3.000 - 6.500 N/A 54803.00 47958.34 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 47000.00 47000.00 0.0003 N Y Y N RBC Financial Group RBCNYGR *G RP 4.55% 1/30/25 4.55 N/A ES7IP3U3RHIGC71XBU11 KSG125000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KSG125000 2052-02-01 2052-02-01 2.500 N/A 421275.00 294952.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KSG125000 2036-10-01 2054-09-01 2.500 - 6.500 N/A 1871062.00 726368.49 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KSG125000 2053-07-20 2054-05-20 5.661 - 5.761 N/A 2299.00 1790.96 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-12-06 2024-12-06 2025-01-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0448 1000000.00 1000000.00 0.0068 N N Y N US Treasury Bill UST BILLS 0% 03/11/2025 912797NQ6 254900HROIFWPRGM1V77 US912797NQ65 KSH093000 U.S. Treasury Debt Y N/A N/A 2025-03-11 2025-03-11 2025-03-11 N N N 0.0433 1975878.38 1975878.38 0.0135 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+12.5 12/26/2024 4.70 3130AWQB9 2549001DPIFGXC1TOL40 US3130AWQB97 0001026214 JWH811000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2024-12-26 2024-12-26 N N N 0.0449 250020.46 250020.46 0.0017 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 05/02/2025 313385FB7 2549001DPIFGXC1TOL40 US313385FB79 ADE980000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-05-02 2025-05-02 2025-05-02 N N N 0.0436 981776.67 981776.67 0.0067 N N N N Pnc Bank NA PNC GR M RP 4.59% 12/2/24 4.59 N/A AD6GFRVSDT01YPT1CS68 KUC007000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUC007000 2036-03-01 2036-03-01 2.000 N/A 1543937.00 834679.22 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 818000.00 818000.00 0.0056 N Y Y N Fixed Income Clearing Corp - Natixis NAT FID T RP 4.58% 12/2/24 4.58 N/A KX1WK48MPD4Y2NCUIZ63 KUC024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KUC024000 2028-11-30 2028-11-30 1.500 N/A 1121500.00 1020519.04 U.S. Treasuries (including strips) Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0458 1000000.00 1000000.00 0.0068 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 10/21/2025 4.65 3133EP6C4 254900C5LP6DN9OP9V83 US3133EP6C44 4003205 KGG110000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-10-21 2025-10-21 N N N 0.0463 500064.29 500064.29 0.0034 N N N N Fixed Income Clearing Corp - ING ING FID T RP 4.59% 12/2/24 4.59 N/A N/A KUC021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KUC021000 2028-09-30 2028-09-30 1.250 N/A 2268000.00 2039494.33 U.S. Treasuries (including strips) Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 2000000.00 2000000.00 0.0136 N Y Y N US Treasury Bill UST BILLS 0% 01/07/2025 912797MW4 254900HROIFWPRGM1V77 US912797MW43 KPK931000 U.S. Treasury Debt Y N/A N/A 2025-01-07 2025-01-07 2025-01-07 N N N 0.0424 1692403.13 1692403.13 0.0115 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 05/05/2025 4.60 3130B3XM0 2549001DPIFGXC1TOL40 US3130B3XM09 0001026214 KUC451000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-05-05 2025-05-05 N N N 0.0000 1000000.00 1000000.00 0.0068 N N N N ABN AMRO Bank NV ABNGR M RP 4.59% 12/2/24 4.59 N/A N/A KUB998000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUB998000 2051-06-01 2053-06-01 3.000 - 5.000 N/A 5756.00 4619.10 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KUB998000 2027-07-31 2031-05-15 0.375 - 1.625 N/A 1053800.00 905581.97 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUB998000 2034-09-01 2051-07-01 2.500 - 5.500 N/A 999589.00 110263.68 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 1000000.00 1000000.00 0.0068 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/11/2024 313384S83 2549001DPIFGXC1TOL40 US313384S835 FCD888000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-12-11 2024-12-11 2024-12-11 N N N 0.0450 998528.33 998528.33 0.0068 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+11.5 07/08/2026 4.69 3133ERKG5 254900C5LP6DN9OP9V83 US3133ERKG56 4003205 KLT188000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2026-07-08 2026-07-08 N N N 0.0468 500004.19 500004.19 0.0034 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 02/14/2025 4.59 3130B1XW2 2549001DPIFGXC1TOL40 US3130B1XW25 0001026214 KMC663000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-02-14 2025-02-14 N N N 0.0449 500009.41 500009.41 0.0034 N N N N US Treasury Bill UST BILLS 0% 02/20/2025 912797KA4 254900HROIFWPRGM1V77 US912797KA41 KER557000 U.S. Treasury Debt Y N/A N/A 2025-02-20 2025-02-20 2025-02-20 N N N 0.0437 1980478.88 1980478.88 0.0135 N Y Y N Fixed Income Clearing Corp - Nomura NOM FIG G RP 4.59% 12/2/24 4.59 N/A XPSKD1VTEQPKCHBEKQ95 KUC379000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KUC379000 2026-01-31 2027-05-15 2.375 - 4.250 N/A 1007500.00 1020451.30 U.S. Treasuries (including strips) Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 1000000.00 1000000.00 0.0068 N Y Y N Fixed Income Clearing Corp - State Street Bank SSB FIT T RP 4.59% 12/2/24 4.59 N/A 549300H47WTHXPU08X20 KUC099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KUC099000 2028-11-30 2028-11-30 4.380 N/A 3963800.00 4078833.79 U.S. Treasuries (including strips) Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 4000000.00 4000000.00 0.0273 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9.5 12/10/2024 4.67 3133EPB61 254900C5LP6DN9OP9V83 US3133EPB611 4003205 KAX017000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2024-12-10 2024-12-10 N N N 0.0450 500009.76 500009.76 0.0034 N N N N Fixed Income Clearing Corp - Credit Agricole CAG FID T RP 4.58% 12/2/24 4.58 N/A N/A KUB986000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KUB986000 2027-09-15 2027-09-15 3.380 N/A 1035000.00 1020728.54 U.S. Treasuries (including strips) Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0458 1000000.00 1000000.00 0.0068 N Y Y N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.61% 12/19/24 4.61 N/A 2IGI19DL77OX0HC3ZE78 KTN369000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KTN369000 2032-02-01 2054-07-01 2.165 - 6.000 N/A 50535.00 51715.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KTN369000 2030-05-01 2054-08-01 3.000 - 6.500 N/A 1029976.00 969851.86 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-06 2024-12-06 2024-12-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0452 1000000.00 1000000.00 0.0068 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 12/05/2024 4.59 3130B1AB3 2549001DPIFGXC1TOL40 US3130B1AB35 0001026214 KIY137000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2024-12-05 2024-12-05 N N N 0.0449 1000000.50 1000000.50 0.0068 N N Y N US Treasury Bill UST BILLS 0% 12/17/2024 912797MP9 254900HROIFWPRGM1V77 US912797MP91 KOH442000 U.S. Treasury Debt Y N/A N/A 2024-12-17 2024-12-17 2024-12-17 N N N 0.0385 2195837.42 2195837.42 0.0150 N Y Y N US Treasury Notes UST NOTES 0.5% 03/31/2025 0.50 912828ZF0 254900HROIFWPRGM1V77 US912828ZF00 FIB982000 U.S. Treasury Debt Y N/A N/A 2025-03-31 2025-03-31 2025-03-31 N N N 0.0434 987304.69 987304.69 0.0067 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 01/29/2025 4.57 3130B24N2 2549001DPIFGXC1TOL40 US3130B24N27 0001026214 KNB199000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-01-29 2025-01-29 N N N 0.0451 999993.26 999993.26 0.0068 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0.5 01/13/2025 4.58 3130B1XE2 2549001DPIFGXC1TOL40 US3130B1XE27 0001026214 KMB746000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-01-13 2025-01-13 N N N 0.0450 999995.71 999995.71 0.0068 N N N N BofA Securities, Inc. BASGR G RP SOFR+0.07% 1/28/25 4.64 N/A 549300HN4UKV1E2R3U73 KRX272000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRX272000 2038-09-01 2053-04-01 3.970 - 6.000 N/A 512995.00 435722.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KRX272000 2046-07-20 2046-07-20 4.000 N/A 4895871.00 523324.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRX272000 2053-04-01 2053-04-01 5.500 N/A 75000.00 65672.51 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-28 2025-01-28 2025-01-28 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0457 1000000.00 1000000.00 0.0068 N N N Y US Treasury Bill UST BILLS 0% 04/10/2025 912797NB9 254900HROIFWPRGM1V77 US912797NB96 KQV794000 U.S. Treasury Debt Y N/A N/A 2025-04-10 2025-04-10 2025-04-10 N N N 0.0435 2953452.51 2953452.51 0.0201 N Y Y N US Treasury Bill UST BILLS 0% 03/04/2025 912797NK9 254900HROIFWPRGM1V77 US912797NK95 KRY223000 U.S. Treasury Debt Y N/A N/A 2025-03-04 2025-03-04 2025-03-04 N N N 0.0432 988785.16 988785.16 0.0067 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13.5 11/12/2025 4.71 3130AYFA9 2549001DPIFGXC1TOL40 US3130AYFA99 0001026214 KDH491000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-11-12 2025-11-12 N N N 0.0462 500377.79 500377.79 0.0034 N N N N Barclays Bank PLC BPLCGR G RP 4.61% 12/3/24 4.61 N/A G5GSEF7VJP5I7OUK5573 KTU109000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KTU109000 2051-10-25 2051-10-25 2.000 N/A 795000.00 491114.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 KTU109000 2054-07-20 2054-07-20 5.500 N/A 540102.00 539677.90 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-12-03 2024-12-03 2024-12-03 N N N 0.0451 1000000.00 1000000.00 0.0068 N N Y N US Treasury Bill UST BILLS 0% 12/26/2024 912796ZV4 254900HROIFWPRGM1V77 US912796ZV40 KCS510000 U.S. Treasury Debt Y N/A N/A 2024-12-26 2024-12-26 2024-12-26 N N N 0.0412 2891213.00 2891213.00 0.0197 N Y Y N US Treasury Bill UST BILLS 0% 04/24/2025 912797NC7 254900HROIFWPRGM1V77 US912797NC79 KRM358000 U.S. Treasury Debt Y N/A N/A 2025-04-24 2025-04-24 2025-04-24 N N N 0.0435 982836.69 982836.69 0.0067 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+4.5 07/23/2025 4.62 3133ERLQ2 254900C5LP6DN9OP9V83 US3133ERLQ20 4003205 KMJ685000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-07-23 2025-07-23 N N N 0.0460 500027.56 500027.56 0.0034 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 01/06/2025 4.59 3130B2K79 2549001DPIFGXC1TOL40 US3130B2K794 0001026214 KPE907000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-01-06 2025-01-06 N N N 0.0449 1000013.37 1000013.37 0.0068 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15.5 08/22/2025 4.73 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 0001026214 KCQ713000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-08-22 2025-08-22 N N N 0.0460 500400.01 500400.01 0.0034 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 12/17/2025 4.64 3133ERHJ3 254900C5LP6DN9OP9V83 US3133ERHJ33 4003205 KKW207000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-12-17 2025-12-17 N N N 0.0464 499977.09 499977.09 0.0034 N N N N US Treasury Bill UST BILLS 0% 12/24/2024 912797MQ7 254900HROIFWPRGM1V77 US912797MQ74 KOU663000 U.S. Treasury Debt Y N/A N/A 2024-12-24 2024-12-24 2024-12-24 N N N 0.0408 1994437.26 1994437.26 0.0136 N Y Y N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 1/28/25 4.65 N/A MBNUM2BPBDO7JBLYG310 0000315030 KTU047000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KTU047000 2054-03-01 2054-03-01 5.500 N/A 1036557.00 999999.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KTU047000 2054-03-01 2054-03-01 4.500 - 5.500 N/A 22727.00 20520.59 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KTU047000 2026-03-31 2026-03-31 4.500 N/A 200.00 201.97 U.S. Treasuries (including strips) Y N/A N/A 2025-01-28 2025-01-28 2025-01-28 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0458 1000000.00 1000000.00 0.0068 N N N Y Ficc Bony Gc Repo (Gov) BNY FIG M RP 4.59% 12/2/24 4.59 N/A N/A KUB997000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUB997000 2051-02-01 2051-02-01 2.000 N/A 1754174.00 1017072.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUB997000 2054-01-01 2054-01-01 6.500 N/A 3113.00 2927.85 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 1000000.00 1000000.00 0.0068 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 08/05/2025 4.61 3130B2A39 2549001DPIFGXC1TOL40 US3130B2A399 0001026214 KNO813000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-08-05 2025-08-05 N N N 0.0460 1000028.23 1000028.23 0.0068 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+4 05/23/2025 4.61 3130B1J24 2549001DPIFGXC1TOL40 US3130B1J244 0001026214 KJX124000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-05-23 2025-05-23 N N N 0.0458 500059.83 500059.83 0.0034 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+14 10/16/2026 4.71 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 KRL422000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2026-10-16 2026-10-16 N N N 0.0469 500161.83 500161.83 0.0034 N N N N US Treasury Bill UST BILLS 0% 03/25/2025 912797NS2 254900HROIFWPRGM1V77 US912797NS22 KTM820000 U.S. Treasury Debt Y N/A N/A 2025-03-25 2025-03-25 2025-03-25 N N N 0.0435 1972534.72 1972534.72 0.0134 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+13 05/09/2025 4.70 3130AXR59 2549001DPIFGXC1TOL40 US3130AXR599 0001026214 KBC040000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-05-09 2025-05-09 N N N 0.0457 1000501.23 1000501.23 0.0068 N N N N US Treasury Bill UST BILLS 0% 01/16/2025 912797LY1 254900HROIFWPRGM1V77 US912797LY18 KMD453000 U.S. Treasury Debt Y N/A N/A 2025-01-16 2025-01-16 2025-01-16 N N N 0.0432 994392.19 994392.19 0.0068 N Y Y N Fixed Income Clearing Corp - Morgan Stanley MS FIG M RP 4.59% 12/2/24 4.59 N/A 549300H47WTHXPU08X20 KUC028000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUC028000 2039-08-01 2054-02-01 4.500 - 7.500 N/A 2521118.00 2038098.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUC028000 2052-05-01 2054-10-01 3.000 - 6.000 N/A 1348139.00 1023072.16 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 3000000.00 3000000.00 0.0204 N Y Y N US Treasury Bill UST BILLS 0% 02/18/2025 912797NH6 254900HROIFWPRGM1V77 US912797NH66 KRK577000 U.S. Treasury Debt Y N/A N/A 2025-02-18 2025-02-18 2025-02-18 N N N 0.0433 1981106.66 1981106.66 0.0135 N Y Y N US Treasury Bill UST BILLS 0% 12/31/2024 912797MR5 254900HROIFWPRGM1V77 US912797MR57 KPD753000 U.S. Treasury Debt Y N/A N/A 2024-12-31 2024-12-31 2024-12-31 N N N 0.0423 3985355.00 3985355.00 0.0272 N Y Y N Bank of America, N.A. FICASH MA 4.592% 12/02/24 4.59 N/A N/A KUC506000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUC506000 2045-04-01 2045-04-01 3.000 N/A 259655.00 37135.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUC506000 2051-02-01 2051-09-01 1.250 - 2.500 N/A 737998.00 453021.22 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 480000.00 480000.00 0.0033 N Y Y N US Treasury Bill UST BILLS 0% 01/14/2025 912797MX2 254900HROIFWPRGM1V77 US912797MX26 KPS650000 U.S. Treasury Debt Y N/A N/A 2025-01-14 2025-01-14 2025-01-14 N N N 0.0429 994662.33 994662.33 0.0068 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+5.5 11/25/2025 4.63 3133ERD57 254900C5LP6DN9OP9V83 US3133ERD571 4003205 KTL478000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-11-25 2025-11-25 N N N 0.0462 999994.98 999994.98 0.0068 N N N N US Treasury Bill UST BILLS 0% 01/23/2025 912797JR9 254900HROIFWPRGM1V77 US912797JR94 KDP079000 U.S. Treasury Debt Y N/A N/A 2025-01-23 2025-01-23 2025-01-23 N N N 0.0431 993603.19 993603.19 0.0068 N Y Y N Mitsubishi UFJ Securities Holdings Ltd FICASH MA 4.592% 12/02/24 4.59 N/A N/A KUC506000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUC506000 2029-04-01 2058-01-01 1.500 - 7.360 N/A 386119.00 207460.86 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KUC506000 2025-10-20 2025-10-20 4.880 N/A 3202.00 3226.40 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 KUC506000 2025-02-27 2049-02-15 0.000 - 4.750 N/A 91379.00 87565.27 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUC506000 2026-06-04 2054-10-01 1.500 - 7.120 N/A 178711.00 118869.40 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 KUC506000 2035-04-20 2074-10-20 1.000 - 7.446 N/A 168447.00 68042.82 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 KUC506000 2024-12-13 2024-12-13 5.170 N/A 1.00 1.37 Agency Debentures and Agency Strips Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 475000.00 475000.00 0.0032 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 12/19/2024 4.59 3130B0ZL6 2549001DPIFGXC1TOL40 US3130B0ZL68 0001026214 KHI056000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2024-12-19 2024-12-19 N N N 0.0448 1000004.74 1000004.74 0.0068 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 12/26/2024 313384U72 2549001DPIFGXC1TOL40 US313384U724 313384U72 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-12-26 2024-12-26 2024-12-26 N N N 0.0450 996688.75 996688.75 0.0068 N N N N Freddie Mac Discount Notes FED HOME LN MRTG CORP 0% 12/05/2024 313396S20 S6XOOCT0IEG5ABCC6L87 US313396S201 313396S20 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2024-12-05 2024-12-05 2024-12-05 N N N 0.0449 499632.09 499632.09 0.0034 N N Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+15 05/12/2025 4.72 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-05-12 2025-05-12 N N N 0.0457 250150.29 250150.29 0.0017 N N N N Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11.5 04/02/2026 4.69 3134HAPV9 S6XOOCT0IEG5ABCC6L87 US3134HAPV99 KQR666000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2026-04-02 2026-04-02 N N N 0.0466 500114.07 500114.07 0.0034 N N N N US Treasury Bill UST BILLS 0% 01/21/2025 912797MY0 254900HROIFWPRGM1V77 US912797MY09 KQC154000 U.S. Treasury Debt Y N/A N/A 2025-01-21 2025-01-21 2025-01-21 N N N 0.0433 993809.03 993809.03 0.0068 N Y Y N Citigroup Global Capital Markets, Inc. CITIGRP G RP SOFR+0.08% 1/21/25 4.65 N/A MBNUM2BPBDO7JBLYG310 0000315030 KTM682000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KTM682000 2054-03-01 2054-03-01 4.500 - 5.500 N/A 22727.00 20520.59 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KTM682000 2026-03-31 2026-03-31 4.500 N/A 1100.00 1110.82 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KTM682000 2054-03-01 2054-03-01 5.500 N/A 1036557.00 999999.07 Agency Mortgage-Backed Securities Y N/A N/A 2025-01-21 2025-01-21 2025-01-21 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0457 1000000.00 1000000.00 0.0068 N N N Y Freddie Mac FED HOME LN MTG CORP VFAC SOFR+11 05/07/2026 4.68 3134HAVY6 S6XOOCT0IEG5ABCC6L87 US3134HAVY64 KRY196000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2026-05-07 2026-05-07 N N N 0.0468 999949.21 999949.21 0.0068 N N N N Wells Fargo Securities, LLC WELLSFAR G RP 4.66% 1/8/25 4.66 N/A VYVVCKR63DVZZN70PB21 0000276523 KSJ323000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KSJ323000 2025-04-25 2025-04-25 2.953 N/A 1356224.00 1033200.20 Agency Collateralized Mortgage Obligation Y N/A N/A 2025-01-08 2025-01-08 2025-01-08 N N N 0.0458 1000000.00 1000000.00 0.0068 N N N Y Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.03% 1/14/25 4.60 N/A FOR8UP27PHTHYVLBNG30 0000769993 KSO835000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KSO835000 2040-11-15 2040-11-15 1.375 N/A 1569100.00 1022365.57 U.S. Treasuries (including strips) Y N/A N/A 2024-12-06 2024-12-06 2025-01-14 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0452 1000000.00 1000000.00 0.0068 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+16 07/07/2025 4.73 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 4003205 JVW459000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-07-07 2025-07-07 N N N 0.0458 250200.81 250200.81 0.0017 N N N N US Treasury Bill UST BILLS 0% 03/13/2025 912797MT1 254900HROIFWPRGM1V77 US912797MT14 KPN284000 U.S. Treasury Debt Y N/A N/A 2025-03-13 2025-03-13 2025-03-13 N N N 0.0433 1975451.38 1975451.38 0.0135 N Y Y N Goldman Sachs & Co LLC GOLDMAN *G RP SOFR+0.03% 1/17/25 4.60 N/A FOR8UP27PHTHYVLBNG30 0000769993 KTM663000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KTM663000 2029-11-30 2031-02-15 3.875 - 5.375 N/A 1013100.00 1021764.66 U.S. Treasuries (including strips) Y N/A N/A 2024-12-06 2024-12-06 2025-01-17 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0452 1000000.00 1000000.00 0.0068 N N Y N US Treasury Notes UST NOTES 3.875% 03/31/2025 3.88 91282CGU9 254900HROIFWPRGM1V77 US91282CGU99 JSB202000 U.S. Treasury Debt Y N/A N/A 2025-03-31 2025-03-31 2025-03-31 N N N 0.0444 998037.11 998037.11 0.0068 N Y Y N MUFG Securities EMEA PLC MUFSECGR T RP 4.58% 12/2/24 4.58 N/A U7M81AY481YLIOR75625 KUB985000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/A KUB985000 2026-08-15 2026-08-15 1.500 N/A 1063300.00 1019547.23 U.S. Treasuries (including strips) Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0458 1000000.00 1000000.00 0.0068 N Y Y N US Treasury Bill UST BILLS 0% 12/12/2024 912797LP0 254900HROIFWPRGM1V77 US912797LP01 KKQ925000 U.S. Treasury Debt Y N/A N/A 2024-12-12 2024-12-12 2024-12-12 N N N 0.0356 1997476.66 1997476.66 0.0136 N Y Y N US Treasury Bill UST BILLS 0% 02/13/2025 912797MK0 254900HROIFWPRGM1V77 US912797MK05 KOC172000 U.S. Treasury Debt Y N/A N/A 2025-02-13 2025-02-13 2025-02-13 N N N 0.0436 991067.64 991067.64 0.0068 N Y Y N HSBC Securities (USA), Inc. FICASH MA 4.592% 12/02/24 4.59 N/A N/A KUC506000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KUC506000 2025-03-27 2033-08-15 0.000 - 5.000 N/A 60056.00 59804.83 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUC506000 2033-06-01 2054-11-01 2.000 - 7.000 N/A 15423.00 14597.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUC506000 2029-11-01 2054-09-01 1.500 - 7.000 N/A 99222.00 55187.40 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 127000.00 127000.00 0.0009 N Y Y N US Treasury Bill UST BILLS 0% 04/03/2025 912797MV6 254900HROIFWPRGM1V77 US912797MV69 KQM219000 U.S. Treasury Debt Y N/A N/A 2025-04-03 2025-04-03 2025-04-03 N N N 0.0434 985300.69 985300.69 0.0067 N Y Y N JP Morgan Securities LLC FICASH MA 4.592% 12/02/24 4.59 N/A N/A KUC506000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUC506000 2026-01-01 2063-09-01 1.500 - 7.500 N/A 138484.00 96240.93 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KUC506000 2025-12-31 2041-11-15 0.375 - 4.125 N/A 34868.00 32652.46 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp N/A KUC506000 2028-08-01 2054-11-01 3.000 - 9.000 N/A 9031.00 1716.53 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 128000.00 128000.00 0.0009 N Y Y N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 4.59% 12/2/24 4.59 N/A N/A KTW965000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KTW965000 2030-12-31 2030-12-31 3.750 N/A 3132000.00 3110041.96 U.S. Treasuries (including strips) Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0451 2999995.50 2999995.50 0.0204 N Y Y N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/31/2025 313385BG0 2549001DPIFGXC1TOL40 US313385BG03 AAJ543000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-31 2025-01-31 2025-01-31 N N N 0.0453 496150.00 496150.00 0.0034 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1.5 07/03/2025 4.59 3130B3WN9 2549001DPIFGXC1TOL40 US3130B3WN90 0001026214 KTT265000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-07-03 2025-07-03 N N N 0.0458 999999.83 999999.83 0.0068 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+12 06/20/2025 4.69 3133EPQ40 254900C5LP6DN9OP9V83 US3133EPQ403 4003205 KCP970000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-06-20 2025-06-20 N N N 0.0459 1000520.35 1000520.35 0.0068 N N N N Federal Home Loan Bank Discount Notes FEDERAL HOME LOAN BK DN 0% 01/16/2025 313385AR7 2549001DPIFGXC1TOL40 US313385AR76 KCI696000 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y N/A N/A 2025-01-16 2025-01-16 2025-01-16 N N N 0.0452 497066.67 497066.67 0.0034 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+1 05/22/2025 4.58 3130B3U92 2549001DPIFGXC1TOL40 US3130B3U924 0001026214 KTN613000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-05-22 2025-05-22 N N N 0.0458 499996.61 499996.61 0.0034 N N N N Barclays Capital Inc. BCAP M RP 4.6% 12/2/24 4.60 N/A AC28XWWI3WIBK2824319 0000851376 KUC017000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KUC017000 2026-09-30 2026-09-30 0.875 N/A 1082200.00 1020479.22 U.S. Treasuries (including strips) Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0460 1000000.00 1000000.00 0.0068 N Y Y N Fixed Income Clearing Corp - ING ING FID G RP 4.59% 12/2/24 4.59 N/A N/A KTW758000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KTW758000 2026-06-15 2026-06-15 4.130 N/A 1005000.00 1021246.30 U.S. Treasuries (including strips) Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0451 999998.50 999998.50 0.0068 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+0 02/07/2025 4.57 3130B3LX9 2549001DPIFGXC1TOL40 US3130B3LX91 0001026214 KSH097000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-02-07 2025-02-07 N N N 0.0449 500017.98 500017.98 0.0034 N N N N BofA Securities, Inc. BASGR G RP 4.71% 12/24/24 4.71 N/A 549300HN4UKV1E2R3U73 KRT906000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KRT906000 2027-06-15 2047-09-20 2.000 - 8.000 N/A 32822581.00 267328.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KRT906000 2025-10-01 2050-11-01 3.000 - 6.000 N/A 1420414.00 226356.60 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KRT906000 2036-02-15 2036-02-15 4.500 N/A 100.00 104.51 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KRT906000 2026-09-01 2032-01-01 3.500 - 7.000 N/A 3236140.00 18746.39 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-24 2024-12-24 2024-12-24 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0462 500000.00 500000.00 0.0034 N N N Y Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 03/04/2026 4.65 3133ERGB1 254900C5LP6DN9OP9V83 US3133ERGB16 4003205 KKH401000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2026-03-04 2026-03-04 N N N 0.0466 499916.68 499916.68 0.0034 N N N N JP Morgan Securities, LLC MORGNSEC *G RP SOFR+0.02% 12/16/24 4.59 N/A ZBUT11V806EZRVTWT807 0001287279 KSQ038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KSQ038000 2025-08-31 2028-08-31 0.250 - 1.125 N/A 1137000.00 1022217.81 U.S. Treasuries (including strips) Y N/A N/A 2024-12-06 2024-12-06 2024-12-16 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0450 1000000.00 1000000.00 0.0068 N N Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+7 11/17/2025 4.64 3133ERES6 254900C5LP6DN9OP9V83 US3133ERES68 4003205 KJO180000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-11-17 2025-11-17 N N N 0.0464 499977.99 499977.99 0.0034 N N N N US Treasury Bill UST BILLS 0% 03/20/2025 912797KJ5 254900HROIFWPRGM1V77 US912797KJ59 KFX065000 U.S. Treasury Debt Y N/A N/A 2025-03-20 2025-03-20 2025-03-20 N N N 0.0430 888288.08 888288.08 0.0061 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 02/02/2026 4.66 3133ERDN8 254900C5LP6DN9OP9V83 US3133ERDN80 4003205 KIT368000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2026-02-02 2026-02-02 N N N 0.0466 499972.27 499972.27 0.0034 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+8 02/10/2026 4.65 3133ERGM7 254900C5LP6DN9OP9V83 US3133ERGM70 4003205 KKO797000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2026-02-10 2026-02-10 N N N 0.0466 499914.22 499914.22 0.0034 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+9 09/22/2025 4.66 3133EP3G8 254900C5LP6DN9OP9V83 US3133EP3G84 4003205 KJP831000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-09-22 2025-09-22 N N N 0.0462 500140.40 500140.40 0.0034 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+2 06/09/2025 4.59 3130B3LZ4 2549001DPIFGXC1TOL40 US3130B3LZ40 0001026214 KSH111000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-06-09 2025-06-09 N N N 0.0456 500064.86 500064.86 0.0034 N N N N Fixed Income Clearing Corp - State Street Bank SSB FIG M RP 4.59% 12/2/24 4.59 N/A N/A KUC000000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUC000000 2046-10-01 2046-10-01 3.000 N/A 1067.00 273.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUC000000 2048-04-01 2051-05-01 2.000 - 4.500 N/A 2056910.00 1021936.50 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 1000000.00 1000000.00 0.0068 N Y Y N US Treasury Bill UST BILLS 0% 01/02/2025 912797LR6 254900HROIFWPRGM1V77 US912797LR66 KLO543000 U.S. Treasury Debt Y N/A N/A 2025-01-02 2025-01-02 2025-01-02 N N N 0.0421 996129.31 996129.31 0.0068 N Y Y N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+5 08/08/2025 4.62 3130B2BK0 2549001DPIFGXC1TOL40 US3130B2BK08 0001026214 KNY760000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-08-08 2025-08-08 N N N 0.0461 500014.92 500014.92 0.0034 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+15 12/15/2025 4.72 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 4003205 KCE402000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-12-15 2025-12-15 N N N 0.0464 500390.37 500390.37 0.0034 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+11 07/17/2025 4.68 3130AYJN7 2549001DPIFGXC1TOL40 US3130AYJN74 0001026214 KDK384000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-07-17 2025-07-17 N N N 0.0459 500262.20 500262.20 0.0034 N N N N US Treasury Bill UST BILLS 0% 12/10/2024 912797MN4 254900HROIFWPRGM1V77 US912797MN44 KNY486000 U.S. Treasury Debt Y N/A N/A 2024-12-10 2024-12-10 2024-12-10 N N N 0.0335 1898089.44 1898089.44 0.0129 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+14 10/23/2026 4.71 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 4003205 KRM359000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2026-10-23 2026-10-23 N N N 0.0471 499998.50 499998.50 0.0034 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS VFAC SOFR+7 11/28/2025 4.64 3130B1LB1 2549001DPIFGXC1TOL40 US3130B1LB16 0001026214 KKG136000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2025-11-28 2025-11-28 N N N 0.0463 500029.09 500029.09 0.0034 N N N N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+13 02/20/2026 4.70 3133EP3F0 254900C5LP6DN9OP9V83 US3133EP3F02 4003205 KEQ873000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2026-02-20 2026-02-20 N N N 0.0466 500217.05 500217.05 0.0034 N N N N Credit Agricole CIB New York Branch FICASH MA 4.592% 12/02/24 4.59 N/A N/A KUC506000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KUC506000 2026-04-30 2027-02-15 0.750 - 2.250 N/A 17512.00 16752.75 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KUC506000 2053-05-01 2054-08-01 5.500 - 6.000 N/A 38333.00 35812.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KUC506000 2044-06-01 2050-11-01 2.000 - 4.500 N/A 124560.00 56616.41 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 107000.00 107000.00 0.0007 N Y Y N Federal Farm Credit Banks Funding Corp FEDERAL FARM CREDIT BANKS VFAC SOFR+10 06/18/2026 4.67 3133ERHP9 254900C5LP6DN9OP9V83 US3133ERHP92 4003205 KKY986000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2024-12-02 2026-06-18 2026-06-18 N N N 0.0467 250001.10 250001.10 0.0017 N N N N Federal Home Loan Bank FEDERAL HOME LOAN BANKS 5.05% 02/18/2025 5.05 3130B04M8 2549001DPIFGXC1TOL40 US3130B04M89 0001026214 KES383000 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y N/A N/A 2025-02-18 2025-02-18 2025-02-18 N N N 0.0470 500312.29 500312.29 0.0034 N N N N Canadian Imperial Bank of Commerce CIBCGR *G RP 4.61% 12/12/24 4.61 N/A 2IGI19DL77OX0HC3ZE78 KSO899000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KSO899000 2052-08-01 2054-09-01 4.500 - 6.000 N/A 1368946.00 1022351.48 Agency Mortgage-Backed Securities Y N/A N/A 2024-12-06 2024-12-06 2024-12-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0451 1000000.00 1000000.00 0.0068 N N Y N Fidelity Flex Government Money Market Fund 2024-12-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer