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2549001DPIFGXC1TOL40 US3130AW5G17 0001026214 JTU980000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-05-23 2024-05-23 N N N 0.0530 26014944.28 26014944.28 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 JTP908000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-09-17 2024-09-17 N N N 0.0544 9995499.40 9995499.40 0.0006 N N N N UST BILLS UST BILLS, 0% 912796YT0 254900HROIFWPRGM1V77 US912796YT03 JMI121000 U.S. Treasury Debt Y N/A N/A 2023-11-02 2023-11-02 2023-11-02 N N N 0.0542 177543172.80 177543172.80 0.0101 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPMP7 254900C5LP6DN9OP9V83 US3133EPMP71 JUO625000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-12-13 2024-12-13 N N N 0.0542 4001488.24 4001488.24 0.0002 N N N N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.27% O2RNE8IBXP4R0TD8PU41 JWI723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-11-30 2029-06-30 1.500 - 3.250 47360400.00 41856781.42 U.S. Treasuries (including strips) Y N/A N/A 2023-08-02 2023-08-02 2023-08-02 N N N 0.0514 41000000.00 41000000.00 0.0023 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PM5 2549001DPIFGXC1TOL40 US313384PM59 313384PM5 U.S. Government Agency Debt Y N/A N/A 2023-11-20 2023-11-20 2023-11-20 N N N 0.0523 25592645.00 25592645.00 0.0015 N N N N UST BILLS UST BILLS, 0% 912796XY0 254900HROIFWPRGM1V77 US912796XY07 JKU024000 U.S. Treasury Debt Y N/A N/A 2023-08-10 2023-08-10 2023-08-10 N N N 0.0477 179763019.20 179763019.20 0.0103 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 JMM606000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-06-10 2024-06-10 N N N 0.0537 12006469.92 12006469.92 0.0007 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.277262% MBNUM2BPBDO7JBLYG310 JWO211000_00137 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-01-31 2031-08-15 0.750 - 3.750 627812700.00 540679195.09 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0528 530000000.00 530000000.00 0.0303 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PP8 2549001DPIFGXC1TOL40 US313384PP80 DGF643000 U.S. Government Agency Debt Y N/A N/A 2023-11-22 2023-11-22 2023-11-22 N N N 0.0523 28537521.34 28537521.34 0.0016 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384MV8 2549001DPIFGXC1TOL40 US313384MV85 313384MV8 U.S. Government Agency Debt Y N/A N/A 2023-10-11 2023-10-11 2023-10-11 N N N 0.0515 21779307.00 21779307.00 0.0012 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 0.0592 77563805.28 77563805.28 0.0044 N N N N UST BILLS UST BILLS, 0% 912797HJ9 254900HROIFWPRGM1V77 US912797HJ96 JVL807000 U.S. Treasury Debt Y N/A N/A 2023-11-07 2023-11-07 2023-11-07 N N N 0.0541 126163697.92 126163697.92 0.0072 N Y Y N UST BILLS UST BILLS, 0% 912797HD2 254900HROIFWPRGM1V77 US912797HD27 JVF845000 U.S. Treasury Debt Y N/A N/A 2023-10-31 2023-10-31 2023-10-31 N N N 0.0539 199312909.14 199312909.14 0.0114 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 5.277262% L3I9ZG2KFGXZ61BMYR72 JWO211000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2043-05-15 0.000 - 6.625 824330000.00 765112627.97 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0528 750000000.00 750000000.00 0.0428 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AVBF8 2549001DPIFGXC1TOL40 US3130AVBF83 0001026214 JRK045000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-04-05 2024-04-05 N N N 0.0531 67019673.21 67019673.21 0.0038 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AW3L2 2549001DPIFGXC1TOL40 US3130AW3L20 0001026214 JTT821000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-02-20 2024-02-20 N N N 0.0530 49015239.98 49015239.98 0.0028 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.38% 3133EPBP9 254900C5LP6DN9OP9V83 US3133EPBP90 JQY130000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-02-23 2024-02-23 N N N 0.0529 6002319.60 6002319.60 0.0003 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.415% 3133EN6F2 254900C5LP6DN9OP9V83 US3133EN6F20 JPT962000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-04-15 2024-04-15 N N N 0.0530 250162797.50 250162797.50 0.0143 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.3425% 3133EPJY2 254900C5LP6DN9OP9V83 US3133EPJY26 JTQ554000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-11-17 2023-11-17 N N N 0.0525 325025480.00 325025480.00 0.0186 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 JRI378000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-09-03 2024-09-03 N N N 0.0544 13994155.00 13994155.00 0.0008 N N N N UST BILLS UST BILLS, 0% 912797FK8 254900HROIFWPRGM1V77 US912797FK87 JTP930000 U.S. Treasury Debt Y N/A N/A 2023-11-16 2023-11-16 2023-11-16 N N N 0.0542 13780969.58 13780969.58 0.0008 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 JQY113000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-01-24 2025-01-24 N N N 0.0543 22007747.52 22007747.52 0.0013 N N N N UST BILLS UST BILLS, 0% 912796YJ2 254900HROIFWPRGM1V77 US912796YJ21 JLT943000 U.S. Treasury Debt Y N/A N/A 2023-10-05 2023-10-05 2023-10-05 N N N 0.0532 32686691.07 32686691.07 0.0019 N Y Y N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.31% O2RNE8IBXP4R0TD8PU41 JWJ464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-12-31 2029-05-15 1.500 - 4.250 56939100.00 55120636.74 U.S. Treasuries (including strips) Y N/A N/A 2023-08-03 2023-08-03 2023-08-03 N N N 0.0517 54000000.00 54000000.00 0.0031 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130ATWG8 2549001DPIFGXC1TOL40 US3130ATWG81 0001026214 JMQ283000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-08-21 2023-08-21 N N N 0.0525 37000301.55 37000301.55 0.0021 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 0.0588 26898335.28 26898335.28 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUNP5 2549001DPIFGXC1TOL40 US3130AUNP54 0001026214 JPY165000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-11-27 2023-11-27 N N N 0.0523 28007687.40 28007687.40 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUJ54 2549001DPIFGXC1TOL40 US3130AUJ543 0001026214 JPP170000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-10 2023-10-10 N N N 0.0522 42005426.40 42005426.40 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AVFQ0 2549001DPIFGXC1TOL40 US3130AVFQ03 0001026214 JRV565000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-09-20 2023-09-20 N N N 0.0522 82009382.44 82009382.44 0.0047 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.385% 3133EPJJ5 254900C5LP6DN9OP9V83 US3133EPJJ58 JTO234000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-08-09 2024-08-09 N N N 0.0543 9993993.40 9993993.40 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUNU4 2549001DPIFGXC1TOL40 US3130AUNU40 0001026214 JPY171000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-11-21 2023-11-21 N N N 0.0523 56014470.40 56014470.40 0.0032 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 JMS532000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-01-23 2024-01-23 N N N 0.0540 15002524.65 15002524.65 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.315% 3130AVZM7 2549001DPIFGXC1TOL40 US3130AVZM78 0001026214 JTP322000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-08-17 2023-08-17 N N N 0.0492 250031840.00 250031840.00 0.0143 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUF41 2549001DPIFGXC1TOL40 US3130AUF418 0001026214 JPD618000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-02 2023-10-02 N N N 0.0522 21002215.92 21002215.92 0.0012 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 0.0593 26885852.91 26885852.91 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AURK2 2549001DPIFGXC1TOL40 US3130AURK22 0001026214 JQD620000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-02 2023-10-02 N N N 0.0522 28002954.56 28002954.56 0.0016 N N N N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.31% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 JWN940000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-11-15 2041-11-15 2.000 12725200.00 9181381.74 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 9000000.00 9000000.00 0.0005 N Y Y N UST BILLS UST BILLS, 0% 912797HK6 254900HROIFWPRGM1V77 US912797HK69 JVU781000 U.S. Treasury Debt Y N/A N/A 2023-11-14 2023-11-14 2023-11-14 N N N 0.0542 177233905.80 177233905.80 0.0101 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 JMQ167000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-03-18 2024-03-18 N N N 0.0529 20017996.40 20017996.40 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AVF80 2549001DPIFGXC1TOL40 US3130AVF804 0001026214 JTL153000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-09-20 2023-09-20 N N N 0.0521 100014435.00 100014435.00 0.0057 N N N N UST BILLS UST BILLS, 0% 912797HM2 254900HROIFWPRGM1V77 US912797HM26 JWI309000 U.S. Treasury Debt Y N/A N/A 2023-11-28 2023-11-28 2023-11-28 N N N 0.0546 187660099.51 187660099.51 0.0107 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EMGG1 254900C5LP6DN9OP9V83 US3133EMGG16 JSF366000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-11-06 2023-11-06 N N N 0.0530 19003610.57 19003610.57 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AUDZ4 2549001DPIFGXC1TOL40 US3130AUDZ47 0001026214 JPY251000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-12-27 2023-12-27 N N N 0.0534 5000544.65 5000544.65 0.0003 N N N N BofA Securities, Inc. BofA Securities, Inc., 5.277262% 549300HN4UKV1E2R3U73 JWO211000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2031-11-15 2031-11-15 1.375 3089965.00 2537114.64 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0528 2487000.00 2487000.00 0.0001 N Y Y N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.29% SUVUFHICNZMP2WKHG940 JWN966000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2053-05-15 0.000 - 7.625 1932742400.00 1788869945.49 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0529 1750000000.00 1750000000.00 0.0999 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.37% 3133EPDF9 254900C5LP6DN9OP9V83 US3133EPDF90 JRP447000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-05-15 2024-05-15 N N N 0.0532 150036741.00 150036741.00 0.0086 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AWPY0 2549001DPIFGXC1TOL40 US3130AWPY00 0001026214 JWE348000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-10-25 2024-10-25 N N N 0.0540 19000663.29 19000663.29 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AUN91 2549001DPIFGXC1TOL40 US3130AUN917 0001026214 JPX622000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-24 2023-10-24 N N N 0.0522 57009578.28 57009578.28 0.0033 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 JSQ681000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-12-18 2024-12-18 N N N 0.0545 5996729.76 5996729.76 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AWB33 2549001DPIFGXC1TOL40 US3130AWB330 0001026214 JUC724000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-08-29 2023-08-29 N N N 0.0525 749986222.50 749986222.50 0.0428 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AVDS8 2549001DPIFGXC1TOL40 US3130AVDS86 0001026214 JRO800000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-06-10 2024-06-10 N N N 0.0535 55003050.85 55003050.85 0.0031 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.36% 3Y4U8VZURTYWI1W2K376 JUB819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2040-08-15 1.125 - 2.875 37440000.00 23712936.01 U.S. Treasuries (including strips) Y N/A N/A 2023-08-07 2023-08-07 2023-08-25 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 23000000.00 23000000.00 0.0013 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AVG48 2549001DPIFGXC1TOL40 US3130AVG489 0001026214 JRY569000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-08-22 2023-08-22 N N N 0.0526 54999557.80 54999557.80 0.0031 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 0.0594 25880617.62 25880617.62 0.0015 N N N 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 0.0594 26885688.21 26885688.21 0.0015 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NK1 2549001DPIFGXC1TOL40 US313384NK12 DFF441000 U.S. Government Agency Debt Y N/A N/A 2023-10-25 2023-10-25 2023-10-25 N N N 0.0517 7904018.96 7904018.96 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EMNE8 254900C5LP6DN9OP9V83 US3133EMNE84 JTI666000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-01-22 2024-01-22 N N N 0.0534 25008415.50 25008415.50 0.0014 N N N N UST BILLS UST BILLS, 0% 912797FJ1 254900HROIFWPRGM1V77 US912797FJ15 JTK613000 U.S. Treasury Debt Y N/A N/A 2023-11-09 2023-11-09 2023-11-09 N N N 0.0542 230569625.52 230569625.52 0.0132 N Y Y N UST BILLS UST BILLS, 0% 912796Z51 254900HROIFWPRGM1V77 US912796Z517 JRD652000 U.S. Treasury Debt Y N/A N/A 2023-08-31 2023-08-31 2023-08-31 N N N 0.0522 169255400.00 169255400.00 0.0097 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 JTO600000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-05-15 2025-05-15 N N N 0.0548 10994567.76 10994567.76 0.0006 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.31% 3Y4U8VZURTYWI1W2K376 JWJ497000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-05-15 2053-02-15 1.375 - 6.250 37974900.00 29806245.12 U.S. Treasuries (including strips) Y N/A N/A 2023-08-03 2023-08-03 2023-08-03 N N N 0.0517 29000000.00 29000000.00 0.0017 N N Y N UST BILLS UST BILLS, 0% 912797GV3 254900HROIFWPRGM1V77 US912797GV34 JUG943000 U.S. Treasury Debt Y N/A N/A 2023-10-03 2023-10-03 2023-10-03 N N N 0.0529 173396781.25 173396781.25 0.0099 N Y Y N FFCB CONS SYSTEMWIDE FFCB CONS SYSTEMWIDE, 0% 313312LC2 US313312LC29 JWJ549000 U.S. Government Agency Debt Y N/A N/A 2023-08-31 2023-08-31 2023-08-31 N N N 0.0503 49789224.00 49789224.00 0.0028 N N Y N UST BILLS UST BILLS, 0% 912796Y37 254900HROIFWPRGM1V77 US912796Y379 JQB641000 U.S. Treasury Debt Y N/A N/A 2023-08-03 2023-08-03 2023-08-03 N N N 0.0353 124963493.75 124963493.75 0.0071 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPRM9 254900C5LP6DN9OP9V83 US3133EPRM95 JWH808000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-01-28 2025-01-28 N N N 0.0541 6001959.00 6001959.00 0.0003 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 0.0591 52746636.68 52746636.68 0.0030 N N N N Nomura Securities International Nomura Securities International, 5.277262% OXTKY6Q8X53C9ILVV871 JWO211000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2043-02-15 0.000 - 5.541 895264100.00 867127258.63 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0528 850000000.00 850000000.00 0.0485 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.39% 3133EPKQ7 254900C5LP6DN9OP9V83 US3133EPKQ72 JVB303000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-05-24 2024-05-24 N N N 0.0540 7998000.64 7998000.64 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.415% 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 JTO296000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-02-26 2025-02-26 N N N 0.0546 16986439.27 16986439.27 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPMT9 254900C5LP6DN9OP9V83 US3133EPMT93 JVB169000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-06-14 2024-06-14 N N N 0.0540 4000080.52 4000080.52 0.0002 N N N N UST BILLS UST BILLS, 0% 912797FL6 254900HROIFWPRGM1V77 US912797FL60 JTV537000 U.S. Treasury Debt Y N/A N/A 2023-11-24 2023-11-24 2023-11-24 N N N 0.0540 82593262.08 82593262.08 0.0047 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.325% 3130AVX80 2549001DPIFGXC1TOL40 US3130AVX807 0001026214 JTK725000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-09-08 2023-09-08 N N N 0.0510 250028002.50 250028002.50 0.0143 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVQK1 2549001DPIFGXC1TOL40 US3130AVQK14 0001026214 JSS504000 U.S. Government Agency Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0593 38808972.54 38808972.54 0.0022 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 0.0591 26891201.34 26891201.34 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.37% 3133EN7F1 254900C5LP6DN9OP9V83 US3133EN7F11 JPY662000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-27 2023-10-27 N N N 0.0524 100010236.00 100010236.00 0.0057 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.27% FOR8UP27PHTHYVLBNG30 0000769993 JWN942000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-10-15 2033-05-15 1.125 - 4.250 1804936500.00 1785261378.98 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0527 1750000000.00 1750000000.00 0.0999 N Y Y 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 0.0592 25863503.38 25863503.38 0.0015 N N N N UST BILLS UST BILLS, 0% 912797HL4 254900HROIFWPRGM1V77 US912797HL43 JWC071000 U.S. Treasury Debt Y N/A N/A 2023-11-21 2023-11-21 2023-11-21 N N N 0.0544 213437100.87 213437100.87 0.0122 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.3275% 3133ENBA7 254900C5LP6DN9OP9V83 US3133ENBA73 JWD546000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-08-21 2023-08-21 N N N 0.0522 149997568.50 149997568.50 0.0086 N N N N UST NOTES UST NOTES, 5.388423% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2023-08-01 2024-07-31 2024-07-31 N N N 0.0534 414133531.56 414133531.56 0.0236 N Y Y N North Carolina Capital Management Trust - Government Portfolio 2023-08-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer