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2023-09-07 2023-09-21 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 0.0521 6000000.00 6000000.00 0.0003 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AVH62 2549001DPIFGXC1TOL40 US3130AVH628 0001026214 JSB239000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-26 2023-10-26 N N N 0.0521 38003183.64 38003183.64 0.0021 N N N N UST BILLS UST BILLS, 0% 912797FA0 254900HROIFWPRGM1V77 US912797FA06 JSM562000 U.S. Treasury Debt Y N/A N/A 2023-10-12 2023-10-12 2023-10-12 N N N 0.0529 195810324.88 195810324.88 0.0109 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUP99 2549001DPIFGXC1TOL40 US3130AUP995 0001026214 JPY241000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-12-01 2023-12-01 N N N 0.0521 35007628.95 35007628.95 0.0020 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt Y N/A N/A 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N Y N Citigroup Global Markets, Inc. 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254900HROIFWPRGM1V77 US912797HA87 JUN217000 U.S. Treasury Debt Y N/A N/A 2023-10-10 2023-10-10 2023-10-10 N N N 0.0526 279393441.51 279393441.51 0.0156 N Y Y 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 0.0580 26902555.38 26902555.38 0.0015 N N N N FED HOME LN MTG CORP MTN FED HOME LN MTG CORP MTN, 5.4% 3134GYSC7 S6XOOCT0IEG5ABCC6L87 US3134GYSC76 JTQ589000 U.S. Government Agency Debt Y N/A N/A 2024-06-11 2024-06-11 2024-06-11 N N N 0.0583 149501637.00 149501637.00 0.0084 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 0.0580 25917112.52 25917112.52 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 JSQ675000 U.S. 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N 0.0544 9995979.60 9995979.60 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 0.0536 180345013.94 180345013.94 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 2023-09-01 2024-12-13 2024-12-13 N N N 0.0542 4001381.08 4001381.08 0.0002 N N N 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 0.0524 25703322.58 25703322.58 0.0014 N N N 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 2023-09-01 2024-06-10 2024-06-10 N N N 0.0537 12005948.52 12005948.52 0.0007 N N N 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 0.0525 28660866.17 28660866.17 0.0016 N N N N UST BILLS UST BILLS, 0% 912797FB8 254900HROIFWPRGM1V77 US912797FB88 JSR456000 U.S. Treasury Debt Y N/A N/A 2023-10-19 2023-10-19 2023-10-19 N N N 0.0531 20851704.93 20851704.93 0.0012 N Y Y 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 0.0512 21874584.16 21874584.16 0.0012 N N Y N Nomura Securities International Nomura Securities International, 5.28291% OXTKY6Q8X53C9ILVV871 JXO982000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-05 2042-05-15 0.000 - 4.500 886104500.00 867127171.83 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0528 850000000.00 850000000.00 0.0475 N Y Y 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 0.0577 77688631.80 77688631.80 0.0043 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 JXN769000 U.S. Government Agency Debt Y N/A N/A 2023-09-05 2025-03-05 2025-03-05 N N N 0.0538 22013071.30 22013071.30 0.0012 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 0.0537 126741889.28 126741889.28 0.0071 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 0.0535 426221375.00 426221375.00 0.0238 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 2023-09-01 2024-04-05 2024-04-05 N N N 0.0532 67016646.82 67016646.82 0.0037 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 2023-09-01 2024-02-20 2024-02-20 N N N 0.0530 49012500.39 49012500.39 0.0027 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 2023-09-01 2024-02-23 2024-02-23 N N N 0.0529 6001953.24 6001953.24 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 2023-09-01 2024-04-15 2024-04-15 N N N 0.0530 250138392.50 250138392.50 0.0140 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 2023-09-01 2023-11-17 2023-11-17 N N N 0.0523 325015466.75 325015466.75 0.0182 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 2023-09-05 2024-09-03 2024-09-03 N N N 0.0544 13994913.80 13994913.80 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AWXC9 2549001DPIFGXC1TOL40 US3130AWXC97 0001026214 JXC927000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-02-24 2025-02-24 N N N 0.0536 28023917.88 28023917.88 0.0016 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 0.0538 93842631.79 93842631.79 0.0052 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 2023-09-01 2025-01-24 2025-01-24 N N N 0.0543 22006627.50 22006627.50 0.0012 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 0.0525 36815318.57 36815318.57 0.0021 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPNK7 254900C5LP6DN9OP9V83 US3133EPNK75 JXN234000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-02-26 2025-02-26 N N N 0.0543 10001307.60 10001307.60 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPTG0 254900C5LP6DN9OP9V83 US3133EPTG00 JWW566000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-11-15 2024-11-15 N N N 0.0542 2999565.33 2999565.33 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.335% 3133EM4T6 254900C5LP6DN9OP9V83 US3133EM4T69 JWW474000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-09-08 2023-09-08 N N N 0.0521 99999602.00 99999602.00 0.0056 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.16% 3130AUX41 2549001DPIFGXC1TOL40 US3130AUX411 0001026214 JQS934000 U.S. Government Agency Debt Y N/A N/A 2024-02-13 2024-02-13 2024-02-13 N N N 0.0571 26928346.32 26928346.32 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 2023-09-01 2023-11-27 2023-11-27 N N N 0.0521 28005615.68 28005615.68 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 2023-09-01 2023-10-10 2023-10-10 N N N 0.0521 42002202.90 42002202.90 0.0023 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 2023-09-01 2023-09-20 2023-09-20 N N N 0.0522 82002469.84 82002469.84 0.0046 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 2023-09-01 2024-08-09 2024-08-09 N N N 0.0543 9994400.80 9994400.80 0.0006 N N N N UST NOTES UST NOTES, 5.448067% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 ICH729000 U.S. Treasury Debt Y N/A N/A 2023-09-01 2023-10-31 2023-10-31 N N N 0.0529 4000396.12 4000396.12 0.0002 N Y Y 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 2023-09-01 2023-11-21 2023-11-21 N N N 0.0521 56009925.44 56009925.44 0.0031 N N N N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.31% O2RNE8IBXP4R0TD8PU41 JXO111000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2026-01-31 0.375 - 1.500 45344700.00 41832343.32 U.S. Treasuries (including strips) Y N/A N/A 2023-09-06 2023-09-06 2023-09-06 N N N 0.0518 41000000.00 41000000.00 0.0023 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PJ2 2549001DPIFGXC1TOL40 US313384PJ21 313384PJ2 U.S. Government Agency Debt Y N/A N/A 2023-11-17 2023-11-17 2023-11-17 N N N 0.0524 19780297.40 19780297.40 0.0011 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 2023-09-01 2024-01-23 2024-01-23 N N N 0.0538 15001766.55 15001766.55 0.0008 N N N N UST BILLS UST BILLS, 0% 912796ZD4 254900HROIFWPRGM1V77 US912796ZD42 JMV193000 U.S. Treasury Debt Y N/A N/A 2023-11-30 2023-11-30 2023-11-30 N N N 0.0541 42428888.19 42428888.19 0.0024 N Y Y N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.31% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 JXO754000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-08-15 2030-08-31 0.625 - 4.125 50933000.00 45906801.16 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-07 N N N 0.0518 45000000.00 45000000.00 0.0025 N N Y 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 2023-09-01 2023-10-02 2023-10-02 N N N 0.0521 21000758.31 21000758.31 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 0.0582 26918226.18 26918226.18 0.0015 N N N N UST BILLS UST BILLS, 0% 912797HB6 254900HROIFWPRGM1V77 US912797HB60 JUT303000 U.S. Treasury Debt Y N/A N/A 2023-10-17 2023-10-17 2023-10-17 N N N 0.0530 54628230.80 54628230.80 0.0031 N Y Y 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 2023-09-01 2023-10-02 2023-10-02 N N N 0.0521 28001011.08 28001011.08 0.0016 N N N N UST BILLS UST BILLS, 0% 912796CQ0 254900HROIFWPRGM1V77 US912796CQ02 JRP473000 U.S. Treasury Debt Y N/A N/A 2023-09-14 2023-09-14 2023-09-14 N N N 0.0499 79349496.17 79349496.17 0.0044 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 0.0537 178049637.00 178049637.00 0.0100 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 2023-09-01 2024-03-18 2024-03-18 N N N 0.0530 20015460.20 20015460.20 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 2023-09-01 2023-09-20 2023-09-20 N N N 0.0522 100003834.00 100003834.00 0.0056 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 0.0542 188528990.98 188528990.98 0.0105 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 2023-09-01 2023-11-06 2023-11-06 N N N 0.0525 19003267.81 19003267.81 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 2023-09-01 2023-12-27 2023-12-27 N N N 0.0531 5000424.45 5000424.45 0.0003 N N N 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 2023-09-01 2024-05-15 2024-05-15 N N N 0.0532 150031608.00 150031608.00 0.0084 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 2023-09-01 2024-10-25 2024-10-25 N N N 0.0540 19000271.70 19000271.70 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 2023-09-01 2023-10-24 2023-10-24 N N N 0.0521 57004521.81 57004521.81 0.0032 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 2023-09-01 2024-12-18 2024-12-18 N N N 0.0544 5997011.40 5997011.40 0.0003 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 2023-09-01 2024-06-10 2024-06-10 N N N 0.0535 55003495.25 55003495.25 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 0.0580 25917112.52 25917112.52 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AWXZ8 2549001DPIFGXC1TOL40 US3130AWXZ82 0001026214 JXD674000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-05-10 2024-05-10 N N N 0.0535 21999704.98 21999704.98 0.0012 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 0.0583 26916053.76 26916053.76 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AVG55 2549001DPIFGXC1TOL40 US3130AVG554 0001026214 JXO850000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-09-25 2023-09-25 N N N 0.0523 500006045.00 500006045.00 0.0280 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 JXE271000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-06-24 2025-06-24 N N N 0.0542 11003321.67 11003321.67 0.0006 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 0.0516 7938493.68 7938493.68 0.0004 N N Y 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 2023-09-01 2024-01-22 2024-01-22 N N N 0.0531 25007603.25 25007603.25 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 0.0538 429602720.68 429602720.68 0.0240 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133END98 254900C5LP6DN9OP9V83 US3133END984 JXJ698000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-08-01 2024-08-01 N N N 0.0538 3000281.73 3000281.73 0.0002 N N N 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 2023-09-01 2025-05-15 2025-05-15 N N N 0.0543 11002231.90 11002231.90 0.0006 N N N 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 0.0523 359305707.87 359305707.87 0.0201 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 2023-09-01 2025-01-28 2025-01-28 N N N 0.0540 6001720.08 6001720.08 0.0003 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PB9 2549001DPIFGXC1TOL40 US313384PB94 313384PB9 U.S. Government Agency Debt Y N/A N/A 2023-11-10 2023-11-10 2023-11-10 N N N 0.0523 4950042.55 4950042.55 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AX4P0 2549001DPIFGXC1TOL40 US3130AX4P07 0001026214 JXO900000 U.S. Government Agency Debt Y N/A N/A 2023-09-07 2024-05-07 2024-05-07 N N N 0.0535 26000000.00 26000000.00 0.0015 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 0.0580 52811713.26 52811713.26 0.0030 N N N 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 2023-09-01 2024-05-24 2024-05-24 N N N 0.0540 7998269.36 7998269.36 0.0004 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 2023-09-01 2025-02-26 2025-02-26 N N N 0.0546 16987369.51 16987369.51 0.0009 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 2023-09-01 2024-06-14 2024-06-14 N N N 0.0540 4000121.84 4000121.84 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 0.0543 116537246.04 116537246.04 0.0065 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 2023-09-01 2023-09-08 2023-09-08 N N N 0.0514 250002185.00 250002185.00 0.0140 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NY1 2549001DPIFGXC1TOL40 US313384NY16 313384NY1 U.S. Government Agency Debt Y N/A N/A 2023-11-07 2023-11-07 2023-11-07 N N N 0.0523 12875650.58 12875650.58 0.0007 N N N N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.28% SUVUFHICNZMP2WKHG940 JXO773000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-05 2052-11-15 0.000 - 7.625 1753580429.00 1632882858.01 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0528 1600000000.00 1600000000.00 0.0895 N Y Y 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 0.0579 38866636.38 38866636.38 0.0022 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.38% 549300HN4UKV1E2R3U73 JXN089000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-08-31 2028-08-31 4.375 14213300.00 14288573.64 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-10-30 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 0.0528 14000000.00 14000000.00 0.0008 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.14% 3130AUWH3 2549001DPIFGXC1TOL40 US3130AUWH38 0001026214 JQS408000 U.S. Government Agency Debt Y N/A N/A 2024-02-14 2024-02-14 2024-02-14 N N N 0.0575 26920982.07 26920982.07 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 2023-09-01 2023-10-27 2023-10-27 N N N 0.0524 100004156.00 100004156.00 0.0056 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.28291% L3I9ZG2KFGXZ61BMYR72 JXO982000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-15 2040-11-15 0.000 - 6.250 818265859.00 765112496.85 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0528 750000000.00 750000000.00 0.0419 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.27% FOR8UP27PHTHYVLBNG30 0000769993 JXO762000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2029-03-31 0.125 - 2.375 1933727100.00 1785261329.97 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0527 1750000000.00 1750000000.00 0.0978 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 0.0578 25902631.04 25902631.04 0.0014 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 0.0539 214423259.54 214423259.54 0.0120 N Y Y N UST NOTES UST NOTES, 5.450067% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2023-09-01 2024-07-31 2024-07-31 N N N 0.0542 417100559.55 417100559.55 0.0233 N Y Y N North Carolina Capital Management Trust - Government Portfolio 2023-09-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer