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9995365.30 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AW5G1 2549001DPIFGXC1TOL40 US3130AW5G17 0001026214 JTU980000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-05-23 2024-05-23 N N N 0.0531 26011697.66 26011697.66 0.0014 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TR0 2549001DPIFGXC1TOL40 US313384TR01 313384TR0 U.S. Government Agency Debt Y N/A N/A 2024-02-28 2024-02-28 2024-02-28 N N N 0.0521 1957896.92 1957896.92 0.0001 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 2023-10-02 2024-09-17 2024-09-17 N N N 0.0545 9996250.20 9996250.20 0.0005 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RA9 2549001DPIFGXC1TOL40 US313384RA93 DHF592000 U.S. Government Agency Debt Y N/A N/A 2023-12-27 2023-12-27 2023-12-27 N N N 0.0509 78034905.98 78034905.98 0.0043 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 0.0495 143344039.68 143344039.68 0.0078 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 2023-10-02 2024-12-13 2024-12-13 N N N 0.0543 4001213.88 4001213.88 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 0.0496 25819049.36 25819049.36 0.0014 N N Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.33% 549300HN4UKV1E2R3U73 JYI904000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-05-31 2029-05-31 2.750 4463500.00 4086671.38 U.S. Treasuries (including strips) Y N/A N/A 2023-10-06 2023-10-06 2023-11-02 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 0.0522 4000000.00 4000000.00 0.0002 N N 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 2023-10-02 2024-06-10 2024-06-10 N N N 0.0538 12005210.64 12005210.64 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 0.0497 28789962.57 28789962.57 0.0016 N N Y 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 0.0458 20947540.74 20947540.74 0.0011 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 0.0401 21971108.06 21971108.06 0.0012 N N 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 77721898.80 77721898.80 0.0042 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 JXN769000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-03-05 2025-03-05 N N N 0.0539 22012035.10 22012035.10 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 0.0501 130308811.25 130308811.25 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 0.0491 417220385.49 417220385.49 0.0227 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 2023-10-02 2024-04-05 2024-04-05 N N N 0.0533 67015509.83 67015509.83 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 2023-10-02 2024-02-20 2024-02-20 N N N 0.0529 49009939.65 49009939.65 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 2023-10-02 2024-02-23 2024-02-23 N N N 0.0529 6001558.38 6001558.38 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 2023-10-02 2024-04-15 2024-04-15 N N N 0.0532 250123710.00 250123710.00 0.0136 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 2023-10-02 2023-11-17 2023-11-17 N N N 0.0523 325005125.25 325005125.25 0.0177 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 2023-10-02 2024-09-03 2024-09-03 N N N 0.0544 13995044.28 13995044.28 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 2023-10-02 2025-02-24 2025-02-24 N N N 0.0537 28022365.28 28022365.28 0.0015 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 0.0511 94271880.63 94271880.63 0.0051 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 2023-10-02 2025-01-24 2025-01-24 N N N 0.0543 22006190.80 22006190.80 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 0.0268 31985946.56 31985946.56 0.0017 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 2023-10-02 2025-02-26 2025-02-26 N N N 0.0544 10001114.10 10001114.10 0.0005 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 2023-10-02 2024-11-15 2024-11-15 N N N 0.0543 2999571.96 2999571.96 0.0002 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 0.0554 26959027.23 26959027.23 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 2023-10-02 2023-11-27 2023-11-27 N N N 0.0521 28003307.08 28003307.08 0.0015 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 2023-10-02 2023-10-10 2023-10-10 N N N 0.0521 42000421.68 42000421.68 0.0023 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPXN0 254900C5LP6DN9OP9V83 US3133EPXN05 JYO897000 U.S. Government Agency Debt Y N/A N/A 2023-10-03 2025-04-03 2025-04-03 N N N 0.0543 10001480.70 10001480.70 0.0005 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 2023-10-02 2024-08-09 2024-08-09 N N N 0.0544 9994813.20 9994813.20 0.0005 N N N N UST NOTES UST NOTES, 5.43779% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 ICH729000 U.S. Treasury Debt Y N/A N/A 2023-10-02 2023-10-31 2023-10-31 N N N 0.0530 4000049.72 4000049.72 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 2023-10-02 2023-11-21 2023-11-21 N N N 0.0521 56005566.40 56005566.40 0.0031 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TW9 2549001DPIFGXC1TOL40 US313384TW95 313384TW9 U.S. Government Agency Debt Y N/A N/A 2024-03-04 2024-03-04 2024-03-04 N N N 0.0516 1956459.78 1956459.78 0.0001 N N N N Citigroup Global Markets, Inc. 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886483000.00 867382121.73 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0529 850000000.00 850000000.00 0.0463 N Y Y 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 2023-10-02 2024-01-23 2024-01-23 N N N 0.0536 15001460.55 15001460.55 0.0008 N N N N UST NOTES UST NOTES, 0.25% 91282CAW1 254900HROIFWPRGM1V77 US91282CAW10 GIA899000 U.S. Treasury Debt Y N/A N/A 2023-11-15 2023-11-15 2023-11-15 N N N 0.0512 7950492.88 7950492.88 0.0004 N Y Y 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 0.0520 42624382.96 42624382.96 0.0023 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TC3 2549001DPIFGXC1TOL40 US313384TC32 313384TC3 U.S. Government Agency Debt Y N/A N/A 2024-02-15 2024-02-15 2024-02-15 N N N 0.0519 58846043.40 58846043.40 0.0032 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AUF41 2549001DPIFGXC1TOL40 US3130AUF418 0001026214 JPD618000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0539 21000000.00 21000000.00 0.0011 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVSP8 2549001DPIFGXC1TOL40 US3130AVSP82 0001026214 JSX074000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0580 26931118.95 26931118.95 0.0015 N N N N UST BILLS UST BILLS, 0% 912797HY6 254900HROIFWPRGM1V77 US912797HY63 JXT528000 U.S. Treasury Debt Y N/A N/A 2024-01-09 2024-01-09 2024-01-09 N N N 0.0534 282816975.00 282816975.00 0.0154 N Y Y 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 0.0448 254439795.60 254439795.60 0.0139 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AURK2 2549001DPIFGXC1TOL40 US3130AURK22 0001026214 JQD620000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0539 28000000.00 28000000.00 0.0015 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 0.0508 360409756.24 360409756.24 0.0196 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384QF9 2549001DPIFGXC1TOL40 US313384QF99 313384QF9 U.S. Government Agency Debt Y N/A N/A 2023-12-08 2023-12-08 2023-12-08 N N N 0.0503 47542544.64 47542544.64 0.0026 N N N 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 2023-10-02 2024-03-18 2024-03-18 N N N 0.0531 20013207.20 20013207.20 0.0011 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 0.0522 422406600.54 422406600.54 0.0230 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 2023-10-02 2023-11-06 2023-11-06 N N N 0.0526 19001389.09 19001389.09 0.0010 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 2023-10-02 2023-12-27 2023-12-27 N N N 0.0530 5000347.30 5000347.30 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 2023-10-02 2024-05-15 2024-05-15 N N N 0.0533 150026992.50 150026992.50 0.0082 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 2023-10-02 2024-10-25 2024-10-25 N N N 0.0541 19000356.25 19000356.25 0.0010 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 2023-10-02 2023-10-24 2023-10-24 N N N 0.0521 57001554.96 57001554.96 0.0031 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 2023-10-02 2024-12-18 2024-12-18 N N N 0.0545 5997183.36 5997183.36 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 2023-10-02 2024-06-10 2024-06-10 N N N 0.0536 55002521.75 55002521.75 0.0030 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.31% 3Y4U8VZURTYWI1W2K376 JYP621000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-28 2023-12-28 0.000 28949900.00 28576851.59 U.S. Treasuries (including strips) Y N/A N/A 2023-10-05 2023-10-05 2023-10-05 N N N 0.0518 28000000.00 28000000.00 0.0015 N N Y 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 0.0577 25931554.74 25931554.74 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 2023-10-02 2024-05-10 2024-05-10 N N N 0.0537 21999649.54 21999649.54 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 0.0582 26927376.21 26927376.21 0.0015 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 2023-10-02 2025-06-24 2025-06-24 N N N 0.0543 11003264.03 11003264.03 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 0.0462 7973841.60 7973841.60 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 2023-10-02 2024-01-22 2024-01-22 N N N 0.0531 25005265.50 25005265.50 0.0014 N N N N Wells Fargo Bank National Asso Wells Fargo Bank National Asso, 5.288568% KB1H1DSPRFMYMCUFXT09 JYR034000_00412 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-19 2053-05-15 0.000 - 5.000 1431687600.00 1023298089.24 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0529 1000000000.00 1000000000.00 0.0545 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384QT9 2549001DPIFGXC1TOL40 US313384QT93 DHF590000 U.S. Government Agency Debt Y N/A N/A 2023-12-20 2023-12-20 2023-12-20 N N N 0.0507 11865268.44 11865268.44 0.0006 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 0.0504 660288791.12 660288791.12 0.0360 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 2023-10-02 2024-08-01 2024-08-01 N N N 0.0539 3000261.21 3000261.21 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 2023-10-02 2025-05-15 2025-05-15 N N N 0.0545 11002016.52 11002016.52 0.0006 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RQ4 2549001DPIFGXC1TOL40 US313384RQ46 DIG928000 U.S. Government Agency Debt Y N/A N/A 2024-01-10 2024-01-10 2024-01-10 N N N 0.0514 11829708.96 11829708.96 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 0.0134 360947239.85 360947239.85 0.0197 N Y Y N UST BILLS UST BILLS, 0% 912797FT9 254900HROIFWPRGM1V77 US912797FT96 JUJ329000 U.S. Treasury Debt Y N/A N/A 2023-12-07 2023-12-07 2023-12-07 N N N 0.0522 98530455.09 98530455.09 0.0054 N Y Y N UST BILLS UST BILLS, 0% 912797HZ3 254900HROIFWPRGM1V77 US912797HZ39 JYA669000 U.S. Treasury Debt Y N/A N/A 2024-01-16 2024-01-16 2024-01-16 N N N 0.0539 21654572.50 21654572.50 0.0012 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 2023-10-02 2025-01-28 2025-01-28 N N N 0.0541 6001657.32 6001657.32 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 0.0488 4972283.75 4972283.75 0.0003 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AX4P0 2549001DPIFGXC1TOL40 US3130AX4P07 0001026214 JXO900000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-05-07 2024-05-07 N N N 0.0532 26006742.32 26006742.32 0.0014 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 0.0578 52837518.43 52837518.43 0.0029 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.27% FOR8UP27PHTHYVLBNG30 0000769993 JYQ490000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-01-31 2040-05-15 0.625 - 4.375 1921862200.00 1785783922.16 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0527 1750000000.00 1750000000.00 0.0954 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.415% 3133EPWQ4 254900C5LP6DN9OP9V83 JYH775000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-11-22 2024-11-22 N N N 0.0541 5999982.12 5999982.12 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AX4S4 2549001DPIFGXC1TOL40 US3130AX4S46 0001026214 JXP753000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-05-08 2024-05-08 N N N 0.0532 19004935.25 19004935.25 0.0010 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 2023-10-02 2024-05-24 2024-05-24 N N N 0.0541 7998345.12 7998345.12 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 2023-10-02 2025-02-26 2025-02-26 N N N 0.0546 16987779.21 16987779.21 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 2023-10-02 2024-06-14 2024-06-14 N N N 0.0541 4000082.16 4000082.16 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 0.0518 117077752.12 117077752.12 0.0064 N Y 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 0.0485 12933466.78 12933466.78 0.0007 N N 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 0.0575 38889444.36 38889444.36 0.0021 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AWAN0 2549001DPIFGXC1TOL40 US3130AWAN00 0001026214 JYK141000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-11-28 2023-11-28 N N N 0.0521 500053240.00 500053240.00 0.0273 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 2026-03-31 2026-03-31 0.750 15810600.00 14354752.18 U.S. Treasuries (including strips) Y N/A N/A 2023-10-06 2023-10-06 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 0.0526 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 0.0570 26940826.80 26940826.80 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 2023-10-02 2023-10-27 2023-10-27 N N N 0.0524 100001185.00 100001185.00 0.0055 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.25% 3130AVR79 2549001DPIFGXC1TOL40 US3130AVR791 0001026214 JSV741000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0577 25914453.76 25914453.76 0.0014 N N N N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.3% SUVUFHICNZMP2WKHG940 JYQ437000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-12 2053-08-15 0.000 - 7.625 1861671100.00 1635990938.65 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 1600000000.00 1600000000.00 0.0872 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AXD21 2549001DPIFGXC1TOL40 US3130AXD219 0001026214 JYN688000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-03-27 2025-03-27 N N N 0.0544 31999961.92 31999961.92 0.0017 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 0.0516 308704216.66 308704216.66 0.0168 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TD1 2549001DPIFGXC1TOL40 US313384TD15 313384TD1 U.S. Government Agency Debt Y N/A N/A 2024-02-16 2024-02-16 2024-02-16 N N N 0.0519 16670664.95 16670664.95 0.0009 N N N N UST BILLS UST BILLS, 0% 912797GQ4 254900HROIFWPRGM1V77 US912797GQ49 JXO891000 U.S. Treasury Debt Y N/A N/A 2024-03-07 2024-03-07 2024-03-07 N N N 0.0540 54701511.20 54701511.20 0.0030 N Y Y N UST NOTES UST NOTES, 5.43979% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2023-10-02 2024-07-31 2024-07-31 N N N 0.0540 417091097.82 417091097.82 0.0227 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-03-06 2025-03-06 N N N 0.0544 18999664.84 18999664.84 0.0010 N N N N North Carolina Capital Management Trust - Government Portfolio 2023-10-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer