Scribd Logo
Upload

Welcome to Scribd!

  • Document PDF

    Uploaded by

    josephv.76
    2 views36 pages

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    2 views36 pages

    Document PDF

    Uploaded by

    josephv.76

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    of 36

    Fidelity Government Money Market Fund

    Money Market Fund Holding as-of Jun 30, 2024


    Weighted Average Maturity 31 Days
    Weighted Average Life 79 Days

    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    Sumitomo Mitsui Banking Corp. Other Instrument N/A 07/05/2024 07/17/2024 5.25% 67,000,000 67,000,000

    U.S. Government Agency Debt (if categorized as coupon-


    Fannie Mae 3135G07G2 07/01/2024 06/18/2026 5.44% 549,000,000 548,996,591
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EREH0 07/01/2024 05/13/2026 5.40% 421,000,000 421,196,986
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPVD4 07/01/2024 03/05/2025 5.39% 335,000,000 335,134,003
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPZQ1 07/01/2024 07/25/2025 5.40% 334,000,000 334,282,487
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPB61 07/01/2024 12/10/2024 5.37% 325,000,000 325,069,277
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EN6T2 07/01/2024 01/24/2025 5.27% 304,000,000 304,025,220
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPH24 07/01/2024 11/28/2025 5.46% 272,000,000 272,116,324
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPLN3 07/01/2024 03/07/2025 5.39% 258,152,000 258,354,112
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPGY5 07/01/2024 02/26/2025 5.39% 252,000,000 252,063,209
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPU52 07/01/2024 01/12/2026 5.41% 236,000,000 236,256,971
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPF75 07/01/2024 08/22/2025 5.42% 227,838,000 227,979,499
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPZU2 07/01/2024 05/27/2025 5.40% 221,000,000 221,148,167
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPH73 07/01/2024 12/01/2025 5.46% 206,000,000 206,088,049
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ENW48 07/01/2024 07/26/2024 5.22% 203,900,000 203,915,613
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPXC4 07/01/2024 04/29/2025 5.39% 202,000,000 202,115,526
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EP6E0 07/01/2024 02/25/2026 5.42% 202,000,000 202,059,727
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPCK9 07/01/2024 09/03/2024 5.23% 196,000,000 196,043,545
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EN3N8 07/01/2024 08/06/2024 5.27% 193,000,000 193,024,081
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPE35 07/01/2024 02/20/2025 5.39% 191,000,000 191,046,432
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERGJ4 07/01/2024 08/06/2025 5.37% 190,000,000 190,025,943
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPYA7 07/01/2024 07/10/2025 5.40% 181,000,000 181,149,019
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPWB7 07/01/2024 09/15/2025 5.41% 180,000,000 180,169,330
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERHC8 07/01/2024 06/12/2026 5.41% 178,000,000 178,077,138
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPD44 07/01/2024 11/14/2025 5.46% 177,111,000 177,184,354
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPWU5 07/01/2024 06/27/2025 5.39% 176,000,000 176,158,418
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPYZ2 07/01/2024 03/20/2025 5.39% 176,000,000 176,082,778
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPUF0 07/01/2024 06/24/2025 5.40% 175,000,000 175,129,505
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPXN0 07/01/2024 04/03/2025 5.36% 174,000,000 174,120,062
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPM69 07/01/2024 12/15/2025 5.45% 168,500,000 168,587,003
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPJR7 07/01/2024 05/15/2025 5.33% 160,000,000 160,078,952
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPJW6 07/01/2024 09/17/2024 5.23% 153,000,000 153,043,158
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPNK7 07/01/2024 02/26/2025 5.39% 152,000,000 152,073,024
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPJJ5 07/01/2024 08/09/2024 5.27% 151,000,000 151,006,588
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERHJ3 07/01/2024 12/17/2025 5.41% 148,000,000 147,999,156
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EP3G8 07/01/2024 09/22/2025 5.39% 148,000,000 148,059,344
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPKH7 07/01/2024 12/23/2024 5.38% 144,000,000 144,048,570
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPQL2 07/01/2024 07/17/2025 5.40% 141,000,000 141,132,092
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPDB8 07/01/2024 09/13/2024 5.23% 137,000,000 137,033,424
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EN2V1 07/01/2024 11/25/2024 5.28% 136,563,000 136,684,706
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPAK1 07/01/2024 02/10/2025 5.35% 132,000,000 132,102,382
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPA96 07/01/2024 11/03/2025 5.46% 130,925,000 130,986,911
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERAF8 04/04/2025 04/04/2025 5.25% 128,000,000 127,747,743
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ENT83 07/01/2024 07/18/2024 5.26% 127,000,000 127,003,101
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERFS5 07/01/2024 01/28/2026 5.42% 126,000,000 126,000,000
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERKD2 07/05/2024 05/05/2026 0.00% 123,000,000 122,989,180
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERBY6 07/01/2024 04/17/2026 5.40% 122,000,000 122,065,231
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPSC0 07/01/2024 02/04/2025 5.38% 121,000,000 121,056,098
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPX26 07/01/2024 01/22/2025 5.34% 118,500,000 118,526,549
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPYS8 07/01/2024 07/17/2025 5.40% 118,000,000 118,098,313
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERGB1 07/01/2024 03/04/2026 5.41% 115,500,000 115,505,122
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPCV5 07/01/2024 03/10/2025 5.28% 114,000,000 114,024,290
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERBW0 07/01/2024 06/20/2025 5.38% 109,000,000 109,004,858
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EP5E1 07/01/2024 12/12/2025 5.42% 108,000,000 108,018,305
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPD77 07/01/2024 04/15/2025 5.41% 106,000,000 106,029,571
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERHP9 07/01/2024 06/18/2026 5.44% 106,000,000 105,999,555
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EP3F0 07/01/2024 02/20/2026 5.42% 105,500,000 105,572,886
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EP5P6 07/01/2024 07/18/2025 5.41% 100,000,000 99,974,011
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERHZ7 07/01/2024 06/24/2026 5.42% 98,000,000 98,043,031
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERGM7 07/01/2024 02/10/2026 5.42% 97,500,000 97,499,901
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPGB5 07/01/2024 12/18/2024 5.38% 96,000,000 96,028,812
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EP6C4 07/01/2024 10/21/2025 5.42% 95,000,000 94,988,800
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPNQ4 07/01/2024 10/03/2024 5.24% 87,000,000 87,035,997
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPRM9 07/01/2024 01/28/2025 5.38% 87,000,000 87,041,710
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPZV0 07/01/2024 10/27/2025 5.46% 86,551,000 86,591,565
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPUJ2 07/01/2024 08/28/2025 5.44% 84,000,000 84,048,450
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPWQ4 07/01/2024 11/22/2024 5.28% 82,000,000 82,043,841
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERDN8 07/01/2024 02/02/2026 5.39% 75,000,000 75,040,996
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EP2N4 07/01/2024 02/12/2025 5.34% 73,000,000 73,014,503
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPRC1 07/01/2024 05/27/2025 5.40% 71,000,000 71,054,015
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EN3K4 07/01/2024 12/05/2024 5.32% 71,000,000 71,062,177
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERJD4 07/01/2024 06/24/2026 5.45% 70,000,000 69,999,848
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERGQ8 07/01/2024 06/10/2025 5.38% 70,000,000 69,998,909
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERGH8 07/01/2024 06/05/2026 5.43% 65,000,000 65,008,011
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPXZ3 07/01/2024 10/06/2025 5.41% 65,000,000 65,062,091
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPX42 07/01/2024 01/23/2026 5.40% 63,000,000 63,059,476
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERES6 07/01/2024 11/17/2025 5.37% 63,000,000 63,029,561
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EP2A2 07/01/2024 11/06/2024 5.29% 61,000,000 61,006,321
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPEX9 07/01/2024 01/03/2025 5.36% 59,000,000 59,037,085
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPZ57 07/01/2024 01/30/2026 5.44% 59,000,000 59,032,724
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EP4F9 07/01/2024 01/28/2025 5.38% 58,000,000 57,997,662
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPE76 07/01/2024 05/20/2025 5.40% 58,000,000 58,030,288
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPYR0 07/01/2024 10/17/2025 5.46% 55,000,000 55,025,549
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERBX8 07/01/2024 01/23/2026 5.39% 54,000,000 54,029,237
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPA21 07/01/2024 07/30/2025 5.39% 53,000,000 53,051,032
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPTG0 07/01/2024 11/15/2024 5.29% 51,000,000 51,023,024
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPQ40 07/01/2024 06/20/2025 5.40% 50,000,000 50,026,764
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPZE8 07/01/2024 10/23/2025 5.39% 49,000,000 49,041,396
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERET4 07/01/2024 02/17/2026 5.38% 48,000,000 48,026,721
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPQ65 07/01/2024 09/20/2024 5.23% 47,000,000 47,008,061
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133END98 07/01/2024 08/01/2024 5.22% 46,000,000 46,004,458
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERAZ4 07/01/2024 12/12/2025 5.41% 44,000,000 44,005,285
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPXS9 07/01/2024 10/06/2025 5.41% 44,000,000 44,043,179
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EP6A8 07/01/2024 09/25/2025 5.42% 44,000,000 43,999,002
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EREY3 07/01/2024 05/20/2026 5.44% 44,000,000 43,999,261
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERCY5 07/01/2024 11/26/2025 5.38% 42,000,000 42,018,004
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPUA1 07/01/2024 09/23/2024 5.23% 41,000,000 41,011,231
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPC29 07/01/2024 03/11/2025 5.39% 41,000,000 41,012,638
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPP82 07/01/2024 10/21/2025 5.43% 41,000,000 41,016,260
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPFG5 07/01/2024 04/10/2025 5.29% 40,000,000 40,016,052
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPPN9 07/01/2024 07/07/2025 5.40% 40,000,000 40,038,838
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERGG0 07/01/2024 06/06/2025 5.35% 39,000,000 39,010,019
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPBX2 07/01/2024 12/26/2024 5.38% 38,000,000 38,012,204
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EN5H9 07/01/2024 01/03/2025 5.38% 29,000,000 29,020,096
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EP3R4 07/01/2024 11/27/2024 5.34% 25,000,000 25,000,079
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ENKS8 01/06/2025 01/06/2025 5.30% 21,800,000 21,336,772
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EM4L3 07/01/2024 09/09/2024 5.23% 21,000,000 21,003,556
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EMV41 07/01/2024 07/22/2024 5.22% 20,000,000 20,000,796
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ENL81 07/01/2024 09/16/2024 5.29% 20,000,000 20,002,501
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ENVF4 07/01/2024 04/28/2025 5.37% 20,000,000 20,022,921
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133ERBS9 04/17/2025 04/17/2025 5.21% 18,515,000 18,500,880
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EPHG3 07/01/2024 05/01/2025 5.39% 5,000,000 5,002,258
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Farm Credit Banks Funding Corp 3133EN6E5 07/01/2024 01/17/2025 5.27% 2,500,000 2,500,153
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYJA5 07/01/2024 07/15/2024 5.21% 1,398,500,000 1,398,505,091
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0PS2 07/01/2024 11/07/2024 5.33% 1,253,000,000 1,252,910,298
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYY26 07/01/2024 09/10/2024 5.23% 1,016,000,000 1,016,084,816
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYEP7 01/03/2025 01/03/2025 5.33% 948,000,000 945,650,913
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0ZM4 07/01/2024 12/24/2024 5.33% 836,000,000 836,078,383
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYLU8 07/01/2024 10/18/2024 5.31% 818,000,000 817,978,470
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYNM4 07/01/2024 09/04/2024 5.23% 815,000,000 815,045,159
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYSG2 07/01/2024 08/08/2024 5.22% 811,000,000 811,016,058
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYT89 07/01/2024 02/05/2025 5.38% 809,000,000 809,015,136
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXPH5 07/01/2024 11/27/2024 5.34% 794,000,000 794,231,094
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYJL1 07/01/2024 08/19/2024 5.22% 750,000,000 750,029,730
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1MM6 07/01/2024 12/10/2024 5.31% 736,000,000 736,073,026
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0VV8 04/10/2025 04/10/2025 5.26% 732,000,000 731,683,417
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0A58 02/26/2025 02/26/2025 5.30% 717,000,000 715,847,207
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYSJ6 07/01/2024 09/03/2024 5.23% 709,500,000 709,544,415
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1AB3 07/01/2024 12/05/2024 5.32% 666,000,000 666,062,504
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1LV7 07/01/2024 10/03/2024 5.24% 632,000,000 632,065,715
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYP75 07/01/2024 08/02/2024 5.22% 629,000,000 629,009,410
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0ZL6 07/01/2024 12/19/2024 5.33% 626,000,000 626,054,337
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXS90 07/01/2024 11/17/2025 5.46% 621,000,000 621,258,845
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B04M8 02/18/2025 02/18/2025 5.30% 611,000,000 610,000,215
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWP61 07/01/2024 07/25/2025 5.40% 606,000,000 606,608,757
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYMB9 07/01/2024 09/23/2024 5.23% 594,000,000 594,058,794
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AX4G0 07/01/2024 09/02/2025 5.45% 559,000,000 559,276,431
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXH84 07/01/2024 10/14/2025 5.46% 548,000,000 548,254,146
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYYN0 07/01/2024 09/16/2024 5.23% 528,000,000 528,050,783
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1ML8 07/01/2024 10/03/2024 5.27% 526,000,000 526,006,749
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYHD1 07/01/2024 07/22/2024 5.21% 500,000,000 500,004,860
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXD54 07/01/2024 06/27/2025 5.40% 493,000,000 493,392,157
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXD21 07/01/2024 03/27/2025 5.37% 493,000,000 493,313,518
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYQY5 07/01/2024 09/06/2024 5.23% 468,000,000 468,031,684
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWXC9 07/01/2024 02/24/2025 5.39% 432,000,000 432,164,467
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0YW3 07/01/2024 12/18/2024 5.33% 429,000,000 429,036,744
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1T31 07/01/2024 06/26/2026 5.39% 426,000,000 426,311,555
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1JY4 07/01/2024 12/27/2024 5.36% 421,000,000 420,998,358
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1JA6 07/01/2024 12/03/2024 5.32% 421,000,000 421,020,141
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1LR6 07/01/2024 12/06/2024 5.33% 421,000,000 420,997,423
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYN69 07/01/2024 07/23/2024 5.21% 420,000,000 420,002,100
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYND4 07/01/2024 07/29/2024 5.22% 420,000,000 420,003,028
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130ASMY2 07/01/2024 07/11/2024 5.22% 418,500,000 418,509,006
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0PW3 07/01/2024 11/04/2024 5.28% 418,000,000 418,042,452
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AY7E0 11/15/2024 11/15/2024 5.52% 416,000,000 415,116,882
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0PH6 07/01/2024 11/05/2024 5.28% 415,000,000 415,042,612
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0B65 02/25/2025 02/25/2025 5.30% 412,000,000 411,340,713
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0BD0 02/25/2025 02/25/2025 5.30% 412,000,000 411,367,209
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0AY5 02/26/2025 02/26/2025 5.30% 412,000,000 411,337,829
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0AT6 02/25/2025 02/25/2025 5.30% 412,000,000 411,340,713
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYFA9 07/01/2024 11/12/2025 5.44% 410,000,000 410,168,973
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B04N6 02/10/2025 02/10/2025 5.31% 408,000,000 407,347,530
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXZ50 07/01/2024 12/08/2025 5.45% 406,000,000 406,207,949
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYXY7 07/01/2024 08/15/2024 5.22% 406,000,000 406,014,068
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYXZ4 07/01/2024 08/16/2024 5.22% 406,000,000 406,014,685
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYUG9 01/14/2025 01/14/2025 5.32% 406,000,000 405,119,179
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYJD9 07/01/2024 10/16/2025 5.43% 405,000,000 405,162,373
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXSX7 07/01/2024 08/14/2025 5.44% 402,000,000 402,151,819
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXSW9 07/01/2024 05/15/2025 5.40% 402,000,000 402,207,926
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AVHE5 07/01/2024 09/26/2024 5.23% 402,000,000 402,168,977
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXR59 07/01/2024 05/09/2025 5.40% 400,000,000 400,219,508
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AVYD8 07/01/2024 05/12/2025 5.40% 398,750,000 399,038,898
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1LH8 07/01/2024 12/06/2024 5.32% 398,000,000 398,019,880
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AVYT3 07/01/2024 05/19/2025 5.40% 397,000,000 397,294,665
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AW5J5 07/01/2024 08/22/2024 5.22% 397,000,000 397,069,181
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWQB9 07/01/2024 12/26/2024 5.38% 395,750,000 395,905,736
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWQ94 07/01/2024 01/27/2025 5.38% 395,500,000 395,689,923
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWTB6 07/01/2024 11/07/2024 5.33% 393,000,000 393,117,755
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYDK9 07/01/2024 10/03/2025 5.39% 390,000,000 390,332,023
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AVYA4 07/01/2024 11/12/2024 5.33% 388,000,000 388,128,218
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AVYS5 07/01/2024 11/18/2024 5.28% 386,750,000 386,972,536
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWXD7 07/01/2024 08/22/2025 5.42% 383,000,000 383,302,984
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1LN5 07/01/2024 12/09/2024 5.31% 380,000,000 380,037,468
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AW5H9 07/01/2024 11/25/2024 5.29% 367,000,000 367,208,162
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYFD3 07/01/2024 11/14/2025 5.42% 360,000,000 360,247,594
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYHQ2 07/01/2024 10/11/2024 5.30% 359,000,000 359,007,219
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYP91 07/01/2024 09/05/2024 5.23% 346,000,000 346,021,964
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYQX7 07/01/2024 09/05/2024 5.23% 346,000,000 346,021,964
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWQ52 07/01/2024 07/24/2025 5.40% 345,000,000 345,345,690
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0P60 07/01/2024 11/05/2024 5.28% 337,000,000 337,034,603
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYZZ2 07/01/2024 08/20/2024 5.22% 328,000,000 328,013,130
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWNJ5 07/01/2024 07/21/2025 5.39% 326,000,000 326,344,354
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1T49 07/01/2024 06/18/2026 5.47% 320,000,000 320,000,240
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1T56 07/01/2024 06/24/2026 5.47% 320,000,000 319,999,165
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130ATR41 07/01/2024 10/21/2024 5.32% 307,000,000 307,076,498
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYYM2 07/01/2024 08/15/2024 5.22% 305,000,000 305,010,568
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXAS7 07/01/2024 03/20/2025 5.39% 303,000,000 303,142,125
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXTD0 07/01/2024 08/18/2025 5.42% 302,000,000 302,186,083
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AY5Q5 07/01/2024 08/14/2024 5.22% 302,000,000 302,021,324
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AX4V7 07/01/2024 03/06/2025 5.39% 298,000,000 298,129,481
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWPY0 07/01/2024 10/25/2024 5.32% 296,000,000 296,075,619
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWWV8 07/01/2024 08/21/2025 5.42% 291,000,000 291,229,148
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWZJ2 07/01/2024 08/22/2025 5.42% 279,000,000 279,220,711
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYP83 07/01/2024 09/05/2024 5.23% 273,000,000 273,017,330
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1KW6 07/01/2024 10/04/2024 5.24% 252,000,000 252,026,306
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130ATXF9 07/01/2024 11/22/2024 5.28% 239,000,000 239,207,963
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYM29 07/01/2024 07/24/2024 5.21% 231,000,000 231,001,534
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0ZU6 07/01/2024 12/24/2024 5.33% 215,000,000 215,020,158
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1T80 07/01/2024 06/26/2026 5.42% 213,000,000 213,063,768
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYT22 07/01/2024 08/02/2024 5.22% 213,000,000 213,003,186
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYME3 07/01/2024 10/08/2024 5.29% 211,000,000 210,998,869
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1LX3 07/01/2024 10/04/2024 5.24% 211,000,000 211,022,022
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1LT2 07/01/2024 12/05/2024 5.32% 211,000,000 211,010,607
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B05P0 07/01/2024 09/22/2025 5.39% 210,000,000 210,082,158
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1LC9 07/01/2024 02/27/2026 5.41% 210,000,000 210,027,010
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYJU1 07/01/2024 07/17/2024 5.21% 210,000,000 210,000,869
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1K22 07/01/2024 11/29/2024 5.32% 210,000,000 210,009,547
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1LB1 07/01/2024 11/28/2025 5.40% 210,000,000 210,026,559
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYP67 07/01/2024 08/05/2024 5.22% 209,000,000 209,003,766
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B16Z5 07/01/2024 12/03/2024 5.32% 209,000,000 209,019,130
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWSX9 07/01/2024 02/03/2025 5.38% 205,870,000 205,965,394
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYEN2 07/01/2024 07/08/2025 5.40% 205,000,000 205,105,274
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B06H7 02/20/2025 02/20/2025 5.30% 205,000,000 204,599,656
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYRV0 07/01/2024 08/08/2024 5.22% 203,000,000 203,004,019
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYRW8 07/01/2024 08/09/2024 5.22% 203,000,000 203,003,985
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXHC5 07/01/2024 10/20/2025 5.46% 203,000,000 203,094,117
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWQJ2 07/01/2024 07/25/2025 5.40% 203,000,000 203,203,924
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYD60 07/01/2024 04/04/2025 5.41% 203,000,000 203,017,602
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWXT2 07/01/2024 05/22/2025 5.40% 202,000,000 202,133,619
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXYD4 07/01/2024 10/10/2025 5.45% 202,000,000 202,075,259
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXYL6 07/01/2024 12/11/2025 5.46% 202,000,000 202,090,007
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXTF5 07/01/2024 05/19/2025 5.40% 201,000,000 201,105,002
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AV7D8 07/01/2024 10/01/2024 5.29% 201,000,000 201,046,616
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130ATS32 07/01/2024 07/24/2024 5.22% 201,000,000 201,015,399
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXJT6 07/01/2024 07/23/2024 5.22% 201,000,000 201,009,003
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AW2Z2 07/01/2024 08/19/2024 5.22% 198,000,000 198,032,040
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXU71 07/01/2024 08/25/2025 5.44% 198,000,000 198,079,943
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AW3A6 07/01/2024 11/19/2024 5.28% 197,750,000 197,864,446
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWSP6 07/01/2024 11/06/2024 5.32% 197,060,000 197,125,617
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AVBG6 07/01/2024 09/06/2024 5.23% 196,000,000 196,044,353
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYCW4 07/02/2024 01/02/2026 5.45% 187,000,000 187,089,149
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWLH1 07/01/2024 07/10/2025 5.40% 179,000,000 179,174,604
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYWR3 07/01/2024 07/16/2025 5.40% 172,000,000 172,046,648
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1HE0 07/01/2024 11/26/2024 5.33% 168,000,000 167,996,561
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWTE0 07/01/2024 07/08/2025 5.40% 167,000,000 167,154,108
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1AA5 12/02/2024 12/02/2024 5.32% 166,000,000 166,014,998
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXYH5 07/01/2024 12/08/2025 5.45% 164,000,000 164,095,423
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWWC0 07/01/2024 11/21/2024 5.28% 160,750,000 160,838,477
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B02B4 07/01/2024 09/20/2024 5.23% 147,000,000 147,015,444
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1MY0 07/01/2024 10/04/2024 5.27% 147,000,000 147,001,980
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYBG0 07/01/2024 08/26/2024 5.22% 146,000,000 146,013,035
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0BC2 02/26/2025 02/26/2025 5.30% 144,000,000 143,787,004
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYQ25 07/01/2024 08/28/2024 5.23% 142,000,000 142,007,435
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYAX4 07/01/2024 08/21/2024 5.31% 142,000,000 141,992,545
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYBF2 07/01/2024 07/26/2024 5.21% 141,000,000 141,003,962
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXP44 07/01/2024 09/26/2025 5.41% 141,000,000 141,123,502
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXMN5 07/01/2024 07/24/2025 5.40% 140,000,000 140,118,349
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXHU5 07/01/2024 04/14/2025 5.41% 138,000,000 138,049,799
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AW3R9 07/01/2024 05/16/2025 5.40% 138,000,000 138,101,525
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYB96 07/01/2024 07/23/2024 5.21% 137,000,000 137,003,246
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1T72 07/01/2024 06/24/2026 5.44% 134,000,000 134,000,064
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1S81 07/01/2024 06/25/2026 5.38% 128,000,000 128,132,055
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXWG9 07/01/2024 09/26/2025 5.47% 121,000,000 121,013,455
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B02D0 07/01/2024 10/16/2025 5.40% 117,000,000 117,047,872
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXZJ0 07/01/2024 12/08/2025 5.45% 117,000,000 117,059,926
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1SR9 07/01/2024 06/22/2026 5.42% 106,000,000 106,046,416
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1J57 07/01/2024 12/27/2024 5.32% 105,000,000 105,015,489
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130ASP45 07/01/2024 07/12/2024 5.22% 105,000,000 105,002,326
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1K30 07/01/2024 12/30/2024 5.33% 105,000,000 105,010,837
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1DB0 07/01/2024 08/09/2024 5.22% 105,000,000 105,001,500
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B16U6 07/01/2024 11/29/2024 5.39% 104,000,000 103,979,180
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0YQ6 07/01/2024 01/16/2026 5.43% 104,000,000 103,993,729
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYJN7 07/01/2024 07/17/2025 5.40% 102,200,000 102,247,575
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXNH7 07/01/2024 07/25/2025 5.40% 102,000,000 102,086,510
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYA63 11/15/2024 11/15/2024 5.49% 101,000,000 100,791,522
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYSP2 07/01/2024 09/09/2024 5.28% 101,000,000 100,997,233
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXED6 07/02/2024 07/02/2025 5.40% 101,000,000 101,082,143
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWWU0 07/01/2024 02/20/2025 5.39% 101,000,000 101,037,722
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXS74 07/01/2024 11/14/2025 5.45% 100,100,000 100,154,732
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AXQE1 07/01/2024 08/04/2025 5.42% 100,000,000 100,065,137
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130ATRQ2 07/01/2024 10/24/2024 5.32% 82,000,000 82,020,906
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWYZ7 07/01/2024 03/28/2025 5.39% 81,000,000 81,039,812
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWNG1 07/01/2024 07/14/2025 5.40% 77,000,000 77,075,706
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1J32 07/01/2024 11/29/2024 5.33% 74,000,000 73,999,623
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1J24 07/01/2024 05/23/2025 5.38% 73,500,000 73,498,551
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYC53 07/01/2024 04/01/2025 5.39% 70,000,000 70,016,626
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWUC2 07/01/2024 04/09/2025 5.41% 60,000,000 60,025,982
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AVX64 07/01/2024 11/08/2024 5.33% 55,000,000 55,014,601
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYKN5 01/10/2025 01/10/2025 5.33% 50,870,000 50,732,365
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B1LS4 07/01/2024 12/09/2024 5.26% 42,000,000 42,014,716
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AVWL2 07/01/2024 05/01/2025 5.39% 42,000,000 42,018,830
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AVUN0 07/01/2024 10/28/2024 5.32% 36,000,000 36,008,835
    paying notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130B0HG7 07/01/2024 09/19/2025 5.42% 32,000,000 31,996,269
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AST90 07/01/2024 07/26/2024 5.22% 31,000,000 31,002,436
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130ATAC1 07/01/2024 08/28/2024 5.23% 25,000,000 25,004,551
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AWX88 07/01/2024 08/16/2024 5.22% 25,000,000 25,003,142
    paying notes)

    U.S. Government Agency Debt (if categorized as coupon-


    Federal Home Loan Bank 3130AYCB0 07/01/2024 04/01/2025 5.39% 21,000,000 21,004,988
    paying notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313385AR7 01/16/2025 01/16/2025 5.31% 815,500,000 792,552,058
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384ZU6 07/24/2024 07/24/2024 5.32% 776,000,000 773,060,465
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384ZW2 07/26/2024 07/26/2024 5.32% 485,000,000 483,021,472
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384A33 07/31/2024 07/31/2024 5.33% 422,000,000 419,971,058
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384A58 08/02/2024 08/02/2024 5.32% 343,000,000 341,254,274
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384ZP7 07/19/2024 07/19/2024 5.32% 313,000,000 312,042,351
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384H36 09/25/2024 09/25/2024 5.38% 276,000,000 272,451,865
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384E88 09/06/2024 09/06/2024 5.37% 227,000,000 224,704,778
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384E62 09/04/2024 09/04/2024 5.37% 225,000,000 222,790,001
    discount notes)
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384C31 08/16/2024 08/16/2024 5.33% 221,000,000 219,425,282
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384B99 08/14/2024 08/14/2024 5.33% 213,000,000 211,544,234
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384D22 08/23/2024 08/23/2024 5.34% 211,000,000 209,281,757
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384J42 10/04/2024 10/04/2024 5.32% 209,000,000 206,064,246
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384F53 09/11/2024 09/11/2024 5.37% 181,000,000 179,039,167
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384D97 08/30/2024 08/30/2024 5.37% 168,000,000 166,460,910
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384L23 10/18/2024 10/18/2024 5.33% 151,000,000 148,575,947
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384C80 08/21/2024 08/21/2024 5.34% 149,000,000 147,829,978
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384B24 08/07/2024 08/07/2024 5.32% 145,000,000 144,156,583
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384D71 08/28/2024 08/28/2024 5.34% 105,000,000 104,068,606
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384H51 09/27/2024 09/27/2024 5.39% 85,000,000 83,882,723
    discount notes)

    U.S. Government Agency Debt (if categorized as no-coupon


    Federal Home Loan Bank Discount Notes 313384ZE2 07/10/2024 07/10/2024 5.31% 62,000,000 61,891,604
    discount notes)

    U.S. Government Agency Repurchase Agreement,


    ABN AMRO Bank NV collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.34% 493,000,000 493,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    BMO Chicago Branch collateralized only by U.S. Government Agency securities, N/A 07/05/2024 07/22/2024 5.22% 330,000,000 330,000,000
    U.S. Treasuries, and cash
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)
    U.S. Government Agency Repurchase Agreement,
    BMO Chicago Branch collateralized only by U.S. Government Agency securities, U.S. N/A 07/02/2024 07/02/2024 5.20% 329,000,000 329,000,000
    Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    BMO Chicago Branch collateralized only by U.S. Government Agency securities, N/A 07/05/2024 08/05/2024 5.23% 247,000,000 247,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    BMO Chicago Branch collateralized only by U.S. Government Agency securities, N/A 07/05/2024 07/17/2024 5.22% 165,000,000 165,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    BNP Paribas, SA collateralized only by U.S. Government Agency securities, N/A 07/02/2024 07/02/2024 5.21% 823,000,000 823,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    BNP Paribas, SA collateralized only by U.S. Government Agency securities, N/A 07/03/2024 07/03/2024 5.21% 331,000,000 331,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    BNY Mellon Capital Markets LLC collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 409,984,000 409,984,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Bank of America NA collateralized only by U.S. Government Agency securities, N/A 09/03/2024 09/03/2024 5.30% 216,000,000 216,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Bank of America, N.A. collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 1,186,682,000 1,186,682,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Bank of Nova Scotia collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 349,935,000 349,935,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Bank of Nova Scotia collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.32% 657,000 657,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Bmo Capital Markets Corp collateralized only by U.S. Government Agency securities, N/A 07/02/2024 07/02/2024 5.20% 82,000,000 82,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Bny Mellon Capital Markets LLC collateralized only by U.S. Government Agency securities, N/A 08/01/2024 08/01/2024 5.24% 589,000,000 589,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    BofA Securities, Inc. collateralized only by U.S. Government Agency securities, N/A 07/02/2024 07/02/2024 5.21% 1,546,000,000 1,546,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    BofA Securities, Inc. collateralized only by U.S. Government Agency securities, N/A 07/30/2024 07/30/2024 5.27% 861,000,000 861,000,000
    U.S. Treasuries, and cash
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)
    U.S. Government Agency Repurchase Agreement,
    BofA Securities, Inc. collateralized only by U.S. Government Agency securities, U.S. N/A 07/18/2024 07/18/2024 5.26% 646,000,000 646,000,000
    Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    BofA Securities, Inc. collateralized only by U.S. Government Agency securities, N/A 08/02/2024 08/02/2024 5.28% 516,000,000 516,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    BofA Securities, Inc. collateralized only by U.S. Government Agency securities, N/A 09/06/2024 09/06/2024 5.31% 434,000,000 434,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    BofA Securities, Inc. collateralized only by U.S. Government Agency securities, N/A 07/26/2024 07/26/2024 5.27% 216,000,000 216,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    BofA Securities, Inc. collateralized only by U.S. Government Agency securities, N/A 07/25/2024 07/25/2024 5.27% 214,000,000 214,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    BofA Securities, Inc. collateralized only by U.S. Government Agency securities, N/A 09/04/2024 09/04/2024 5.31% 109,000,000 109,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    BofA Securities, Inc. collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 20,796,000 20,796,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Canadian Imperial Bank of Commerce collateralized only by U.S. Government Agency securities, N/A 07/05/2024 07/15/2024 5.21% 478,000,000 478,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Canadian Imperial Bank of Commerce collateralized only by U.S. Government Agency securities, N/A 07/05/2024 07/22/2024 5.21% 256,000,000 256,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Canadian Imperial Bank of Commerce collateralized only by U.S. Government Agency securities, N/A 07/22/2024 07/22/2024 5.26% 21,000,000 21,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Citibank NA collateralized only by U.S. Government Agency securities, N/A 07/03/2024 07/03/2024 5.21% 493,000,000 493,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Citigroup Global Capital Markets, Inc. collateralized only by U.S. Government Agency securities, N/A 08/05/2024 08/05/2024 5.27% 1,090,000,000 1,090,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Citigroup Global Capital Markets, Inc. collateralized only by U.S. Government Agency securities, N/A 08/12/2024 08/12/2024 5.27% 871,000,000 871,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Citigroup Global Capital Markets, Inc. collateralized only by U.S. Government Agency securities, N/A 08/22/2024 08/22/2024 5.28% 741,000,000 741,000,000
    U.S. Treasuries, and cash
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)
    U.S. Government Agency Repurchase Agreement,
    Citigroup Global Capital Markets, Inc. collateralized only by U.S. Government Agency securities, U.S. N/A 07/03/2024 07/03/2024 5.21% 740,000,000 740,000,000
    Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Citigroup Global Capital Markets, Inc. collateralized only by U.S. Government Agency securities, N/A 07/05/2024 07/08/2024 5.21% 493,000,000 493,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Citigroup Global Markets, Inc. collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 1,640,541,000 1,640,541,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Citigroup Global Markets, Inc. collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.32% 877,000 877,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Credit Agricole CIB New York Branch collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 518,029,000 518,029,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Credit Agricole CIB New York Branch collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.32% 539,000 539,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Ficc MS Gc Repo (Gov) collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 330,000,000 330,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Fixed Income Clearing Corp. - SSB Repo(Gov) collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.35% 990,000,000 990,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Goldman Sachs and CO LLC collateralized only by U.S. Government Agency securities, N/A 07/03/2024 07/03/2024 5.20% 2,466,000,000 2,466,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Goldman Sachs and CO LLC collateralized only by U.S. Government Agency securities, N/A 07/02/2024 07/02/2024 5.20% 2,303,000,000 2,303,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Goldman Sachs and CO LLC collateralized only by U.S. Government Agency securities, N/A 07/05/2024 07/05/2024 5.20% 1,972,000,000 1,972,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Goldman Sachs and CO LLC collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 1,642,000,000 1,642,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    HSBC Securities (USA), Inc. collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 585,754,000 585,754,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    HSBC Securities (USA), Inc. collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.32% 821,000 821,000
    U.S. Treasuries, and cash
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)
    U.S. Government Agency Repurchase Agreement,
    ING Financial Markets LLC collateralized only by U.S. Government Agency securities, U.S. N/A 08/01/2024 08/01/2024 5.26% 765,000,000 765,000,000
    Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    ING Financial Markets LLC collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 346,326,000 346,326,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    ING Financial Markets LLC collateralized only by U.S. Government Agency securities, N/A 08/02/2024 08/02/2024 5.26% 328,000,000 328,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    ING Financial Markets LLC collateralized only by U.S. Government Agency securities, N/A 08/05/2024 08/05/2024 5.26% 220,000,000 220,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    ING Financial Markets LLC collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.32% 279,000 279,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    JP Morgan Securities LLC collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 4,561,384,000 4,561,384,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    JP Morgan Securities LLC collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.32% 46,662,000 46,662,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    MUFG Securities (Canada), Ltd. collateralized only by U.S. Government Agency securities, N/A 09/04/2024 09/04/2024 5.29% 306,000,000 306,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Mitsubishi UFJ Securities (U.S.A.), Inc. collateralized only by U.S. Government Agency securities, N/A 09/04/2024 09/04/2024 5.29% 1,399,000,000 1,399,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Mitsubishi UFJ Securities Holdings Ltd collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 922,976,000 922,976,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Mizuho Securities USA, Inc. collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 1,198,075,000 1,198,075,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Nomura Securities International collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 417,343,000 417,343,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    RBC Dominion Securities collateralized only by U.S. Government Agency securities, N/A 07/02/2024 07/02/2024 5.21% 329,000,000 329,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    RBC Dominion Securities, Inc. collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 2,936,252,000 2,936,252,000
    U.S. Treasuries, and cash
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)
    U.S. Government Agency Repurchase Agreement,
    RBC Financial Group collateralized only by U.S. Government Agency securities, U.S. N/A 07/05/2024 07/31/2024 5.23% 1,660,000,000 1,660,000,000
    Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    RBC Financial Group collateralized only by U.S. Government Agency securities, N/A 07/05/2024 07/31/2024 5.23% 1,636,000,000 1,636,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Royal Bank of Canada collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 258,467,000 258,467,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Royal Bank of Canada collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.32% 485,000 485,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    SMBC Nikko Securities America, Inc. collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 330,000,000 330,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Societe Generale collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 360,343,000 360,343,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Sumitomo Mitsui Banking Corp. collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 5,669,706,000 5,669,706,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Sumitomo Mitsui Banking Corp. NY collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 1,069,520,000 1,069,520,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    TD Securities (U.S.A.) collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 657,000,000 657,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Wells Fargo Bank National Asso collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 297,226,000 297,226,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Wells Fargo Securities LLC collateralized only by U.S. Government Agency securities, N/A 07/01/2024 07/01/2024 5.33% 1,641,747,000 1,641,747,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Wells Fargo Securities, LLC collateralized only by U.S. Government Agency securities, N/A 08/19/2024 08/19/2024 5.28% 866,000,000 866,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Wells Fargo Securities, LLC collateralized only by U.S. Government Agency securities, N/A 09/19/2024 09/19/2024 5.31% 654,000,000 654,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Wells Fargo Securities, LLC collateralized only by U.S. Government Agency securities, N/A 09/19/2024 09/19/2024 5.31% 437,000,000 437,000,000
    U.S. Treasuries, and cash
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)
    U.S. Government Agency Repurchase Agreement,
    Wells Fargo Securities, LLC collateralized only by U.S. Government Agency securities, U.S. N/A 09/19/2024 09/19/2024 5.31% 437,000,000 437,000,000
    Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Wells Fargo Securities, LLC collateralized only by U.S. Government Agency securities, N/A 09/19/2024 09/19/2024 5.31% 434,000,000 434,000,000
    U.S. Treasuries, and cash

    U.S. Government Agency Repurchase Agreement,


    Wells Fargo Securities, LLC collateralized only by U.S. Government Agency securities, N/A 08/26/2024 08/26/2024 5.29% 431,000,000 431,000,000
    U.S. Treasuries, and cash

    US Treasury Bill U.S. Treasury Debt 912797KL0 09/19/2024 09/19/2024 5.20% 6,669,000,000 6,591,732,232

    US Treasury Bill U.S. Treasury Debt 912797KR7 07/30/2024 07/30/2024 4.83% 5,610,900,000 5,587,170,550

    US Treasury Bill U.S. Treasury Debt 912797KD8 08/29/2024 08/29/2024 5.10% 5,452,400,000 5,405,441,968

    US Treasury Bill U.S. Treasury Debt 912797KQ9 07/23/2024 07/23/2024 4.69% 4,854,000,000 4,838,426,766

    US Treasury Bill U.S. Treasury Debt 912797KP1 07/16/2024 07/16/2024 4.44% 3,866,000,000 3,857,535,084

    US Treasury Bill U.S. Treasury Debt 912797KW6 08/06/2024 08/06/2024 4.90% 3,730,900,000 3,711,407,428

    US Treasury Bill U.S. Treasury Debt 912797LV7 10/29/2024 10/29/2024 5.22% 3,439,000,000 3,379,674,258

    US Treasury Bill U.S. Treasury Debt 912797LS4 10/08/2024 10/08/2024 5.22% 3,344,900,000 3,296,948,350

    US Treasury Bill U.S. Treasury Debt 912797KK2 09/12/2024 09/12/2024 5.20% 3,296,000,000 3,260,992,360

    US Treasury Bill U.S. Treasury Debt 912796Y52 07/05/2024 07/05/2024 3.05% 3,259,200,000 3,257,290,337

    US Treasury Bill U.S. Treasury Debt 912797KH9 07/02/2024 07/02/2024 1.33% 3,256,000,000 3,255,523,289
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    US Treasury Bill U.S. Treasury Debt 912797KV8 10/24/2024 10/24/2024 5.23% 3,225,000,000 3,171,537,337

    US Treasury Bill U.S. Treasury Debt 912797KZ9 08/27/2024 08/27/2024 5.08% 3,225,000,000 3,198,217,730

    US Treasury Bill U.S. Treasury Debt 912797LK1 10/01/2024 10/01/2024 5.20% 3,205,000,000 3,162,327,220

    US Treasury Bill U.S. Treasury Debt 912797JS7 07/18/2024 07/18/2024 4.53% 3,057,000,000 3,049,406,748

    US Treasury Bill U.S. Treasury Debt 912797JT5 07/25/2024 07/25/2024 4.72% 3,014,100,000 3,003,580,791

    US Treasury Bill U.S. Treasury Debt 912797LA3 09/03/2024 09/03/2024 5.17% 3,000,000,000 2,972,048,010

    US Treasury Bill U.S. Treasury Debt 912797KY2 08/20/2024 08/20/2024 5.04% 2,931,400,000 2,910,035,400

    US Treasury Bill U.S. Treasury Debt 912797GW1 10/03/2024 10/03/2024 5.17% 2,733,000,000 2,696,070,338

    US Treasury Bill U.S. Treasury Debt 912797LT2 10/15/2024 10/15/2024 5.23% 2,651,158,300 2,610,534,893

    US Treasury Bill U.S. Treasury Debt 912797LU9 10/22/2024 10/22/2024 5.25% 2,457,585,800 2,417,395,400

    US Treasury Bill U.S. Treasury Debt 912797LD7 11/14/2024 11/14/2024 5.26% 1,825,000,000 1,789,436,736

    US Treasury Bill U.S. Treasury Debt 912797KT3 10/10/2024 10/10/2024 5.21% 1,340,201,600 1,320,668,349

    US Treasury Bill U.S. Treasury Debt 912797LE5 11/21/2024 11/21/2024 5.25% 1,177,000,000 1,152,968,932

    US Treasury Bill U.S. Treasury Debt 912797KC0 08/22/2024 08/22/2024 5.03% 984,000,000 976,571,223
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    US Treasury Bill U.S. Treasury Debt 912797LC9 11/07/2024 11/07/2024 5.26% 977,000,000 958,900,264

    US Treasury Bill U.S. Treasury Debt 912797HE0 10/31/2024 10/31/2024 5.26% 712,000,000 699,513,300

    US Treasury Bill U.S. Treasury Debt 912797KB2 08/15/2024 08/15/2024 5.00% 637,000,000 632,826,554

    US Treasury Bill U.S. Treasury Debt 912797GK7 08/08/2024 08/08/2024 4.94% 634,000,000 630,491,603

    US Treasury Bill U.S. Treasury Debt 912797LJ4 09/24/2024 09/24/2024 5.21% 624,000,000 616,320,987

    US Treasury Bill U.S. Treasury Debt 912797HP5 11/29/2024 11/29/2024 5.24% 602,764,000 589,819,306

    US Treasury Bill U.S. Treasury Debt 912797KN6 07/09/2024 07/09/2024 3.84% 461,000,000 460,464,982

    US Treasury Bill U.S. Treasury Debt 912797LG0 09/10/2024 09/10/2024 5.19% 300,000,000 296,902,329

    US Treasury Bill U.S. Treasury Debt 912797KM8 09/26/2024 09/26/2024 5.23% 258,000,000 254,742,213

    US Treasury Bill U.S. Treasury Debt 912797GL5 09/05/2024 09/05/2024 5.15% 216,000,000 213,933,226

    US Treasury Bill U.S. Treasury Debt 912797JU2 08/01/2024 08/01/2024 4.86% 157,000,000 156,289,958

    US Treasury Bill U.S. Treasury Debt 912797LF2 12/05/2024 12/05/2024 5.24% 114,000,000 111,447,049

    US Treasury Bill U.S. Treasury Debt 912797KX4 08/13/2024 08/13/2024 4.99% 36,000,000 35,774,608

    US Treasury Note U.S. Treasury Debt 912828WU0 07/15/2024 07/15/2024 3.93% 2,496,866,500 3,293,730,297
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    US Treasury Note U.S. Treasury Debt 91282CFD8 07/01/2024 07/31/2024 5.45% 2,035,000,000 2,034,591,046

    US Treasury Note U.S. Treasury Debt 91282CGX3 04/30/2025 04/30/2025 5.19% 1,000,000,000 989,238,280

    US Treasury Note U.S. Treasury Debt 91282CEQ0 05/15/2025 05/15/2025 5.18% 780,000,000 763,866,800

    US Treasury Note U.S. Treasury Debt 912828ZL7 04/30/2025 04/30/2025 5.16% 512,000,000 492,125,000

    US Treasury Note U.S. Treasury Debt 9128284M9 04/30/2025 04/30/2025 5.18% 420,000,000 412,112,694

    US Treasury Note U.S. Treasury Debt 91282CFS5 07/01/2024 10/31/2024 5.29% 407,000,000 407,143,288

    US Treasury Note U.S. Treasury Debt 912828XB1 05/15/2025 05/15/2025 5.17% 333,000,000 324,375,819

    US Treasury Note U.S. Treasury Debt 91282CGU9 03/31/2025 03/31/2025 5.21% 221,000,000 218,831,007

    US Treasury Note U.S. Treasury Debt 91282CDS7 01/15/2025 01/15/2025 5.26% 142,000,000 138,875,723

    US Treasury Note U.S. Treasury Debt 912828Y87 07/31/2024 07/31/2024 5.01% 75,000,000 74,776,856

    US Treasury Note U.S. Treasury Debt 912828ZF0 03/31/2025 03/31/2025 5.18% 45,000,000 43,457,080

    U.S. Treasury Repurchase Agreement, if collateralized only by


    ABN AMRO Bank NV N/A 07/01/2024 07/01/2024 5.32% 445,000,000 445,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    BMO Chicago Branch N/A 07/05/2024 07/17/2024 5.21% 146,000,000 146,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    BNP Paribas, SA N/A 07/05/2024 09/16/2024 5.29% 4,975,000,000 4,975,000,000
    U.S. Treasuries (including Strips) and cash
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Treasury Repurchase Agreement, if collateralized only by


    BNP Paribas, SA N/A 07/02/2024 07/02/2024 5.20% 2,074,000,000 2,074,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    BNP Paribas, SA N/A 07/01/2024 07/01/2024 5.33% 1,035,000,000 1,035,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    BNP Paribas, SA N/A 07/05/2024 07/05/2024 5.21% 889,000,000 889,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    BNP Paribas, SA N/A 07/05/2024 09/17/2024 5.29% 764,000,000 764,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    BNP Paribas, SA N/A 09/03/2024 09/03/2024 5.30% 216,000,000 216,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Barclays Bank PLC N/A 07/05/2024 08/01/2024 5.22% 1,043,000,000 1,043,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Barclays Bank PLC N/A 07/01/2024 07/01/2024 5.32% 744,000,000 744,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Bmo Capital Markets Corp N/A 07/03/2024 07/03/2024 5.20% 149,000,000 149,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    BofA Securities, Inc. N/A 07/25/2024 07/25/2024 5.25% 366,000,000 366,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    BofA Securities, Inc. N/A 07/02/2024 07/02/2024 5.19% 237,000,000 237,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    BofA Securities, Inc. N/A 07/01/2024 07/01/2024 5.32% 113,000,000 113,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Canadian Imperial Bank of Commerce N/A 07/03/2024 07/03/2024 5.19% 296,000,000 296,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Canadian Imperial Bank of Commerce N/A 07/05/2024 08/01/2024 5.22% 253,000,000 253,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Canadian Imperial Bank of Commerce N/A 07/05/2024 07/08/2024 5.20% 192,000,000 192,000,000
    U.S. Treasuries (including Strips) and cash
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Canadian Imperial Bank of Commerce N/A 07/01/2024 07/01/2024 5.32% 59,000,000 59,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Credit AG N/A 07/05/2024 07/15/2024 5.19% 268,000,000 268,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Federal Reserve Bank of NY N/A 07/01/2024 07/01/2024 5.30% 40,208,000,000 40,208,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Ficc BNP Gc Repo (Gov) N/A 07/01/2024 07/01/2024 5.32% 3,124,000,000 3,124,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Ficc Citi Gc Repo (Gov) N/A 07/01/2024 07/01/2024 5.33% 297,000,000 297,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Ficc Credit Ag Dvp Repo (Gov) N/A 07/01/2024 07/01/2024 5.33% 2,796,000,000 2,796,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Ficc Nomura Gc Repo (Gov) N/A 07/01/2024 07/01/2024 5.33% 2,677,000,000 2,677,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Fixed Income Clearing Corp. - BNYM (Gov) N/A 07/01/2024 07/01/2024 5.32% 9,708,000,000 9,708,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Fixed Income Clearing Corp. - SSB Repo(Gov N/A 07/01/2024 07/01/2024 5.32% 8,032,000,000 8,032,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Fixed Income Clearing Corp. - SSB Repo(Gov N/A 07/01/2024 07/01/2024 5.35% 1,491,000,000 1,491,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Goldman Sachs and CO LLC N/A 07/01/2024 07/01/2024 5.32% 510,000,000 510,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    HSBC Securities, Inc. (U.S.A.) N/A 07/02/2024 07/02/2024 5.21% 582,000,000 582,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    ING Financial Markets LLC N/A 07/02/2024 07/02/2024 5.21% 119,000,000 119,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    ING Financial Markets LLC N/A 07/05/2024 07/05/2024 5.20% 59,000,000 59,000,000
    U.S. Treasuries (including Strips) and cash
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Treasury Repurchase Agreement, if collateralized only by


    ING Financial Markets LLC N/A 07/03/2024 07/03/2024 5.21% 29,000,000 29,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Jpmorgan Secs LLC N/A 07/05/2024 07/29/2024 5.24% 5,133,000,000 5,133,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Lloyds Bank Corp Mrkts N/A 07/02/2024 07/02/2024 5.20% 73,000,000 73,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Lloyds Bank PLC N/A 08/28/2024 08/28/2024 5.30% 253,000,000 253,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Lloyds Bank PLC N/A 09/20/2024 09/20/2024 5.31% 249,000,000 249,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Lloyds Bank PLC N/A 08/20/2024 08/20/2024 5.29% 137,000,000 137,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    MUFG Securities (Canada), Ltd. N/A 09/04/2024 09/04/2024 5.27% 286,000,000 286,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    MUFG Securities (Canada), Ltd. N/A 07/05/2024 08/01/2024 5.23% 148,000,000 148,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    MUFG Securities EMEA PLC N/A 07/05/2024 07/05/2024 5.19% 894,000,000 894,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    MUFG Securities EMEA PLC N/A 07/05/2024 07/11/2024 5.20% 894,000,000 894,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    MUFG Securities EMEA PLC N/A 07/01/2024 07/01/2024 5.33% 267,000,000 267,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Mitsubishi UFJ Securities (U.S.A.), Inc. N/A 09/04/2024 09/04/2024 5.27% 286,000,000 286,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Mizuho Bank, Ltd. N/A 07/01/2024 07/01/2024 5.32% 744,000,000 744,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    NatWest Market Securities Inc N/A 07/02/2024 07/02/2024 5.21% 509,000,000 509,000,000
    U.S. Treasuries (including Strips) and cash
    Issuer Name Category CUSIP Effective Maturity Date Final Maturity Date Coupon/Yield Principal Amount ($) Value ($)

    U.S. Treasury Repurchase Agreement, if collateralized only by


    NatWest Market Securities Inc N/A 07/01/2024 07/01/2024 5.32% 146,000,000 146,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Natixis SA N/A 07/05/2024 07/30/2024 5.23% 758,000,000 758,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Natixis SA N/A 07/01/2024 07/01/2024 5.32% 296,000,000 296,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Norinchukin Bank N/A 07/02/2024 07/02/2024 5.21% 285,000,000 285,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Norinchukin Bank N/A 07/01/2024 07/01/2024 5.34% 95,000,000 95,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    RBC Dominion Securities N/A 07/05/2024 08/01/2024 5.22% 1,186,000,000 1,186,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    SMBC Nikko Securities America, Inc. N/A 07/01/2024 07/01/2024 5.32% 1,170,000,000 1,170,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Societe Generale N/A 07/03/2024 07/03/2024 5.21% 744,000,000 744,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Societe Generale N/A 07/01/2024 07/01/2024 5.33% 146,000,000 146,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    Sumitomo Mitsui Banking Corp. N/A 07/03/2024 07/03/2024 5.24% 67,000,000 67,000,000
    U.S. Treasuries (including Strips) and cash

    U.S. Treasury Repurchase Agreement, if collateralized only by


    TD Securities (U.S.A.) N/A 07/01/2024 07/01/2024 5.32% 436,000,000 436,000,000
    U.S. Treasuries (including Strips) and cash

    The following link can be used to obtain the most recent 12 months of publicly available information filed by the fund:
    http://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=0000917286&type=N-MFP&dateb=&count=20&scd=filings

    You might also like