N-MFP2 0001081400 XXXXXXXX 2018-08-31 0001081400 S000007440 5 N N 333-74295 Wells Fargo Funds Management, LLC 801-58237 Wells Capital Management, Inc. 801-21122 KPMG LLP Boston MA Wells Fargo Funds Management, LLC Boston Financial Data Services, Inc. 0000275143 084-00896 N N N Treasury N 32 110 12705067571.78 12852319668.30 13328467811.75 13956295365.81 13357897968.05 13530067571.78 13677319668.30 14153467811.75 14981295365.81 13907897968.05 0.9050 0.9057 0.9280 0.9156 0.9394 0.9638 0.9639 0.9854 0.9829 0.9781 32051.34 14208200132.15 14207865916.71 11533151.78 26817326.73 14192613793.10 14190664394.9200 1.0000 0.0202 1.0002 1.0002 1.0002 1.0002 1.0002 C000020412 1000.00 1320983972.56 1320799787.1600 1.0002 1.0002 1.0002 1.0002 1.0002 331778217.46 260550097.90 654120691.74 708489867.87 191859130.67 208737681.15 136305247.85 107290599.89 122879299.89 201324269.21 1338836743.24 1314508597.65 0.0142 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $16,953.25 of expenses for the class. C000020413 10000000.00 11420935028.74 11419373957.1500 1.0002 1.0002 1.0002 1.0002 1.0002 1564595556.73 1709420004.01 1541445120.88 1320973842.41 1196108964.10 1158253702.11 1893667463.14 1194385955.47 1532159466.04 2321444705.34 7159963836.37 6946879287.48 0.0182 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $237,330.34 of expenses for the class. C000020414 100000.00 1407058503.58 1406860980.5100 1.0002 1.0002 1.0002 1.0002 1.0002 153144082.81 100891771.62 81996341.08 92126132.72 198044355.66 56687377.50 61359686.63 83700574.92 80226953.93 91080334.04 491323148.67 412765600.14 0.0157 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $73,886.84 of expenses for the class. C000064992 1000000.00 43536200.82 43529596.7600 1.0002 1.0002 1.0002 1.0002 1.0002 2738093.93 6874705.12 0.00 9600000.00 14529203.01 5693000.00 20843000.00 3711963.63 8053000.00 8644000.00 43502296.94 33066068.75 0.0167 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $8.55 of expenses for the class. C000086835 1.00 100087.40 100073.3400 1.0002 1.0002 1.0002 1.0002 1.0002 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0124 N Barclays Barclays 1.950000% 00799J004 00799J004 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 3 3/4 BOND 43 2043-11-15 3.750000 69751287.40 79848165.33 U.S. Treasuries (including strips) 2 1/2 NOTE C 24 2024-05-15 2.500000 265451238.95 263666067.85 U.S. Treasuries (including strips) 2 NOTE P 21 2021-08-31 2.000000 104145815.85 102062899.54 U.S. Treasuries (including strips) 1 7/8 NOTE W 22 2022-03-31 1.875000 273566671.35 267888552.97 U.S. Treasuries (including strips) 6 1/8 TPRN 29 2029-08-15 0.00 1588067.41 1164498.07 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 2028-08-15 2.875000 256286822.46 257327859.55 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0198 952900000.00 952900000.00 0.0671 N Y Y N RBC Dominion RBC Dominion 1.940000% 071995006 071995006 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 3 5/8 NOTE B 20 2020-02-15 3.625000 11227500.00 11406590.83 U.S. Treasuries (including strips) 5 1/2 BOND 28 2028-08-15 5.500000 720.00 885.07 U.S. Treasuries (including strips) 2 5/8 NOTE E 20 2020-08-15 2.625000 28209480.00 28224044.68 U.S. Treasuries (including strips) 2 NOTE B 22 2022-02-15 2.000000 13520580.00 13200663.68 U.S. Treasuries (including strips) 1 3/4 NOTE C 22 2022-05-15 1.750000 13870260.00 13456036.75 U.S. Treasuries (including strips) 1 NOTE Q 19 2019-09-30 1.000000 14100.00 13934.23 U.S. Treasuries (including strips) 1 3/4 NOTE C 23 2023-05-15 1.750000 2694720.00 2588981.53 U.S. Treasuries (including strips) 1 3/8 NOTE L 20 2020-05-31 1.375000 155580.00 152775.87 U.S. Treasuries (including strips) 0 3/8 TRIN D 23 2023-07-15 0.375000 64.96 64.13 U.S. Treasuries (including strips) 2 1/8 NOTE P 20 2020-08-31 2.125000 45600.00 45129.77 U.S. Treasuries (including strips) 2 NOTE S 20 2020-11-30 2.000000 699360.00 692525.38 U.S. Treasuries (including strips) 0 1/8 TRIN X 19 2019-04-15 0.125000 1225.84 1217.03 U.S. Treasuries (including strips) U.S. Treasury Note 2019-04-30 1.625000 60.00 60.04 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 60.00 61.39 U.S. Treasuries (including strips) 1 1/2 NOTE AE 19 2019-10-31 1.500000 6427020.00 6383917.75 U.S. Treasuries (including strips) 2 3/8 NOTE E 24 2024-08-15 2.375000 60.00 58.66 U.S. Treasuries (including strips) 1 3/4 NOTE AD 19 2019-09-30 1.750000 35394000.00 35370872.63 U.S. Treasuries (including strips) 2 1/4 NOTE F 24 2024-11-15 2.250000 763740.00 744557.34 U.S. Treasuries (including strips) 1 5/8 NOTE AG 19 2019-12-31 1.625000 891180.00 882658.33 U.S. Treasuries (including strips) 1 3/4 NOTE H 22 2022-02-28 1.750000 35380680.00 34218424.66 U.S. Treasuries (including strips) 1 3/4 NOTE K 22 2022-04-30 1.750000 33180.00 32228.34 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 2025-05-15 2.125000 41722020.00 40212367.66 U.S. Treasuries (including strips) 1 1/2 NOTE Z 20 2020-05-31 1.500000 5403960.00 5319444.73 U.S. Treasuries (including strips) 2 NOTE E 25 2025-08-15 2.000000 10633560.00 10091190.65 U.S. Treasuries (including strips) 1 3/8 NOTE AC 20 2020-08-31 1.375000 4939860.00 4816561.09 U.S. Treasuries (including strips) 1 3/4 NOTE G 23 2023-01-31 1.750000 41340.00 39682.77 U.S. Treasuries (including strips) 1 1/8 NOTE AB 21 2021-07-31 1.125000 12051960.00 11526707.75 U.S. Treasuries (including strips) U.S. Treasury Floating Note 2018-10-31 1.242901 180.00 180.40 U.S. Treasuries (including strips) 1 5/8 NOTE R 23 2023-10-31 1.625000 60.00 57.02 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 12240.00 11557.37 U.S. Treasuries (including strips) 1 7/8 NOTE U 22 2022-01-31 1.875000 6244020.00 6077800.96 U.S. Treasuries (including strips) 2 1/8 NOTE H 24 2024-02-29 2.125000 395160.00 381947.03 U.S. Treasuries (including strips) 1 7/8 NOTE V 22 2022-02-28 1.875000 69180.00 67188.31 U.S. Treasuries (including strips) 2 1/8 NOTE J 24 2024-03-31 2.125000 4351020.00 4241301.19 U.S. Treasuries (including strips) 1 7/8 NOTE Y 22 2022-04-30 1.875000 10376940.00 10127031.98 U.S. Treasuries (including strips) 2 NOTE M 24 2024-06-30 2.000000 120.00 115.30 U.S. Treasuries (including strips) 2 1/8 NOTE N 24 2024-07-31 2.125000 13866840.00 13384663.37 U.S. Treasuries (including strips) 1 7/8 NOTE AB 22 2022-07-31 1.875000 69600.00 67450.72 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-09-13 0.00 660.00 659.51 U.S. Treasuries (including strips) 1 7/8 NOTE P 24 2024-08-31 1.875000 60.00 56.97 U.S. Treasuries (including strips) 1 3/8 NOTE BG 19 2019-09-30 1.375000 60.00 59.62 U.S. Treasuries (including strips) 1 3/4 NOTE BK 19 2019-11-30 1.750000 11880.00 11818.09 U.S. Treasuries (including strips) 2 1/4 NOTE AJ 21 2021-02-15 2.250000 19680.00 19490.15 U.S. Treasuries (including strips) 2 5/8 NOTE V 23 2023-02-28 2.625000 174120.00 173195.08 U.S. Treasuries (including strips) 2 1/2 NOTE W 23 2023-03-31 2.500000 9163140.00 9156916.58 U.S. Treasuries (including strips) 2 3/8 NOTE AZ 20 2020-04-30 2.375000 12040440.00 12084726.90 U.S. Treasuries (including strips) 2 1/4 NOTE AY 20 2020-03-31 2.250000 6214080.00 6236362.06 U.S. Treasuries (including strips) 2 3/4 NOTE Z 23 2023-05-31 2.750000 5820060.00 5859360.35 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 2028-05-15 2.875000 7562040.00 7629391.31 U.S. Treasuries (including strips) 2 1/2 NOTE BB 20 2020-05-31 2.500000 788520.00 791503.88 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 2028-07-15 0.750000 10254775.30 10255573.94 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 300000000.00 300000000.00 0.0211 N Y Y N RBC Dominion RBC Dominion 1.950000% 071995009 071995009 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 3 5/8 NOTE B 20 2020-02-15 3.625000 142.86 145.14 U.S. Treasuries (including strips) 4 1/2 BOND 39 2039-08-15 4.500000 8885.71 11041.89 U.S. Treasuries (including strips) 5 1/2 BOND 28 2028-08-15 5.500000 6142.86 7551.21 U.S. Treasuries (including strips) 2 5/8 NOTE E 20 2020-08-15 2.625000 3141257.14 3142878.99 U.S. Treasuries (including strips) 2 NOTE B 22 2022-02-15 2.000000 917428.57 895720.90 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-08-15 2.750000 20534228.57 19689278.99 U.S. Treasuries (including strips) 1 3/8 NOTE L 20 2020-05-31 1.375000 58628.57 57571.87 U.S. Treasuries (including strips) 1 3/4 NOTE R 20 2020-10-31 1.750000 26342.86 25984.57 U.S. Treasuries (including strips) 2 NOTE S 20 2020-11-30 2.000000 1583342.86 1567869.36 U.S. Treasuries (including strips) 2 3/4 NOTE B 24 2024-02-15 2.750000 2238900.00 2238079.78 U.S. Treasuries (including strips) U.S. Treasury Note 2019-03-31 1.625000 42.86 42.98 U.S. Treasuries (including strips) U.S. Treasury Note 2019-04-30 1.625000 14.29 14.29 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 28.57 29.24 U.S. Treasuries (including strips) 2 3/8 NOTE E 24 2024-08-15 2.375000 308985.71 302063.08 U.S. Treasuries (including strips) 2 1/8 NOTE T 21 2021-12-31 2.125000 22150000.00 21799369.11 U.S. Treasuries (including strips) 1 5/8 NOTE AG 19 2019-12-31 1.625000 14.29 14.15 U.S. Treasuries (including strips) 1 3/8 NOTE Q 23 2023-09-30 1.375000 14.29 13.43 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 214.29 202.33 U.S. Treasuries (including strips) 2 1/4 NOTE T 23 2023-12-31 2.250000 365814.29 357655.44 U.S. Treasuries (including strips) 2 1/8 NOTE H 24 2024-02-29 2.125000 84071.43 81260.33 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 45714.29 46066.76 U.S. Treasuries (including strips) U.S. Treasury Floating Note 2019-07-31 1.132901 28.57 28.65 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 2027-08-15 2.250000 109142.86 104014.04 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-10-11 0.00 113942.86 113682.27 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 60714.29 58117.43 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-01-03 0.00 57.14 56.72 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-01-31 0.00 14.29 14.15 U.S. Treasuries (including strips) 1 TRIB 48 2048-02-15 1.000000 3795.11 3908.49 U.S. Treasuries (including strips) 2 1/4 NOTE AX 20 2020-02-29 2.250000 614.29 611.10 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 2025-02-28 2.750000 585.71 583.70 U.S. Treasuries (including strips) 2 3/8 NOTE AZ 20 2020-04-30 2.375000 14.29 14.34 U.S. Treasuries (including strips) 2 1/4 NOTE AY 20 2020-03-31 2.250000 280257.14 281262.07 U.S. Treasuries (including strips) 2 5/8 NOTE AM 21 2021-05-15 2.625000 71.43 71.82 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-09-27 0.00 200700.00 200397.14 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 2028-05-15 2.875000 8585.71 8662.18 U.S. Treasuries (including strips) 2 1/2 NOTE BB 20 2020-05-31 2.500000 628.57 630.95 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-02-07 0.00 142.86 141.46 U.S. Treasuries (including strips) BILL 08/15/19 2019-08-15 0.00 28.57 27.91 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 2028-08-15 2.875000 257.14 257.78 U.S. Treasuries (including strips) 2 3/4 NOTE P 25 2025-08-31 2.750000 4685.71 4664.48 U.S. Treasuries (including strips) Y 2018-09-05 2018-09-05 2018-09-05 N N N 0.0198 50000000.00 50000000.00 0.0035 N N Y N Deutsche Bank Deutsche Bank 1.960000% 16699F009 0000058086 16699F009 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TRIB 01/15/27 2.3750 2027-01-15 2.375000 57373.37 65041.79 U.S. Treasuries (including strips) 6 3/4 BOND 26 2026-08-15 6.750000 29760280.00 38199098.53 U.S. Treasuries (including strips) 5 1/4 BOND 28 2028-11-15 5.250000 80.00 98.14 U.S. Treasuries (including strips) 4 3/4 BOND 37 2037-02-15 4.750000 14060840.00 17818194.78 U.S. Treasuries (including strips) 3 7/8 BOND 40 2040-08-15 3.875000 34733120.00 39914772.96 U.S. Treasuries (including strips) 3 1/8 BOND 41 2041-11-15 3.125000 20000040.00 20686585.29 U.S. Treasuries (including strips) 4 3/8 BOND 41 2041-05-15 4.375000 23337560.00 29037658.07 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-08-15 2.750000 8813000.00 8468267.63 U.S. Treasuries (including strips) TIIN 04/15/21 2021-04-15 0.00 27.86 27.75 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 11830600.00 13182034.13 U.S. Treasuries (including strips) 2 3/8 NOTE E 24 2024-08-15 2.375000 280000.00 274120.45 U.S. Treasuries (including strips) 2 1/4 NOTE F 24 2024-11-15 2.250000 2445520.00 2387539.80 U.S. Treasuries (including strips) 1 1/2 NOTE Z 20 2020-05-31 1.500000 82000.00 80771.68 U.S. Treasuries (including strips) 2 NOTE N 22 2022-07-31 2.000000 2798400.00 2728344.25 U.S. Treasuries (including strips) 2 NOTE E 25 2025-08-15 2.000000 1795640.00 1706577.27 U.S. Treasuries (including strips) 1 TRIB 46 2046-02-15 1.000000 8569651.81 8819755.24 U.S. Treasuries (including strips) U.S. Treasury Note 2019-03-15 1.000000 150480.00 150183.61 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 51018800.00 46634038.04 U.S. Treasuries (including strips) 0 7/8 NOTE AM 19 2019-05-15 0.875000 314200.00 311766.82 U.S. Treasuries (including strips) 1 3/8 NOTE M 23 2023-06-30 1.375000 2128000.00 2002921.64 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 2026-07-15 0.125000 60139781.32 57508885.20 U.S. Treasuries (including strips) 1 1/8 NOTE AD 21 2021-09-30 1.125000 862120.00 826435.88 U.S. Treasuries (including strips) 2 1/8 NOTE S 23 2023-11-30 2.125000 40.00 39.00 U.S. Treasuries (including strips) 1 3/8 NOTE AJ 20 2020-02-15 1.375000 40.00 39.35 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.00 9200000.00 7219148.00 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 11832000.00 11437814.35 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 404080.00 408142.76 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.00 240.00 183.86 U.S. Treasuries (including strips) 1 1/4 NOTE BF 19 2019-08-31 1.250000 5234000.00 5171029.75 U.S. Treasuries (including strips) 1 3/8 NOTE BG 19 2019-09-30 1.375000 40.00 39.76 U.S. Treasuries (including strips) 3 TPRN 47 2047-02-15 0.00 73120000.00 31224433.60 U.S. Treasuries (including strips) 1 3/4 NOTE BK 19 2019-11-30 1.750000 884840.00 880436.95 U.S. Treasuries (including strips) TINT 02/15/34 2034-02-15 0.00 40800000.00 25767648.00 U.S. Treasuries (including strips) TINT 02/15/31 2031-02-15 0.00 1175.20 814.93 U.S. Treasuries (including strips) 3 TPRN 47 2047-05-15 0.00 63200000.00 26879592.00 U.S. Treasuries (including strips) 1 7/8 NOTE AU 20 2020-12-15 1.875000 1994160.00 1967750.68 U.S. Treasuries (including strips) TINT 05/15/30 2030-05-15 0.00 8800000.00 6239728.00 U.S. Treasuries (including strips) 2 5/8 NOTE BD 20 2020-07-31 2.625000 40.00 40.09 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0199 400000000.00 400000000.00 0.0282 N Y Y N Credit Agricole Credit Agricole 1.960000% 22599G006 4BFD7AQU0A75QLAHK410 0001330437 22599G006 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TRIN 07/15/20 1.2500 2020-07-15 1.250000 13234881.84 13421446.92 U.S. Treasuries (including strips) 1 1/2 NOTE AG 18 2018-12-31 1.500000 18544850.00 18548246.94 U.S. Treasuries (including strips) 1 1/2 NOTE Z 20 2020-05-31 1.500000 74420050.00 73305274.25 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-11-01 0.00 47888850.00 47725070.14 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0199 150000000.00 150000000.00 0.0106 N Y Y N JPMorgan Securities Incorporated JPMorgan Securities Incorporated 1.950000% 41899C002 41899C002 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 1/2 NOTE E 26 2026-08-15 1.500000 44563000.00 40414281.58 U.S. Treasuries (including strips) 2 1/8 NOTE S 24 2024-11-30 2.125000 245646800.00 237785495.70 U.S. Treasuries (including strips) 2 1/2 NOTE W 23 2023-03-31 2.500000 282672800.00 282800234.50 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2048-09-09 N N N 0.0198 550000000.00 550000000.00 0.0388 N Y Y N ING ING 1.960000% 454991002 454991002 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 5/8 NOTE AC 19 2019-08-31 1.625000 154413000.01 153061886.26 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0199 150000648.53 150000648.53 0.0106 N Y Y N Met Life Met Life 1.960000% 59099D001 59099D001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 3/8 NOTE BG 19 2019-09-30 1.375000 154045000.00 152230330.05 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0199 150001318.75 150001318.75 0.0106 N Y Y N Prudential Prudential 1.990000% 744332009 5493006XV9S6LSLH1666 744332009 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 8 TPRN 21 2021-11-15 0.00 16900000.00 15492652.50 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 17000000.00 17144925.00 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 50000000.00 48832500.00 U.S. Treasuries (including strips) TINT 11/15/25 2025-11-15 0.00 18000000.00 14642100.00 U.S. Treasuries (including strips) U.S. Treasury Floating Note 2020-07-31 2.020859 18000000.00 17992800.00 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0202 111867625.00 111867625.00 0.0079 N Y Y N Fixed Income Clearing Corporation Fixed Income Clearing Corporation 1.960000% 85748R010 85748R010 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 3 BOND 44 2044-11-15 3.000000 630655000.00 635884391.26 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 200000000.00 181743400.00 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 50000000.00 50406800.00 U.S. Treasuries (including strips) 3 BOND 45 2045-11-15 3.000000 602200000.00 607052527.60 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 135000000.00 123107715.00 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 200000000.00 200150600.00 U.S. Treasuries (including strips) 3 BOND 48 2048-08-15 3.000000 241605000.00 241654770.63 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0199 2000000000.00 2000000000.00 0.1409 N Y Y N Nomura Triparty Repo Nomura Triparty Repo 1.960000% 895998003 895998003 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 8 1/8 BOND 21 2021-05-15 8.125000 534266.67 621947.90 U.S. Treasuries (including strips) 6 7/8 BOND 25 2025-08-15 6.875000 11356000.00 14291050.53 U.S. Treasuries (including strips) TRIB 04/15/28 3.6250 2028-04-15 3.625000 91626.37 116670.42 U.S. Treasuries (including strips) TRIB 01/15/26 2.0000 2026-01-15 2.000000 13869069.00 15145361.03 U.S. Treasuries (including strips) TRIB 01/15/29 2.5000 2029-01-15 2.500000 160445.21 187830.47 U.S. Treasuries (including strips) 4 1/4 BOND 40 2040-11-15 4.250000 20750000.00 25295761.15 U.S. Treasuries (including strips) TRIN 07/15/19 1.8750 2019-07-15 1.875000 5900250.00 5986185.38 U.S. Treasuries (including strips) 3 5/8 NOTE E 19 2019-08-15 3.625000 13687216.67 13856350.79 U.S. Treasuries (including strips) 1 3/8 TRIN A 20 2020-01-15 1.375000 200894.73 202691.96 U.S. Treasuries (including strips) TINT 02/15/19 2019-02-15 0.00 2040898.20 2019774.90 U.S. Treasuries (including strips) TINT 08/15/19 2019-08-15 0.00 786638.78 768144.90 U.S. Treasuries (including strips) 9 TPRN 18 2018-11-15 0.00 1000.00 995.81 U.S. Treasuries (including strips) 7 7/8 BOND 21 2021-02-15 7.875000 116666.67 131357.79 U.S. Treasuries (including strips) 8 BOND 21 2021-11-15 8.000000 75516.67 89443.17 U.S. Treasuries (including strips) 6 1/8 BOND 29 2029-08-15 6.125000 153833.33 200993.87 U.S. Treasuries (including strips) 3 7/8 BOND 40 2040-08-15 3.875000 50000.00 57340.24 U.S. Treasuries (including strips) U.S. Treasury Note 2019-05-15 3.125000 216666.67 219770.89 U.S. Treasuries (including strips) 3 3/8 NOTE F 19 2019-11-15 3.375000 138000.00 140715.14 U.S. Treasuries (including strips) TINT 11/15/20 2020-11-15 0.00 839675.51 790856.78 U.S. Treasuries (including strips) 3 5/8 NOTE B 21 2021-02-15 3.625000 537283.33 549864.41 U.S. Treasuries (including strips) TINT 11/15/19 2019-11-15 0.00 1316269.15 1277149.63 U.S. Treasuries (including strips) TINT 11/15/18 2018-11-15 0.00 1512324.54 1505987.90 U.S. Treasuries (including strips) TINT 05/15/19 2019-05-15 0.00 383663.77 377356.34 U.S. Treasuries (including strips) TINT 02/15/20 2020-02-15 0.00 1614228.04 1554453.18 U.S. Treasuries (including strips) TINT 05/15/20 2020-05-15 0.00 14265465.16 13643490.88 U.S. Treasuries (including strips) TINT 08/15/20 2020-08-15 0.00 3700552.88 3511269.60 U.S. Treasuries (including strips) TINT 02/15/21 2021-02-15 0.00 646047.12 604415.84 U.S. Treasuries (including strips) 3 1/2 BOND 39 2039-02-15 3.500000 54333.33 59059.83 U.S. Treasuries (including strips) TINT 05/15/21 2021-05-15 0.00 2168191.07 2013794.18 U.S. Treasuries (including strips) 4 3/8 BOND 38 2038-02-15 4.375000 78416.67 95373.66 U.S. Treasuries (including strips) 8 1/8 BOND 19 2019-08-15 8.125000 333333.33 352167.20 U.S. Treasuries (including strips) 8 1/2 BOND 20 2020-02-15 8.500000 155833.33 169496.12 U.S. Treasuries (including strips) 3 3/4 BOND 41 2041-08-15 3.750000 12500.00 14101.88 U.S. Treasuries (including strips) TINT 08/15/21 2021-08-15 0.00 417809.51 385316.47 U.S. Treasuries (including strips) U.S. Treasury Note 2018-10-31 1.750000 147666.67 148438.10 U.S. Treasuries (including strips) 2 1/8 NOTE E 21 2021-08-15 2.125000 8341166.67 8207490.40 U.S. Treasuries (including strips) TINT 11/15/21 2021-11-15 0.00 1110231.67 1016716.86 U.S. Treasuries (including strips) U.S. Treasury Note 2018-11-30 1.375000 5850.00 5858.34 U.S. Treasuries (including strips) U.S. Treasury Note 2018-09-30 1.375000 517000.00 519713.19 U.S. Treasuries (including strips) TINT 02/15/22 2022-02-15 0.00 937268.31 851377.04 U.S. Treasuries (including strips) 3 1/8 BOND 42 2042-02-15 3.125000 5266.67 5393.14 U.S. Treasuries (including strips) 1 3/8 NOTE T 18 2018-12-31 1.375000 1833.33 1832.42 U.S. Treasuries (including strips) 1 3/4 NOTE C 22 2022-05-15 1.750000 3753183.33 3641097.78 U.S. Treasuries (including strips) TINT 05/15/22 2022-05-15 0.00 1092041.98 984901.74 U.S. Treasuries (including strips) TINT 08/15/22 2022-08-15 0.00 45000.00 40304.70 U.S. Treasuries (including strips) TINT 11/15/22 2022-11-15 0.00 1150517.57 1023419.89 U.S. Treasuries (including strips) 3 3/8 TPRN F 19 2019-11-15 0.00 125000.00 121248.75 U.S. Treasuries (including strips) 1 1/4 NOTE H 20 2020-02-28 1.250000 21166.67 20748.20 U.S. Treasuries (including strips) TINT 02/15/23 2023-02-15 0.00 120713.60 106603.39 U.S. Treasuries (including strips) 1 3/4 NOTE C 23 2023-05-15 1.750000 474966.67 456329.39 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 805669.06 706104.48 U.S. Treasuries (including strips) 0 3/8 TRIN D 23 2023-07-15 0.375000 3060540.27 3021606.96 U.S. Treasuries (including strips) TINT 08/15/23 2023-08-15 0.00 111529.53 97110.99 U.S. Treasuries (including strips) 1 1/2 NOTE AG 18 2018-12-31 1.500000 15000.00 15000.41 U.S. Treasuries (including strips) TINT 11/15/23 2023-11-15 0.00 1538192.29 1328998.14 U.S. Treasuries (including strips) 1 3/8 TRIB 44 2044-02-15 1.375000 5014908.92 5573859.77 U.S. Treasuries (including strips) 2 1/8 NOTE G 21 2021-01-31 2.125000 4123100.00 4075721.79 U.S. Treasuries (including strips) U.S. Treasury Note 2019-02-28 1.500000 166.67 166.02 U.S. Treasuries (including strips) TINT 02/15/24 2024-02-15 0.00 45000.00 38589.30 U.S. Treasuries (including strips) 2 1/4 NOTE K 21 2021-04-30 2.250000 2880116.67 2868251.68 U.S. Treasuries (including strips) TINT 05/15/24 2024-05-15 0.00 845351.42 719622.30 U.S. Treasuries (including strips) TINT 08/15/24 2024-08-15 0.00 45000.00 38025.00 U.S. Treasuries (including strips) 1 1/2 NOTE AE 19 2019-10-31 1.500000 1355000.00 1345912.81 U.S. Treasuries (including strips) 1 3/4 NOTE AD 19 2019-09-30 1.750000 33333.33 33311.55 U.S. Treasuries (including strips) 2 1/8 NOTE T 21 2021-12-31 2.125000 5166.67 5084.88 U.S. Treasuries (including strips) TINT 11/15/24 2024-11-15 0.00 1088169.74 913485.85 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 815833.33 741353.42 U.S. Treasuries (including strips) 0 3/4 TRIB 45 2045-02-15 0.750000 326560.95 315874.60 U.S. Treasuries (including strips) 0 1/4 TRIN A 25 2025-01-15 0.250000 1185079.79 1149479.16 U.S. Treasuries (including strips) 2 NOTE B 25 2025-02-15 2.000000 12145066.67 11571146.26 U.S. Treasuries (including strips) TINT 02/15/25 2025-02-15 0.00 478837.66 398670.66 U.S. Treasuries (including strips) 0 1/8 TRIN X 20 2020-04-15 0.125000 185418.60 183021.38 U.S. Treasuries (including strips) 1 3/4 NOTE K 22 2022-04-30 1.750000 696833.33 676846.89 U.S. Treasuries (including strips) 1 3/8 NOTE Y 20 2020-04-30 1.375000 50000.00 49208.29 U.S. Treasuries (including strips) 1 1/2 NOTE Z 20 2020-05-31 1.500000 2676950.00 2635083.82 U.S. Treasuries (including strips) TINT 05/15/25 2025-05-15 0.00 631109.16 521094.21 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 819693.33 803011.70 U.S. Treasuries (including strips) 1 5/8 NOTE AB 20 2020-07-31 1.625000 440166.67 432344.42 U.S. Treasuries (including strips) 2 NOTE N 22 2022-07-31 2.000000 43333.33 42202.97 U.S. Treasuries (including strips) 2 NOTE E 25 2025-08-15 2.000000 803666.67 762675.30 U.S. Treasuries (including strips) TINT 08/15/25 2025-08-15 0.00 302485.12 247986.38 U.S. Treasuries (including strips) 1 3/8 NOTE AC 20 2020-08-31 1.375000 383333.33 373765.33 U.S. Treasuries (including strips) 6 7/8 TPRN 25 2025-08-15 0.00 41666.67 34326.67 U.S. Treasuries (including strips) 1 3/8 NOTE AE 20 2020-10-31 1.375000 795166.67 777168.70 U.S. Treasuries (including strips) 1 1/4 NOTE AT 18 2018-11-15 1.250000 120450.00 120684.82 U.S. Treasuries (including strips) 1 5/8 NOTE AF 20 2020-11-30 1.625000 666.67 654.08 U.S. Treasuries (including strips) TINT 11/15/25 2025-11-15 0.00 402857.31 327672.05 U.S. Treasuries (including strips) 1 3/4 NOTE AG 20 2020-12-31 1.750000 326666.67 320763.27 U.S. Treasuries (including strips) 1 1/8 NOTE AH 19 2019-01-15 1.125000 279100.00 278390.20 U.S. Treasuries (including strips) U.S. Treasury Note 2019-02-15 0.750000 699333.33 694753.46 U.S. Treasuries (including strips) 1 1/2 NOTE H 23 2023-02-28 1.500000 3333.33 3156.77 U.S. Treasuries (including strips) TINT 02/15/26 2026-02-15 0.00 1205537.24 973917.37 U.S. Treasuries (including strips) 6 TPRN 26 2026-02-15 0.00 125000.00 101551.25 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 16666.67 15354.82 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 391787.74 313810.22 U.S. Treasuries (including strips) 1 1/8 NOTE AA 21 2021-06-30 1.125000 58316.67 55912.58 U.S. Treasuries (including strips) 1 1/8 NOTE AB 21 2021-07-31 1.125000 174916.67 167293.40 U.S. Treasuries (including strips) TINT 08/15/26 2026-08-15 0.00 67223.91 53449.73 U.S. Treasuries (including strips) 0 7/8 NOTE AR 19 2019-09-15 0.875000 20716.67 20459.95 U.S. Treasuries (including strips) U.S. Treasury Note 2018-09-30 0.750000 342650.00 343374.79 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 1051366.67 992731.49 U.S. Treasuries (including strips) 1 NOTE AT 19 2019-11-15 1.000000 500000.00 492404.89 U.S. Treasuries (including strips) 2 1/8 NOTE S 23 2023-11-30 2.125000 701666.67 683268.64 U.S. Treasuries (including strips) 1 3/4 NOTE AF 21 2021-11-30 1.750000 1158800.00 1128589.98 U.S. Treasuries (including strips) TINT 11/15/26 2026-11-15 0.00 60128.89 47454.32 U.S. Treasuries (including strips) U.S. Treasury Floating Note 2019-01-31 1.212901 136666.67 137029.27 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 66666.67 66711.96 U.S. Treasuries (including strips) 1 7/8 NOTE U 22 2022-01-31 1.875000 317500.00 309047.99 U.S. Treasuries (including strips) 1 3/8 NOTE AJ 20 2020-02-15 1.375000 500000.00 491626.91 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.00 154741.22 121162.38 U.S. Treasuries (including strips) 1 5/8 NOTE AK 20 2020-03-15 1.625000 856000.00 849684.98 U.S. Treasuries (including strips) 1 1/2 NOTE AL 20 2020-04-15 1.500000 668333.33 660208.90 U.S. Treasuries (including strips) 0 1/8 TRIN X 22 2022-04-15 0.125000 1979408.06 1931845.48 U.S. Treasuries (including strips) 1 3/4 NOTE Z 22 2022-05-31 1.750000 150000.00 145339.34 U.S. Treasuries (including strips) TINT 05/15/27 2027-05-15 0.00 89499.56 69447.18 U.S. Treasuries (including strips) U.S. Treasury Note 2019-05-31 1.250000 317583.33 315901.75 U.S. Treasuries (including strips) 1 7/8 NOTE AB 22 2022-07-31 1.875000 855833.33 829404.76 U.S. Treasuries (including strips) 1 1/2 NOTE AQ 20 2020-08-15 1.500000 291950.00 285754.00 U.S. Treasuries (including strips) 1 5/8 NOTE AC 22 2022-08-31 1.625000 333.33 319.17 U.S. Treasuries (including strips) TINT 08/15/27 2027-08-15 0.00 53428.93 41134.93 U.S. Treasuries (including strips) 1 7/8 NOTE AD 22 2022-09-30 1.875000 194850.00 189793.28 U.S. Treasuries (including strips) 2 NOTE AE 22 2022-10-31 2.000000 16.67 16.28 U.S. Treasuries (including strips) 2 1/4 NOTE R 24 2024-10-31 2.250000 77566.67 75726.04 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-11-15 2.750000 828333.33 793601.86 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 853833.33 817313.40 U.S. Treasuries (including strips) 1 3/4 NOTE AT 20 2020-11-15 1.750000 333333.33 328445.29 U.S. Treasuries (including strips) 1 3/4 NOTE BK 19 2019-11-30 1.750000 76666.67 76267.15 U.S. Treasuries (including strips) TINT 08/15/28 2028-08-15 0.00 45000.00 33586.65 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.00 5228.47 3927.58 U.S. Treasuries (including strips) 2 1/4 NOTE T 24 2024-12-31 2.250000 16666.67 16193.40 U.S. Treasuries (including strips) 2 NOTE AH 21 2021-01-15 2.000000 1116666.67 1101808.69 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 50000.00 49199.05 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-01-31 0.00 50016.67 49548.11 U.S. Treasuries (including strips) 1 TRIB 48 2048-02-15 1.000000 17.03 17.54 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 2028-02-15 2.750000 156216.67 154914.55 U.S. Treasuries (including strips) 2 1/4 NOTE AX 20 2020-02-29 2.250000 114983.33 114386.57 U.S. Treasuries (including strips) TINT 02/15/28 2028-02-15 0.00 45000.00 34074.90 U.S. Treasuries (including strips) 2 3/8 NOTE AK 21 2021-03-15 2.375000 1681033.33 1685972.09 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-10-04 0.00 764400.00 762958.34 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-10-18 0.00 2745983.33 2738582.91 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-11-01 0.00 355000.00 353751.46 U.S. Treasuries (including strips) 2 1/2 NOTE W 23 2023-03-31 2.500000 16666.67 16655.35 U.S. Treasuries (including strips) 2 3/8 NOTE AL 21 2021-04-15 2.375000 1500.00 1501.01 U.S. Treasuries (including strips) 0 5/8 TRIN X 23 2023-04-15 0.625000 208472.00 207674.92 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-11-23 0.00 118333.33 117760.60 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-11-29 0.00 33.33 33.16 U.S. Treasuries (including strips) BILL 05/23/19 2019-05-23 0.00 14117000.00 13878126.24 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-12-20 0.00 340500.00 338296.62 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-12-27 0.00 67583.33 67114.17 U.S. Treasuries (including strips) BILL 06/20/19 2019-06-20 0.00 83350.00 81770.77 U.S. Treasuries (including strips) 1 3/8 TPRN S 18 2018-11-30 0.00 2483.33 2470.37 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-02-14 0.00 640666.67 634119.05 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0199 200000000.00 200000000.00 0.0141 N Y Y N Nomura Triparty Repo Nomura Triparty Repo 1.960000% 895998004 895998004 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 6 7/8 BOND 25 2025-08-15 6.875000 8481449.60 10673549.21 U.S. Treasuries (including strips) TRIB 04/15/28 3.6250 2028-04-15 3.625000 32402864.00 41259475.07 U.S. Treasuries (including strips) TRIB 01/15/25 2.3750 2025-01-15 2.375000 2542756.29 2809423.50 U.S. Treasuries (including strips) TRIB 01/15/26 2.0000 2026-01-15 2.000000 41810813.31 45658426.13 U.S. Treasuries (including strips) TRIB 01/15/28 1.7501 2028-01-15 1.750000 1110376.51 1208705.96 U.S. Treasuries (including strips) TRIN 01/15/19 2.1250 2019-01-15 2.125000 441455.72 443572.05 U.S. Treasuries (including strips) 1 3/8 TRIN A 20 2020-01-15 1.375000 1211776.80 1222617.49 U.S. Treasuries (including strips) TINT 02/15/19 2019-02-15 0.00 862961.41 854029.75 U.S. Treasuries (including strips) TINT 08/15/19 2019-08-15 0.00 174694.49 170587.42 U.S. Treasuries (including strips) 8 3/4 TPRN 20/08 2020-08-15 0.00 141440.00 134312.84 U.S. Treasuries (including strips) 8 7/8 TPRN 19 2019-02-15 0.00 208000.00 205930.40 U.S. Treasuries (including strips) 8 1/2 TPRN 20 2020-02-15 0.00 41600.00 40083.68 U.S. Treasuries (including strips) 3 3/8 NOTE F 19 2019-11-15 3.375000 94556.80 96417.20 U.S. Treasuries (including strips) TINT 11/15/20 2020-11-15 0.00 383265.30 360982.25 U.S. Treasuries (including strips) 3 5/8 NOTE B 21 2021-02-15 3.625000 101504.00 103880.83 U.S. Treasuries (including strips) TINT 11/15/19 2019-11-15 0.00 323315.54 313706.60 U.S. Treasuries (including strips) TINT 11/15/18 2018-11-15 0.00 312154.37 310846.44 U.S. Treasuries (including strips) TINT 05/15/19 2019-05-15 0.00 166102.85 163372.12 U.S. Treasuries (including strips) TINT 02/15/20 2020-02-15 0.00 1097158.92 1056531.13 U.S. Treasuries (including strips) TINT 05/15/20 2020-05-15 0.00 8273364.01 7912645.34 U.S. Treasuries (including strips) TINT 08/15/20 2020-08-15 0.00 1293572.24 1227406.02 U.S. Treasuries (including strips) TINT 02/15/21 2021-02-15 0.00 1617529.44 1513295.84 U.S. Treasuries (including strips) TINT 05/15/21 2021-05-15 0.00 472182.00 438557.92 U.S. Treasuries (including strips) TINT 08/15/21 2021-08-15 0.00 722815.52 666602.16 U.S. Treasuries (including strips) U.S. Treasury Note 2018-10-31 1.750000 50793.60 51058.96 U.S. Treasuries (including strips) TINT 11/15/21 2021-11-15 0.00 303355.87 277804.20 U.S. Treasuries (including strips) TINT 02/15/22 2022-02-15 0.00 89242.06 81063.92 U.S. Treasuries (including strips) U.S. Treasury Note 2019-02-28 1.375000 15499120.00 15428893.49 U.S. Treasuries (including strips) TINT 05/15/22 2022-05-15 0.00 782121.22 705387.31 U.S. Treasuries (including strips) TINT 08/15/22 2022-08-15 0.00 271735.65 243382.75 U.S. Treasuries (including strips) TINT 11/15/22 2022-11-15 0.00 3782848.73 3364957.43 U.S. Treasuries (including strips) TINT 02/15/23 2023-02-15 0.00 166170.96 146747.24 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 569066.40 498741.17 U.S. Treasuries (including strips) TINT 08/15/23 2023-08-15 0.00 467241.14 406836.21 U.S. Treasuries (including strips) TINT 11/15/23 2023-11-15 0.00 448157.78 387208.32 U.S. Treasuries (including strips) 1 3/8 TRIB 44 2044-02-15 1.375000 172588.40 191824.73 U.S. Treasuries (including strips) 2 3/4 NOTE B 24 2024-02-15 2.750000 20.80 20.79 U.S. Treasuries (including strips) TINT 02/15/24 2024-02-15 0.00 73652.80 63160.22 U.S. Treasuries (including strips) TINT 05/15/24 2024-05-15 0.00 0.00 0.00 U.S. Treasuries (including strips) 1 5/8 NOTE AC 19 2019-08-31 1.625000 516963.20 512662.07 U.S. Treasuries (including strips) 2 1/4 NOTE F 24 2024-11-15 2.250000 2080000.00 2027757.18 U.S. Treasuries (including strips) 0 3/4 TRIB 45 2045-02-15 0.750000 222557.92 215274.95 U.S. Treasuries (including strips) TINT 02/15/25 2025-02-15 0.00 1.29 1.08 U.S. Treasuries (including strips) 1 3/4 NOTE H 22 2022-02-28 1.750000 20.80 20.12 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 97884.80 98682.01 U.S. Treasuries (including strips) 1 1/2 NOTE Z 20 2020-05-31 1.500000 772512.00 760430.29 U.S. Treasuries (including strips) TINT 05/15/25 2025-05-15 0.00 469248.90 387449.44 U.S. Treasuries (including strips) 1 3/8 NOTE AC 20 2020-08-31 1.375000 2690604.80 2623447.30 U.S. Treasuries (including strips) 1 5/8 NOTE AF 20 2020-11-30 1.625000 1919840.00 1883585.17 U.S. Treasuries (including strips) TINT 11/15/25 2025-11-15 0.00 140576.02 114340.32 U.S. Treasuries (including strips) TINT 02/15/26 2026-02-15 0.00 855248.91 690929.94 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 141616.02 113430.18 U.S. Treasuries (including strips) TINT 08/15/26 2026-08-15 0.00 73652.80 58561.34 U.S. Treasuries (including strips) 1 1/4 NOTE AE 21 2021-10-31 1.250000 187.20 179.62 U.S. Treasuries (including strips) 1 3/4 NOTE AF 21 2021-11-30 1.750000 20.80 20.26 U.S. Treasuries (including strips) TINT 11/15/26 2026-11-15 0.00 58285.50 45999.50 U.S. Treasuries (including strips) U.S. Treasury Floating Note 2019-01-31 1.212901 20.80 20.86 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 2027-01-15 0.375000 11917555.40 11546072.56 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 5200000.00 5203532.61 U.S. Treasuries (including strips) 1 7/8 NOTE U 22 2022-01-31 1.875000 26000000.00 25307866.58 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.00 223067.19 174661.61 U.S. Treasuries (including strips) 0 7/8 TRIB 47 2047-02-15 0.875000 114481.22 114185.91 U.S. Treasuries (including strips) 0 1/8 TRIN X 22 2022-04-15 0.125000 1207954.73 1178929.16 U.S. Treasuries (including strips) TINT 05/15/27 2027-05-15 0.00 140612.91 109108.59 U.S. Treasuries (including strips) 1 1/2 NOTE AN 20 2020-06-15 1.500000 4150224.00 4080963.97 U.S. Treasuries (including strips) 1 7/8 NOTE AB 22 2022-07-31 1.875000 2444832.00 2369334.33 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.00 58286.04 44549.77 U.S. Treasuries (including strips) U.S. Treasury Floating Note 2019-07-31 1.132901 4924649.60 4937420.64 U.S. Treasuries (including strips) TINT 08/15/27 2027-08-15 0.00 104688.61 80599.76 U.S. Treasuries (including strips) TINT 08/15/28 2028-08-15 0.00 75256.36 56169.09 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.00 38296.86 28768.22 U.S. Treasuries (including strips) TINT 02/15/28 2028-02-15 0.00 73652.95 55771.49 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-02-28 0.00 41.60 41.13 U.S. Treasuries (including strips) 2 5/8 NOTE J 25 2025-03-31 2.625000 34643980.80 34633011.15 U.S. Treasuries (including strips) 0 5/8 TRIN X 23 2023-04-15 0.625000 3923948.06 3908945.08 U.S. Treasuries (including strips) BILL 06/20/19 2019-06-20 0.00 20.80 20.41 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-01-17 0.00 11336832.00 11241160.47 U.S. Treasuries (including strips) BILL 07/18/19 2019-07-18 0.00 20.80 20.37 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-02-07 0.00 4472000.00 4428201.23 U.S. Treasuries (including strips) U.S. Treasury Note 2019-02-21 0.00 404456.00 400130.75 U.S. Treasuries (including strips) 2 3/4 NOTE AC 23 2023-08-31 2.750000 5077300.80 5075716.68 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0199 260000000.00 260000000.00 0.0183 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NV7 U.S. Treasury Debt Y 2018-09-13 2018-09-13 2018-09-13 N N N 0.0194 99952312.00 99952312.00 0.0070 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NZ8 U.S. Treasury Debt Y 2018-10-11 2018-10-11 2018-10-11 N N N 0.0198 79838639.20 79838639.20 0.0056 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NZ8 U.S. Treasury Debt Y 2018-10-11 2018-10-11 2018-10-11 N N N 0.0201 19959659.80 19959659.80 0.0014 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NZ8 U.S. Treasury Debt Y 2018-10-11 2018-10-11 2018-10-11 N N N 0.0200 18961676.81 18961676.81 0.0013 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PD5 U.S. Treasury Debt Y 2018-11-08 2018-11-08 2018-11-08 N N N 0.0203 29889500.10 29889500.10 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PD5 U.S. Treasury Debt Y 2018-11-08 2018-11-08 2018-11-08 N N N 0.0202 29889500.10 29889500.10 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PD5 U.S. Treasury Debt Y 2018-11-08 2018-11-08 2018-11-08 N N N 0.0205 149447500.50 149447500.50 0.0105 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PE3 U.S. Treasury Debt Y 2018-12-06 2018-12-06 2018-12-06 N N N 0.0211 39784291.60 39784291.60 0.0028 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PE3 U.S. Treasury Debt Y 2018-12-06 2018-12-06 2018-12-06 N N N 0.0212 29838218.70 29838218.70 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PE3 U.S. Treasury Debt Y 2018-12-06 2018-12-06 2018-12-06 N N N 0.0213 19892145.80 19892145.80 0.0014 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PK9 U.S. Treasury Debt Y 2019-01-03 2019-01-03 2019-01-03 N N N 0.0216 99286604.00 99286604.00 0.0070 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PP8 U.S. Treasury Debt Y 2019-01-31 2019-01-31 2019-01-31 N N N 0.0221 49547826.50 49547826.50 0.0035 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PP8 U.S. Treasury Debt Y 2019-01-31 2019-01-31 2019-01-31 N N N 0.0220 49547826.50 49547826.50 0.0035 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PP8 U.S. Treasury Debt Y 2019-01-31 2019-01-31 2019-01-31 N N N 0.0220 79276522.40 79276522.40 0.0056 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PP8 U.S. Treasury Debt Y 2019-01-31 2019-01-31 2019-01-31 N N N 0.0223 39638261.20 39638261.20 0.0028 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PT0 U.S. Treasury Debt Y 2019-02-28 2019-02-28 2019-02-28 N N N 0.0226 89018756.10 89018756.10 0.0063 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PY9 U.S. Treasury Debt Y 2018-09-06 2018-09-06 2018-09-06 N N N 0.0186 19997902.80 19997902.80 0.0014 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PY9 U.S. Treasury Debt Y 2018-09-06 2018-09-06 2018-09-06 N N N 0.0195 39995805.60 39995805.60 0.0028 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PY9 U.S. Treasury Debt Y 2018-09-06 2018-09-06 2018-09-06 N N N 0.0195 19997902.80 19997902.80 0.0014 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PY9 U.S. Treasury Debt Y 2018-09-06 2018-09-06 2018-09-06 N N N 0.0194 199979028.00 199979028.00 0.0141 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PY9 U.S. Treasury Debt Y 2018-09-06 2018-09-06 2018-09-06 N N N 0.0188 39995805.60 39995805.60 0.0028 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PZ6 U.S. Treasury Debt Y 2018-09-20 2018-09-20 2018-09-20 N N N 0.0197 29974533.30 29974533.30 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PZ6 U.S. Treasury Debt Y 2018-09-20 2018-09-20 2018-09-20 N N N 0.0194 99915111.00 99915111.00 0.0070 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QA0 U.S. Treasury Debt Y 2018-09-27 2018-09-27 2018-09-27 N N N 0.0194 29963535.30 29963535.30 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QB8 U.S. Treasury Debt Y 2018-10-04 2018-10-04 2018-10-04 N N N 0.0193 19967750.00 19967750.00 0.0014 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QB8 U.S. Treasury Debt Y 2018-10-04 2018-10-04 2018-10-04 N N N 0.0196 79871000.00 79871000.00 0.0056 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QB8 U.S. Treasury Debt Y 2018-10-04 2018-10-04 2018-10-04 N N N 0.0197 19967750.00 19967750.00 0.0014 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QD4 U.S. Treasury Debt Y 2018-10-18 2018-10-18 2018-10-18 N N N 0.0200 29927400.00 29927400.00 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QF9 U.S. Treasury Debt Y 2018-11-01 2018-11-01 2018-11-01 N N N 0.0202 19935233.40 19935233.40 0.0014 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QF9 U.S. Treasury Debt Y 2018-11-01 2018-11-01 2018-11-01 N N N 0.0202 19935233.40 19935233.40 0.0014 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.010000% 912796QJ1 U.S. Treasury Debt Y 2018-11-15 2018-11-15 2018-11-15 N N N 0.0207 29877900.00 29877900.00 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.010000% 912796QK8 U.S. Treasury Debt Y 2018-11-23 2018-11-23 2018-11-23 N N N 0.0211 29862999.90 29862999.90 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.010000% 912796QK8 U.S. Treasury Debt Y 2018-11-23 2018-11-23 2018-11-23 N N N 0.0212 99543333.00 99543333.00 0.0070 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QL6 U.S. Treasury Debt Y 2018-11-29 2018-11-29 2018-11-29 N N N 0.0207 49753646.00 49753646.00 0.0035 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QL6 U.S. Treasury Debt Y 2018-11-29 2018-11-29 2018-11-29 N N N 0.0208 79605833.60 79605833.60 0.0056 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QL6 U.S. Treasury Debt Y 2018-11-29 2018-11-29 2018-11-29 N N N 0.0212 223891407.00 223891407.00 0.0158 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QL6 U.S. Treasury Debt Y 2018-11-29 2018-11-29 2018-11-29 N N N 0.0212 223891407.00 223891407.00 0.0158 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.010000% 912796QN2 U.S. Treasury Debt Y 2018-12-13 2018-12-13 2018-12-13 N N N 0.0213 79538888.80 79538888.80 0.0056 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.010000% 912796QP7 U.S. Treasury Debt Y 2018-12-20 2018-12-20 2018-12-20 N N N 0.0211 59628621.00 59628621.00 0.0042 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QQ5 U.S. Treasury Debt Y 2018-12-27 2018-12-27 2018-12-27 N N N 0.0213 59598625.20 59598625.20 0.0042 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QQ5 U.S. Treasury Debt Y 2018-12-27 2018-12-27 2018-12-27 N N N 0.0215 59598625.20 59598625.20 0.0042 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QQ5 U.S. Treasury Debt Y 2018-12-27 2018-12-27 2018-12-27 N N N 0.0215 99331042.00 99331042.00 0.0070 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QS1 U.S. Treasury Debt Y 2019-01-10 2019-01-10 2019-01-10 N N N 0.0217 148855999.50 148855999.50 0.0105 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QS1 U.S. Treasury Debt Y 2019-01-10 2019-01-10 2019-01-10 N N N 0.0219 99237333.00 99237333.00 0.0070 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.010000% 912796QT9 U.S. Treasury Debt Y 2019-01-17 2019-01-17 2019-01-17 N N N 0.0219 29757000.00 29757000.00 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QU6 U.S. Treasury Debt Y 2019-01-24 2019-01-24 2019-01-24 N N N 0.0218 29742624.90 29742624.90 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QU6 U.S. Treasury Debt Y 2019-01-24 2019-01-24 2019-01-24 N N N 0.0223 29742624.90 29742624.90 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QU6 U.S. Treasury Debt Y 2019-01-24 2019-01-24 2019-01-24 N N N 0.0222 29742624.90 29742624.90 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QW2 U.S. Treasury Debt Y 2019-02-07 2019-02-07 2019-02-07 N N N 0.0223 29715787.50 29715787.50 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QW2 U.S. Treasury Debt Y 2019-02-07 2019-02-07 2019-02-07 N N N 0.0223 49526312.50 49526312.50 0.0035 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QW2 U.S. Treasury Debt Y 2019-02-07 2019-02-07 2019-02-07 N N N 0.0223 59431575.00 59431575.00 0.0042 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.010000% 912796QX0 U.S. Treasury Debt Y 2019-02-14 2019-02-14 2019-02-14 N N N 0.0225 29701166.70 29701166.70 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 912796QY8 U.S. Treasury Debt Y 2019-02-21 2019-02-21 2019-02-21 N N N 0.0224 49479375.00 49479375.00 0.0035 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.150993% 9128282M1 U.S. Treasury Debt Y 2018-09-04 2019-07-31 2019-07-31 N N N 0.0218 30024937.80 30024937.80 0.0021 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.150993% 9128282M1 U.S. Treasury Debt Y 2018-09-04 2019-07-31 2019-07-31 N N N 0.0217 60049875.60 60049875.60 0.0042 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.138993% 9128283B4 U.S. Treasury Debt Y 2018-09-04 2019-10-31 2019-10-31 N N N 0.0217 150092554.50 150092554.50 0.0106 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.138993% 9128283B4 U.S. Treasury Debt Y 2018-09-04 2019-10-31 2019-10-31 N N N 0.0215 35021596.05 35021596.05 0.0025 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.138993% 9128283B4 U.S. Treasury Debt Y 2018-09-04 2019-10-31 2019-10-31 N N N 0.0215 30018510.90 30018510.90 0.0021 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.138993% 9128283B4 U.S. Treasury Debt Y 2018-09-04 2019-10-31 2019-10-31 N N N 0.0215 32019744.96 32019744.96 0.0023 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.138993% 9128283B4 U.S. Treasury Debt Y 2018-09-04 2019-10-31 2019-10-31 N N N 0.0211 60037021.80 60037021.80 0.0042 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.090993% 9128283T5 U.S. Treasury Debt Y 2018-09-04 2020-01-31 2020-01-31 N N N 0.0212 59993539.20 59993539.20 0.0042 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.090993% 9128283T5 U.S. Treasury Debt Y 2018-09-04 2020-01-31 2020-01-31 N N N 0.0213 29996769.60 29996769.60 0.0021 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.090993% 9128283T5 U.S. Treasury Debt Y 2018-09-04 2020-01-31 2020-01-31 N N N 0.0213 59993539.20 59993539.20 0.0042 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.090993% 9128283T5 U.S. Treasury Debt Y 2018-09-04 2020-01-31 2020-01-31 N N N 0.0214 59993539.20 59993539.20 0.0042 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.090993% 9128283T5 U.S. Treasury Debt Y 2018-09-04 2020-01-31 2020-01-31 N N N 0.0215 89990308.80 89990308.80 0.0063 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.090993% 9128283T5 U.S. Treasury Debt Y 2018-09-04 2020-01-31 2020-01-31 N N N 0.0217 129986001.60 129986001.60 0.0092 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.123993% 9128284K3 U.S. Treasury Debt Y 2018-09-04 2020-04-30 2020-04-30 N N N 0.0216 60008764.80 60008764.80 0.0042 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.123993% 9128284K3 U.S. Treasury Debt Y 2018-09-04 2020-04-30 2020-04-30 N N N 0.0215 30004382.40 30004382.40 0.0021 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.123993% 9128284K3 U.S. Treasury Debt Y 2018-09-04 2020-04-30 2020-04-30 N N N 0.0215 30004382.40 30004382.40 0.0021 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.123993% 9128284K3 U.S. Treasury Debt Y 2018-09-04 2020-04-30 2020-04-30 N N N 0.0215 150021912.00 150021912.00 0.0106 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.123993% 9128284K3 U.S. Treasury Debt Y 2018-09-04 2020-04-30 2020-04-30 N N N 0.0215 60008764.80 60008764.80 0.0042 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.123993% 9128284K3 U.S. Treasury Debt Y 2018-09-04 2020-04-30 2020-04-30 N N N 0.0215 110016068.80 110016068.80 0.0078 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.123993% 9128284K3 U.S. Treasury Debt Y 2018-09-04 2020-04-30 2020-04-30 N N N 0.0215 90013147.20 90013147.20 0.0063 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.123993% 9128284K3 U.S. Treasury Debt Y 2018-09-04 2020-04-30 2020-04-30 N N N 0.0216 120017529.60 120017529.60 0.0085 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 912828A34 U.S. Treasury Debt Y 2018-11-30 2018-11-30 2018-11-30 N N N 0.0186 25946073.40 25946073.40 0.0018 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 912828A34 U.S. Treasury Debt Y 2018-11-30 2018-11-30 2018-11-30 N N N 0.0186 19958518.00 19958518.00 0.0014 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.500000% 912828C24 U.S. Treasury Debt Y 2019-02-28 2019-02-28 2019-02-28 N N N 0.0227 9961328.10 9961328.10 0.0007 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.500000% 912828C24 U.S. Treasury Debt Y 2019-02-28 2019-02-28 2019-02-28 N N N 0.0224 29883984.30 29883984.30 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.625000% 912828C65 U.S. Treasury Debt Y 2019-03-31 2019-03-31 2019-03-31 N N N 0.0230 14942578.20 14942578.20 0.0011 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.625000% 912828D23 U.S. Treasury Debt Y 2019-04-30 2019-04-30 2019-04-30 N N N 0.0233 29858203.20 29858203.20 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.625000% 912828D23 U.S. Treasury Debt Y 2019-04-30 2019-04-30 2019-04-30 N N N 0.0234 19905468.80 19905468.80 0.0014 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.750000% 912828KD1 912828KD1 U.S. Treasury Debt Y 2019-02-15 2019-02-15 2019-02-15 N N N 0.0223 25051757.75 25051757.75 0.0018 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.125000% 912828KQ2 U.S. Treasury Debt Y 2019-05-15 2019-05-15 2019-05-15 N N N 0.0236 20102343.80 20102343.80 0.0014 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828L81 U.S. Treasury Debt Y 2018-10-15 2018-10-15 2018-10-15 N N N 0.0168 61920874.36 61920874.36 0.0044 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828L81 U.S. Treasury Debt Y 2018-10-15 2018-10-15 2018-10-15 N N N 0.0168 23969370.72 23969370.72 0.0017 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828L81 U.S. Treasury Debt Y 2018-10-15 2018-10-15 2018-10-15 N N N 0.0168 49936189.00 49936189.00 0.0035 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828L81 U.S. Treasury Debt Y 2018-10-15 2018-10-15 2018-10-15 N N N 0.0177 33322418.92 33322418.92 0.0023 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828P95 U.S. Treasury Debt Y 2019-03-15 2019-03-15 2019-03-15 N N N 0.0226 29801953.20 29801953.20 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828RH5 U.S. Treasury Debt Y 2018-09-30 2018-09-30 2018-09-30 N N N 0.0165 39982000.00 39982000.00 0.0028 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828RH5 U.S. Treasury Debt Y 2018-09-30 2018-09-30 2018-09-30 N N N 0.0173 89959500.00 89959500.00 0.0063 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828RH5 U.S. Treasury Debt Y 2018-09-30 2018-09-30 2018-09-30 N N N 0.0175 99955000.00 99955000.00 0.0070 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828RH5 U.S. Treasury Debt Y 2018-09-30 2018-09-30 2018-09-30 N N N 0.0176 19991000.00 19991000.00 0.0014 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828RH5 U.S. Treasury Debt Y 2018-09-30 2018-09-30 2018-09-30 N N N 0.0201 29986500.00 29986500.00 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828RT9 U.S. Treasury Debt Y 2018-11-30 2018-11-30 2018-11-30 N N N 0.0177 39928795.60 39928795.60 0.0028 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828SH4 U.S. Treasury Debt Y 2019-02-28 2019-02-28 2019-02-28 N N N 0.0227 19912500.00 19912500.00 0.0014 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828SH4 U.S. Treasury Debt Y 2019-02-28 2019-02-28 2019-02-28 N N N 0.0227 29868750.00 29868750.00 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828T42 U.S. Treasury Debt Y 2018-09-30 2018-09-30 2018-09-30 N N N 0.0169 29973474.90 29973474.90 0.0021 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.260993% 912828T75 U.S. Treasury Debt Y 2018-09-04 2018-10-31 2018-10-31 N N N 0.0230 90031621.50 90031621.50 0.0063 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.260993% 912828T75 U.S. Treasury Debt Y 2018-09-04 2018-10-31 2018-10-31 N N N 0.0229 90031621.50 90031621.50 0.0063 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.260993% 912828T75 U.S. Treasury Debt Y 2018-09-04 2018-10-31 2018-10-31 N N N 0.0230 80028108.00 80028108.00 0.0056 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828T83 U.S. Treasury Debt Y 2018-10-31 2018-10-31 2018-10-31 N N N 0.0205 29940001.20 29940001.20 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828U40 U.S. Treasury Debt Y 2018-11-30 2018-11-30 2018-11-30 N N N 0.0211 29920137.00 29920137.00 0.0021 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.230993% 912828V64 U.S. Treasury Debt Y 2018-09-04 2019-01-31 2019-01-31 N N N 0.0226 80060970.40 80060970.40 0.0056 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.230993% 912828V64 U.S. Treasury Debt Y 2018-09-04 2019-01-31 2019-01-31 N N N 0.0225 80060970.40 80060970.40 0.0056 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.230993% 912828V64 U.S. Treasury Debt Y 2018-09-04 2019-01-31 2019-01-31 N N N 0.0224 100076213.00 100076213.00 0.0071 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.230993% 912828V64 U.S. Treasury Debt Y 2018-09-04 2019-01-31 2019-01-31 N N N 0.0224 10007621.30 10007621.30 0.0007 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 912828WD8 U.S. Treasury Debt Y 2018-10-31 2018-10-31 2018-10-31 N N N 0.0168 39950664.80 39950664.80 0.0028 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 912828WD8 U.S. Treasury Debt Y 2018-10-31 2018-10-31 2018-10-31 N N N 0.0180 19975332.40 19975332.40 0.0014 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.500000% 912828WL0 U.S. Treasury Debt Y 2019-05-31 2019-05-31 2019-05-31 N N N 0.0240 49671875.00 49671875.00 0.0035 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 912828XS4 U.S. Treasury Debt Y 2019-05-31 2019-05-31 2019-05-31 N N N 0.0240 29748046.80 29748046.80 0.0021 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.133993% 912828Y53 U.S. Treasury Debt Y 2018-09-04 2020-07-31 2020-07-31 N N N 0.0216 199977074.00 199977074.00 0.0141 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.133993% 912828Y53 U.S. Treasury Debt Y 2018-09-04 2020-07-31 2020-07-31 N N N 0.0216 49994268.50 49994268.50 0.0035 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 2.133993% 912828Y53 U.S. Treasury Debt Y 2018-09-04 2020-07-31 2020-07-31 N N N 0.0217 149982805.50 149982805.50 0.0106 N Y Y N BNP Paribas BNP Paribas 1.950000% 930YEU000 0000753835 930YEU000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 8 1/8 BOND 19 2019-08-15 8.125000 16.67 17.61 U.S. Treasuries (including strips) 7 1/2 BOND 24 2024-11-15 7.500000 8216.67 10590.34 U.S. Treasuries (including strips) 1 1/4 NOTE R 19 2019-10-31 1.250000 13466.67 13329.35 U.S. Treasuries (including strips) 1 3/8 NOTE Y 20 2020-04-30 1.375000 2678333.33 2635924.04 U.S. Treasuries (including strips) 1 1/2 NOTE Z 20 2020-05-31 1.500000 9563483.33 9413915.16 U.S. Treasuries (including strips) 0 5/8 TRIN A 26 2026-01-15 0.625000 13283330.35 13174649.25 U.S. Treasuries (including strips) 1 7/8 NOTE V 22 2022-02-28 1.875000 15658250.00 15207448.98 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-10-11 0.00 33.33 33.26 U.S. Treasuries (including strips) 1 5/8 NOTE AS 20 2020-10-15 1.625000 22213033.33 21870176.25 U.S. Treasuries (including strips) 2 5/8 NOTE AP 21 2021-07-15 2.625000 5056183.33 5060291.90 U.S. Treasuries (including strips) 2 3/4 NOTE AC 23 2023-08-31 2.750000 9116483.33 9113638.99 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0198 75000000.00 75000000.00 0.0053 N Y Y N BNP Paribas BNP Paribas 1.950000% 930YEU001 0000753835 930YEU001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TRIB 01/15/25 2.3750 2025-01-15 2.375000 24780575.06 27379395.45 U.S. Treasuries (including strips) TRIB 01/15/27 2.3750 2027-01-15 2.375000 11234519.87 12730657.82 U.S. Treasuries (including strips) 8 3/4 TPRN 20 2020-05-15 0.00 9234877.73 8842210.73 U.S. Treasuries (including strips) 5 BOND 37 2037-05-15 5.000000 4789000.00 6297841.08 U.S. Treasuries (including strips) 3 5/8 NOTE B 21 2021-02-15 3.625000 19614518.02 20073813.27 U.S. Treasuries (including strips) TINT 02/15/20 2020-02-15 0.00 5.18 4.99 U.S. Treasuries (including strips) TINT 08/15/20 2020-08-15 0.00 1.72 1.64 U.S. Treasuries (including strips) 4 1/4 BOND 39 2039-05-15 4.250000 95.78 116.21 U.S. Treasuries (including strips) 4 3/8 BOND 38 2038-02-15 4.375000 114.94 139.79 U.S. Treasuries (including 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0.00 20.28 16.25 U.S. Treasuries (including strips) 1 1/2 NOTE J 23 2023-03-31 1.500000 484551.02 461506.01 U.S. Treasuries (including strips) 1 1/8 NOTE AD 21 2021-09-30 1.125000 64689.81 61946.50 U.S. Treasuries (including strips) U.S. Treasury Note 2018-10-31 0.750000 300749.20 300845.38 U.S. Treasuries (including strips) 1 5/8 NOTE R 23 2023-10-31 1.625000 76.62 72.83 U.S. Treasuries (including strips) TINT 11/15/26 2026-11-15 0.00 7070.67 5580.24 U.S. Treasuries (including strips) 1 1/8 NOTE AX 19 2019-02-28 1.125000 4789000.00 4761702.70 U.S. Treasuries (including strips) 1 3/4 NOTE Z 22 2022-05-31 1.750000 4595409.46 4452625.07 U.S. Treasuries (including strips) 6 5/8 TPRN 27 2027-02-15 0.00 76987.96 60772.76 U.S. Treasuries (including strips) 1 3/8 NOTE BD 19 2019-07-31 1.375000 6289585.26 6236924.37 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-01-03 0.00 17437879.20 17308490.14 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-01-31 0.00 15424736.85 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Treasuries (including Strips) and cash N N 4 1/4 BOND 39 2039-05-15 4.250000 301800.00 366160.00 U.S. Treasuries (including strips) 4 1/4 BOND 39 2039-05-15 4.250000 9744500.00 11822551.91 U.S. Treasuries (including strips) 0 3/4 TRIB 42 2042-02-15 0.750000 22190.09 21570.90 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 101900.00 100471.11 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 919400.00 926776.67 U.S. Treasuries (including strips) 1 5/8 NOTE AB 20 2020-07-31 1.625000 20843200.00 20472793.11 U.S. Treasuries (including strips) 1 1/8 NOTE AB 21 2021-07-31 1.125000 37039000.00 35424754.83 U.S. Treasuries (including strips) 6 3/4 TPRN 26 2026-08-15 0.00 100.00 80.02 U.S. Treasuries (including strips) 0 7/8 TRIB 47 2047-02-15 0.875000 104.38 104.11 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-01-31 0.00 3798300.00 3762717.53 U.S. Treasuries (including strips) 2 7/8 NOTE L 25 2025-05-31 2.875000 2436500.00 2462102.20 U.S. Treasuries (including strips) 2 3/4 NOTE AC 23 2023-08-31 2.750000 128680100.00 128639951.80 U.S. Treasuries (including strips) Y 2018-10-31 2018-10-31 2018-10-31 N N N 0.0212 200000000.00 200000000.00 0.0141 N N N Y Prudential Insurance NJ Prudential Insurance NJ 1.990000% 931EYU002 931EYU002 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 3/8 NOTE E 24 2024-08-15 2.375000 75000000.00 73344375.00 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 2025-05-15 2.125000 30000000.00 28917000.00 U.S. Treasuries (including strips) TINT 02/15/26 2026-02-15 0.00 70000000.00 56584500.00 U.S. Treasuries (including strips) 1 7/8 NOTE Y 22 2022-04-30 1.875000 115000000.00 112314750.00 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0202 265843750.00 265843750.00 0.0187 N Y Y N MUFG SECURITIES CA MUFG SECURITIES CA 1.960000% 933AEH008 933AEH008 U.S. Treasury Repurchase Agreement, if collateralized only by 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U.S. Treasuries (including strips) 2 3/8 NOTE E 24 2024-08-15 2.375000 8359946.67 8184401.23 U.S. Treasuries (including strips) 2 1/4 NOTE F 24 2024-11-15 2.250000 1946.67 1900.51 U.S. Treasuries (including strips) 2 NOTE B 25 2025-02-15 2.000000 374106.67 357012.82 U.S. Treasuries (including strips) 0 1/8 TRIN X 20 2020-04-15 0.125000 25391948.00 25078593.88 U.S. Treasuries (including strips) 1 3/8 NOTE Y 20 2020-04-30 1.375000 1605600.00 1581117.47 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 2025-05-15 2.125000 3570426.67 3446527.19 U.S. Treasuries (including strips) 1 5/8 NOTE AB 20 2020-07-31 1.625000 4725373.33 4643978.24 U.S. Treasuries (including strips) 2 NOTE E 25 2025-08-15 2.000000 12605840.00 11980597.46 U.S. Treasuries (including strips) 3 BOND 45 2045-11-15 3.000000 3251013.33 3284207.31 U.S. Treasuries (including strips) 1 5/8 NOTE AF 20 2020-11-30 1.625000 6703906.67 6582543.83 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-02-15 2.500000 7371773.33 6696747.10 U.S. Treasuries (including strips) 1 3/4 NOTE G 23 2023-01-31 1.750000 2478320.00 2381678.37 U.S. Treasuries (including strips) 1 1/4 NOTE W 21 2021-03-31 1.250000 6266666.67 6079101.63 U.S. Treasuries (including strips) 1 3/8 NOTE Y 21 2021-04-30 1.375000 242093.33 235186.60 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 26.67 24.61 U.S. Treasuries (including strips) 1 1/8 NOTE AA 21 2021-06-30 1.125000 1986.67 1906.62 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 33333.33 31513.35 U.S. Treasuries (including strips) 2 1/8 NOTE S 23 2023-11-30 2.125000 1613.33 1573.05 U.S. Treasuries (including strips) 1 3/4 NOTE AF 21 2021-11-30 1.750000 8892013.33 8668538.43 U.S. Treasuries (including strips) 2 NOTE AG 21 2021-12-31 2.000000 23912653.33 23451463.51 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 34695600.00 34800496.87 U.S. Treasuries (including strips) 1 7/8 NOTE V 22 2022-02-28 1.875000 3416000.00 3320457.90 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 281866.67 272476.22 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 2027-05-15 2.375000 17760000.00 17264959.69 U.S. Treasuries (including strips) 1 3/4 NOTE Z 22 2022-05-31 1.750000 469293.33 455152.54 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 2027-08-15 2.250000 533.33 509.02 U.S. Treasuries (including strips) 2 3/8 NOTE AL 21 2021-04-15 2.375000 1642280.00 1644413.19 U.S. Treasuries (including strips) 2 3/8 NOTE AZ 20 2020-04-30 2.375000 5248600.00 5270582.08 U.S. Treasuries (including strips) 2 5/8 NOTE AM 21 2021-05-15 2.625000 2104466.67 2117391.89 U.S. Treasuries (including strips) 2 3/4 NOTE AB 23 2023-07-31 2.750000 9321266.67 9348685.88 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0199 200000000.00 200000000.00 0.0141 N Y Y N Citigroup Global Markets Citigroup Global Markets 1.940000% 959JDS005 959JDS005 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Bill 2018-09-06 0.00 193772600.00 193702454.30 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-10-25 0.00 61488000.00 61297633.15 U.S. Treasuries (including strips) Y 2018-09-06 2018-09-06 2018-09-06 N N N 0.0197 250000000.00 250000000.00 0.0176 N N Y N ROYAL BK OF SCOTLAND PLC/ REPO ROYAL BK OF SCOTLAND PLC/ REPO 1.960000% 972JCZ003 0000729153 972JCZ003 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TRIB 04/15/28 3.6250 2028-04-15 3.625000 1345445.84 1715752.95 U.S. Treasuries (including strips) TRIB 01/15/25 2.3750 2025-01-15 2.375000 3623793.70 4004525.01 U.S. Treasuries (including strips) TRIB 01/15/26 2.0000 2026-01-15 2.000000 6982097.68 7627231.97 U.S. Treasuries (including strips) TRIB 01/15/29 2.5000 2029-01-15 2.500000 2542713.33 2980311.59 U.S. Treasuries (including strips) TRIB 02/15/40 2.1250 2040-02-15 2.125000 159939.53 199647.38 U.S. Treasuries (including strips) 4 3/4 BOND 37 2037-02-15 4.750000 132966.67 168498.18 U.S. Treasuries (including strips) 3 3/8 NOTE F 19 2019-11-15 3.375000 3408833.33 3476685.79 U.S. Treasuries (including strips) 6 5/8 BOND 27 2027-02-15 6.625000 17666.67 22777.39 U.S. Treasuries (including strips) 3 1/2 NOTE C 20 2020-05-15 3.500000 56200433.33 57594358.03 U.S. Treasuries (including strips) 0 5/8 TRIN D 21 2021-07-15 0.625000 5332153.46 5337241.58 U.S. Treasuries (including strips) 0 3/4 TRIB 42 2042-02-15 0.750000 72480.20 70578.62 U.S. Treasuries (including strips) 0 1/8 TRIN A 23 2023-01-15 0.125000 22144249.44 21580338.31 U.S. Treasuries (including strips) 0 1/8 TRIN D 24 2024-07-15 0.125000 35300590.67 34225145.70 U.S. Treasuries (including strips) 1 1/2 NOTE AE 19 2019-10-31 1.500000 743866.67 738878.73 U.S. Treasuries (including strips) 2 NOTE R 21 2021-10-31 2.000000 553900.00 545918.73 U.S. Treasuries (including strips) 2 NOTE P 21 2021-08-31 2.000000 46166666.67 45243333.33 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 5333333.33 5387788.52 U.S. Treasuries (including strips) 2 1/4 NOTE F 24 2024-11-15 2.250000 3530400.00 3446698.67 U.S. Treasuries (including strips) 2 NOTE B 25 2025-02-15 2.000000 1928666.67 1840541.19 U.S. Treasuries (including strips) 0 1/8 TRIN X 20 2020-04-15 0.125000 3364755.89 3323232.48 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 17675200.00 16315093.74 U.S. Treasuries (including strips) 1 1/8 NOTE AA 21 2021-06-30 1.125000 100.00 95.97 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 200.00 181.38 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 31966.67 27497.64 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 17433.33 16481.48 U.S. Treasuries (including strips) 2 NOTE AG 21 2021-12-31 2.000000 14899933.33 14612566.74 U.S. Treasuries (including strips) 0 1/8 TRIN X 22 2022-04-15 0.125000 38264780.00 37374026.10 U.S. Treasuries (including strips) TRFR BA 04/30/19 2019-04-30 1.142901 33.33 33.41 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 222400.00 212101.91 U.S. Treasuries (including strips) 1 3/4 NOTE BK 19 2019-11-30 1.750000 10000000.00 9950239.07 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-12-06 0.00 52280333.33 51991745.90 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-01-03 0.00 226633.33 224978.91 U.S. Treasuries (including strips) 2 NOTE AV 20 2020-01-31 2.000000 64650233.33 64264192.73 U.S. Treasuries (including strips) 2 3/8 NOTE AK 21 2021-03-15 2.375000 85933.33 86252.91 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-10-25 0.00 41724400.00 41599226.80 U.S. Treasuries (including strips) BILL 04/25/19 2019-04-25 0.00 66.67 65.68 U.S. Treasuries (including strips) 2 3/8 NOTE AZ 20 2020-04-30 2.375000 16396933.33 16465606.63 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-11-29 0.00 7666666.67 7627643.33 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-12-13 0.00 50000000.00 49702500.00 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0199 500000000.00 500000000.00 0.0352 N Y Y N Merrill Lynch Pierce Fenner Smith Merrill Lynch Pierce Fenner Smith 1.950000% 983YZH002 983YZH002 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 0 5/8 TRIN X 23 2023-04-15 0.625000 184304730.96 183600052.40 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0198 180000000.00 180000000.00 0.0127 N Y Y N Societe Generale NY Societe Generale NY 1.950000% 988APL001 0000865845 988APL001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TRIB 04/15/28 3.6250 2028-04-15 3.625000 35088407.14 44679052.43 U.S. Treasuries (including strips) TRIN 01/15/19 2.1250 2019-01-15 2.125000 6349781.09 6380221.91 U.S. Treasuries (including strips) TRIN 07/15/20 1.2500 2020-07-15 1.250000 11563913.59 11722298.36 U.S. Treasuries (including strips) 8 3/4 BOND 20/08 2020-08-15 8.750000 100.00 111.90 U.S. Treasuries (including strips) 0 5/8 TRIN D 21 2021-07-15 0.625000 111.79 111.84 U.S. Treasuries (including strips) 3 3/4 BOND 43 2043-11-15 3.750000 40785600.00 46595730.38 U.S. Treasuries (including strips) 1 5/8 NOTE AG 19 2019-12-31 1.625000 11766800.00 11654283.17 U.S. Treasuries (including strips) 0 1/4 TRIN A 25 2025-01-15 0.250000 797842.50 773874.75 U.S. Treasuries (including strips) 0 1/8 TRIN X 21 2021-04-15 0.125000 80288607.61 78797753.46 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 26.56 21.27 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 100.00 90.57 U.S. Treasuries (including strips) 2 1/8 NOTE H 24 2024-02-29 2.125000 2697000.00 2606820.41 U.S. Treasuries (including strips) 0 1/8 TRIN X 22 2022-04-15 0.125000 418564.20 408506.65 U.S. Treasuries (including strips) 2 NOTE L 24 2024-05-31 2.000000 1600.00 1541.04 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 3093700.00 3117553.50 U.S. Treasuries (including strips) 1 7/8 NOTE AB 22 2022-07-31 1.875000 2671600.00 2589099.61 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-09-13 0.00 1400.00 1398.95 U.S. Treasuries (including strips) 1 7/8 NOTE P 24 2024-08-31 1.875000 385200.00 365759.34 U.S. Treasuries (including strips) 1 7/8 NOTE AD 22 2022-09-30 1.875000 763600.00 743783.14 U.S. Treasuries (including strips) 1 3/8 NOTE BG 19 2019-09-30 1.375000 9469200.00 9409704.55 U.S. Treasuries (including strips) TINT 08/15/28 2028-08-15 0.00 47097663.03 35152282.76 U.S. Treasuries (including strips) Y 2018-09-07 2018-09-07 2018-09-07 N N N 0.0198 250000000.00 250000000.00 0.0176 N N Y N Societe Generale NY Societe Generale NY 1.950000% 988APS006 0000865845 988APS006 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TRIB 01/15/26 2.0000 2026-01-15 2.000000 232423.65 253812.29 U.S. Treasuries (including strips) TRIB 02/15/40 2.1250 2040-02-15 2.125000 6900581.28 8600842.50 U.S. Treasuries (including strips) 4 1/4 BOND 40 2040-11-15 4.250000 371314.29 452659.15 U.S. Treasuries (including strips) U.S. Treasury Note 2019-04-30 1.250000 14285685.71 14242085.65 U.S. Treasuries (including strips) 1 1/8 NOTE J 20 2020-03-31 1.125000 21542.86 21149.33 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 243.21 213.15 U.S. Treasuries (including strips) 1 1/2 NOTE AG 18 2018-12-31 1.500000 172514.29 172518.97 U.S. Treasuries (including strips) U.S. Treasury Note 2019-02-28 1.500000 542.86 540.76 U.S. Treasuries (including strips) 2 1/4 NOTE J 21 2021-03-31 2.250000 2055428.57 2051802.26 U.S. Treasuries (including strips) 2 NOTE H 21 2021-02-28 2.000000 40314.29 39637.01 U.S. Treasuries (including strips) 0 3/4 TRIB 45 2045-02-15 0.750000 119349.74 115444.15 U.S. Treasuries (including strips) 1 3/8 NOTE V 20 2020-02-29 1.375000 2262600.00 2221941.08 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 18674627.81 18294579.34 U.S. Treasuries (including strips) 0 5/8 TRIN A 26 2026-01-15 0.625000 5275580.89 5232417.32 U.S. Treasuries (including strips) 0 7/8 NOTE AL 19 2019-04-15 0.875000 114257.14 113616.07 U.S. Treasuries (including strips) 1 5/8 NOTE K 23 2023-04-30 1.625000 536285.71 512719.38 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 28.57 25.88 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 2857171.43 2451476.69 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 2027-01-15 0.375000 741086.33 717985.89 U.S. Treasuries (including strips) 1 1/4 NOTE BL 18 2018-12-31 1.250000 15228.57 15213.05 U.S. Treasuries (including strips) 0 1/8 TRIN X 22 2022-04-15 0.125000 4684662.88 4572096.58 U.S. Treasuries (including strips) TINT 05/15/27 2027-05-15 0.00 71.39 55.39 U.S. Treasuries (including strips) 1 1/2 NOTE AM 20 2020-05-15 1.500000 124314.29 122511.25 U.S. Treasuries (including strips) 2 NOTE M 24 2024-06-30 2.000000 5308171.43 5100248.05 U.S. Treasuries (including strips) 2 1/8 NOTE N 24 2024-07-31 2.125000 28.57 27.58 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-09-13 0.00 114.29 114.20 U.S. Treasuries (including strips) 1 3/8 NOTE BG 19 2019-09-30 1.375000 257.14 255.53 U.S. Treasuries (including strips) TINT 08/15/28 2028-08-15 0.00 107.92 80.55 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.00 37.36 28.06 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 2857085.71 2811318.00 U.S. Treasuries (including strips) 2 1/2 NOTE W 23 2023-03-31 2.500000 12070171.43 12061973.61 U.S. Treasuries (including strips) 2 5/8 NOTE J 25 2025-03-31 2.625000 285.71 285.62 U.S. Treasuries (including strips) 2 3/4 NOTE Y 23 2023-04-30 2.750000 7694000.00 7761411.57 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 2025-06-30 2.750000 14055285.71 14058914.12 U.S. Treasuries (including strips) Y 2018-09-26 2018-09-26 2018-09-26 N N N 0.0198 100000000.00 100000000.00 0.0070 N N N Y Wells Fargo Funds Trust 2018-09-07 David Berardi David Berardi Assistant Treasurer