N-MFP2 0001403166 XXXXXXXX 2019-01-31 0001403166 S000019503 1 N N UBS ASSET MANAGEMENT (AMERICAS), INC. 801-34910 Ernst & Young LLP New York NY UBS ASSET MANAGEMENT (AMERICAS) INC. None N Y 0001060517 UBS Select Treasury Capital Fund 333-52965 S000023600 0001060517 UBS Select Treasury Investor Fund 333-52965 S000018680 0001060517 UBS Select Treasury Institutional Fund 333-52965 S000002682 0001060517 UBS Select Treasury Preferred Fund 333-52965 S000018677 N Exempt Government N 25 77 16924774036.26 16704321012.59 16968473229.34 16074861754.80 19724774036.26 19104321012.59 18868473229.34 19324861754.80 0.00 0.8573 0.8735 0.8983 0.8309 0.9991 0.9990 0.9989 0.9989 0.0000 3806931.80 16272884340.67 16272128048.30 3665283.50 1521317.11 16278078946.49 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 C000054152 1.00 16278078946.49 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.360000% 0001484219 0673PA005_2.36_0206 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2021-01-31 2.500000 204126600.00 204000041.51 U.S. Treasuries (including strips) Y 2019-02-06 2019-02-06 2019-02-06 N N N 0.0236 200000000.00 200000000.00 0.0123 N N Y N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.380000% 0001484219 0673PA005_2.38_0204 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2028-05-15 2.875000 71400800.00 72922731.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-10-15 2.875000 521254400.00 530527630.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-02-15 2.750000 108012600.00 110549716.18 U.S. Treasuries (including strips) Y 2019-02-04 2019-02-04 2019-02-04 N N N 0.0238 700000000.00 700000000.00 0.0430 N N Y N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.380000% 0001484219 0673PA005_2.38_0205 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2021-01-31 2.500000 306189900.00 306000062.26 U.S. Treasuries (including strips) Y 2019-02-05 2019-02-05 2019-02-05 N N N 0.0238 300000000.00 300000000.00 0.0184 N N Y N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.390000% 0001484219 0673PA005_2.39_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 254900HROIFWPRGM1V77 2048-11-15 3.375000 476850000.00 510000071.92 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0239 500000000.00 500000000.00 0.0307 N Y Y N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.420000% 0001484219 0673PA005_2.42_0207 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2024-01-31 2.500000 102027600.00 102000052.55 U.S. Treasuries (including strips) Y 2019-02-07 2019-02-07 2019-02-07 N N N 0.0242 100000000.00 100000000.00 0.0061 N N Y N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.520000% 0001484219 0673PA005_2.52_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2021-01-31 2.500000 1519500.00 1518557.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-01-31 2.625000 405467800.00 406481469.50 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0252 400000000.00 400000000.00 0.0246 N Y Y N MUFG Securities Americas Inc. Tri Party Repo MUFG Securities Americas Inc. Tri Party Repo 2.500000% 0001021565 603997008_2.50_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury Inflation Index Bond 2029-04-15 3.875000 54184600.00 108563770.72 U.S. Treasuries (including strips) US Treasury Inflation Index Bond 2045-02-15 0.750000 28919600.00 28525121.38 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2023-04-15 0.625000 2757000.00 2788801.98 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2020-04-15 0.125000 109777500.00 116637627.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-12-31 2.625000 2310900.00 2330091.86 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2039-05-15 4.250000 500.00 611.09 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2042-08-15 2.750000 10500000.00 10233626.30 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2045-11-15 3.000000 49699800.00 50114058.54 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-05-31 2.750000 5022700.00 5107749.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-06-30 2.625000 11600800.00 11710380.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-10-31 2.875000 116540400.00 119572155.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-11-30 2.875000 2694000.00 2759889.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-12-15 2.625000 479400.00 483351.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-09-30 1.750000 9378700.00 9206764.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-10-31 1.375000 100.00 98.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-11-30 2.000000 100.00 98.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-12-31 1.750000 20000000.00 19761392.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-01-31 1.375000 21300.00 20839.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-05-15 3.500000 400.00 407.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-04-30 1.375000 9250900.00 9062371.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-06-30 1.125000 27171800.00 26364889.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-07-31 1.125000 23673600.00 22904326.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-10-31 1.625000 10311100.00 9971120.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-01-31 2.250000 4046400.00 4006239.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-05-31 1.375000 17968500.00 17738863.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-08-15 2.500000 9974300.00 10106090.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-02-15 1.375000 2267900.00 2254314.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-03-31 2.125000 13574100.00 13446892.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-06-30 1.625000 1889500.00 1868489.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-07-31 1.625000 500.00 493.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-06-30 2.750000 6357800.00 6459130.44 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0250 600000000.00 600000000.00 0.0369 N Y Y N Mizuho Securities USA Tri Party Repo Mizuho Securities USA Tri Party Repo 2.540000% 0000812291 60686M007_2.54_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2024-01-31 2.500000 4100.00 4109.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-01-31 2.625000 8585000.00 8637986.62 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-03-28 0.00 541600.00 539635.08 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-04-25 0.00 280700.00 279176.08 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-05-23 0.00 1774600.00 1761577.99 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-06-20 0.00 838000.00 830283.70 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-08-15 0.00 868700.00 857313.95 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-02-14 0.00 716000.00 715394.98 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-03-07 0.00 8759300.00 8739486.46 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-09-12 0.00 2274900.00 2240872.05 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-03-21 0.00 104000.00 103670.74 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-04-04 0.00 613000.00 610476.89 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-10-10 0.00 762800.00 749797.31 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-05-02 0.00 1651000.00 1641239.29 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-05-09 0.00 750000.00 745180.50 U.S. Treasuries (including strips) US Treasury Strip Principal 2020-02-15 0.00 400000.00 389739.60 U.S. Treasuries (including strips) US Treasury Strip Principal 2023-08-15 0.00 512000.00 457957.38 U.S. Treasuries (including strips) US Treasury Strip Principal 2036-02-15 0.00 550000.00 346292.10 U.S. Treasuries (including strips) US Treasury Strip Principal 2039-08-15 0.00 550000.00 304350.75 U.S. Treasuries (including strips) US Treasury Strip Principal 2040-11-15 0.00 300000.00 158028.00 U.S. Treasuries (including strips) US Treasury Inflation Index Bond 2028-04-15 3.625000 99500.00 194889.09 U.S. Treasuries (including strips) US Treasury Inflation Index Bond 2032-04-15 3.375000 99500.00 186847.44 U.S. Treasuries (including strips) US Treasury Inflation Index Bond 2027-01-15 2.375000 1200.00 1684.23 U.S. Treasuries (including strips) US Treasury Inflation Index Bond 2043-02-15 0.625000 4999500.00 4944456.21 U.S. Treasuries (including strips) US Treasury Inflation Index Bond 2045-02-15 0.750000 998000.00 984386.75 U.S. Treasuries (including strips) US Treasury Inflation Index Bond 2046-02-15 1.000000 200.00 208.08 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2024-01-15 0.625000 180400.00 194277.83 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2025-01-15 0.250000 1000000.00 1035111.62 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2020-04-15 0.125000 29300.00 31130.99 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2020-01-15 1.375000 9300.00 10864.49 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2026-01-15 0.625000 99100.00 104194.65 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2021-04-15 0.125000 999600.00 1045392.01 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2021-07-15 0.625000 9800.00 10960.59 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2026-07-15 0.125000 2000.00 2012.31 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2022-01-15 0.125000 400.00 437.05 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2023-01-15 0.125000 600.00 639.73 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2027-01-15 0.375000 29600.00 29913.52 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2022-04-15 0.125000 49700.00 50421.25 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2028-07-15 0.750000 5000000.00 5014251.71 U.S. Treasuries (including strips) US Treasury Strip Coupon 2031-08-15 0.00 36000.00 25283.02 U.S. Treasuries (including strips) US Treasury Strip Coupon 2032-02-15 0.00 36000.00 24894.00 U.S. Treasuries (including strips) US Treasury Strip Coupon 2032-08-15 0.00 36000.00 24511.54 U.S. Treasuries (including strips) US Treasury Strip Coupon 2033-02-15 0.00 36000.00 24142.86 U.S. Treasuries (including strips) US Treasury Strip Coupon 2033-08-15 0.00 36000.00 23800.43 U.S. Treasuries (including strips) US Treasury Strip Coupon 2034-02-15 0.00 36000.00 23429.34 U.S. Treasuries (including strips) US Treasury Strip Coupon 2034-08-15 0.00 36000.00 23063.51 U.S. Treasuries (including strips) US Treasury Strip Coupon 2035-02-15 0.00 36000.00 22703.08 U.S. Treasuries (including strips) US Treasury Strip Coupon 2035-08-15 0.00 36000.00 22346.32 U.S. Treasuries (including strips) US Treasury Strip Coupon 2036-02-15 0.00 36000.00 22035.71 U.S. Treasuries (including strips) US Treasury Strip Coupon 2036-08-15 0.00 18000.00 10841.53 U.S. Treasuries (including strips) US Treasury Strip Coupon 2037-02-15 0.00 18000.00 10670.87 U.S. Treasuries (including strips) US Treasury Strip Coupon 2030-11-15 0.00 17000.00 12225.26 U.S. Treasuries (including strips) US Treasury Strip Coupon 2031-05-15 0.00 17000.00 12032.84 U.S. Treasuries (including strips) US Treasury Strip Coupon 2031-11-15 0.00 17000.00 11848.32 U.S. Treasuries (including strips) US Treasury Strip Coupon 2032-05-15 0.00 17000.00 11666.15 U.S. Treasuries (including strips) US Treasury Strip Coupon 2032-11-15 0.00 17000.00 11486.37 U.S. Treasuries (including strips) US Treasury Strip Coupon 2033-05-15 0.00 17000.00 11313.13 U.S. Treasuries (including strips) US Treasury Strip Coupon 2033-11-15 0.00 17000.00 11152.37 U.S. Treasuries (including strips) US Treasury Strip Coupon 2034-05-15 0.00 17000.00 10977.95 U.S. Treasuries (including strips) US Treasury Strip Coupon 2034-11-15 0.00 17000.00 10806.88 U.S. Treasuries (including strips) US Treasury Strip Coupon 2019-02-15 0.00 69000.00 68938.31 U.S. Treasuries (including strips) US Treasury Strip Coupon 2019-05-15 0.00 17000.00 16884.55 U.S. Treasuries (including strips) US Treasury Strip Coupon 2019-08-15 0.00 69200.00 68276.39 U.S. Treasuries (including strips) US Treasury Strip Coupon 2019-11-15 0.00 17000.00 16666.29 U.S. Treasuries (including strips) US Treasury Strip Coupon 2020-02-15 0.00 344000.00 335004.40 U.S. Treasuries (including strips) US Treasury Strip Coupon 2020-05-15 0.00 17000.00 16456.31 U.S. Treasuries (including strips) US Treasury Strip Coupon 2020-08-15 0.00 51500.00 49535.69 U.S. Treasuries (including strips) US Treasury Strip Coupon 2020-11-15 0.00 17000.00 16243.55 U.S. Treasuries (including strips) US Treasury Strip Coupon 2021-02-15 0.00 52000.00 49403.69 U.S. Treasuries (including strips) US Treasury Strip Coupon 2021-08-15 0.00 51800.00 48596.43 U.S. Treasuries (including strips) US Treasury Strip Coupon 2021-11-15 0.00 17000.00 15862.43 U.S. Treasuries (including strips) US Treasury Strip Coupon 2022-02-15 0.00 52000.00 48193.65 U.S. Treasuries (including strips) US Treasury Strip Coupon 2022-05-15 0.00 17000.00 15658.46 U.S. Treasuries (including strips) US Treasury Strip Coupon 2022-08-15 0.00 52000.00 47606.00 U.S. Treasuries (including strips) US Treasury Strip Coupon 2022-11-15 0.00 17000.00 15465.22 U.S. Treasuries (including strips) US Treasury Strip Coupon 2023-02-15 0.00 52000.00 47025.68 U.S. Treasuries (including strips) US Treasury Strip Coupon 2023-08-15 0.00 52000.00 46412.39 U.S. Treasuries (including strips) US Treasury Strip Coupon 2023-05-15 0.00 17000.00 15276.47 U.S. Treasuries (including strips) US Treasury Strip Coupon 2023-11-15 0.00 17000.00 15078.10 U.S. Treasuries (including strips) US Treasury Strip Coupon 2024-02-15 0.00 36000.00 31723.81 U.S. Treasuries (including strips) US Treasury Strip Coupon 2024-05-15 0.00 767000.00 671637.36 U.S. Treasuries (including strips) US Treasury Strip Coupon 2024-08-15 0.00 36000.00 31323.35 U.S. Treasuries (including strips) US Treasury Strip Coupon 2025-02-15 0.00 36000.00 30882.60 U.S. Treasuries (including strips) US Treasury Strip Coupon 2025-05-15 0.00 17000.00 14489.30 U.S. Treasuries (including strips) US Treasury Strip Coupon 2025-08-15 0.00 36000.00 30441.10 U.S. Treasuries (including strips) US Treasury Strip Coupon 2025-11-15 0.00 17000.00 14272.06 U.S. Treasuries (including strips) US Treasury Strip Coupon 2026-02-15 0.00 36000.00 30019.00 U.S. Treasuries (including strips) US Treasury Strip Coupon 2026-05-15 0.00 17215.00 14256.17 U.S. Treasuries (including strips) US Treasury Strip Coupon 2026-08-15 0.00 36000.00 29586.17 U.S. Treasuries (including strips) US Treasury Strip Coupon 2026-11-15 0.00 17000.00 13857.12 U.S. Treasuries (including strips) US Treasury Strip Coupon 2027-02-15 0.00 36000.00 29097.54 U.S. Treasuries (including strips) US Treasury Strip Coupon 2027-05-15 0.00 17000.00 13639.95 U.S. Treasuries (including strips) US Treasury Strip Coupon 2027-08-15 0.00 36000.00 28634.80 U.S. Treasuries (including strips) US Treasury Strip Coupon 2027-11-15 0.00 17000.00 13414.12 U.S. Treasuries (including strips) US Treasury Strip Coupon 2028-02-15 0.00 36000.00 28193.98 U.S. Treasuries (including strips) US Treasury Strip Coupon 2028-08-15 0.00 36000.00 27758.41 U.S. Treasuries (including strips) US Treasury Strip Coupon 2028-05-15 0.00 17000.00 13208.10 U.S. Treasuries (including strips) US Treasury Strip Coupon 2028-11-15 0.00 17000.00 13007.06 U.S. Treasuries (including strips) US Treasury Strip Coupon 2035-05-15 0.00 17000.00 10637.53 U.S. Treasuries (including strips) US Treasury Strip Coupon 2035-11-15 0.00 17000.00 10469.89 U.S. Treasuries (including strips) US Treasury Strip Coupon 2029-02-15 0.00 36000.00 27304.02 U.S. Treasuries (including strips) US Treasury Strip Coupon 2029-08-15 0.00 36000.00 26916.37 U.S. Treasuries (including strips) US Treasury Strip Coupon 2029-05-15 0.00 17000.00 12798.21 U.S. Treasuries (including strips) US Treasury Strip Coupon 2029-11-15 0.00 17000.00 12610.94 U.S. Treasuries (including strips) US Treasury Strip Coupon 2030-05-15 0.00 17000.00 12425.10 U.S. Treasuries (including strips) US Treasury Strip Coupon 2030-02-15 0.00 36000.00 26492.76 U.S. Treasuries (including strips) US Treasury Strip Coupon 2030-08-15 0.00 36000.00 26082.76 U.S. Treasuries (including strips) US Treasury Strip Coupon 2031-02-15 0.00 36000.00 25679.92 U.S. Treasuries (including strips) US Treasury Strip Coupon 2036-05-15 0.00 17000.00 10318.93 U.S. Treasuries (including strips) US Treasury Strip Coupon 2036-11-15 0.00 17000.00 10162.06 U.S. Treasuries (including strips) US Treasury Strip Coupon 2037-05-15 0.00 17000.00 10008.55 U.S. Treasuries (including strips) US Treasury Strip Coupon 2037-08-15 0.00 18000.00 10505.32 U.S. Treasuries (including strips) US Treasury Strip Coupon 2038-02-15 0.00 18000.00 10320.62 U.S. Treasuries (including strips) US Treasury Strip Coupon 2037-11-15 0.00 17000.00 9848.63 U.S. Treasuries (including strips) US Treasury Strip Coupon 2038-05-15 0.00 17000.00 9675.16 U.S. Treasuries (including strips) US Treasury Strip Coupon 2038-08-15 0.00 18000.00 10158.88 U.S. Treasuries (including strips) US Treasury Strip Coupon 2039-02-15 0.00 18000.00 9960.71 U.S. Treasuries (including strips) US Treasury Strip Coupon 2038-11-15 0.00 17000.00 9482.65 U.S. Treasuries (including strips) US Treasury Strip Coupon 2039-05-15 0.00 17000.00 9321.42 U.S. Treasuries (including strips) US Treasury Strip Coupon 2039-08-15 0.00 18000.00 9772.61 U.S. Treasuries (including strips) US Treasury Strip Coupon 2039-11-15 0.00 17000.00 9140.34 U.S. Treasuries (including strips) US Treasury Strip Coupon 2040-05-15 0.00 17000.00 8988.80 U.S. Treasuries (including strips) US Treasury Strip Coupon 2040-11-15 0.00 17000.00 8815.88 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-02-21 0.00 5118000.00 5111274.95 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-03-14 0.00 292100.00 291313.37 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-05-16 0.00 775000.00 769660.25 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-06-13 0.00 5156000.00 5110817.97 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-06-27 0.00 679000.00 672405.55 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-02-05 0.00 9819000.00 9816535.43 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-02-12 0.00 3607800.00 3605231.25 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-02-19 0.00 877000.00 875968.65 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-02-26 0.00 12000.00 11980.33 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-03-05 0.00 525000.00 523897.50 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-03-12 0.00 1015000.00 1012415.81 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-03-19 0.00 4783000.00 4770478.11 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2029-01-15 0.875000 5050000.00 5076833.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-12-31 2.250000 300.00 297.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-01-15 1.375000 1200.00 1187.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-01-31 2.250000 2300000.00 2277172.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2027-02-15 2.250000 2383300.00 2349816.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-04-30 1.125000 4309000.00 4247170.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-05-31 1.375000 8989800.00 8874910.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-06-30 1.875000 2188300.00 2172193.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-07-31 2.000000 10825800.00 10742278.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-08-15 2.500000 4700.00 4762.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-09-30 2.000000 3242100.00 3237260.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-02-15 1.375000 900000.00 894608.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-02-28 1.125000 400.00 401.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-03-15 1.625000 1600000.00 1593468.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-03-31 1.875000 881800.00 872117.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-04-30 2.250000 7208000.00 7213292.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-05-31 1.500000 4164300.00 4161763.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-06-30 2.125000 2283700.00 2269634.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-06-30 1.625000 200700.00 200276.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-07-31 1.625000 6538600.00 6510274.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-07-31 2.250000 6725200.00 6688971.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-04-30 1.750000 6616000.00 6502102.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-04-15 1.500000 1548200.00 1536273.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-04-30 1.875000 2600000.00 2566169.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2027-05-15 2.375000 3486500.00 3449214.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-05-15 1.500000 1570200.00 1554927.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-05-31 1.875000 5770800.00 5683768.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-05-31 1.500000 2030000.00 2008051.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-06-30 2.125000 9821000.00 9737283.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-06-30 1.625000 4552800.00 4502175.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-05-31 1.750000 2000200.00 1961821.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-05-31 1.250000 10000000.00 9981801.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-06-15 1.500000 3550200.00 3508314.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-06-30 1.750000 2313000.00 2264615.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-06-30 2.000000 4800.00 4693.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-06-30 2.500000 350000.00 350666.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-07-31 2.020859 1340000.00 1347598.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-07-31 2.875000 300000.00 306325.80 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2020-02-15 8.500000 320000.00 351716.26 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2021-11-15 8.000000 1150000.00 1338798.46 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2022-08-15 7.250000 5000000.00 5967344.18 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2023-02-15 7.125000 5000000.00 6048878.94 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2026-02-15 6.000000 1640000.00 2048129.33 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2026-11-15 6.500000 3000000.00 3869453.90 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2027-11-15 6.125000 756000.00 972092.25 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2028-11-15 5.250000 1200000.00 1479936.15 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2030-05-15 6.250000 3025000.00 4110397.83 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2036-02-15 4.500000 453400.00 570829.58 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2038-05-15 4.500000 5700000.00 7189608.49 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2039-02-15 3.500000 7824100.00 8725431.39 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2039-08-15 4.500000 1245000.00 1584877.23 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2039-11-15 4.375000 600000.00 745154.36 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2040-02-15 4.625000 875000.00 1133217.58 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2040-05-15 4.375000 3712000.00 4615363.23 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2040-11-15 4.250000 1714000.00 2097692.71 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2041-02-15 4.750000 1060500.00 1399399.59 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2041-08-15 3.750000 2125000.00 2444033.62 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2041-11-15 3.125000 3610000.00 3736736.63 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2042-02-15 3.125000 2545000.00 2652855.12 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2042-05-15 3.000000 4700.00 4755.68 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2042-08-15 2.750000 200.00 194.93 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2042-11-15 2.750000 7054000.00 6819231.93 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2043-08-15 3.625000 4780000.00 5392482.52 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2043-11-15 3.750000 7930000.00 9056413.04 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2044-02-15 3.625000 1400.00 1580.82 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2045-02-15 2.500000 2300.00 2119.44 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2045-05-15 3.000000 4500.00 4539.04 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2045-08-15 2.875000 587300.00 582228.74 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2045-11-15 3.000000 3000.00 3025.01 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2046-02-15 2.500000 4783100.00 4391794.49 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2047-02-15 3.000000 5441200.00 5522002.77 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2047-08-15 2.750000 1050000.00 1011435.68 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2048-02-15 3.000000 1986400.00 2010223.24 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2048-11-15 3.375000 1000.00 1080.54 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-08-15 1.500000 1100.00 1027.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-08-15 0.750000 2280300.00 2266803.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-08-31 1.125000 9400100.00 9130061.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-07-15 1.500000 4200000.00 4141892.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-07-31 1.375000 979500.00 974036.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-07-31 1.875000 3100000.00 3041193.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-08-15 1.500000 3199700.00 3173182.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2027-08-15 2.250000 7094000.00 6974621.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-08-31 1.250000 200.00 199.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-09-30 2.125000 4300000.00 4248974.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-10-15 1.625000 2130000.00 2109020.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-10-31 1.181236 718000.00 722598.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-10-31 2.000000 8921900.00 8825114.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-10-31 2.250000 1800000.00 1787137.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-12-15 1.875000 3900200.00 3866490.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-12-31 1.875000 66000.00 65684.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-01-31 2.000000 5000000.00 4972245.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-01-31 1.435187 539000.00 542078.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-02-15 2.250000 49500.00 49777.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-02-29 2.250000 850000.00 855071.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-04-30 2.375000 2600000.00 2610378.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-04-30 1.857504 275000.00 276611.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-04-30 2.750000 3905000.00 3978636.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-05-15 2.625000 400.00 403.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-05-31 2.750000 10000000.00 10169330.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-08-31 2.750000 200000.00 204990.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-10-15 2.875000 8046000.00 8199471.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-10-31 2.875000 300000.00 304048.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-10-31 2.349450 835000.00 839259.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-10-31 2.875000 10002000.00 10262198.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-11-15 3.125000 680700.00 713569.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-11-30 2.750000 302600.00 305400.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-12-15 2.625000 5300000.00 5343690.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-12-31 2.500000 6001700.00 6016775.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-11-30 2.000000 8665000.00 8616611.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-12-31 2.375000 2350000.00 2349548.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-02-15 2.750000 4900.00 5027.54 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-02-28 2.000000 4692000.00 4685318.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-02-28 1.500000 3114700.00 3131830.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-03-31 2.250000 5129200.00 5143408.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-03-31 1.625000 766000.00 769069.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-04-30 1.625000 85000.00 85170.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-08-31 2.000000 2967000.00 2957090.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-09-30 1.750000 300.00 300.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-10-31 2.000000 10030000.00 9958404.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-11-30 1.875000 2730200.00 2695323.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-11-30 1.500000 642000.00 637984.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-12-31 1.625000 7810500.00 7754550.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-01-31 1.250000 711000.00 701818.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-01-31 1.500000 5530200.00 5378926.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-03-31 1.750000 3250100.00 3200638.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-03-31 1.375000 2099800.00 2081282.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-02-15 2.750000 920000.00 931626.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-08-31 1.875000 3098000.00 3061978.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-09-30 1.375000 951500.00 938424.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-10-31 1.375000 2179800.00 2145613.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-08-15 3.625000 1354000.00 1384262.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-11-15 2.250000 7880200.00 7776811.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-02-15 3.625000 8528000.00 8759317.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-12-31 1.750000 400.00 395.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-01-31 1.375000 4650100.00 4549495.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-01-31 1.750000 4618000.00 4495419.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-02-15 1.625000 4600.00 4362.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-02-28 1.500000 3373000.00 3270136.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-02-28 1.125000 5453300.00 5329825.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-02-15 3.625000 8494600.00 8827141.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-03-31 1.500000 3973100.00 3844310.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-04-15 0.875000 999500.00 999143.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-04-30 1.375000 3173100.00 3108433.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-05-15 1.625000 413400.00 389517.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-05-15 0.875000 633000.00 631265.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-05-31 1.375000 4200000.00 4105483.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-11-15 2.000000 9576700.00 9499235.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-06-30 1.125000 5999500.00 5821335.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-06-30 1.375000 4499400.00 4302018.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-02-28 1.375000 5000.00 5024.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-04-30 1.250000 1890600.00 1890868.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-09-30 1.125000 4400400.00 4268407.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-10-31 1.250000 8193500.00 7955886.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-06-30 1.000000 9796000.00 9744731.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-07-31 0.875000 3838100.00 3807514.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-08-15 1.625000 570000.00 558374.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-08-31 1.000000 4487500.00 4467218.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-09-30 1.000000 849000.00 843276.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-11-15 1.625000 1800000.00 1752884.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-12-31 2.000000 4950000.00 4896949.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-11-30 1.000000 447000.00 442021.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-12-31 1.125000 549400.00 542727.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-01-31 1.375000 2423000.00 2394604.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-02-15 2.000000 10924200.00 10834499.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-02-29 1.250000 2520000.00 2497915.10 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0254 600000000.00 600000000.00 0.0369 N Y Y N Fixed Income Clearing Corp. Fixed Income Clearing Corp. 2.550000% 0000093748 85748R009_2.55_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2020-01-30 0.00 548055000.00 534353625.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-01-31 2.500000 211595000.00 211330506.25 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-05-02 0.00 75000000.00 74550000.00 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2019-04-15 0.125000 620405000.00 663617449.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-04-30 2.375000 325000000.00 326175525.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-05-31 2.500000 75000000.00 75261000.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-03-31 1.375000 40000000.00 39637120.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-05-31 1.500000 44000000.00 43504252.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-06-30 1.625000 1085000.00 1072320.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-11-15 1.750000 100000000.00 98983300.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-12-15 1.875000 100000000.00 99029100.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-09-30 2.750000 90000000.00 91098720.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-09-30 1.375000 11635000.00 11463546.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-12-31 1.750000 400000000.00 395418800.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-11-15 2.625000 41000000.00 41279251.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-08-15 0.750000 100000000.00 99390800.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-09-30 1.000000 183690000.00 182441826.45 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 2930000000.00 2930000000.00 0.1800 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PT0 254900HROIFWPRGM1V77 US912796PT04 U.S. Treasury Debt Y 2019-02-28 2019-02-28 2019-02-28 N Y US TREASURY 1.0000 N 0.0240 254548012.50 254548012.50 0.0156 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PX1 254900HROIFWPRGM1V77 US912796PX16 U.S. Treasury Debt Y 2019-03-28 2019-03-28 2019-03-28 N Y US TREASURY 1.0000 N 0.0242 368654639.30 368654639.30 0.0226 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QC6 254900HROIFWPRGM1V77 US912796QC69 U.S. Treasury Debt Y 2019-04-25 2019-04-25 2019-04-25 N Y US TREASURY 1.0000 N 0.0239 293408475.00 293408475.00 0.0180 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QH5 254900HROIFWPRGM1V77 US912796QH56 U.S. Treasury Debt Y 2019-05-23 2019-05-23 2019-05-23 N Y US TREASURY 1.0000 N 0.0242 190596960.00 190596960.00 0.0117 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QW2 254900HROIFWPRGM1V77 US912796QW24 U.S. Treasury Debt Y 2019-02-07 2019-02-07 2019-02-07 N Y US TREASURY 1.0000 N 0.0230 317879691.06 317879691.06 0.0195 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QX0 254900HROIFWPRGM1V77 US912796QX07 U.S. Treasury Debt Y 2019-02-14 2019-02-14 2019-02-14 N Y US TREASURY 1.0000 N 0.0234 87427010.13 87427010.13 0.0054 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QY8 254900HROIFWPRGM1V77 US912796QY89 U.S. Treasury Debt Y 2019-02-21 2019-02-21 2019-02-21 N Y US TREASURY 1.0000 N 0.0238 129830819.30 129830819.30 0.0080 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y 2019-04-04 2019-04-04 2019-04-04 N Y US TREASURY 1.0000 N 0.0240 1294713.42 1294713.42 0.0001 N Y Y N U.S. 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139102117.00 139102117.00 0.0085 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RQ4 254900HROIFWPRGM1V77 US912796RQ47 U.S. Treasury Debt Y 2019-05-16 2019-05-16 2019-05-16 N Y US TREASURY 1.0000 N 0.0243 162871106.00 162871106.00 0.0100 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796UN7 254900HROIFWPRGM1V77 US912796UN78 U.S. Treasury Debt Y 2019-02-12 2019-02-12 2019-02-12 N Y US TREASURY 1.0000 N 0.0235 184869279.00 184869279.00 0.0114 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796UP2 254900HROIFWPRGM1V77 US912796UP27 U.S. Treasury Debt Y 2019-02-19 2019-02-19 2019-02-19 N Y US TREASURY 1.0000 N 0.0239 199765000.00 199765000.00 0.0123 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796UR8 254900HROIFWPRGM1V77 US912796UR82 U.S. Treasury Debt Y 2019-03-05 2019-03-05 2019-03-05 N Y US TREASURY 1.0000 N 0.0242 189597724.40 189597724.40 0.0116 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796US6 254900HROIFWPRGM1V77 US912796US65 U.S. Treasury Debt Y 2019-03-12 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2.437500% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y 2019-02-01 2020-04-30 2020-04-30 N Y US TREASURY 1.0000 N 0.0245 325895513.74 325895513.74 0.0200 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.449500% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y 2019-02-01 2020-10-31 2020-10-31 N Y US TREASURY 1.0000 N 0.0249 53949805.92 53949805.92 0.0033 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.500000% 912828G61 254900HROIFWPRGM1V77 US912828G617 U.S. Treasury Debt Y 2019-11-30 2019-11-30 2019-11-30 N Y US TREASURY 1.0000 N 0.0256 253800000.00 253800000.00 0.0156 N Y Y N U.S. Treasury Bond U.S. Treasury Bond 0.875000% 912828R44 254900HROIFWPRGM1V77 US912828R440 U.S. Treasury Debt Y 2019-05-15 2019-05-15 2019-05-15 N Y US TREASURY 1.0000 N 0.0245 99554688.00 99554688.00 0.0061 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.500000% 912828SN1 254900HROIFWPRGM1V77 US912828SN17 U.S. Treasury Debt Y 2019-03-31 2019-03-31 2019-03-31 N Y US TREASURY 1.0000 N 0.0242 149778010.50 149778010.50 0.0092 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.125000% 912828SX9 254900HROIFWPRGM1V77 US912828SX98 U.S. Treasury Debt Y 2019-05-31 2019-05-31 2019-05-31 N Y US TREASURY 1.0000 N 0.0245 89613280.80 89613280.80 0.0055 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.474500% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y 2019-02-01 2019-04-30 2019-04-30 N Y US TREASURY 1.0000 N 0.0238 100019778.00 100019778.00 0.0061 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 912828XS4 254900HROIFWPRGM1V77 US912828XS49 U.S. Treasury Debt Y 2019-05-31 2019-05-31 2019-05-31 N Y US TREASURY 1.0000 N 0.0245 99609375.00 99609375.00 0.0061 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.447500% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y 2019-02-01 2020-07-31 2020-07-31 N Y US TREASURY 1.0000 N 0.0247 249844242.50 249844242.50 0.0153 N Y Y N Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo 2.380000% 8NAV47T0Y26Q87Y0QP81 0000065100 922URC004_2.38_0205 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury Strip Coupon 2036-02-15 0.00 374885239.52 227049245.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-08-15 2.625000 228993300.00 231950754.69 U.S. Treasuries (including strips) Y 2019-02-05 2019-02-05 2019-02-05 N N N 0.0238 450000000.00 450000000.00 0.0276 N N Y N Goldman Sachs & Co. Tri Party Repo Goldman Sachs & Co. 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Tri Party Repo 2.370000% 0001021565 985FHY004_2.37_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill 2019-04-11 0.00 27655600.00 27527886.44 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-07-05 0.00 30731300.00 30411110.59 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-02-14 0.00 2000000.00 1998180.00 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2028-01-15 0.500000 3499900.00 3458291.43 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2025-01-15 0.250000 12332000.00 12705564.55 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2025-07-15 0.375000 4975000.00 5158342.69 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2023-02-15 7.125000 250000.00 301992.70 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2025-08-15 6.875000 200000.00 257467.74 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2029-08-15 6.125000 2917700.00 3904023.81 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2036-02-15 4.500000 2680800.00 3351203.10 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2043-11-15 3.750000 22621000.00 25614064.12 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2044-11-15 3.000000 200.00 199.90 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2047-02-15 3.000000 25703500.00 25831687.82 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2047-08-15 2.750000 100.00 95.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-08-15 1.500000 300.00 279.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-12-31 2.250000 1350000.00 1330191.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-03-31 2.250000 1076000.00 1080074.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-04-30 1.857504 95700.00 96231.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-05-31 2.875000 599900.00 613431.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-05-31 2.875000 28326800.00 28965767.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-05-31 2.875000 327500.00 334887.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-08-31 2.750000 100.00 102.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-08-31 2.625000 209057100.00 211581383.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-10-31 3.000000 11704000.00 12092740.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-11-30 2.000000 22621100.00 22474664.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-08-31 2.000000 2470400.00 2458870.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-02-28 1.750000 10887900.00 10726828.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-02-28 1.125000 25767000.00 25153869.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-05-15 0.875000 100.00 99.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-08-15 2.125000 8980000.00 8978552.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-06-30 1.375000 25000000.00 23846937.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-10-31 1.250000 2331800.00 2260882.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-01-31 1.875000 17809000.00 17484163.84 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0237 500000000.00 500000000.00 0.0307 N Y Y N MUFG Securities Americas Inc. Tri Party Repo MUFG Securities Americas Inc. Tri Party Repo 2.360000% 0001021565 99CL03007_2.36_0205 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury Inflation Index Bond 2045-02-15 0.750000 64300.00 63422.91 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2023-04-15 0.625000 18056600.00 18264882.76 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2019-04-15 0.125000 36760600.00 39321876.09 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2039-05-15 4.250000 958700.00 1171695.39 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2046-02-15 2.500000 400.00 367.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-03-31 2.500000 15899600.00 16065715.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-04-30 2.375000 20055900.00 20135961.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-04-30 2.750000 38768200.00 39499250.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-05-31 2.750000 113000.00 114913.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-06-30 2.625000 617200.00 623030.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-09-15 2.750000 664500.00 676392.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-09-15 2.750000 68047600.00 69265476.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-11-30 2.875000 5189200.00 5325878.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-12-15 2.625000 107800.00 108688.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-09-30 1.750000 3779800.00 3710506.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-11-30 2.000000 48998500.00 48369094.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-11-30 1.625000 5974000.00 5897281.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-01-31 1.375000 12206500.00 11942412.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-07-31 1.125000 1053300.00 1019073.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-07-31 2.000000 300.00 297.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-03-31 2.125000 570200.00 564856.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-07-31 2.250000 200.00 198.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-06-30 1.625000 18600.00 18393.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-06-30 2.750000 17712800.00 17995106.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-07-31 2.875000 5724600.00 5845308.92 U.S. Treasuries (including strips) Y 2019-02-05 2019-02-05 2019-02-05 N N N 0.0236 300000000.00 300000000.00 0.0184 N N Y N MUFG Securities Americas Inc. Tri Party Repo MUFG Securities Americas Inc. Tri Party Repo 2.370000% 0001021565 99CL03007_2.37_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury Inflation Index Bond 2045-02-15 0.750000 100.00 98.64 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2023-04-15 0.625000 45438500.00 45962632.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-12-31 2.625000 247300.00 249353.81 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2039-05-15 4.250000 87882600.00 107407569.98 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2044-02-15 3.625000 63830300.00 72074456.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-08-15 1.500000 100.00 93.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-07-31 1.875000 100.00 98.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-10-31 2.000000 12278700.00 12145499.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-11-30 2.125000 15433700.00 15179946.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-12-31 2.250000 100.00 98.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-03-31 2.500000 7656900.00 7736897.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-04-30 2.375000 23799200.00 23894204.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-05-31 2.750000 674000.00 685412.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-11-30 2.875000 8616700.00 8843655.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-12-15 2.625000 653800.00 659189.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-08-31 1.875000 757000.00 748198.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-09-30 1.750000 100.00 98.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-11-30 2.000000 100.00 98.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-05-15 3.500000 68700.00 70027.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-01-31 2.250000 100.00 99.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-10-31 1.750000 61600.00 61076.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-07-31 1.625000 10106800.00 9972440.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-07-31 2.875000 302400.00 308776.41 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0237 300000000.00 300000000.00 0.0184 N Y Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 2.580000% 0001197610 99VDDX004_2.58_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill 2019-03-28 0.00 200.00 199.26 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-07-18 0.00 53500.00 52892.24 U.S. Treasuries (including strips) US Treasury Strip Principal 2023-02-15 0.00 972900.00 879268.10 U.S. Treasuries (including strips) US Treasury Strip Principal 2024-11-15 0.00 36100.00 31163.69 U.S. Treasuries (including strips) US Treasury Strip Principal 2025-02-15 0.00 1640000.00 1405316.00 U.S. Treasuries (including strips) US Treasury Strip Principal 2025-08-15 0.00 100.00 84.52 U.S. Treasuries (including strips) US Treasury Strip Principal 2027-08-15 0.00 1760000.00 1402297.60 U.S. Treasuries (including strips) US Treasury Strip Principal 2037-02-15 0.00 79700.00 48089.63 U.S. Treasuries (including strips) US Treasury Strip Principal 2041-02-15 0.00 100.00 51.56 U.S. Treasuries (including strips) US Treasury Strip Principal 2043-11-15 0.00 600.00 279.37 U.S. Treasuries (including strips) US Treasury Strip Principal 2046-02-15 0.00 1310100.00 568124.86 U.S. Treasuries (including strips) US Treasury Inflation Index Bond 2029-04-15 3.875000 2835000.00 5637723.58 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2022-01-15 0.125000 67166000.00 73246140.66 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2022-04-15 0.125000 140978000.00 142674627.50 U.S. Treasuries (including strips) US Treasury Strip Coupon 2032-02-15 0.00 374.44 256.78 U.S. Treasuries (including strips) US Treasury Strip Coupon 2032-08-15 0.00 189.88 128.28 U.S. Treasuries (including strips) US Treasury Strip Coupon 2033-02-15 0.00 11.14 7.40 U.S. Treasuries (including strips) US Treasury Strip Coupon 2019-05-15 0.00 0.38 0.38 U.S. Treasuries (including strips) US Treasury Strip Coupon 2020-11-15 0.00 0.04 0.04 U.S. Treasuries (including strips) US Treasury Strip Coupon 2023-11-15 0.00 0.08 0.07 U.S. Treasuries (including strips) US Treasury Strip Coupon 2024-08-15 0.00 28.61 24.80 U.S. Treasuries (including strips) US Treasury Strip Coupon 2025-08-15 0.00 2884008.72 2428739.10 U.S. Treasuries (including strips) US Treasury Strip Coupon 2038-05-15 0.00 19612.34 11016.64 U.S. Treasuries (including strips) US Treasury Strip Coupon 2038-11-15 0.00 240.56 132.66 U.S. Treasuries (including strips) US Treasury Strip Coupon 2039-05-15 0.00 9.48 5.14 U.S. Treasuries (including strips) US Treasury Strip Coupon 2040-02-15 0.00 0.01 0.01 U.S. Treasuries (including strips) US Treasury Strip Coupon 2040-05-15 0.00 573.43 299.42 U.S. Treasuries (including strips) US Treasury Strip Coupon 2040-08-15 0.00 177.55 91.77 U.S. Treasuries (including strips) US Treasury Strip Coupon 2045-05-15 0.00 179999.68 79381.66 U.S. Treasuries (including strips) US Treasury Strip Coupon 2041-05-15 0.00 5.12 2.58 U.S. Treasuries (including strips) US Treasury Strip Coupon 2041-08-15 0.00 0.34 0.17 U.S. Treasuries (including strips) US Treasury Strip Coupon 2041-08-15 0.00 48.25 24.06 U.S. Treasuries (including strips) US Treasury Strip Coupon 2041-11-15 0.00 1262.61 623.84 U.S. Treasuries (including strips) US Treasury Strip Coupon 2042-02-15 0.00 3586.33 1753.68 U.S. Treasuries (including strips) US Treasury Strip Coupon 2042-11-15 0.00 31.19 14.86 U.S. Treasuries (including strips) US Treasury Strip Coupon 2043-05-15 0.00 1614.58 756.65 U.S. Treasuries (including strips) US Treasury Strip Coupon 2043-08-15 0.00 2690.01 1244.94 U.S. Treasuries (including strips) US Treasury Strip Coupon 2043-11-15 0.00 50424.18 23236.47 U.S. Treasuries (including strips) US Treasury Strip Coupon 2044-02-15 0.00 176303.68 80570.78 U.S. Treasuries (including strips) US Treasury Strip Coupon 2044-05-15 0.00 48.67 22.09 U.S. Treasuries (including strips) US Treasury Strip Coupon 2045-02-15 0.00 3928.41 1742.76 U.S. Treasuries (including strips) US Treasury Strip Coupon 2045-08-15 0.00 703.89 307.26 U.S. Treasuries (including strips) US Treasury Strip Coupon 2045-11-15 0.00 8955.23 3870.90 U.S. Treasuries (including strips) U.S. Treasury Bill 2020-01-02 0.00 100.00 97.68 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2020-05-15 8.750000 100.00 109.61 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2021-05-15 8.125000 25203400.00 28730526.57 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2026-11-15 6.500000 100.00 128.54 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2037-02-15 4.750000 400.00 517.19 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2041-05-15 4.375000 100.00 123.53 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2043-02-15 3.125000 44374300.00 45706027.01 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2044-08-15 3.125000 1526400.00 1572077.86 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2046-11-15 2.875000 112151800.00 109140000.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2027-08-15 2.250000 90393000.00 88474216.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-01-31 2.500000 1799100.00 1793506.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-03-31 2.625000 6984000.00 7070281.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-04-30 2.375000 205127600.00 205877528.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-01-31 1.500000 25999200.00 25247563.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-11-15 2.250000 60001900.00 59014023.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-12-31 2.125000 34323100.00 33905585.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-03-31 1.250000 137344100.00 134296970.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-09-30 1.375000 9899900.00 9452882.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-05-15 1.750000 12055600.00 11727957.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-02-29 2.125000 9164100.00 9074945.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-04-30 2.000000 10000900.00 9794310.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-07-31 2.000000 10718900.00 10540108.75 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 1000000000.00 1000000000.00 0.0614 N Y Y N UBS Master Trust 2019-02-07 /s/Nancy Osborn Nancy Osborn Vice President