N-MFP2 0000356134 XXXXXXXX 2021-09-30 0000356134 549300UU586IAH2B8H03 S000005657 8 N N 002-74747 U.S. Bancorp Asset Management, Inc. 801-60125 Ernst & Young, LLP Minneapolis MN U.S. Bancorp Asset Management, Inc. U.S. Bancorp Fund Services, LLC 0001094770 085-11357 N N N Exempt Government Treasury N 13 74 24029959314.09 24103230145.54 24245119243.83 24875686378.90 27794959314.09 28468230145.54 27910119243.83 28540686378.90 0.8620 0.8440 0.8590 0.8640 0.9970 0.9970 0.9890 0.9920 353.20 29712604814.15 29711054452.40 7897805.06 2225051.79 29718277920.62 29716814015.43 1.0000 0.0006 1.0001 1.0001 1.0001 1.0001 C000015472 1.00 2923682773.05 2923559472.56 1.0001 1.0001 1.0001 1.0001 366984881.68 358141086.68 316069865.82 111896094.49 130198517.05 224489343.34 99620612.64 197920116.97 1185871583.19 1085745417.74 0.0001 Y U.S. Bancorp Asset Management, To maintain zero or positive yield, 929530.28; C000015471 1.00 2294689832.60 2294585618.68 1.0001 1.0001 1.0001 1.0001 87417099.61 141913415.25 15669277.98 19698280.40 107770374.09 7405222.17 17701811.71 57098843.07 555037081.92 228551725.50 0.0001 Y U.S. Bancorp Asset Management, To maintain zero or positive yield, 878650.50; C000168478 50000000.00 7490857145.41 7490462103.13 1.0001 1.0001 1.0001 1.0001 1072975325.29 948020966.42 614003879.05 719861788.70 997528406.56 564687162.60 870085242.00 976098726.37 4189266958.18 3376592688.44 0.0001 Y U.S. Bancorp Asset Management, To maintain zero or positive yield, 855337.09; C000196976 1.00 2602854465.49 2602714779.45 1.0001 1.0001 1.0001 1.0001 79767654.46 56929463.13 78143849.22 30227450.00 52000000.00 58600086.11 42396338.99 1230361.66 284575023.55 193681131.62 0.0001 Y U.S. Bancorp Asset Management, To maintain zero or positive yield, 305414.12; C000015470 1000.00 185740267.10 185734674.88 1.0000 1.0000 1.0000 1.0000 13169953.49 12280218.38 3761770.33 5704321.45 1123621.40 2638543.66 528324.02 4151420.65 12088929.09 27108469.50 0.0001 Y U.S. Bancorp Asset Management, To maintain zero or positive yield, 108143.24; C000015473 10000000.00 12710483253.29 12709861988.28 1.0001 1.0001 1.0001 1.0001 1830559441.94 1395616079.65 1621788981.62 965487170.37 1458916372.23 2401998084.65 1918804378.01 1113575689.07 9052890426.12 8883286285.55 0.0001 Y U.S. Bancorp Asset Management, To maintain zero or positive yield, 1529085.68; C000222184 1.00 396596335.69 396574689.60 1.0001 1.0001 1.0001 1.0001 873189.07 11941243.77 11827264.84 18457855.57 14702223.23 5957043.21 8294375.03 12659411.17 41873966.41 47658140.10 0.0001 Y U.S. Bancorp Asset Management, To maintain zero or positive yield, 112097.30; C000026836 1.00 1113373847.99 1113320688.84 1.0001 1.0001 1.0001 1.0001 692641549.40 603759782.94 520450774.09 636884104.88 977034259.03 1031896803.05 1560989438.90 1524845141.70 4738466435.73 4261819027.40 0.0001 Y U.S. Bancorp Asset Management, To maintain zero or positive yield, 169129.58; Bank of America Securities Inc. Bank of America Securities Inc. 0.05% 0000860220 CR3545587 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-31 0.125000 101957900.00 102000068.89 U.S. Treasuries (including strips) Y Fitch Long AA Fitch Short F1+ Moody's Long NR Moody's Short NR Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 100000000.00 100000000.00 0.0034 N Y Y N Bank of Nova Scotia Bank of Nova Scotia 0.05% 0000064241 CR2818415 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-04-30 0.375000 4162406.89 4119322.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 3858856.65 4169410.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-31 2.875000 3930764.12 4260891.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-29 1.125000 4294067.79 4264534.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-15 1.625000 4148658.51 4300349.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-31 1.875000 4361122.88 4559183.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-05-31 1.750000 4815604.85 4897572.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-05-31 0.125000 5010415.84 5003885.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-02-15 2.500000 4965889.59 5376519.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.125000 4621348.41 5512664.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-03-31 1.500000 5599146.63 5708111.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 0.875000 4621302.20 6676945.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-11-15 1.375000 9046175.94 8153049.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-05-15 0.125000 8547052.20 8537622.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-15 2.875000 8986468.72 9994671.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-15 0.125000 10272761.97 10241294.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-05-15 2.375000 12453623.80 13414374.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-08-15 3.000000 12656591.39 15104996.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-15 0.625000 13582746.56 16960941.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 4.375000 12338954.73 17331718.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-03-31 0.000000 23957292.71 23950393.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 0.750000 23.11 22.43 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-30 0.250000 23.11 22.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-12-23 0.000000 23.11 23.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-03-31 0.375000 23.11 23.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-10-31 1.500000 23.11 23.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-03-31 1.875000 23.11 23.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2.500000 23.11 23.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-31 1.375000 23.11 23.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2.125000 23.11 23.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-06-30 1.375000 23.11 23.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-31 1.375000 23.11 23.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-09-30 1.625000 23.11 23.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2.500000 23.11 23.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-31 1.500000 23.11 23.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2.125000 23.11 24.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2.125000 23.11 24.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2.625000 23.11 24.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-31 3.000000 23.11 25.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2.875000 23.11 25.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 3.125000 23.11 26.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 3.000000 23.11 27.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 23.11 28.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 0.875000 23.11 28.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 23.11 29.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 5.375000 23.11 31.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-02-15 1.000000 23.11 33.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-31 0.250000 46.21 45.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-09-30 0.250000 46.21 45.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-15 0.125000 46.21 46.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-05-19 0.000000 46.21 46.20 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-01-31 0.084000 46.21 46.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-04-15 0.250000 46.21 46.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2.000000 46.21 46.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-08-15 1.500000 46.21 46.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-07-31 1.250000 46.21 47.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 46.21 48.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-08-15 2.250000 46.21 49.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 46.21 49.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 46.21 58.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-02-15 5.250000 46.21 59.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2036-02-15 4.500000 46.21 63.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 46.21 63.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-15 0.375000 69.32 69.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-04-30 0.125000 69.32 69.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-11-30 1.500000 69.32 69.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-04-30 1.875000 69.32 70.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-01-31 1.750000 69.32 70.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-31 1.500000 69.32 71.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-31 1.625000 69.32 71.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2.500000 69.32 73.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2.750000 69.32 73.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2.250000 69.32 73.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 69.32 78.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.000000 69.32 81.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-11-15 3.125000 69.32 83.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 69.32 91.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-02-28 1.750000 161.75 163.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-11-30 1.875000 161.75 163.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2.000000 161.75 164.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-15 7.625000 138.64 172.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-15 0.875000 184.85 175.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-11-15 6.500000 138.64 179.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-11-15 8.000000 184.85 192.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2.000000 184.85 193.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-05-31 2.750000 184.85 194.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-15 6.250000 138.64 196.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-31 2.875000 184.85 200.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-09-30 0.125000 207.96 208.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-11-30 0.125000 207.96 208.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-08-31 0.125000 207.96 208.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-11-15 2.875000 207.96 210.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-31 1.375000 207.96 212.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-11-15 2.000000 207.96 219.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-08-31 2.750000 207.96 224.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-08-15 4.500000 161.75 227.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 161.75 228.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-15 6.625000 184.85 240.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 207.96 240.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-31 1.875000 231.07 240.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-11-15 3.000000 207.96 247.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-11-15 4.250000 184.85 256.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-03-15 0.250000 277.28 276.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-15 0.125000 323.49 322.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-02-17 0.000000 161.75 161.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-15 0.250000 161.75 161.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-09-08 0.000000 161.75 161.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-11-15 2.375000 138.64 148.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-15 6.750000 115.53 148.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2.875000 138.64 147.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-30 1.500000 138.64 143.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-06-15 1.750000 138.64 140.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-09-30 1.750000 138.64 140.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-04-15 0.375000 138.64 138.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-15 0.125000 115.53 131.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-08-15 6.125000 92.43 126.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2.250000 115.53 122.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-02-28 2.625000 115.53 119.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 5.250000 92.43 119.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-11-18 0.000000 115.53 115.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-07-15 0.125000 92.43 103.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 1.125000 115.53 100.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-11-15 4.375000 69.32 96.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-02-15 2.500000 92.43 93.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-12-31 2.125000 92.43 93.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-11-15 2.000000 92.43 93.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-01-31 0.189000 92.43 92.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-12-02 0.000000 92.43 92.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2038-05-15 4.500000 231.07 324.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2.500000 23314.47 24856.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 1.125000 26225.89 25388.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-04-30 0.125000 28051.30 28025.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-08-31 0.500000 30038.46 28882.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2.625000 28074.41 29682.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2.375000 28952.46 29918.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-11-15 1.625000 29668.76 30349.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2.250000 32118.05 33583.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 33827.93 36206.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-06-30 1.750000 39604.56 40274.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 27727.81 40601.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-02-15 1.500000 42908.79 43187.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-01-31 0.125000 47137.28 47123.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-02-15 7.125000 46213.02 51029.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-10-05 0.000000 53283.61 53283.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-05-15 2.375000 49679.00 53365.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-15 0.375000 56610.95 56349.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 2.875000 52174.50 56990.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2.750000 55686.69 58552.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-31 0.125000 60238.67 60073.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-05-15 1.750000 58436.37 60271.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-06-30 1.750000 61394.00 63789.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 1.125000 69804.77 68916.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-06-30 0.125000 69319.53 69206.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-15 0.625000 74125.69 69236.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2.500000 69411.96 72524.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 323.49 341.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-04-30 0.069000 392.81 392.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-06-16 0.000000 693.20 692.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-05-15 3.000000 623.88 745.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2.500000 854.94 915.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-15 0.625000 993.58 923.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-03-10 0.000000 924.26 924.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-10-31 1.875000 1016.69 1044.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-31 0.750000 1617.46 1599.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-15 0.125000 1871.63 1867.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-08-15 1.625000 2079.59 2118.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-31 1.250000 2818.99 2881.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2.500000 4621.30 4911.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-08-15 1.250000 6007.69 5858.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-03-31 2.625000 10582.78 11296.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-31 0.375000 13424.88 12837.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 0.375000 14649.53 14328.43 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-03-31 0.500000 14788.17 14694.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2.375000 15019.23 16137.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-07-31 0.125000 18023.08 17985.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-07-14 0.000000 18739.38 18729.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-10-15 2.875000 20749.65 21047.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-10-31 1.250000 23106.51 23248.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-15 0.375000 24100.09 24013.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-15 0.125000 60654.59 74381.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-15 0.125000 166667.26 165774.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-30 0.875000 173922.71 173480.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-06-30 0.125000 179075.46 179195.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 152456.76 180363.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-31 0.250000 184990.73 181367.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-03-15 2.375000 183742.98 185882.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-15 2.250000 175031.82 186176.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-01-27 0.000000 186469.54 186441.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 137252.68 195109.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-04-30 0.500000 210754.49 204088.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-05-15 1.625000 204538.84 207703.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-05-15 1.750000 207958.60 211504.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-30 0.750000 221475.91 220227.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-31 2.125000 209344.99 222006.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 208074.13 246909.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-03-31 1.250000 273858.37 273452.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-07-15 0.250000 242664.58 287544.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-08-15 3.625000 227691.56 292622.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-30 1.875000 295694.02 309543.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-02-28 1.125000 315796.69 317489.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-12-31 2.125000 329776.12 339633.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-11-15 1.625000 397293.35 358681.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-06-15 0.250000 384746.51 385043.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-05-31 0.125000 435835.01 436144.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-31 2.250000 414253.53 438512.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-08-15 1.375000 527059.52 444811.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 75696.93 78238.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-31 0.750000 85517.20 84828.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 4.750000 59568.59 87198.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-02-28 1.500000 87273.29 89010.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 81820.16 89676.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2.250000 88035.81 92208.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-30 1.375000 93327.20 95335.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-11-15 1.750000 94159.03 97226.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-09-30 3.000000 94829.12 102992.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-07-31 1.875000 110033.21 112011.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-02-28 1.875000 115648.09 116701.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-15 0.125000 94366.99 117036.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2.125000 116479.92 121401.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 0.375000 125884.27 123332.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 1.875000 129396.46 123473.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-08-15 1.125000 145455.49 125079.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 107121.78 132543.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-08-31 1.875000 130852.17 133184.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2.125000 127917.64 133459.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-12-15 1.625000 134618.53 137662.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-02-15 0.125000 141573.59 140743.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-31 0.625000 158972.80 156401.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-04-15 2.250000 156246.23 159703.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2.000000 160497.83 164933.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-04-15 0.625000 411781.13 474579.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-05-15 0.250000 1208100.82 1202840.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 0.375000 1352585.83 1327062.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-30 2.750000 1330218.73 1437826.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2.000000 1379389.39 1445613.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-11-15 3.375000 1155325.55 1484011.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2.000000 1513453.36 1586636.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-15 2.375000 986855.98 1628183.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 1445797.50 1654655.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-07-15 1.750000 1678179.68 1706354.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-31 0.750000 1781072.97 1768480.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 1740359.30 1797393.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2.375000 1165607.95 1944109.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 1709928.03 1976024.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 1.125000 2109878.62 2145730.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-15 0.125000 2064636.08 2348157.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 1477753.80 2371498.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-07-15 0.375000 1944320.47 2403313.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-07-15 0.125000 2577669.94 2572626.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-09-30 1.875000 2603572.34 2649699.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2.875000 2680586.34 2854940.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-15 1.500000 2804645.20 2877271.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-01-15 0.125000 2470548.15 3001478.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 2576468.40 3227457.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 3003869.53 3599243.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-06-30 1.250000 3637634.92 3635128.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-05-15 2.500000 3489244.90 3801539.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-06-15 0.250000 566109.52 563075.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-31 1.750000 563429.16 586735.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-08-15 2.750000 525650.02 597508.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-01-31 1.500000 626833.43 631420.86 U.S. Treasuries (including 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254900HROIFWPRGM1V77 2028-07-31 1.000000 854016.65 837341.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-08-15 2.000000 877608.39 862662.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-30 2.125000 865385.05 913330.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-15 2.750000 862103.92 915211.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-02-28 0.125000 975787.96 975165.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-31 1.250000 1019505.48 1020637.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-05-15 2.875000 866147.56 1020824.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-04-30 1.750000 1027708.29 1045329.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-30 1.250000 1086167.76 1089346.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-02-15 1.375000 1086098.44 1105944.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 853277.24 1120694.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-04-15 0.125000 1031936.78 1174822.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 2.000000 3971778.17 3903491.39 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moody's Long Aa2 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 271501504.00 271501504.00 0.0091 N Y Y N Barclays Capital Inc. 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N Y N BNP Paribas SA BNP Paribas SA 0.05% 0000753835 CR2254702 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-05-15 0.000000 100.00 69.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 1.875000 100.00 95.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-04-30 1.875000 100.00 101.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 0.125000 100.00 112.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2037-02-15 0.000000 163.84 120.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 100.00 162.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-03-31 2.625000 200.00 213.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-01-31 1.875000 500.00 504.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-01-15 0.125000 800.00 918.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-02-15 2.125000 185400.00 348181.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-10-07 0.000000 471900.00 471899.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2.750000 758800.00 797856.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-02-28 1.125000 1109600.00 1115548.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-05-15 0.000000 2100000.00 1191036.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2037-08-15 0.000000 2193043.93 1589717.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-11-15 0.000000 2023730.10 1779384.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 873100.00 1989116.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-11-15 4.250000 2935900.00 4072908.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-15 2.250000 3863200.00 4114607.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 4659900.00 5799877.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 7027500.00 8695222.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-15 0.125000 10603600.00 13150916.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 12568600.00 14914403.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2034-11-15 0.000000 27417856.22 21353437.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-31 0.375000 55113000.00 52703548.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-02-15 0.000000 87657300.00 61461792.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-12-31 1.625000 109571400.00 110448245.13 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moody's Long Aa3 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-07 2021-10-07 2021-10-12 Y BNP PARIBAS SA 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moody's Long Aa3 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 N N 0.0005 300000000.00 300000000.00 0.0101 N N Y N BNP Paribas SA BNP Paribas SA 0.05% 0000753835 CR2441309 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2039-11-15 0.000000 13.70 9.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-11-15 0.000000 19.20 12.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2036-08-15 0.000000 40.96 30.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-30 0.875000 100.00 99.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 0.000000 163.84 148.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-05-15 0.000000 842841.07 458449.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-08-15 0.000000 1206600.00 760872.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2036-11-15 0.000000 15841943.65 11733113.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2.500000 20217700.00 20912885.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 42271700.00 53573611.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-12-31 2.125000 120551800.00 124155153.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-15 0.125000 161199400.00 160705613.29 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moody's Long Aa3 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-07 2021-10-07 2021-12-16 Y BNP PARIBAS SA 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moody's Long Aa3 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 N N 0.0005 365000000.00 365000000.00 0.0123 N N Y N BNP Paribas SA BNP Paribas SA 0.07% 0000753835 CR1635406 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-05-31 1.250000 100.00 100.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-02-28 1.125000 100.00 100.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-08-31 1.625000 100.00 101.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-06-15 1.750000 100.00 101.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-31 1.875000 100.00 104.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2.250000 100.00 106.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-15 0.125000 100.00 113.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 0.125000 100.00 114.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 100.00 118.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-15 0.375000 100.00 123.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-15 6.250000 200.00 223.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-10-07 0.000000 1000.00 1000.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 5.500000 5500.00 7055.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-31 1.250000 238500.00 243760.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-30 1.875000 399900.00 418630.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-31 0.250000 499800.00 490011.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.000000 427900.00 504173.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-08-15 0.000000 890300.00 522730.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 482600.00 528938.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-11-15 1.375000 900100.00 811233.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 690600.00 817012.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2037-05-15 5.000000 719100.00 1052863.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-04-15 0.125000 1532200.00 1744354.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-04-30 0.069000 3837600.00 3838672.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-09-30 0.125000 5076100.00 5077196.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 8458800.00 10902583.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2.875000 15560700.00 16572816.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 3.125000 15547900.00 17622592.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 3.000000 77128500.00 91843075.23 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moody's Long Aa3 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-07 2021-10-07 2022-01-18 Y BNP PARIBAS SA 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moody's Long Aa3 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 N N 0.0007 150000000.00 150000000.00 0.0050 N N Y N BNP Paribas SA BNP Paribas SA 0.07% 0000753835 CR4857429 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2037-02-15 0.000000 20.48 15.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-15 0.000000 20.48 17.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-05-15 0.000000 71.68 38.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-11-15 0.000000 100.00 56.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-05-15 0.000000 100.00 61.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-09-30 1.625000 100.00 103.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-15 6.250000 100.00 111.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 0.000000 200.00 128.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-02-15 0.000000 200.00 140.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-08-15 0.000000 300.00 189.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-04-30 0.069000 200.00 200.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2.750000 200.00 211.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 0.000000 600.00 374.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 0.000000 600.00 417.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 0.875000 400.00 577.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-15 0.125000 180800.00 205627.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-08-15 0.000000 40036900.00 22567999.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2034-02-15 0.000000 42296058.37 33587046.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-02-15 0.000000 586022.57 476535.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-04-30 1.750000 591700.00 601845.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-05-15 0.000000 1204577.60 729371.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2034-05-15 0.000000 1115529.81 880540.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-11-15 0.000000 1631445.19 913795.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-11-15 0.000000 1368409.84 933366.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-11-15 0.000000 2429890.54 1455455.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-05-15 0.000000 2920191.25 1619100.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-04-15 2.250000 2024200.00 2068991.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 0.000000 4347064.31 2644449.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-05-15 0.000000 3667564.62 2963802.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-11-15 0.000000 5354600.00 3770875.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-31 0.750000 3832300.00 3801449.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-05-15 0.000000 13351900.00 7733821.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2.250000 8112000.00 8482130.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-10-07 0.000000 9189100.00 9189081.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-07-31 1.875000 9359600.00 9527895.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2035-08-15 0.000000 14916388.33 11409336.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 0.000000 22659100.00 12908889.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-03-31 0.125000 13655800.00 13641666.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-15 0.000000 18349582.25 16330192.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 0.250000 15248800.00 18156102.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-01-15 0.125000 16892100.00 20522274.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 0.625000 15866700.00 22375714.25 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moody's Long Aa3 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-07 2021-10-07 2021-11-17 Y BNP PARIBAS SA 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moody's Long Aa3 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 N N 0.0007 225000000.00 225000000.00 0.0076 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.06% 0001045520 CR5053911 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-10-31 0.250000 100.00 97.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-10-31 0.125000 100.00 100.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-05-15 3.125000 100.00 122.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 0.250000 200.00 237.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2.250000 700.00 739.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2.375000 1100.00 1154.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-11-15 3.375000 1900.00 2442.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-11-15 0.000000 4100.00 3880.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 196600.00 207693.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2.500000 750700.00 804952.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 680400.00 805473.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 761500.00 982037.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 0.125000 1350600.00 1542737.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2.250000 1480400.00 1549941.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 1613900.00 2635362.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-02-15 1.000000 2675900.00 3876002.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-01-15 1.500000 5514800.00 5628435.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-15 0.375000 29015000.00 36213642.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 2.625000 34743300.00 37492996.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 28747300.00 40864100.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 0.875000 30000000.00 43317032.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 0.375000 54575900.00 53593315.50 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moody's Long Aa2 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-07 2021-10-07 2022-01-25 Y CIBC WORLD MARKETS CORP 1.0000 7 N Fitch Long AA- Fitch Short A-1 Moody's Long Aa2 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 N N 0.0006 225000000.00 225000000.00 0.0076 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.05% 0001045520 CR4951727 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-15 0.125000 100.00 113.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-08-15 1.375000 200.00 168.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-15 0.125000 300.00 368.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 1.125000 500.00 433.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-15 0.500000 400.00 495.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-11-15 2.375000 1200.00 1286.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 8400.00 8874.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-11-15 1.625000 67800.00 61267.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-07-15 0.125000 147500.00 172966.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-08-15 1.125000 270800.00 233136.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 299900.00 373610.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 0.375000 430900.00 423142.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-01-15 1.500000 415000.00 423551.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-05-15 3.125000 565500.00 693966.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-11-15 3.375000 700300.00 900157.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 704200.00 1149899.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 1256700.00 1492218.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 0.125000 1443100.00 1648396.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-01-15 0.125000 3041000.00 3539650.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-11-15 0.000000 6267600.00 5931537.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 4688000.00 6045688.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-10-31 0.125000 8092700.00 8098370.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 3.125000 14355700.00 16290270.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-12-31 0.125000 16468000.00 16470890.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-15 0.375000 13379000.00 16698339.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 19619300.00 22666957.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 40301200.00 47709527.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-11-15 2.875000 67198300.00 78485212.06 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moody's Long Aa2 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-07 2021-10-07 2021-10-27 Y CIBC WORLD MARKETS CORP 1.0000 7 N Fitch Long AA- Fitch Short A-1 Moody's Long Aa2 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 N N 0.0005 225000000.00 225000000.00 0.0076 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.06% 0001045520 CR5445745 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-15 1.500000 100.00 102.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-05-15 2.375000 100.00 107.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-11-15 1.375000 200.00 180.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-11-15 3.375000 200.00 257.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 4.375000 320.00 449.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 0.250000 500.00 594.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 2.000000 1000.00 983.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-12-31 0.125000 15100.00 15102.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 0.125000 39200.00 44776.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-10-31 0.125000 130400.00 130491.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 0.375000 169500.00 166448.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 3.125000 147000.00 166809.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-15 0.500000 2077800.00 2574562.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 3429900.00 3623444.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2.500000 5477300.00 5873138.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-11-15 1.625000 13284000.00 12004043.43 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-01-15 0.125000 12406000.00 14440282.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2.750000 25010000.00 26250246.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 23769400.00 28138786.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 32946000.00 34078205.76 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moody's Long Aa2 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-07 2021-10-07 2022-02-16 Y CIBC WORLD MARKETS CORP 1.0000 7 N Fitch Long AA- Fitch Short A-1 Moody's Long Aa2 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 N N 0.0006 125000000.00 125000000.00 0.0042 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.05% 0001045520 CR4630511 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-15 1.500000 100.00 102.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2.750000 100.00 104.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-07-15 0.125000 100.00 117.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-11-15 3.375000 100.00 128.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-15 0.625000 200.00 186.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-31 0.250000 200.00 195.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-05-31 0.125000 600.00 599.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-31 0.750000 1000.00 992.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-07-14 0.000000 3100.00 3098.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-12-31 0.125000 3400.00 3400.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 0.125000 45000.00 50709.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-10-31 0.125000 162700.00 162814.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 165700.00 189786.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 3.125000 381500.00 432910.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 673600.00 797423.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 897100.00 1063967.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-05-15 2.375000 1380200.00 1484024.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-04-30 0.149000 3045200.00 3047822.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 0.375000 3915300.00 3844808.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 22874900.00 29499682.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-02-15 1.375000 37068000.00 37745223.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 0.250000 62782700.00 74676599.07 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moody's Long Aa2 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-07 2021-10-07 2021-10-08 Y CIBC WORLD MARKETS CORP 1.0000 7 N Fitch Long AA- Fitch Short A-1 Moody's Long Aa2 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 N N 0.0005 150000000.00 150000000.00 0.0050 N N Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 0.05% 0000033738 CR3024161 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-03-31 0.750000 14503125.08 14386374.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-09-30 0.375000 15945687.66 15191456.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2.000000 14940669.97 15647762.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-15 1.625000 16328724.29 16925763.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-09-30 0.875000 17263567.51 17148937.43 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-01-31 1.875000 17329998.73 17488603.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-31 1.375000 17307423.67 17638852.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 0.375000 18870394.28 18487844.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-15 0.375000 18671447.22 18624855.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-04-30 1.750000 18778245.52 19100213.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-31 1.625000 18809393.10 19491912.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-09-30 2.875000 19317227.99 20305767.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2.750000 20740866.34 21808428.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-06-15 1.750000 21470708.60 21834017.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-15 0.125000 23106603.36 23032287.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-05-15 0.125000 23106973.06 23081480.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2.500000 23106580.25 23901100.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2.250000 22713977.53 23979705.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2.125000 23106534.04 24163734.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-09-30 3.000000 22471104.99 24405642.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-15 1.500000 23898486.60 24517337.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-15 2.250000 23818376.32 25334951.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-02-28 0.125000 25417323.77 25401097.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-08-31 0.500000 27197241.42 26150266.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-03-31 1.250000 4586226.50 4579425.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-15 0.875000 14502039.07 13785395.43 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-02-15 1.500000 13791791.14 13881230.90 U.S. Treasuries (including strips) Y Fitch Long A+ Fitch Short F1 Moody's Long Aa3 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 519896496.00 519896496.00 0.0175 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 0.05% 0001457970 CR2355780 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2.750000 1147900.00 1216151.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 9098100.00 9830299.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-31 1.250000 29238900.00 29883790.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-11-15 1.375000 42470200.00 38277127.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-05-15 0.250000 40284000.00 40108583.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-04-30 1.625000 43268400.00 44522452.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-09-15 1.500000 303022900.00 307259628.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2.875000 304028500.00 323581586.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-15 0.875000 412417600.00 392037262.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-15 0.125000 577505300.00 574410766.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-05-15 1.750000 605561400.00 624579358.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 619273800.00 798184632.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-15 0.125000 802102500.00 798417189.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-30 0.750000 847862800.00 843082724.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2.000000 1037042900.00 1086122683.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2.375000 1851169400.00 1942743477.43 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-02-15 1.500000 4913893500.00 4945760099.35 U.S. Treasuries (including strips) Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long AA+ Standard & Poor's Short A-1+ 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 12800000000.00 12800000000.00 0.4307 N Y Y N Fixed Income Clearing Corp Fixed Income Clearing Corp 0.05% 0001232861 CR3050851 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-15 0.125000 30116700.00 36819463.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-06-15 0.250000 77028800.00 77088179.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-11-30 0.125000 150000000.00 150050500.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 128991400.00 154557785.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-07-15 0.250000 131180700.00 155441879.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-01-15 0.125000 139000000.00 159535515.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-05-15 2.375000 150000000.00 161571937.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-15 0.625000 130190600.00 162570589.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-15 6.250000 150000000.00 167954325.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-10-31 1.500000 175000000.00 176294197.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 0.375000 210000000.00 206037300.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-09-30 0.125000 206874000.00 206918684.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-05-31 0.125000 225000000.00 225159675.00 U.S. Treasuries (including strips) Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short P-1 Standard & Poor's Long AA Standard & Poor's Short A-1+ 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 2000000000.00 2000000000.00 0.0673 N Y Y N Fixed Income Clearing Corp Fixed Income Clearing Corp 0.05% 0001232861 CR4677090 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-08-15 1.500000 99399000.00 102004052.06 U.S. Treasuries (including strips) Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short P-1 Standard & Poor's Long AA Standard & Poor's Short A-1+ 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 100000000.00 100000000.00 0.0034 N Y Y N Fixed Income Clearing Corp Fixed Income Clearing Corp 0.05% 0001232861 CR4841951 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2046-02-15 2.500000 93902000.00 102001047.50 U.S. Treasuries (including strips) Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short P-1 Standard & Poor's Long AA Standard & Poor's Short A-1+ 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 100001026.90 100001026.90 0.0034 N Y Y N Fixed Income Clearing Corp Fixed Income Clearing Corp 0.05% 0001232861 CR4452544 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-30 0.250000 307151800.00 306000000.00 U.S. Treasuries (including strips) Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short P-1 Standard & Poor's Long AA Standard & Poor's Short A-1+ 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 300000000.00 300000000.00 0.0101 N Y Y N Fixed Income Clearing Corp Fixed Income Clearing Corp 0.06% 0001232861 CR1758729 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-15 0.125000 102600000.00 102087000.00 U.S. Treasuries (including strips) Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short P-1 Standard & Poor's Long AA Standard & Poor's Short A-1+ 2021-10-01 2021-10-01 2021-10-01 N N N 0.0006 100000000.00 100000000.00 0.0034 N Y Y N HSBC Securities (USA) Inc. HSBC Securities (USA) Inc. 0.05% 0000853784 CR3216569 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2051-08-15 0.000000 22000.00 11705.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-02-15 0.000000 1852000.00 1671787.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 0.000000 9455718.40 5014036.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 6697800.00 7953034.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-11-15 0.000000 17334067.20 17332663.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-02-15 1.000000 18625300.00 26978477.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-02-15 0.000000 43137597.44 43038424.10 U.S. Treasuries (including strips) Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 100000000.00 100000000.00 0.0034 N Y Y N ING Financial Markets LLC ING Financial Markets LLC 0.05% 0000877559 CR1839362 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-12-09 0.000000 100.00 99.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-05-15 2.375000 100.00 107.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-05-15 3.125000 100.00 122.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 100.00 137.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-11-15 4.375000 200.00 279.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-04-30 0.125000 999900.00 1000723.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-30 1.500000 989500.00 1022935.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2.500000 6392000.00 6678598.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 8987500.00 14423135.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 0.625000 19765500.00 27873923.37 U.S. Treasuries (including strips) Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-07 2021-10-07 2021-10-07 N N N 0.0005 50000000.00 50000000.00 0.0017 N N Y N ING Financial Markets LLC ING Financial Markets LLC 0.05% 0000877559 CR5721822 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-09-30 0.875000 100.00 99.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-12-02 0.000000 100.00 99.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-12-09 0.000000 100.00 99.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-10-15 1.375000 100.00 101.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-12-31 2.125000 100.00 102.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 2.625000 100.00 107.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-11-15 4.375000 100.00 139.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-02-28 1.500000 200.00 203.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 3.125000 300.00 340.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 500.00 566.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2.625000 92300.00 99648.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-01-15 1.500000 1510000.00 1540936.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-28 1.125000 1580000.00 1585009.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 0.625000 1143200.00 1612176.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-12-31 0.625000 7599900.00 7333010.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-08-31 2.750000 9525200.00 10263869.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-09-30 1.250000 16435800.00 16335640.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-06-30 0.500000 23000000.00 22198680.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-11-09 0.000000 25189200.00 25187587.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 41651100.00 66841663.41 U.S. Treasuries (including strips) Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 150000000.00 150000000.00 0.0050 N Y Y N ING Financial Markets LLC ING Financial Markets LLC 0.05% 0000877559 CR3836986 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-24 0.000000 100.00 99.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-12-09 0.000000 100.00 99.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-03-31 1.250000 200.00 199.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 200.00 226.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-08-15 1.375000 500.00 421.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 27100.00 28680.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 38900.00 62426.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 0.625000 91600.00 129177.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-11-12 0.000000 560700.00 560659.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-11-15 1.750000 1423900.00 1470289.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 1.125000 2905800.00 2868839.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-31 1.500000 2956100.00 3029400.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-02-28 1.500000 5448900.00 5557344.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-04-30 1.625000 9184200.00 9450386.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-05-15 2.375000 11266100.00 12102227.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2.750000 14999900.00 15739530.15 U.S. Treasuries (including strips) Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 50000000.00 50000000.00 0.0017 N Y Y N ING Financial Markets LLC ING Financial Markets LLC 0.05% 0000877559 CR5513955 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-07-31 0.625000 250000000.00 245937500.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-05-15 2.375000 55860000.00 60189150.00 U.S. Treasuries (including strips) Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 300004117.00 300004117.00 0.0101 N Y Y N ING Financial Markets LLC ING Financial Markets LLC 0.05% 0000877559 CR3255989 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2050-08-15 1.375000 100.00 84.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-11-12 0.000000 100.00 99.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-10-15 1.375000 100.00 101.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-05-15 1.750000 100.00 103.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2.750000 100.00 104.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 100.00 137.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 200.00 226.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-12-02 0.000000 300.00 299.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-09-30 0.875000 500.00 496.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-10-07 0.000000 500.00 500.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-02-28 1.500000 500.00 509.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-12-09 0.000000 800.00 799.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-02-24 0.000000 7000.00 6998.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-03-15 0.500000 83800.00 84204.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2.500000 89700.00 90806.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 259600.00 268107.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-05-31 1.625000 407300.00 418923.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-06-30 0.125000 866600.00 865180.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-12-16 0.000000 939000.00 938917.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2.250000 929900.00 981718.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 1110300.00 1216908.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-15 0.375000 1998700.00 1991522.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 1932500.00 2045200.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 1708700.00 2742120.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 1.875000 2999800.00 2862480.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-11-09 0.000000 5041600.00 5041277.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-15 0.875000 10545700.00 10024565.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 0.625000 7619200.00 10744833.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-04-30 0.125000 12042000.00 12051919.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-07-15 0.125000 10836800.00 12116757.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2.375000 35736300.00 37504111.58 U.S. Treasuries (including strips) Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-04 2021-10-04 2021-10-04 N N N 0.0005 100000000.00 100000000.00 0.0034 N N Y N JP Morgan Securities, LLC JP Morgan Securities, LLC 0.05% 0000782124 CR3031711 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 0.125000 4050400.00 4040752.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-31 2.250000 87574400.00 92785864.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-30 1.500000 174941400.00 180913549.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-05-15 0.250000 233256000.00 232281106.55 U.S. Treasuries (including strips) Y Fitch Long AA Fitch Short F1+ Moody's Long Aa3 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-01 2021-10-07 2021-10-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch Long AA Fitch Short A-1 Moody's Long Aa3 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 N N 0.0005 500000000.00 500000000.00 0.0168 N N Y N JP Morgan Securities, LLC JP Morgan Securities, LLC 0.06% 0000782124 CR0229771 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-08-31 0.750000 100.00 98.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-03-15 0.250000 100.00 99.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2.125000 100.00 104.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-30 2.750000 1000.00 1081.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-10-31 0.335000 76443200.00 76502465.52 U.S. Treasuries (including strips) Y Fitch Long AA Fitch Short F1+ Moody's Long Aa3 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 2021-10-01 2021-10-30 2021-10-30 Y JP MORGAN SECURITIES LLC 1.0000 30 N Fitch Long AA Fitch Short A-1 Moody's Long Aa3 Moody's Short P-1 Standard & Poor's Long A+ Standard & Poor's Short A-1 N N 0.0006 75000000.00 75000000.00 0.0025 N N N Y MUFG Securities Canada Ltd. MUFG Securities Canada Ltd. 0.05% 0000867626 CR3535737 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-11-15 0.875000 100.00 95.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-31 1.625000 100.00 103.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2.250000 100.00 105.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2.875000 100.00 106.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2.375000 100.00 107.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-11-15 3.375000 100.00 128.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 100.00 137.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 0.000000 300.00 164.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-05-15 1.750000 200.00 206.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-05-15 2.875000 300.00 353.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 0.250000 300.00 356.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-31 1.875000 400.00 418.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2.250000 400.00 419.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 400.00 568.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-04-15 3.375000 300.00 681.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-03-31 1.500000 4000.00 4078.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.000000 1505500.00 1775550.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-15 0.125000 6599800.00 6584080.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2.125000 8866400.00 9241998.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2.000000 11336000.00 11887260.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 0.875000 10989100.00 15867173.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 3.000000 21147600.00 25199945.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-08-31 1.625000 30963600.00 31436466.35 U.S. Treasuries (including strips) Y Fitch Long A- Fitch Short F1 Moody's Long NR Moody's Short NR Standard & Poor's Long A Standard & Poor's Short A-1 2021-10-05 2021-10-05 2021-10-05 N N N 0.0005 100000000.00 100000000.00 0.0034 N N Y N MUFG Securities Canada Ltd. MUFG Securities Canada Ltd. 0.05% 0000867626 CR3940960 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-08-31 0.500000 100.00 96.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-29 1.125000 100.00 99.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-07-15 0.125000 100.00 99.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2.875000 100.00 110.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-08-15 2.750000 100.00 113.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 2.000000 200.00 196.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-02-15 1.500000 200.00 201.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-15 0.625000 400.00 374.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 1.125000 400.00 387.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-15 0.625000 700.00 651.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 0.125000 600.00 685.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-03-31 0.625000 68400.00 66731.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-08-31 1.625000 136100.00 138178.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 441200.00 484153.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-15 0.125000 1570000.00 1926744.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-08-15 1.625000 1985900.00 2025515.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-05-15 2.375000 2000000.00 2150448.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 3.750000 2507900.00 3260027.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.000000 7587900.00 8948987.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-08-15 2.250000 16040200.00 16653168.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-02-15 1.000000 11695100.00 16940183.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-04-15 3.375000 9441500.00 21446635.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 14917300.00 27956415.43 U.S. Treasuries (including strips) Y Fitch Long A- Fitch Short F1 Moody's Long NR Moody's Short NR Standard & Poor's Long A Standard & Poor's Short A-1 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 100000000.00 100000000.00 0.0034 N Y Y N MUFG Securities Canada Ltd. MUFG Securities Canada Ltd. 0.05% 0000867626 CR3315544 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-11-15 0.875000 100.00 95.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 1.125000 100.00 96.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-29 1.125000 100.00 99.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-31 0.125000 100.00 99.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-08-31 1.625000 100.00 101.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-05-15 1.625000 100.00 101.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-31 1.625000 100.00 103.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 0.125000 100.00 114.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 3.000000 100.00 119.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 3.750000 100.00 129.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-30 0.375000 200.00 198.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-15 0.625000 300.00 279.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-31 1.375000 600.00 613.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-15 0.625000 700.00 654.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-15 0.125000 1000.00 1227.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-01-31 0.125000 1800.00 1799.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 21000.00 39355.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 2.000000 149800.00 147378.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 0.000000 286000.00 156892.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2.250000 310300.00 327652.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 244500.00 336666.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 402100.00 571582.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 3370100.00 5407801.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-08-15 2.750000 19785800.00 22306520.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-05-15 2.375000 67424000.00 72700888.79 U.S. Treasuries (including strips) Y Fitch Long A- Fitch Short F1 Moody's Long NR Moody's Short NR Standard & Poor's Long A Standard & Poor's Short A-1 2021-10-04 2021-10-04 2021-10-04 N N N 0.0005 100000000.00 100000000.00 0.0034 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 0.05% 0000895502 CR4047583 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2050-05-15 0.000000 100.00 54.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-15 0.125000 100.00 113.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-10-31 0.500000 200.00 192.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-08-15 0.000000 1200.00 650.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-15 6.125000 700.00 921.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 6.000000 1200.00 1472.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-01-15 0.125000 14100.00 16200.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-30 0.250000 251800.00 247377.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 0.000000 519004.80 470992.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 1258200.00 1788523.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-02-15 0.000000 3161147.28 2768735.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-08-15 0.000000 3592641.47 3183849.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-02-15 0.000000 29284400.00 16385881.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 0.375000 24506600.00 23990603.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-05-15 0.000000 278899900.00 155144484.07 U.S. Treasuries (including strips) Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long AA- Standard & Poor's Short A-1+ 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 200000000.00 200000000.00 0.0067 N Y Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 0.05% 0000895502 CR4220636 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-02-15 0.000000 274.78 258.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 600.00 962.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-08-15 0.000000 85800.00 46508.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 0.000000 1618778.56 1469028.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-02-15 0.000000 28244410.27 24738262.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 17641300.00 25892133.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-05-15 0.000000 181301200.00 100852962.43 U.S. Treasuries (including strips) Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long AA- Standard & Poor's Short A-1+ 2021-10-07 2021-10-07 2021-12-06 Y RBC DOMINION SECURITIES INC. 1.0000 7 N Fitch Long NR Fitch Short A-1+ Moody's Long NR Moody's Short NR Standard & Poor's Long AA- Standard & Poor's Short A-1+ N N 0.0005 150000000.00 150000000.00 0.0050 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 0.05% 0000895502 CR2179099 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2049-02-15 0.000000 2100.00 1175.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 0.000000 303964.16 275845.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-08-15 0.000000 646859.72 573256.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 0.250000 3995500.00 4752429.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-05-15 0.000000 37343400.00 20773125.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-08-15 0.000000 233597800.00 126624257.07 U.S. Treasuries (including strips) Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long AA- Standard & Poor's Short A-1+ 2021-10-07 2021-10-07 2021-10-12 Y RBC DOMINION SECURITIES INC. 1.0000 7 N Fitch Long NR Fitch Short A-1+ Moody's Long NR Moody's Short NR Standard & Poor's Long AA- Standard & Poor's Short A-1+ N N 0.0005 150000000.00 150000000.00 0.0050 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 0.05% 0000895502 CR2212668 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-08-15 0.000000 39.69 35.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 6.000000 600.00 736.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 152000.00 190554.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-07-15 0.125000 262400.00 307704.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 844600.00 1239619.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 0.000000 1937310.73 1758093.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 1979200.00 2045945.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-02-15 0.000000 8047000.00 4502642.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-05-15 0.000000 10059600.00 5484483.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-08-15 0.000000 10951600.00 5936435.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 2.000000 21878400.00 21524801.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-02-15 0.000000 26800369.86 23473479.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-05-15 0.000000 155563000.00 86535496.70 U.S. Treasuries (including strips) Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long AA- Standard & Poor's Short A-1+ 2021-10-07 2021-10-07 2021-12-09 Y RBC DOMINION SECURITIES INC. 1.0000 7 N Fitch Long NR Fitch Short A-1+ Moody's Long NR Moody's Short NR Standard & Poor's Long AA- Standard & Poor's Short A-1+ N N 0.0005 150000000.00 150000000.00 0.0050 N N Y N Societe Generale SA Societe Generale SA 0.05% 0001261467 CR4171730 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 0.125000 100.00 99.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-01-31 1.375000 100.00 100.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2.000000 100.00 102.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-05-15 2.875000 100.00 117.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 100.00 125.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-10-21 0.000000 200.00 199.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 200.00 214.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-04-15 0.625000 200.00 230.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 200.00 262.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-08-15 1.125000 600.00 515.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2.000000 500.00 523.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-05-15 0.000000 1100.00 611.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2.125000 800.00 837.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2.125000 800.00 839.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-06-15 0.250000 1300.00 1293.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-30 1.250000 1900.00 1905.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-10-07 0.000000 2800.00 2799.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 3.125000 7900.00 9437.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 11500.00 13646.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-08-15 4.500000 20900.00 29398.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-15 2.875000 716300.00 796662.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-05-15 2.375000 1761500.00 1897393.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-31 2.125000 2334300.00 2475486.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-11-15 2.000000 2999600.00 3029305.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2.375000 2999800.00 3223238.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 4380000.00 8211957.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 8400000.00 11877182.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-15 3.875000 5162000.00 12070872.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-02-15 1.000000 8198500.00 12257445.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-08-15 2.250000 16693800.00 17768421.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 25435000.00 29363276.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-06-30 1.250000 50000000.00 49965550.00 U.S. Treasuries (including strips) Y Fitch Long A Fitch Short F1 Moody's Long A1 Moody's Short P-1 Standard & Poor's Long A Standard & Poor's Short A-1 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 150000000.00 150000000.00 0.0050 N Y Y N Societe Generale SA Societe Generale SA 0.05% 0001261467 CR3555271 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 0.125000 100.00 100.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2.875000 100.00 108.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-05-15 3.000000 100.00 119.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-30 1.875000 200.00 209.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2.750000 500.00 536.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 3.125000 700.00 793.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-10-07 0.000000 1200.00 1200.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-31 2.250000 109800.00 116238.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-08-15 4.500000 251900.00 354331.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-30 0.750000 500000.00 497181.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-15 0.375000 926700.00 1148333.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 1132900.00 1419146.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 0.500000 1704000.00 1674221.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-31 1.750000 1888100.00 1966201.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-05-15 0.000000 11084600.00 6159157.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 0.375000 10785500.00 10581977.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-09-30 0.250000 13077400.00 12783681.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-06-15 0.250000 24295400.00 24314128.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2.500000 39620000.00 40982333.70 U.S. Treasuries (including strips) Y Fitch Long A Fitch Short F1 Moody's Long A1 Moody's Short P-1 Standard & Poor's Long A Standard & Poor's Short A-1 2021-10-05 2021-10-05 2021-10-05 N N N 0.0005 100000000.00 100000000.00 0.0034 N N Y N United States Treasury United States Treasury Note 1.88% 912828G53 254900HROIFWPRGM1V77 US912828G534 U.S. Treasury Debt Y Fitch Long AA- Fitch Short F1+ Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-11-30 2021-11-30 2021-11-30 N N N 0.0011 250744452.50 250744452.50 0.0084 N Y Y N United States Treasury United States Treasury Bill 912796L72 254900HROIFWPRGM1V77 US912796L723 U.S. Treasury Debt Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2022-02-10 2022-02-10 2022-02-10 N N N 0.0005 99984417.00 99984417.00 0.0034 N Y Y N United States Treasury United States Treasury Bill 9127965G0 254900HROIFWPRGM1V77 US9127965G05 U.S. Treasury Debt Y Fitch Long AA- Fitch Short F1+ Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-12-02 2021-12-02 2021-12-02 N N N 0.0011 149992249.50 149992249.50 0.0050 N Y Y N United States Treasury United States Treasury Bill 912796J75 254900HROIFWPRGM1V77 US912796J750 U.S. Treasury Debt Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-12-23 2021-12-23 2021-12-23 N N N 0.0004 289978102.10 289978102.10 0.0098 N Y Y N United States Treasury United States Treasury Note 1.75% 912828J43 254900HROIFWPRGM1V77 US912828J439 U.S. Treasury Debt Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2022-02-28 2022-02-28 2022-02-28 N N N 0.0006 75527343.75 75527343.75 0.0025 N Y Y N United States Treasury United States Treasury Bill 912796K73 254900HROIFWPRGM1V77 US912796K733 U.S. Treasury Debt Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2022-01-13 2022-01-13 2022-01-13 N N N 0.0005 299968368.00 299968368.00 0.0101 N Y Y N United States Treasury United States Treasury Bill 912796J59 254900HROIFWPRGM1V77 US912796J594 U.S. Treasury Debt Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-12-09 2021-12-09 2021-12-09 N N N 0.0004 249987900.00 249987900.00 0.0084 N Y Y N United States Treasury United States Treasury Bill 912796C31 254900HROIFWPRGM1V77 US912796C318 U.S. Treasury Debt Y Fitch Long AA- Fitch Short F1+ Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2022-01-27 2022-01-27 2022-01-27 N N N 0.0005 534925469.15 534925469.15 0.0180 N Y Y N United States Treasury United States Treasury Bill 912796J67 254900HROIFWPRGM1V77 US912796J677 U.S. Treasury Debt Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-12-16 2021-12-16 2021-12-16 N N N 0.0004 584962641.90 584962641.90 0.0197 N Y Y N United States Treasury United States Treasury Bill 912796K65 254900HROIFWPRGM1V77 US912796K659 U.S. Treasury Debt Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2022-01-06 2022-01-06 2022-01-06 N N N 0.0005 149986743.00 149986743.00 0.0050 N Y Y N United States Treasury United States Treasury Bill 912796A90 254900HROIFWPRGM1V77 US912796A908 U.S. Treasury Debt Y Fitch Long AA- Fitch Short F1+ Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-12-30 2021-12-30 2021-12-30 N N N 0.0006 249976562.50 249976562.50 0.0084 N Y Y N United States Treasury United States Treasury Note 2.00% 912828U81 254900HROIFWPRGM1V77 US912828U816 U.S. Treasury Debt Y Fitch Long AA- Fitch Short F1+ Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-12-31 2021-12-31 2021-12-31 N N N 0.0010 226085800.50 226085800.50 0.0076 N Y Y N United States Treasury United States Treasury Note 0.09% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y Fitch Long AA- Fitch Short F1+ Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-10-01 2022-10-31 2022-10-31 N N N 0.0009 765340555.05 765340555.05 0.0257 N Y Y N United States Treasury United States Treasury Note 0.13% 91282CAG6 254900HROIFWPRGM1V77 US91282CAG69 U.S. Treasury Debt Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2022-08-31 2022-08-31 2022-08-31 N N N 0.0008 40009375.20 40009375.20 0.0013 N Y Y N United States Treasury United States Treasury Note 0.09% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y Fitch Long AA- Fitch Short F1+ Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-10-01 2022-07-31 2022-07-31 N N N 0.0009 640285446.40 640285446.40 0.0215 N Y Y N United States Treasury United States Treasury Note 0.06% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y Fitch Long NR Fitch Short NR Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-10-01 2023-07-31 2023-07-31 N N N 0.0006 675019055.25 675019055.25 0.0227 N Y Y N United States Treasury United States Treasury Note 0.07% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y Fitch Long AA- Fitch Short F1+ Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-10-01 2023-04-30 2023-04-30 N N N 0.0006 350065138.50 350065138.50 0.0118 N Y Y N United States Treasury United States Treasury Note 0.08% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y Fitch Long AA- Fitch Short F1+ Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-10-01 2023-01-31 2023-01-31 N N N 0.0007 850367888.50 850367888.50 0.0286 N Y Y N United States Treasury United States Treasury Note 1.50% 912828YT1 254900HROIFWPRGM1V77 US912828YT13 U.S. Treasury Debt Y Fitch Long AA- Fitch Short F1+ Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-11-30 2021-11-30 2021-11-30 N N N 0.0012 305720785.15 305720785.15 0.0103 N Y Y N United States Treasury United States Treasury Note 0.34% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y Fitch Long AA- Fitch Short F1+ Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-10-01 2021-10-31 2021-10-31 N N N 0.0026 375071876.25 375071876.25 0.0126 N Y Y N United States Treasury United States Treasury Note 1.88% 912828V72 254900HROIFWPRGM1V77 US912828V723 U.S. Treasury Debt Y Fitch Long AA- Fitch Short F1+ Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2022-01-31 2022-01-31 2022-01-31 N N N 0.0008 50302772.00 50302772.00 0.0017 N Y Y N United States Treasury United States Treasury Note 0.15% 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y Fitch Long AA- Fitch Short F1+ Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-10-01 2022-04-30 2022-04-30 N N N 0.0011 690456931.80 690456931.80 0.0232 N Y Y N United States Treasury United States Treasury Note 0.19% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y Fitch Long AA- Fitch Short F1+ Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-10-01 2022-01-31 2022-01-31 N N N 0.0015 525272186.25 525272186.25 0.0177 N Y Y N United States Treasury United States Treasury Note 1.63% 912828YZ7 254900HROIFWPRGM1V77 US912828YZ72 U.S. Treasury Debt Y Fitch Long AA- Fitch Short F1+ Moody's Long NR Moody's Short NR Standard & Poor's Long NR Standard & Poor's Short NR 2021-12-31 2021-12-31 2021-12-31 N N N 0.0006 301169610.00 301169610.00 0.0101 N Y Y N First American Funds Inc 2021-10-06 Brent G. Smith Brent G. Smith Assistant Treasurer