N-MFP2 0000710124 XXXXXXXX 2019-02-28 0000710124 549300Y178DO5JBR1S04 S000023949 3 N N 002-80543 Northern Trust Investments, Inc. 801-33358 Deloitte & Touche LLP Chicago IL Northern Trust Investments, Inc. The Northern Trust Company 0000838981 085-05127 N N N Exempt Government N 48 104 36947688947.89 36474635804.88 38832290342.84 36444441662.67 0.00 40997688947.88 40524635804.87 42382290342.83 40694441662.66 0.00 0.8686 0.8673 0.9159 0.8637 0.0000 0.9638 0.9636 0.9996 0.9645 0.0000 220086207.18 42905910178.42 42904932466.38 58335744.48 1826207174.06 41357147243.98 41356873182.3500 1.0000 0.0245 1.0001 1.0001 1.0001 1.0001 0.0000 C000070152 5000000.00 4821124926.24 4820939770.2900 1.0001 1.0001 1.0001 1.0001 0.0000 235090426.12 1114951926.49 229126576.75 139586185.78 348633684.72 450279538.37 178250731.52 288797703.82 0.00 0.00 1328330678.12 1259744425.77 0.0230 Y The Investment Advisor Reimbursed $25,952.00 of fees during the period C000070153 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000070154 0.00 36536022317.74 36535933412.0600 1.0000 1.0001 1.0001 1.0001 0.0000 8835497139.20 8624397589.01 5993392525.65 7062952931.50 5763650742.99 5321948484.80 4643405389.80 4492955617.66 0.00 0.00 25165038485.64 26633038493.66 0.0225 Y The Investment Advisor Reimbursed $207,512.08 of fees during the period UNITED STATES TREASURY TREASURY BILL 912796QC6 254900HROIFWPRGM1V77 US912796QC69 U.S. Treasury Debt Y 2019-04-25 2019-04-25 2019-04-25 N N N 0.0243 139588494.90 139588494.90 0.0034 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796QZ5 254900HROIFWPRGM1V77 US912796QZ54 U.S. Treasury Debt Y 2019-03-07 2019-03-07 2019-03-07 N N N 0.0236 399844800.00 399844800.00 0.0097 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RC5 254900HROIFWPRGM1V77 US912796RC50 U.S. Treasury Debt Y 2019-03-21 2019-03-21 2019-03-21 N N N 0.0238 499348500.00 499348500.00 0.0121 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y 2019-04-04 2019-04-04 2019-04-04 N N N 0.0239 748332000.00 748332000.00 0.0181 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y 2019-04-04 2019-04-04 2019-04-04 N N N 0.0239 436527000.00 436527000.00 0.0106 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RS0 254900HROIFWPRGM1V77 US912796RS03 U.S. Treasury Debt Y 2019-06-06 2019-06-06 2019-06-06 N N N 0.0245 168900270.00 168900270.00 0.0041 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. Treasury Debt Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0253 137070220.00 137070220.00 0.0033 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. Treasury Debt Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0253 68535110.00 68535110.00 0.0017 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RY7 254900HROIFWPRGM1V77 US912796RY70 U.S. Treasury Debt Y 2020-01-30 2020-01-30 2020-01-30 N N N 0.0253 63515985.00 63515985.00 0.0015 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796UT4 254900HROIFWPRGM1V77 US912796UT49 U.S. Treasury Debt Y 2019-03-19 2019-03-19 2019-03-19 N N N 0.0240 794061900.00 794061900.00 0.0192 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796UU1 254900HROIFWPRGM1V77 US912796UU12 U.S. Treasury Debt Y 2019-03-26 2019-03-26 2019-03-26 N N N 0.0242 71880624.00 71880624.00 0.0017 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796UV9 254900HROIFWPRGM1V77 US912796UV94 U.S. Treasury Debt Y 2019-04-02 2019-04-02 2019-04-02 N N N 0.0245 498927500.00 498927500.00 0.0121 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796UV9 254900HROIFWPRGM1V77 US912796UV94 U.S. Treasury Debt Y 2019-04-02 2019-04-02 2019-04-02 N N N 0.0245 498927500.00 498927500.00 0.0121 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796UV9 254900HROIFWPRGM1V77 US912796UV94 U.S. Treasury Debt Y 2019-04-02 2019-04-02 2019-04-02 N N N 0.0245 748391250.00 748391250.00 0.0181 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796UX5 254900HROIFWPRGM1V77 US912796UX50 U.S. Treasury Debt Y 2019-04-16 2019-04-16 2019-04-16 N N N 0.0244 5807158.03 5807158.03 0.0001 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796UY3 254900HROIFWPRGM1V77 US912796UY34 U.S. Treasury Debt Y 2019-04-23 2019-04-23 2019-04-23 N N N 0.0243 697536700.00 697536700.00 0.0169 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796UY3 254900HROIFWPRGM1V77 US912796UY34 U.S. Treasury Debt Y 2019-04-23 2019-04-23 2019-04-23 N N N 0.0243 249120250.00 249120250.00 0.0060 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796XJ3 254900HROIFWPRGM1V77 US912796XJ30 U.S. Treasury Debt Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0000 250000000.00 250000000.00 0.0060 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796XJ3 254900HROIFWPRGM1V77 US912796XJ30 U.S. Treasury Debt Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0000 65000000.00 65000000.00 0.0016 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.375000% 9128282K5 254900HROIFWPRGM1V77 US9128282K52 U.S. Treasury Debt Y 2019-07-31 2019-07-31 2019-07-31 N N N 0.0250 110230914.80 110230914.80 0.0027 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.479708% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y 2019-03-01 2019-07-31 2019-07-31 N N N 0.0243 962680007.20 962680007.20 0.0233 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 9128283H1 254900HROIFWPRGM1V77 US9128283H15 U.S. Treasury Debt Y 2019-11-30 2019-11-30 2019-11-30 N N N 0.0255 99406300.00 99406300.00 0.0024 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.419707% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y 2019-03-01 2020-01-31 2020-01-31 N N N 0.0244 1342519355.00 1342519355.00 0.0325 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.442585% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y 2019-03-01 2020-04-30 2020-04-30 N N N 0.0248 1315499920.00 1315499920.00 0.0318 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.454584% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y 2019-03-01 2020-10-31 2020-10-31 N N N 0.0251 1395526772.00 1395526772.00 0.0337 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828C65 254900HROIFWPRGM1V77 US912828C657 U.S. Treasury Debt Y 2019-03-31 2019-03-31 2019-03-31 N N N 0.0242 244836585.00 244836585.00 0.0059 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828D23 254900HROIFWPRGM1V77 US912828D234 U.S. Treasury Debt Y 2019-04-30 2019-04-30 2019-04-30 N N N 0.0245 583191744.00 583191744.00 0.0141 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.500000% 912828F62 254900HROIFWPRGM1V77 US912828F627 U.S. Treasury Debt Y 2019-10-31 2019-10-31 2019-10-31 N N N 0.0255 250257672.00 250257672.00 0.0061 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.500000% 912828G61 254900HROIFWPRGM1V77 US912828G617 U.S. Treasury Debt Y 2019-11-30 2019-11-30 2019-11-30 N N N 0.0254 86330535.00 86330535.00 0.0021 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828G95 254900HROIFWPRGM1V77 US912828G955 U.S. Treasury Debt Y 2019-12-31 2019-12-31 2019-12-31 N N N 0.0255 413145278.60 413145278.60 0.0100 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.250000% 912828H52 254900HROIFWPRGM1V77 US912828H524 U.S. Treasury Debt Y 2020-01-31 2020-01-31 2020-01-31 N N N 0.0255 967327834.60 967327834.60 0.0234 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.125000% 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y 2019-05-15 2019-05-15 2019-05-15 N N N 0.0246 1246648380.00 1246648380.00 0.0301 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.375000% 912828LY4 254900HROIFWPRGM1V77 US912828LY45 U.S. Treasury Debt Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0257 510837688.00 510837688.00 0.0124 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.625000% 912828MP2 254900HROIFWPRGM1V77 US912828MP29 U.S. Treasury Debt Y 2020-02-15 2020-02-15 2020-02-15 N N N 0.0258 330206235.00 330206235.00 0.0080 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.500000% 912828SN1 254900HROIFWPRGM1V77 US912828SN17 U.S. Treasury Debt Y 2019-03-31 2019-03-31 2019-03-31 N N N 0.0242 149884650.00 149884650.00 0.0036 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.250000% 912828ST8 254900HROIFWPRGM1V77 US912828ST86 U.S. Treasury Debt Y 2019-04-30 2019-04-30 2019-04-30 N N N 0.0254 820483807.00 820483807.00 0.0198 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.000000% 912828T59 254900HROIFWPRGM1V77 US912828T594 U.S. Treasury Debt Y 2019-10-15 2019-10-15 2019-10-15 N N N 0.0254 1348629741.00 1348629741.00 0.0326 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.000000% 912828U32 254900HROIFWPRGM1V77 US912828U329 U.S. Treasury Debt Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0255 237412560.00 237412560.00 0.0057 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.375000% 912828UL2 254900HROIFWPRGM1V77 US912828UL23 U.S. Treasury Debt Y 2020-01-31 2020-01-31 2020-01-31 N N N 0.0254 148417950.00 148417950.00 0.0036 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.375000% 912828V31 254900HROIFWPRGM1V77 US912828V319 U.S. Treasury Debt Y 2020-01-15 2020-01-15 2020-01-15 N N N 0.0254 441041485.00 441041485.00 0.0107 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.500000% 912828WL0 254900HROIFWPRGM1V77 US912828WL05 U.S. Treasury Debt Y 2019-05-31 2019-05-31 2019-05-31 N N N 0.0248 745859910.30 745859910.30 0.0180 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828WW6 254900HROIFWPRGM1V77 US912828WW69 U.S. Treasury Debt Y 2019-07-31 2019-07-31 2019-07-31 N N N 0.0249 379630686.00 379630686.00 0.0092 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.489709% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y 2019-03-01 2019-04-30 2019-04-30 N N N 0.0242 1676674356.00 1676674356.00 0.0405 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.462709% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y 2019-03-01 2020-07-31 2020-07-31 N N N 0.0249 524780550.00 524780550.00 0.0127 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC REPO JOINT ML PIERCE FENNER & SMIT 1.039996% BNT0VFKG3 8NAV47T0Y26Q87Y0QP81 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Department of the Treasury 254900HROIFWPRGM1V77 2020-01-15 1.375000 43593850.00 51024772.23 U.S. Treasuries (including strips) Y 2019-03-07 2019-03-07 2050-01-01 Y MERRILL LYNCH PIERCE FENNER & SMITH INC 1.0000 7 N N/A N/A N N 0.0104 50000000.00 50000000.00 0.0012 N N Y N MERRILL LYNCH PIERCE FENNER & SMITH INC TRI-PARTY MERRILL LYNCH PF&S INC 2.400001% BNT571TC0 8NAV47T0Y26Q87Y0QP81 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-08-15 3.625000 69509500.00 69947534.66 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-01-15 1.750000 96428100.00 125642473.81 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-04-15 0.125000 248659400.00 260365562.28 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-07-15 0.125000 238973400.00 258044450.29 U.S. Treasuries (including strips) Y 2019-03-07 2019-03-07 2019-03-25 Y MERRILL LYNCH PIERCE FENNER & SMITH INC 1.0000 7 N N/A N/A N N 0.0240 700000000.00 700000000.00 0.0169 N N Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 2.430000% BNT572179 R0MUWSFPU8MPRO8K5P83 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2019-03-28 0.00 100.00 99.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-12-05 0.00 100.00 98.10 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-07-25 0.00 10136600.00 10036551.76 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-11-15 0.00 1700.00 1550.33 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 0.00 100.00 90.56 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-11-15 0.00 1800.00 1558.16 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-11-15 0.00 600.00 461.60 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-02-15 0.00 1900.00 1185.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-11-15 0.00 400.00 207.76 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-08-15 8.125000 1800.00 1850.67 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-08-15 6.750000 100.00 128.18 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 999400.00 1960073.64 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-04-15 3.875000 9147100.00 18346810.74 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-04-15 3.375000 44000.00 82792.49 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 100.00 138.60 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 300.00 319.62 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 13652600.00 13630464.46 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-08-15 2.750000 494008300.00 464336466.59 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-08-31 1.125000 50621200.00 48942601.01 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-07-15 0.375000 194684400.00 194893668.24 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-07-31 1.875000 5831000.00 5722929.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-02-15 2.250000 1000.00 995.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-15 0.625000 12520700.00 12690188.93 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-04-30 2.375000 544467200.00 547645760.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-06-15 2.625000 1000.00 1008.26 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-09-15 2.750000 43415000.00 44236563.64 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-09-30 2.750000 26611000.00 26998668.17 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-01-31 2.125000 100.00 99.41 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-30 1.875000 671000.00 663287.52 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-31 1.375000 8987500.00 8802569.03 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-02-15 3.625000 204700.00 209263.54 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 1.625000 700.00 678.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 44969800.00 45351291.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.250000 85572900.00 84902618.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-05-31 1.375000 29700.00 29370.62 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-05-31 1.875000 461300.00 454645.28 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-06-30 2.000000 52500.00 51293.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-08-15 0.00 728.02 508.08 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-02-15 0.00 96.81 66.60 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-08-15 0.00 155.64 105.30 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-02-15 0.00 221.82 147.82 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 135.76 79.70 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-11-15 0.00 138.46 99.00 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-05-15 0.00 16.82 16.73 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-02-15 0.00 9.16 8.71 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-05-15 0.00 0.10 0.09 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-08-15 0.00 7.68 7.21 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-02-15 0.00 0.08 0.07 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-11-15 0.00 22.40 20.38 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-05-15 0.00 3.05 2.67 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-08-15 0.00 37.43 32.52 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 0.00 79.97 68.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 0.00 53.59 45.55 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-05-15 0.00 69.98 57.77 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-11-15 0.00 5.34 4.34 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-05-15 0.00 434.59 336.70 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-08-15 0.00 259.49 149.69 U.S. Treasuries (including strips) Y 2019-03-25 2019-03-25 2019-03-25 N N N 0.0243 1500000000.00 1500000000.00 0.0363 N N N Y GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO 2.380000% BNT57A7L4 FOR8UP27PHTHYVLBNG30 0 U.S. Treasury Repurchase Agreement, 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Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-08-15 2.750000 5619600.00 5326850.13 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 752600.00 717759.53 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 3.125000 49708900.00 50208088.59 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 6577500.00 6405413.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-08-15 3.625000 44049300.00 48261549.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 3144000.00 3544816.21 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 1027300.00 1089942.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 5000600.00 5042956.27 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 39783200.00 39541344.30 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 826700.00 740242.71 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 1900500.00 1888936.71 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 1917900.00 1846562.67 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 2.500000 4858100.00 4334551.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 7907900.00 7102135.45 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-08-15 2.250000 6714600.00 5672561.30 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-02-15 3.000000 15120500.00 14910451.28 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-05-15 3.000000 14463000.00 14355303.55 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-08-15 2.750000 3985800.00 3730511.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-11-15 2.750000 7962900.00 7503452.77 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 3.000000 13574700.00 13344491.39 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-05-15 3.125000 23373300.00 23730729.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-08-15 3.000000 1888500.00 1856773.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-08-08 0.00 18005000.00 17810564.01 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-02-27 0.00 10961200.00 10689033.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-08-22 0.00 6358000.00 6283179.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-08-29 0.00 3855000.00 3807706.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-04-09 0.00 8784000.00 8761310.93 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-02-15 3.000000 8955300.00 8808928.74 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 500000000.00 500000000.00 0.0121 N Y Y N BARCLAYS CAPITAL INC TRI-PARTY BARCLAYS CAPITAL INC 2.550000% BNT57K6X7 AC28XWWI3WIBK2824319 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2019-08-15 0.00 22300.00 22044.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-02-15 0.00 2687900.00 2623919.92 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-05-15 0.00 33969900.00 32958276.38 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-08-15 0.00 24523000.00 23626193.89 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-02-15 0.00 90000.00 85666.50 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-05-15 0.00 17224000.00 16292698.32 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-08-15 0.00 478000.00 449248.30 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-15 0.00 361100.00 337675.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 0.00 6043400.00 5542946.05 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-11-15 0.00 2498300.00 2278349.67 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 0.00 454800.00 411875.98 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-08-15 0.00 525000.00 469518.00 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-11-15 0.00 11961200.00 10354152.97 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 0.00 258000.00 221505.90 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-08-15 0.00 1388500.00 1175587.41 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-08-15 0.00 303000.00 249845.92 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-11-15 0.00 6087000.00 4979044.26 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-02-15 0.00 3186400.00 2587133.75 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-08-15 0.00 9182000.00 7337731.03 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-11-15 0.00 215500.00 170749.27 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-08-15 0.00 557100.00 431745.81 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-11-15 0.00 3600.00 2769.57 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-02-15 0.00 101000.00 77144.10 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-04-15 0.00 6000000.00 5514993.75 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-08-15 0.00 694000.00 522919.28 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-05-15 0.00 2503600.00 1844256.91 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-02-15 0.00 115000.00 82872.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-02-15 0.00 3158100.00 1969678.55 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 61600.00 37249.09 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-05-15 0.00 825300.00 495729.65 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-02-15 0.00 328500.00 191608.47 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-05-15 0.00 719100.00 416133.10 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-02-15 0.00 21217000.00 11872905.90 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 498700.00 275571.65 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-08-15 0.00 1163500.00 637225.68 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-11-15 0.00 60610900.00 32812316.82 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-02-15 0.00 60274400.00 32326366.21 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-05-15 0.00 41578500.00 22071489.36 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-08-15 0.00 4835700.00 2535937.79 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-11-15 0.00 14175200.00 7362457.13 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 0.00 346800.00 178636.68 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-05-15 0.00 34860600.00 17770888.06 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-08-15 0.00 927100.00 467870.29 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 0.00 1868100.00 925348.39 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-05-15 0.00 95500.00 46778.76 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-08-15 0.00 688800.00 334357.30 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 1250000.00 601486.25 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 0.00 12622900.00 6013297.10 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 0.00 16735300.00 7905253.66 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 0.00 53678000.00 24918401.16 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 0.00 1509600.00 694219.75 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 0.00 92776700.00 42364624.52 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-08-15 0.00 3926000.00 1782050.66 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-11-15 0.00 1437400.00 647261.22 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 0.00 412700.00 184439.76 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 0.00 603200.00 267893.18 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-08-15 0.00 12700300.00 5589656.04 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2045-11-15 0.00 16683000.00 7294808.58 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 0.00 73379000.00 31770905.63 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-05-15 0.00 1850000.00 794131.00 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-08-15 0.00 665000.00 283316.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-11-15 0.00 366000.00 155085.18 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-02-15 0.00 23000.00 9695.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-05-15 0.00 49306400.00 20543018.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-08-15 0.00 8272400.00 3415260.34 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-11-15 0.00 6554300.00 2682281.73 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 0.00 5836800.00 2367873.02 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-05-15 0.00 738300.00 297372.47 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-08-15 0.00 4205700.00 1684105.27 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-11-15 0.00 138000.00 55096.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-05-15 0.00 1620000.00 1342769.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-11-15 0.00 600000.00 475897.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-02-15 0.00 200000.00 157440.00 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-08-15 0.00 2950000.00 2428410.50 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-05-15 0.00 261000.00 241030.89 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-11-15 0.00 340000.00 302389.20 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-08-15 0.00 71000.00 61854.49 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-02-15 0.00 1000.00 858.75 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-05-15 0.00 899000.00 894412.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-05-15 0.00 1000.00 852.42 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-08-15 0.00 12809000.00 12660159.42 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-11-15 0.00 193000.00 189549.16 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-02-15 0.00 1515000.00 1478261.25 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-05-15 0.00 800000.00 775712.00 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-08-15 0.00 190000.00 160806.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-11-15 0.00 1728700.00 1655437.69 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-08-15 0.00 1470891.41 1026520.41 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-02-15 0.00 1720947.25 1183925.66 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-08-15 0.00 1109463.25 750618.46 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-02-15 0.00 897899.25 598369.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-08-15 0.00 1824349.25 1196408.24 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-02-15 0.00 5057849.25 3262666.82 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-08-15 0.00 2740899.25 1739895.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-02-15 0.00 2255899.25 1408357.90 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-08-15 0.00 1470699.25 902832.86 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-02-15 0.00 1070008.84 647836.85 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-08-15 0.00 61402609.25 36504588.03 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 1470857.25 863510.87 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-11-15 0.00 10424278.13 7453567.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-05-15 0.00 24272848.13 17113692.94 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-11-15 0.00 82791478.13 57344689.41 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-05-15 0.00 7523977.13 5131578.12 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-11-15 0.00 1628892.13 1093051.77 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-05-15 0.00 2970348.13 1960934.72 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-11-15 0.00 1775348.13 1155254.54 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-05-15 0.00 4722348.13 3022538.92 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-11-15 0.00 1382348.13 870298.74 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-05-15 0.00 7817535.04 7776797.86 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-08-15 0.00 879232.41 869068.48 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-11-15 0.00 5474390.67 5378019.50 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-02-15 0.00 1483525.10 1447524.40 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-05-15 0.00 18994107.32 18418016.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-08-15 0.00 1521410.10 1465257.90 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-11-15 0.00 55253686.29 52859323.05 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-02-15 0.00 870000.73 827439.42 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-05-15 0.00 45869217.54 43375124.71 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-08-15 0.00 870000.03 817043.13 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-15 0.00 1905895.66 1780487.73 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-02-15 0.00 944844.96 876343.70 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-05-15 0.00 35996265.65 33175850.25 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 0.00 6329182.97 5793797.38 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-11-15 0.00 1713283.16 1558864.95 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 0.00 1518117.97 1372272.38 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-08-15 0.00 1606283.96 1432949.86 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-05-15 0.00 1242660.14 1116182.19 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-11-15 0.00 18177598.15 16120857.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-02-15 0.00 2439271.72 2148754.46 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-08-15 0.00 1721971.14 1496146.68 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-11-15 0.00 54292303.64 46847200.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 0.00 28517976.26 24405398.90 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 0.00 39443751.89 33523244.73 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-08-15 0.00 25562612.59 21535478.60 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-11-15 0.00 19968723.78 16710826.50 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-02-15 0.00 1994408.61 1657652.72 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-05-15 0.00 1063760.91 878166.54 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-08-15 0.00 1198656.51 981735.64 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-11-15 0.00 69755328.28 56683179.76 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-02-15 0.00 46273136.11 37279489.38 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-05-15 0.00 56729726.28 45358819.94 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-08-15 0.00 2205219.84 1748121.87 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-11-15 0.00 48400193.15 38104504.06 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-02-15 0.00 1494622.98 1167435.06 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-08-15 0.00 2509772.97 1928860.92 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-05-15 0.00 8010880.88 6206421.95 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-11-15 0.00 1063750.17 811088.23 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-05-15 0.00 4630348.13 2863499.89 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-11-15 0.00 42756048.13 26049977.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-02-15 0.00 14643847.98 11079711.11 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-08-15 0.00 1527866.98 1138551.19 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-05-15 0.00 8263535.51 6196577.37 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-11-15 0.00 3467935.63 2563671.41 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-05-15 0.00 1500035.63 1091605.93 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-02-15 0.00 4491336.74 3294045.17 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-08-15 0.00 1470336.74 1060700.92 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-02-15 0.00 1570027.74 1114923.80 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-05-15 0.00 17035848.13 10213621.28 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-11-15 0.00 82107348.13 48415501.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-05-15 0.00 5399748.13 3145137.30 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-08-15 0.00 1470211.75 848106.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-02-15 0.00 1070711.75 608398.76 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-11-15 0.00 77592004.13 44381850.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-05-15 0.00 127180038.13 71672183.31 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-08-15 0.00 1470555.50 819687.64 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-02-15 0.00 144462954.50 79092022.96 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-11-15 0.00 29897048.13 16523500.56 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 0.00 134937148.13 73175066.06 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-08-15 0.00 203138654.50 109304847.21 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-11-15 0.00 6380348.13 3394153.79 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-02-15 0.00 104858555.50 55215369.57 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-05-15 0.00 91790873.13 47793580.03 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-08-15 0.00 68829058.00 35521300.25 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-11-15 0.00 55587160.63 28406150.83 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 0.00 97248430.50 49279669.67 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 0.00 82210163.75 36097660.80 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-05-15 0.00 33013410.63 16551273.42 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-08-15 0.00 2408430.50 1196797.28 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-11-15 0.00 13472535.63 6639804.46 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 0.00 83196180.50 40519867.75 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-05-15 0.00 75747973.13 36633234.77 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-08-15 0.00 10572180.50 5072077.60 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 60481823.13 28757050.52 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 0.00 1486752.06 700052.07 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 0.00 90150473.13 42131823.62 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-08-15 0.00 132063080.50 61165411.92 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 0.00 118583545.63 54465422.51 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 0.00 201342725.00 91560604.19 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 0.00 71590318.75 32279358.82 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-08-15 0.00 82539030.50 36979136.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-11-15 0.00 108369263.75 48178807.28 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 0.00 39434452.90 17425414.35 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2045-08-15 0.00 113498599.10 49414452.58 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2045-11-15 0.00 101362263.75 43695244.66 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 0.00 173234350.00 74099260.87 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-05-15 0.00 36484138.75 15488246.58 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-08-15 0.00 91652617.00 38648258.84 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-11-15 0.00 87466388.37 36632322.91 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-02-15 0.00 47017975.00 19562627.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-05-15 0.00 119358826.25 49062445.53 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-08-15 0.00 58250375.00 23758580.45 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-11-15 0.00 9777326.25 3954732.92 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 0.00 28350500.00 11339632.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-05-15 0.00 6001562.50 2382560.30 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-08-15 0.00 149500.00 59065.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-11-15 0.00 5990625.00 2358209.53 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-02-15 0.00 600000.00 235476.00 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 2700000000.00 2700000000.00 0.0653 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 2.580000% BNT57K708 R0MUWSFPU8MPRO8K5P83 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2022-11-15 0.00 100.00 91.20 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-08-15 0.00 500.00 387.49 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-08-15 0.00 100.00 75.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-02-15 0.00 100.00 72.06 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 100.00 60.47 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-08-15 0.00 2239600.00 985692.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 0.00 263800.00 114217.49 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-08-15 0.00 22900.00 9756.32 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-02-15 2.125000 20200000.00 28236005.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 24998000.00 27517493.32 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 400.00 426.16 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 3928600.00 3921912.18 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 200.00 180.37 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-11-15 2.750000 8738100.00 8266858.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 3.000000 3198600.00 3157834.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-11-15 3.375000 47288000.00 50631278.85 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-08-15 0.00 300.00 261.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-01-15 2.000000 100.00 99.27 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-01-15 0.500000 156941800.00 156482075.07 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-03-31 2.625000 384842000.00 390279595.44 U.S. Treasuries (including 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Treasury 254900HROIFWPRGM1V77 2032-02-15 0.00 347.42 239.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-08-15 0.00 1047.12 708.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-02-15 0.00 208.88 139.20 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-08-15 0.00 0.26 0.17 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-05-15 0.00 0.16 0.11 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-05-15 0.00 0.32 0.30 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-08-15 0.00 16.66 15.65 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-02-15 0.00 108.36 100.50 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-11-15 0.00 23.36 20.72 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 0.00 0.03 0.03 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 0.00 5744.36 4882.13 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-05-15 0.00 211975.12 174991.82 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-05-15 0.00 50.32 38.99 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-11-15 0.00 212868.74 157363.22 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-05-15 0.00 46896.67 26428.57 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-08-15 0.00 381.31 212.54 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-11-15 0.00 397.49 219.68 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 0.00 710.64 385.37 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-02-15 0.00 40.35 21.25 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-05-15 0.00 983.02 511.84 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-08-15 0.00 263.83 136.16 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 0.00 29107323.56 12780734.70 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-11-15 0.00 1602.34 789.70 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 0.00 2422.79 1180.00 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 7.55 3.59 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 0.00 405.55 189.53 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-08-15 0.00 20006496.07 9266068.67 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 0.00 27508.91 12634.84 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 0.00 50000032.23 22737514.66 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 0.00 10000879.21 4509296.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-11-15 0.00 45959256.34 20432566.18 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 0.00 2302.39 1017.39 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2045-08-15 0.00 284.94 124.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2045-11-15 0.00 9994939.31 4308618.44 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-05-15 0.00 83719.54 35540.62 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 835000000.00 835000000.00 0.0202 N Y Y N DEUTSCHE BANK AG TRI-PARTY DEUTSCHE BANK AG 2.560000% BNT57K740 7LTWFZYICNSX8D621K86 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-03-14 0.00 64997800.00 64942551.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-04-25 0.00 1500.00 1494.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-07-31 1.375000 999900.00 996242.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-31 1.250000 8213900.00 8125541.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-05-15 3.125000 100.00 101.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-10-15 1.000000 7780400.00 7735267.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-07-31 1.625000 2405100.00 2399606.52 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-05-02 0.00 100.00 99.59 U.S. Treasuries (including strips) US TREASURY N/B 2023-08-15 6.250000 100.00 115.66 U.S. Treasuries (including strips) US TREASURY N/B 2024-11-15 7.500000 100.00 128.07 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-04-15 3.875000 21035000.00 42130407.63 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-08-15 6.125000 100.00 130.85 U.S. Treasuries (including strips) TSY INFL IX N/B 2026-01-15 2.000000 12293800.00 16950533.17 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 40300.00 48770.10 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-08-15 4.500000 100.00 123.87 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-11-15 4.375000 200.00 245.99 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-05-15 4.375000 300.00 369.03 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 4.750000 3272600.00 4192288.30 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 4603600.00 6367253.49 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-11-15 3.125000 200.00 204.52 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 3.125000 100.00 101.36 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-05-15 3.000000 300.00 299.66 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-05-15 3.000000 235900.00 234143.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 1.000000 5436000.00 5364365.20 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-11-15 3.375000 200.00 213.27 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8420952.88 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-12-31 2.250000 4644900.00 4577094.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 200.00 199.21 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-02-15 2.750000 2372500.00 2383310.46 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-02-28 2.625000 100.00 100.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-04-15 2.375000 100.00 100.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-15 0.625000 9264900.00 9378974.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-05-15 2.625000 400.00 403.87 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-05-31 2.875000 8204900.00 8389744.23 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-09-30 2.750000 100.00 101.42 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-09-30 2.875000 200.00 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the Treasury 254900HROIFWPRGM1V77 2030-05-15 0.00 100.00 72.63 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-02-15 3.000000 3600000.00 3541159.25 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-02-28 2.500000 8387100.00 8383007.10 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 750000000.00 750000000.00 0.0181 N Y Y N HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) IN 2.550000% BNT57K7L2 CYYGQCGNHMHPSMRL3R97 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-04-30 1.625000 26371400.00 26472026.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-31 1.625000 17713300.00 17627576.14 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-08-15 6.875000 667300.00 836398.44 U.S. Treasuries (including strips) Department of the 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(including strips) USTR 254900HROIFWPRGM1V77 2020-10-31 2.875000 41748600.00 42358062.20 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-04-15 0.125000 38418500.00 40927462.55 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 1.625000 10683200.00 10335951.74 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-07-31 1.125000 62900.00 60908.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-07-31 1.250000 21092300.00 19986111.18 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-10-31 1.250000 36000.00 35841.87 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-11-15 2.000000 16001500.00 15367538.25 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-07-15 0.375000 35229500.00 37786929.72 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-11-15 2.750000 21907600.00 22285977.54 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-07-15 0.125000 112336800.00 116105548.08 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-07-31 2.750000 127375200.00 128775317.35 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-04-09 0.00 22760200.00 22701410.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-02-28 2.500000 18289000.00 18141828.42 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 1300000000.00 1300000000.00 0.0314 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 2.600000% BNT57K7N8 MBNUM2BPBDO7JBLYG310 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 108039800.00 97189556.29 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 120536300.00 117918257.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 100.00 99.84 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 2.000000 17187000.00 16662783.30 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-02-28 1.750000 10077000.00 9865584.54 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-02-29 1.375000 45899600.00 45369780.92 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-03-31 1.750000 600.00 591.50 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-03-31 1.375000 6500.00 6456.49 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-04-15 0.125000 53976800.00 57493879.42 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-04-30 1.375000 1137500.00 1127403.56 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-04-30 1.750000 22500.00 22131.31 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 400.00 392.13 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 338134000.00 338134000.00 0.0082 N Y Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA (NE 2.530000% BNT57K7Q1 ES7IP3U3RHIGC71XBU11 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2022-11-15 7.625000 35532800.00 42654593.36 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 3384300.00 6627101.29 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-04-15 3.875000 71599100.00 143403815.95 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-01-15 2.375000 25009500.00 36704437.58 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-02-15 4.375000 2167000.00 2639798.51 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 1350000.00 1839529.20 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-08-15 4.500000 24964500.00 30925024.57 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-05-15 4.375000 599500.00 737444.31 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 0.625000 15000000.00 14688382.98 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 1473000.00 1434462.03 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 1694000.00 1909961.41 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 12000000.00 13645873.39 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 16156000.00 17141150.31 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 1452000.00 1464298.79 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 118043400.00 105698278.40 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 828000.00 797202.10 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 1.000000 16380000.00 16835525.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 1900000.00 1706402.12 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-08-15 2.750000 3043000.00 2848097.58 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 3.000000 1447100.00 1422559.13 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 1.000000 25000000.00 24670553.74 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-07-15 0.375000 15000000.00 14993025.26 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-01-15 0.500000 50000000.00 49766280.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 3853200.00 3838006.89 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-01-31 2.500000 100000000.00 99685170.17 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-03-31 2.625000 49982800.00 50596559.95 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-15 0.625000 50000000.00 50615628.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-30 2.750000 100.00 101.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-05-15 2.875000 49999800.00 51074200.12 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 2.750000 35000000.00 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254900HROIFWPRGM1V77 2021-01-15 1.125000 12000000.00 13919839.53 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-02-15 3.625000 64250000.00 65654170.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-06-30 1.125000 50000000.00 48538778.18 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 38000000.00 38273683.34 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-01-15 0.125000 50000000.00 54678913.50 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-07-15 0.125000 35000000.00 37747132.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-11-15 2.000000 8000000.00 7683048.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.250000 8079000.00 8002452.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-01-15 0.375000 61297000.00 61988446.47 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-07-31 2.000000 50000000.00 49678098.07 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-05-15 2.500000 328000.00 329463.33 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-04-30 1.875000 88950000.00 87804276.82 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 50000000.00 48919883.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-06-30 1.750000 1750000.00 1712480.37 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-06-30 2.000000 12123900.00 11824859.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-06-30 2.750000 25741000.00 26067757.39 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-07-31 2.875000 50000000.00 50883637.85 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-08-15 0.00 1555952.30 1460754.47 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0253 1600000000.00 1600000000.00 0.0387 N Y Y N NATWEST MARKETS SECURITIES INC TRI-PARTY NATWEST MARKETS SECURITI 2.550000% BNT57K7U2 ZE2ZWJ5BTIQJ8M0C6K34 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-15 1.375000 59601300.00 59107161.76 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-04-15 3.875000 20143500.00 40344847.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-05-15 6.250000 39901100.00 53981458.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-04-15 3.375000 7202100.00 13528739.22 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 41155800.00 46893065.64 U.S. Treasuries (including 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48956178.29 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 50492300.00 50293209.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-03-15 2.375000 50973600.00 51374042.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-06-30 2.625000 54980000.00 55416723.45 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-09-30 3.000000 57011100.00 59028896.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-10-31 2.875000 57649500.00 58491089.70 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-11-15 2.250000 44687200.00 44187920.78 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 54145800.00 56083704.77 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-10-31 1.875000 55083900.00 54173554.26 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-11-30 1.625000 52284800.00 51662341.99 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-01-15 1.375000 6311300.00 7399978.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-04-30 1.375000 48888100.00 47929356.01 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 1.625000 63497000.00 61433084.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 41527400.00 41826488.35 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-15 2.000000 49708900.00 49028297.27 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-11-30 1.000000 50942100.00 50481151.81 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-01-15 0.125000 45397700.00 48448833.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-02-15 2.250000 56835100.00 55210128.29 U.S. Treasuries (including 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254900HROIFWPRGM1V77 2024-08-15 2.375000 8786000.00 8721448.38 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-09-30 2.125000 100.00 99.95 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 69232300.00 71804617.29 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-04-15 0.125000 1000.00 1047.08 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-05-15 2.375000 3414400.00 3371873.01 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-06-30 2.500000 7774300.00 7801040.37 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-07-15 0.750000 200.00 200.88 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-07-31 2.625000 60633100.00 60818054.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-07-31 2.875000 18000000.00 18355315.62 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 990000000.00 990000000.00 0.0239 N Y Y N DEUTSCHE BANK SECURITIES INC TRI-PARTY DEUTSCHE BANK SECURITIES 2.560000% BNT57K856 9J6MBOOO7BECTDTUZW19 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2035-02-15 0.00 57744674.05 36050000.01 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 35000000.00 35000000.00 0.0008 N Y Y N BANK OF MONTREAL TRI-PARTY BANK OF MONTREAL 2.550000% BNT57K864 NQQ6HPCNCCU6TUTQYE16 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-05-23 0.00 100.00 99.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-15 3.625000 480000.00 485391.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-09-12 0.00 1000.00 986.71 U.S. Treasuries (including 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2.250000 100.00 97.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 14823000.00 14783674.83 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-11-30 2.000000 2765900.00 2753987.42 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 6849900.00 7220579.38 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-15 2.000000 11108000.00 10964453.89 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-11-15 2.000000 11900000.00 11453049.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-11-30 1.000000 111150000.00 110139927.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-04-30 1.125000 428800.00 423431.12 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-04-15 0.125000 52900.00 53748.59 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-06-30 1.625000 5960500.00 5903389.35 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-04-09 0.00 4765000.00 4752005.84 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-02-15 2.625000 782900.00 778989.94 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-02-29 2.375000 47241400.00 46986768.85 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 330000000.00 330000000.00 0.0080 N Y Y N DEUTSCHE BANK SECURITIES INC TRI-PARTY DEUTSCHE BANK SECURITIES 2.400000% BNT57KJ05 9J6MBOOO7BECTDTUZW19 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2038-02-15 0.00 48758000.00 28439712.51 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 39601800.00 21883162.64 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-08-15 0.00 94820300.00 39146560.85 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-08-15 0.00 61460000.00 24610673.64 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-02-15 0.00 76271858.00 49200687.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-08-15 0.00 53995400.00 33146696.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-08-15 0.00 18001669.80 10702208.72 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 75951800.00 44589782.74 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-11-15 0.00 51513000.00 36832825.26 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-05-15 0.00 34677700.00 24449685.77 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-05-15 0.00 65331500.00 44558042.95 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-11-15 0.00 57764300.00 38762155.87 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-05-15 0.00 54164000.00 35757447.88 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-05-15 0.00 79533500.00 50905416.67 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-11-15 0.00 63878000.00 38918949.06 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-11-15 0.00 33374100.00 24671803.42 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-05-15 0.00 53083700.00 38630070.16 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-02-15 0.00 68899000.00 50532042.38 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-08-15 0.00 33153000.00 23916574.20 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-02-15 0.00 35715909.00 25362938.46 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-11-15 0.00 72825598.00 42942414.94 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-05-15 0.00 97792000.00 55110583.81 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-08-15 0.00 58130278.00 32401816.96 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 0.00 84785200.00 45978166.11 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-08-15 0.00 62924600.00 33858468.77 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 0.00 43062000.00 21821237.88 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 0.00 61983000.00 27216115.47 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-08-15 0.00 33507781.51 16075592.73 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 46743000.00 22224707.24 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2045-08-15 0.00 51154753.00 22271500.59 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2045-11-15 0.00 58184000.00 25081958.72 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0240 1000000000.00 1000000000.00 0.0242 N Y Y N FEDERAL RESERVE BANK OF NEW YORK TRI-PARTY FEDERAL RESERVE BANK OF 2.250000% BNT57KVU5 254900Y8NKGV541U8Q32 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2024-11-30 2.125000 277109900.00 272297642.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-08-31 2.750000 152503400.00 154022333.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-01-31 2.250000 226028400.00 223720724.96 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0225 650000000.00 650000000.00 0.0157 N Y Y N SOCIETE GENERALE (NEW YORK BRANCH) REPO JOINT SGN 1.029999% BRS9FKAT6 O2RNE8IBXP4R0TD8PU41 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Department of the Treasury 254900HROIFWPRGM1V77 0.125000 47674250.00 51139337.49 U.S. Treasuries (including strips) Y 2019-03-07 2019-03-07 2050-01-01 Y SOCIETE GENERALE (NEW YORK BRANCH) 1.0000 7 N N/A N/A N N 0.0103 49999999.99 49999999.99 0.0012 N N Y N Northern Institutional Funds 2019-03-07 Peter K Ewing Peter K Ewing President