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US912828R770 U.S. Treasury Debt Y 2021-05-31 2021-05-31 2021-05-31 N N N 0.0015 327958007.00 327958007.00 0.0034 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828WC0 254900HROIFWPRGM1V77 US912828WC06 U.S. Treasury Debt Y 2020-10-31 2020-10-31 2020-10-31 N N N 0.0012 350929579.00 350929579.00 0.0036 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.250000% 912828WG1 254900HROIFWPRGM1V77 US912828WG10 U.S. Treasury Debt Y 2021-04-30 2021-04-30 2021-04-30 N N N 0.0016 309229492.95 309229492.95 0.0032 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.000000% 912828WN6 254900HROIFWPRGM1V77 US912828WN60 U.S. Treasury Debt Y 2021-05-31 2021-05-31 2021-05-31 N N N 0.0018 628428125.00 628428125.00 0.0064 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.125000% 912828WR7 254900HROIFWPRGM1V77 US912828WR74 U.S. Treasury Debt Y 2021-06-30 2021-06-30 2021-06-30 N N N 0.0017 406468752.00 406468752.00 0.0042 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.400024% 912828YN4 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of the Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 42836125.00 51026941.69 U.S. Treasuries (including strips) Y 2020-09-07 2020-09-07 2050-01-01 Y BOFA SECURITIES INC 1.0000 7 N N N 0.0104 50000000.00 50000000.00 0.0005 N N Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES LLC 0.069998% BNT5UCT30 ZBUT11V806EZRVTWT807 0 BNT5UCT30 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Department of the Treasury 254900HROIFWPRGM1V77 2023-08-15 2.500000 276741200.00 296185301.42 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 695208000.00 754643810.49 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-06-30 1.750000 540586400.00 558006996.52 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-08-31 1.875000 404367700.00 431163934.38 U.S. Treasuries (including strips) Y 2020-09-07 2020-09-07 2030-12-31 Y JP MORGAN SECURITIES LLC 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254900HROIFWPRGM1V77 2021-10-31 1.250000 1600.00 1627.26 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-03-31 2.125000 1000000.00 1078091.20 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-05-15 3.000000 800.00 1084.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-02-15 2.750000 57836000.00 67301303.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-05-15 3.125000 32827000.00 45737405.94 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-06-30 2.750000 100.00 112.38 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-07-15 2.625000 100.00 102.49 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-10-31 3.000000 969000.00 1112937.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-11-30 2.875000 4000.00 4564.23 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-11-15 3.125000 26110000.00 31662453.27 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-01-15 0.875000 7244000.00 8684915.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-05-15 2.875000 92744300.00 124476252.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-06-30 1.750000 62931500.00 66829815.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-03 0.00 100.00 99.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-24 0.00 12111100.00 12110337.00 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-03-31 0.375000 24075000.00 24202636.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-15 0.125000 180350300.00 180310234.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-24 0.00 1000.00 999.76 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-06-30 0.250000 600.00 599.88 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-07-15 0.125000 26545700.00 26531037.39 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-15 0.125000 4489100.00 4486022.04 U.S. Treasuries (including strips) Y 2020-09-07 2020-09-07 2020-09-24 Y RBC DOMINION SECURITIES INC 1.0000 7 N N N 0.0008 1250000000.00 1250000000.00 0.0128 N N Y N SOCIETE GENERALE (NEW YORK BRANCH) TRI-PARTY SOCIETE GENERALE (NEW YO 0.080000% BNT68SL44 254900J6B390XMPVLV82 0 BNT68SL44 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2028-01-15 1.750000 335500.00 505542.78 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-08-15 4.500000 13039300.00 20456295.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-15 2.625000 2317100.00 2346883.55 U.S. Treasuries (including strips) US TREASURY N/B 2024-11-15 7.500000 210000.00 278468.58 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-02-15 4.625000 38200.00 61017.78 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-05-15 4.500000 15401500.00 24087861.62 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-15 8.000000 1598000.00 1787206.81 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-08-15 6.375000 941900.00 1324949.76 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 4.750000 520600.00 816333.71 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-04-15 3.875000 1798400.00 4120017.75 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-08-15 6.125000 849500.00 1258823.97 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-02-15 5.375000 200.00 294.47 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 100.00 153.31 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-05-15 4.375000 52.00 81.53 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 99600.00 180993.58 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 893500.00 1412287.02 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-04-15 3.375000 46600.00 104303.07 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-11-15 0.00 19.99 17.21 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-11-15 0.00 217.53 207.50 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-02-15 0.00 82.43 63.79 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 2.26 1.82 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-08-15 3.750000 60486000.00 87968626.72 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-02-15 7.875000 87600.00 90986.08 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-02-15 6.625000 6178700.00 8631133.75 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 7.125000 200.00 234.87 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-08-15 0.00 100.00 83.11 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 0.00 77.65 77.23 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-11-15 0.00 45800.00 37878.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-05-15 1.750000 97500.00 100658.89 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-15 2.000000 100.00 102.78 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-05-15 8.125000 513400.00 554624.54 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-05-15 0.00 37.93 37.73 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-11-15 0.00 52.43 48.53 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-11-15 0.00 340.06 339.99 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-08-15 0.00 106494.06 85070.65 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-08-15 0.00 0.01 0.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-05-15 0.00 2384200.81 1708351.41 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 1289800.00 1834031.10 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-08-15 6.750000 2900.00 3996.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 0.625000 47017800.00 64229640.30 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 0.00 181.88 139.88 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-08-15 0.00 3683080.09 2820197.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 3.125000 9958300.00 13340553.90 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 100.00 70.83 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 0.00 5.28 3.69 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-08-15 3.625000 90529000.00 130524267.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-08-15 2.500000 100.00 107.00 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 0.00 12.52 8.63 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 11025300.00 14304891.25 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 6300.00 9105.05 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 23902700.00 37221780.32 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-02-15 2.750000 4100.00 4467.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 2.000000 4282300.00 4322288.12 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 13193500.00 18526904.97 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 100.00 132.81 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-10-31 2.000000 447900.00 460567.85 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 62100.00 83558.88 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 25569300.00 27768070.81 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-12-31 2.375000 100.00 101.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-01-31 1.500000 100.00 102.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-04-30 1.750000 100.00 103.24 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 62700.00 73326.98 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 2028700.00 2217442.97 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-31 1.875000 96300.00 99629.38 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 54236600.00 70388801.85 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-12-31 1.750000 1624500.00 1638092.80 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-01-31 1.750000 36600.00 38067.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 1.000000 19905300.00 28886114.43 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-03-31 1.250000 6201300.00 6273733.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-04-15 0.125000 21789800.00 23889331.05 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 1.625000 200.00 208.89 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 2.500000 63141500.00 77004466.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-06-30 1.125000 477000.00 481834.58 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-06-30 1.375000 700.00 725.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 0.00 0.01 0.01 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-10-31 1.250000 200.00 203.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-10-31 1.625000 458900.00 482484.88 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-11-30 2.125000 9657300.00 10318772.23 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-11-15 0.00 200.00 132.73 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-11-15 2.875000 41748500.00 54865482.09 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.250000 200.00 214.52 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-01-31 1.875000 2478800.00 2543044.25 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-01-31 2.250000 4000.00 4288.83 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-02-15 3.000000 100.00 133.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-02-15 0.875000 59200.00 83104.20 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-11-15 2.000000 1386100.00 1527925.14 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-01-15 0.375000 1476000.00 1744067.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-02-28 1.875000 1000.00 1025.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-12-31 2.000000 279600.00 287433.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-02-29 2.125000 1506400.00 1608021.74 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-03-31 2.125000 700.00 754.51 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-03-31 1.875000 7692400.00 7962427.20 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-04-15 0.125000 100.00 108.32 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-05-15 0.00 113330000.00 74623045.14 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-05-15 3.000000 1890600.00 2546060.33 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-04-30 2.000000 448000.00 480446.30 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-05-31 1.750000 497500.00 513622.44 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-05-15 2.375000 2803900.00 3175697.45 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-06-30 2.000000 17377700.00 18622109.54 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-07-31 1.875000 1716600.00 1776106.77 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-05-31 2.000000 200.00 214.39 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-08-31 1.625000 100.00 102.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-15 1.625000 13640700.00 13749512.53 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-10-31 2.250000 8818400.00 9623108.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-15 1.875000 3300.00 3330.53 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-01-31 2.500000 2700.00 2973.04 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-11-15 2.750000 23669800.00 30597658.19 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 3.000000 72517900.00 97506288.25 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 1.000000 600.00 854.92 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-02-15 2.750000 405200.00 471155.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-15 2.375000 320000.00 327376.30 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-03-31 2.625000 100.00 111.89 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-15 0.625000 11531300.00 12611423.69 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-05-15 3.125000 26286500.00 36376420.44 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 2.750000 52200.00 56280.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-06-15 2.625000 999600.00 1024753.47 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-06-30 2.625000 925000.00 993617.93 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-08-15 2.875000 15288300.00 18030699.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-31 2.750000 116100.00 125097.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.750000 158000.00 160157.63 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-10-31 2.875000 6776500.00 7419734.70 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-11-30 2.875000 68744400.00 78416171.73 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-11-15 2.875000 34945900.00 36391594.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-12-15 2.625000 2582100.00 2678945.64 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-01-31 2.500000 4175700.00 4513639.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 0.215025 100.00 100.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-12-31 2.500000 307600.00 311325.33 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-01-15 2.500000 500.00 517.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-01-31 2.625000 7547500.00 8493445.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 2.500000 287700.00 291111.55 U.S. Treasuries (including 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Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-07-15 0.250000 23481100.00 26622040.61 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-07-31 1.750000 12467400.00 12669498.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-07-31 1.750000 350000.00 371432.31 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-07-31 1.875000 100.00 108.85 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-08-15 2.250000 606400.00 713826.35 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-08-31 1.500000 200.00 202.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-09-15 1.500000 51900.00 53695.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-10-15 0.125000 35700.00 38347.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-10-31 1.625000 199900.00 215657.79 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-11-15 1.750000 2276900.00 2508542.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-01-31 1.375000 100.00 101.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-01-31 1.500000 50336500.00 53761223.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-25 0.00 29733300.00 29716470.95 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2050-02-15 2.000000 2226000.00 2492435.65 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-01-31 1.375000 70425200.00 74004792.35 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2030-02-15 1.500000 121089900.00 130156164.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-17 0.00 100.00 100.00 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-02-28 1.125000 750000.00 779592.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-24 0.00 700.00 699.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-03-15 0.500000 3316700.00 3353970.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-03-31 0.375000 129570500.00 130254842.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-29 0.00 332700.00 332673.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-06 0.00 9282600.00 9281801.70 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-15 0.250000 353700.00 354960.10 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-04-30 0.375000 120100.00 120891.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-01 0.00 700.00 700.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-03 0.00 1100.00 1099.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-22 0.00 200.00 199.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2050-05-15 1.250000 801400.00 754003.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2030-05-15 0.625000 32564700.00 32344700.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-06-30 0.125000 29580100.00 29578224.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-17 0.00 200.00 199.94 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2040-05-15 1.125000 90041100.00 88227819.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-06-30 0.250000 100.00 99.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-14 0.00 6013700.00 6011120.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-21 0.00 134000.00 133937.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.00 1925000.00 1922670.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-07-31 0.125000 21700000.00 21695536.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-12 0.00 336200.00 335773.03 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2040-08-15 1.125000 23838500.00 23197938.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2050-08-15 1.375000 197400.00 191190.95 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2030-08-15 0.625000 690600.00 683881.66 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-15 0.125000 7029000.00 7023301.92 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-08-31 0.125000 255094100.00 255035428.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-08-31 0.500000 153720000.00 153662969.88 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0008 2300000000.00 2300000000.00 0.0235 N Y Y N SOCIETE GENERALE (NEW YORK BRANCH) TRI-PARTY SOCIETE GENERALE (NEW YO 0.070000% BNT68YBE0 254900J6B390XMPVLV82 0 BNT68YBE0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY N/B 2023-08-15 6.250000 100.00 118.27 U.S. Treasuries (including strips) TSY INFL IX N/B 2026-01-15 2.000000 968400.00 1495658.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-15 2.625000 813600.00 824057.86 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-02-15 4.625000 35527100.00 56748284.84 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-15 8.000000 3609400.00 4036761.12 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 7.250000 3000.00 3426.16 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-08-15 6.375000 1147900.00 1614725.38 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-02-15 5.375000 9300.00 13692.77 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 100.00 158.06 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 2200.00 4877.64 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-11-15 0.00 18.22 17.38 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-02-15 0.00 5906.43 4570.71 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-01-15 1.125000 45936300.00 54730650.95 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-11-15 6.125000 200.00 283.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-15 3.625000 200.00 203.52 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 7.625000 1455900.00 1936845.23 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-01-15 0.125000 100.00 116.11 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 7.125000 100.00 117.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 0.00 98.86 98.32 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 1.625000 6600.00 6795.68 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-05-15 0.00 84.53 84.08 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-07-15 0.125000 100.00 115.52 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-02-15 0.00 0.01 0.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-11-15 0.00 294.09 294.03 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-08-15 0.00 19.60 14.31 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-05-15 0.00 200.00 143.31 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-01-15 0.125000 100.00 115.64 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 0.00 15.78 12.14 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 2.000000 7261100.00 7595034.83 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 200.00 141.66 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 0.00 9856503.11 6936721.05 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 0.00 166523.12 116369.19 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-07-15 0.375000 1865000.00 2180699.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-08-15 3.625000 41481200.00 59807390.36 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 41450700.00 61288401.29 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 0.00 85.39 58.86 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 100.00 129.74 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 100.00 144.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 2.250000 61400.00 62735.19 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-05-15 2.500000 22004200.00 24035120.69 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-07-31 2.250000 24000.00 24508.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-06-30 2.125000 1876700.00 1914427.60 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-07-15 0.125000 6352600.00 7340736.76 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 3940000.00 5301481.56 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 3826900.00 4651470.49 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-11-15 2.250000 5682600.00 6200252.25 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-04-30 1.750000 4949000.00 5109788.98 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-10-31 1.875000 329100.00 343471.13 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-11-30 2.000000 400.00 418.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.375000 2324500.00 2340017.87 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-01-31 1.750000 175400.00 182434.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-05-15 1.625000 100.00 107.56 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 1.625000 3044100.00 3179363.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 1.375000 278500.00 282052.91 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-08-15 2.250000 4339100.00 5061500.53 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-08-15 1.500000 31767000.00 33842089.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-07-31 1.125000 100.00 100.99 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 100.00 117.42 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 0.00 121.07 79.65 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-10-31 1.250000 96000.00 97635.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.250000 667800.00 716283.46 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-02-15 0.875000 2151900.00 3020809.58 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-02-28 1.875000 100.00 102.59 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-12-31 2.000000 12404000.00 12751529.88 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-02-29 2.125000 2402200.00 2564252.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-03-31 2.125000 16842200.00 18153638.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-05-15 3.000000 28131300.00 37884262.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-07-31 2.125000 2319900.00 2496943.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-06-30 1.750000 173300.00 178886.91 U.S. Treasuries (including strips) USTR 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(including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-28 0.00 3999000.00 3997080.48 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-01-31 1.375000 346400.00 364006.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-25 0.00 795400.00 794851.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-03 0.00 200.00 199.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-15 0.125000 100.00 99.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2030-05-15 0.625000 22735900.00 22582301.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-17 0.00 100.00 99.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-05-31 0.500000 22588500.00 22639478.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-08 0.00 900.00 899.69 U.S. Treasuries (including strips) UNITED STATES 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254900HROIFWPRGM1V77 2025-08-31 2.750000 68634900.00 76991748.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-10-31 3.000000 245300000.00 281593893.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-01-31 2.625000 370000000.00 416302273.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-08-31 0.250000 1111332100.00 1109942934.88 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0005 2100000000.00 2100000000.00 0.0215 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 0.070000% BNT697RF8 MBNUM2BPBDO7JBLYG310 0 BNT697RF8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 100.00 129.78 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-11-15 3.000000 100.00 133.49 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 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(including strips) USTR 254900HROIFWPRGM1V77 2047-11-15 2.750000 70947900.00 91713474.27 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 3.000000 102757900.00 138166458.44 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 1.000000 205015500.00 292120052.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-05-15 3.125000 98516100.00 136330933.17 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-08-15 3.000000 118721700.00 160156089.48 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-11-15 3.375000 28504500.00 41309972.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 0.215025 4346000.00 4348454.02 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-02-15 1.000000 7236500.00 10217558.30 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-05-15 2.875000 158422700.00 211182449.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-08-15 2.250000 193125700.00 227338740.64 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-11-15 2.375000 22325200.00 27123334.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2050-02-15 0.250000 203590900.00 237205605.28 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 2000000000.00 2000000000.00 0.0204 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BANK PLC 0.070000% BNT697RG6 G5GSEF7VJP5I7OUK5573 0 BNT697RG6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 116104400.00 151602681.73 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-02-15 2.750000 116288700.00 126738827.29 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-05-15 2.500000 134339100.00 146776611.06 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-28 1.500000 139216600.00 143906668.04 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 2.500000 106895700.00 131294959.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-30 1.625000 140085000.00 146345872.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-02-15 2.250000 112801400.00 125927564.34 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-03-31 1.875000 138413700.00 143270237.37 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-05-15 2.875000 77969200.00 92360170.16 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-08-15 2.750000 118830400.00 121918760.77 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-12-31 2.625000 16785200.00 18224221.29 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-02-15 2.500000 137469200.00 142323506.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-07-15 1.750000 136384700.00 140779158.83 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-07-31 1.750000 141550600.00 150255846.51 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-11-30 1.625000 116202700.00 125328644.12 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-07-15 0.125000 133019800.00 132946326.08 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 2000000000.00 2000000000.00 0.0204 N Y Y N HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) IN 0.080000% BNT697SZ3 CYYGQCGNHMHPSMRL3R97 0 BNT697SZ3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2027-08-15 6.375000 50827800.00 71530051.33 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 917300.00 1455221.85 U.S. Treasuries (including strips) Department 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9076900.00 9180842.83 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-01-31 1.500000 567900.00 579482.08 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 16640400.00 19779760.60 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-07-31 2.000000 59424600.00 61631735.57 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-12-31 2.125000 158158000.00 165998866.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 1.625000 21797700.00 22768345.03 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-30 1.625000 23339700.00 24382830.22 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-06-30 2.000000 70214000.00 75273239.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-15 2.375000 23211900.00 23742638.19 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-07-15 0.750000 3450700.00 4115889.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-02-15 2.500000 1183000.00 1224774.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.125000 17081400.00 17425872.56 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-06-30 1.875000 20435900.00 22275763.84 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-07-15 0.250000 46032400.00 52340299.21 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-09-15 1.500000 10740400.00 11112947.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-12-31 1.625000 54317800.00 55535538.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-02-28 1.125000 26228400.00 27271424.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-03-31 0.500000 6113100.00 6195780.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-04-30 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and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 3.125000 200.00 268.09 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 3401300.00 4576631.78 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-05-31 1.875000 46021000.00 47625573.46 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 100.00 129.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-08-15 2.250000 308900.00 360327.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.250000 100.00 107.26 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-02-28 1.875000 1502000.00 1540841.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-07-15 2.625000 20513900.00 21028195.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-06-30 1.875000 40168000.00 43758013.69 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-09-30 1.500000 24999900.00 25524385.20 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-10-31 1.500000 100.00 102.09 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-01-31 1.500000 35907000.00 38349989.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-17 0.00 1054500.00 1054455.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-03-31 0.625000 611700.00 619601.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-13 0.00 14389400.00 14387817.17 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2050-05-15 1.250000 6218800.00 5851010.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-24 0.00 3402500.00 3401247.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-12 0.00 1022600.00 1021301.30 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 205000000.00 205000000.00 0.0021 N Y Y N RBC DOMINION SECURITIES INC TRI-PARTY RBC DOMINION SECURITIES 0.070000% BNT697TN9 549300QJJX6CVVUXLE15 0 BNT697TN9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TSY INFL IX N/B 2025-01-15 2.375000 758000.00 1216710.27 U.S. Treasuries (including strips) TSY INFL IX N/B 2026-01-15 2.000000 2390300.00 3693624.41 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-11-15 6.500000 730000.00 1017038.98 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-02-15 6.000000 2537500.00 3319818.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-15 2.625000 11651000.00 11800247.03 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 7.250000 2000000.00 2283794.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 4.750000 301000.00 473607.31 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-02-15 5.375000 985000.00 1452594.23 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-02-15 3.500000 216000.00 302089.99 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-05-15 4.375000 5999974.00 9446639.11 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 8800000.00 16111123.62 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 1947000.00 2871579.25 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-04-15 3.375000 11000000.00 24700561.60 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 50000.00 79320.93 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-15 2.000000 2354000.00 2420471.23 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 7.125000 537000.00 630575.38 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-05-15 1.750000 965000.00 996261.05 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 1.625000 900000.00 926681.87 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-07-15 0.125000 1230600.00 1421571.55 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 2353000.00 3012356.84 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-08-15 3.625000 19725000.00 28615591.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.750000 919000.00 926919.19 U.S. Treasuries (including strips) Department 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the Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 799000.00 868002.12 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-11-15 2.250000 9322000.00 10173548.49 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 2.000000 4800000.00 5178021.91 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-02-28 1.750000 22783000.00 23329108.51 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-12-31 2.125000 11120100.00 11451958.96 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-01-31 1.500000 26801000.00 27347595.32 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 100.00 134.03 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 19611700.00 21442577.96 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-05-31 1.875000 12000.00 12418.40 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 12000000.00 14263907.55 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 8042900.00 8730516.20 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-12-31 2.125000 12620000.00 13245651.18 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-11-15 3.000000 642000.00 863277.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.375000 1000.00 1006.64 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 960000.00 1156932.63 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-12-31 1.750000 3100000.00 3125697.05 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-28 1.500000 15000000.00 15505335.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 90900.00 91347.68 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-03-31 1.500000 10000000.00 10411384.92 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 1.000000 1023000.00 1502639.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 1.375000 11396000.00 11468584.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-03-31 1.250000 100000.00 101164.14 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-30 1.625000 87480000.00 91389777.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-08-15 1.500000 49631100.00 52907456.07 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-31 1.375000 75000000.00 77726325.00 U.S. Treasuries (including strips) USTR 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878000.00 877330.61 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-07-31 0.375000 945000.00 938114.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.00 1000000.00 998966.00 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2050-08-15 1.375000 21800.00 21270.56 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-15 0.125000 10560500.00 10553259.17 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-08-31 0.250000 100.00 99.90 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 2750000000.00 2750000000.00 0.0281 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BANK PLC 0.070000% BNT697U31 G5GSEF7VJP5I7OUK5573 0 BNT697U31 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2028-02-15 2.750000 226939600.00 264080002.13 U.S. Treasuries (including strips) USTR 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(including strips) USTR 254900HROIFWPRGM1V77 2023-02-28 2.625000 2936700.00 3118188.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-03-31 2.500000 1600.00 1713.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-15 0.625000 1000.00 1093.66 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-05-15 2.875000 100.00 118.29 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-08-15 2.875000 2581000.00 3043977.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.750000 4000000.00 4054623.61 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-09-30 2.875000 8493700.00 9303110.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-09-30 3.000000 22858400.00 26265329.85 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-12-15 2.625000 56049600.00 58151826.62 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-12-31 2.625000 14788300.00 16653526.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-02-15 2.500000 21677900.00 22444061.07 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-03-31 2.250000 14138500.00 15753763.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-04-15 0.500000 2421900.00 2650291.54 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-05-15 2.125000 33641100.00 34986017.79 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-08-15 1.500000 56776100.00 58314855.73 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-08-31 1.375000 10459000.00 11062484.30 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-10-31 1.500000 10470000.00 11073423.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 0.400025 76100.00 76363.07 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-10-31 1.625000 1689400.00 1822572.67 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-12-31 1.625000 69350600.00 70906603.58 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2030-01-15 0.125000 435339000.00 484747453.14 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-01-31 1.375000 25470500.00 25943723.76 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-03-31 0.625000 82431700.00 83496528.38 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-04-30 0.500000 111200.00 111566.76 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2040-05-15 1.125000 20118900.00 19713738.15 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 1955000000.00 1955000000.00 0.0200 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 0.070000% BNT697UB3 R0MUWSFPU8MPRO8K5P83 0 BNT697UB3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TSY INFL IX N/B 2027-01-15 2.375000 2080000.00 3307426.33 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 4.750000 1800.00 2945.07 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-04-15 3.875000 15365400.00 35201134.74 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 733000.00 1158596.97 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-11-15 0.00 100.00 97.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 9837500.00 21810819.55 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 20.48 16.49 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-02-15 0.00 20867934.95 20100015.81 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-08-15 0.00 38329509.16 36703571.38 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-11-15 0.00 79262654.62 63057404.88 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-08-15 0.00 90000000.00 80791200.00 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-11-15 0.00 17.91 16.85 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-05-15 0.00 175400000.00 160954056.00 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-05-15 0.00 41300927.29 34534265.96 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-02-15 0.00 7520996.37 6801477.69 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-11-15 0.00 72207029.22 58497658.24 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 71000.00 100958.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 0.00 6819100.00 4875588.31 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-08-15 3.625000 2569900.00 3705269.20 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 0.00 29391300.00 20747730.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-11-15 2.750000 199900.00 217949.90 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 0.00 67980693.76 46856712.88 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 0.00 42912100.00 30081811.22 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 0.00 0.02 0.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 0.00 6125900.00 4197576.95 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-08-15 0.00 100.00 67.84 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 1.000000 100.00 145.12 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 2.500000 151412800.00 184656079.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 123452000.00 144949421.98 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-10-31 1.625000 77756400.00 81752642.42 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-11-15 0.00 700.00 464.56 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-02-29 2.125000 23932100.00 25546559.47 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-07-15 0.375000 10242600.00 12060050.52 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-08-15 0.00 10381.44 6632.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 0.00 128600.00 83488.53 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-05-15 0.00 83138700.00 53773113.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-10-31 3.000000 28215400.00 32396786.11 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-11-15 3.375000 18799400.00 27244915.61 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-12-31 2.625000 100000100.00 112612968.05 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-11-15 0.00 100.00 64.26 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-01-15 0.875000 5085300.00 6083501.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-02-15 0.00 205000000.00 131032105.00 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-05-31 2.125000 16300.00 18011.59 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-06-30 1.875000 142939900.00 155715148.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-12-31 1.750000 4300000.00 4592444.59 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-11-15 0.00 36545200.00 23106835.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2050-08-15 1.375000 200.00 193.71 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 1590000000.00 1590000000.00 0.0163 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 0.070000% BNT697UD9 MBNUM2BPBDO7JBLYG310 0 BNT697UD9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TSY INFL IX N/B 2027-01-15 2.375000 600.00 954.06 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-02-15 6.625000 88372800.00 123449505.08 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-01-15 0.375000 100.00 118.16 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-02-15 2.250000 2168300.00 2418912.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.500000 1700.00 1720.44 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-01-31 1.500000 44400.00 47420.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-03-31 0.625000 114032200.00 115505234.31 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 236690000.00 236690000.00 0.0024 N Y Y N SOCIETE GENERALE (NEW YORK BRANCH) TRI-PARTY SOCIETE GENERALE (NEW YO 0.070000% BNT697UE7 254900J6B390XMPVLV82 0 BNT697UE7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2039-02-15 3.500000 2100.00 2925.47 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 700.00 1073.18 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-11-15 0.00 100.00 96.69 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-01-15 1.125000 3669000.00 4371417.77 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-11-15 0.00 5.00 4.70 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-11-15 0.00 329.23 329.16 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 0.00 0.01 0.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-07-31 2.250000 11300.00 11539.46 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 300.00 398.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 7351600.00 8035566.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-30 1.375000 500.00 506.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-15 2.375000 40000.00 40922.04 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-05-15 2.625000 111900.00 114721.32 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-06-30 2.750000 24999700.00 28085666.77 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-08-31 2.750000 2433800.00 2730796.61 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-12-15 2.625000 22630100.00 23478876.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 0.215025 300.00 300.17 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-07-15 1.750000 130000.00 134189.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-10 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-05 0.00 82900.00 82885.58 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-12-31 1.625000 850000.00 869071.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-28 0.00 300.00 299.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2050-02-15 2.000000 2550800.00 2856111.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-24 0.00 567000.00 566965.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-22 0.00 100.00 99.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-15 0.125000 4000.00 3998.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-06-30 0.250000 100.00 99.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.155025 45838400.00 45841287.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-05 0.00 500.00 499.76 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-07-31 0.125000 422500.00 422413.09 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-08-31 0.125000 392437100.00 392346839.47 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 500000000.00 500000000.00 0.0051 N Y Y N BANK OF NOVA SCOTIA TRI-PARTY BANK OF NOVA SCOTIA 0.070000% BNT697UN7 L3I9ZG2KFGXZ61BMYR72 0 BNT697UN7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TSY INFL IX N/B 2026-01-15 2.000000 100.00 154.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-01-15 1.750000 10159400.00 15308528.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-08-15 4.500000 100.00 156.89 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-05-15 4.500000 200.00 312.80 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-11-15 4.250000 100.00 155.08 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 100.00 221.71 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 100.00 157.93 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-08-15 3.750000 89740000.00 130514574.64 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-07-15 0.125000 476200.00 550115.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 200.00 254.48 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-08-15 2.750000 1742000.00 2207338.12 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 400.00 568.78 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-01-15 0.125000 11251400.00 13011284.77 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 8158600.00 11456672.37 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-30 1.875000 50600.00 51929.62 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 1668900.00 1811016.13 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-08-15 1.500000 100.00 106.54 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-11-30 2.125000 100.00 106.85 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-03-31 2.125000 34600600.00 37294817.13 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-02-15 2.750000 1000.00 1162.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-05-15 3.125000 3044000.00 4212421.73 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-07-15 0.750000 100.00 119.04 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-08-15 3.000000 1214600.00 1638500.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-02-28 2.500000 57291000.00 64026702.87 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-05-15 2.875000 100.00 133.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-25 0.00 84400.00 84352.23 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2030-02-15 1.500000 84240400.00 90547661.88 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-02-28 1.125000 79265600.00 82393103.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-25 0.00 100.00 99.93 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-03-31 0.500000 200.00 202.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-12 0.00 1900.00 1899.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-03 0.00 800.00 799.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-17 0.00 900.00 899.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-15 0.00 100.00 99.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-08-31 0.125000 54896000.00 54883373.92 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 500000000.00 500000000.00 0.0051 N Y Y N HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) IN 0.070000% BNT697UQ0 CYYGQCGNHMHPSMRL3R97 0 BNT697UQ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 213000.00 327802.49 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-02-15 7.875000 583100.00 605668.25 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-05-15 3.000000 29400300.00 39092236.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.750000 1685100.00 1699620.82 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 62328600.00 98057349.91 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-02-15 2.750000 19975000.00 21770026.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-05-15 2.500000 18843300.00 20587868.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-30 2.250000 108371000.00 110707953.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.000000 600300.00 611624.25 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-03-31 1.750000 43776000.00 45203472.93 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 280028800.00 306171284.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.375000 2164700.00 2179075.31 U.S. Treasuries (including 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254900HROIFWPRGM1V77 2023-04-15 0.250000 915000.00 918343.98 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-04-30 0.125000 32000000.00 32005529.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-07-31 0.250000 5000000.00 4996187.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-07-31 0.375000 8390000.00 8328869.59 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-07-15 0.125000 5000000.00 4997238.23 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2030-08-15 0.625000 805000.00 798663.64 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-15 0.125000 30199000.00 30178293.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-08-31 0.500000 6000000.00 6002766.00 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 790000000.00 790000000.00 0.0081 N Y Y N NATWEST MARKETS SECURITIES INC TRI-PARTY NATWEST MARKETS SECURITI 0.070000% BNT697US6 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Treasury 254900HROIFWPRGM1V77 2028-11-15 5.250000 2474900.00 3443248.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-15 2.625000 100.00 101.28 U.S. Treasuries (including strips) US TREASURY N/B 2024-11-15 7.500000 1436100.00 1904439.31 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-02-15 4.625000 12650100.00 20287077.57 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-15 8.000000 999900.00 1118095.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 7.250000 999800.00 1141668.79 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 4.750000 999700.00 1642817.23 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-11-15 4.375000 10105400.00 15833329.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-08-15 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4.375000 788000.00 1240663.98 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 1076800.00 1971415.67 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-08-15 6.875000 200.00 265.36 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 1761100.00 3912709.48 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 921800.00 1359538.65 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-04-15 3.375000 300700.00 675223.53 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-08-15 2.125000 340700.00 347429.82 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-08-15 3.750000 999500.00 1460502.82 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-02-15 7.875000 999800.00 1038496.17 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-11-15 6.125000 999700.00 1417664.12 U.S. Treasuries (including strips) US TREASURY N/B 2029-02-15 5.250000 1999600.00 2773136.47 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-11-15 3.125000 999900.00 1351959.99 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 7.625000 2625600.00 3493253.72 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-15 2.000000 999900.00 1028134.74 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-02-15 6.625000 999700.00 1397161.16 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 7.125000 499800.00 586893.06 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 3.125000 3927100.00 5291656.09 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-05-15 1.750000 1000300.00 1032704.59 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-15 2.000000 19762800.00 20311426.49 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 1.625000 2622400.00 2700145.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-05-15 8.125000 2011900.00 2172976.95 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-08-15 8.125000 400.00 431.97 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-02-15 2.125000 5317800.00 9745329.39 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-08-15 2.750000 4999500.00 6372350.96 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 3.125000 16299800.00 21973364.23 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 2.000000 20114300.00 21042666.78 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-05-15 3.000000 338000.00 449423.17 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-07-15 0.375000 18602600.00 21757089.50 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-08-15 2.500000 100300.00 107347.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.750000 3084500.00 3111079.71 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-09-30 2.000000 5012600.00 5062478.65 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-11-15 2.750000 400.00 436.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.125000 837700.00 846181.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-30 2.000000 400.00 403.89 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-02-15 2.750000 1690200.00 1842087.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 2.000000 1200400.00 1211563.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 2.250000 2112600.00 2158362.59 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-07-31 2.250000 16700.00 17051.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-30 2.250000 10371400.00 10595052.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.000000 109700.00 111769.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-06-30 2.125000 14999900.00 15299255.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 5787000.00 7739084.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-10-31 2.000000 5036200.00 5178557.17 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-30 1.875000 907700.00 931528.13 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 6916900.00 9367486.39 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 3058300.00 4263688.60 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 14182500.00 15407309.33 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-11-15 2.250000 16065300.00 17532837.22 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 2.000000 2612100.00 2817814.80 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-02-28 1.750000 999700.00 1023662.81 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-12-31 2.375000 577700.00 584315.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-12-31 2.125000 259600.00 267347.28 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-01-31 1.500000 1000100.00 1020496.62 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-04-30 1.750000 986700.00 1018751.16 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-07-31 2.000000 1000200.00 1037349.21 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-10-31 1.875000 200.00 208.73 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-11-30 2.000000 300.00 314.00 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-12-31 2.125000 18602200.00 19524425.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.375000 751900.00 756893.21 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-01-31 1.750000 2707700.00 2816311.76 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 10000000.00 10706155.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 1.375000 640000.00 644076.34 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 1.625000 6244400.00 6522461.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 1.375000 108500.00 109872.13 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-30 1.625000 999600.00 1044275.51 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-08-15 2.250000 3017300.00 3546118.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-07-31 1.125000 22905300.00 23130978.83 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-07-31 1.250000 18954600.00 19577466.91 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-09-30 1.375000 950200.00 991030.04 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-11-30 2.125000 1000000.00 1068655.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.750000 1043100.00 1068527.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.250000 6343200.00 6804342.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-01-31 1.875000 9799500.00 10053262.79 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-02-15 3.000000 5976900.00 8051794.87 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-02-28 1.875000 3075800.00 3155281.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-12-31 2.000000 300.00 308.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-02-29 2.125000 6036700.00 6445511.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-03-31 2.125000 399900.00 431128.67 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-03-31 1.875000 21000100.00 21736932.91 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-04-30 2.000000 12665800.00 13588716.10 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-05-31 1.750000 15879700.00 16394375.49 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-07-31 1.875000 21000300.00 21728012.55 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-05-31 2.000000 6099600.00 6540627.45 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-07-15 0.375000 7053100.00 8318011.76 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-08-31 1.625000 1000400.00 1029994.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-09-15 1.375000 4999500.00 5033579.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-15 1.625000 1018600.00 1026692.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-10-31 2.250000 300.00 327.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-15 1.750000 999200.00 1007697.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-15 1.875000 507600.00 512257.07 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-12-31 2.250000 1000300.00 1090962.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-15 2.000000 4600.00 4644.01 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-01-31 2.500000 499900.00 550591.85 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-11-15 2.750000 18200.00 23693.52 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 1.000000 597000.00 861813.27 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-02-15 2.750000 5799300.00 6748399.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-15 2.250000 20859700.00 21081569.21 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-02-28 2.750000 999500.00 1111593.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-15 2.375000 14500.00 14833.11 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-03-31 2.500000 2869900.00 3073470.10 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-03-31 2.625000 7899900.00 8840528.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-15 2.375000 20008100.00 20465583.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-15 0.625000 6135800.00 6711831.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-30 2.750000 17189500.00 18534021.03 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-05-15 2.875000 5751900.00 6813542.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-05-15 2.625000 235200.00 241111.94 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-05-31 2.875000 11101600.00 12551877.24 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-07-31 2.750000 4000800.00 4311264.39 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-07-15 2.625000 7608300.00 7797500.02 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-08-15 2.875000 13070900.00 15435948.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.750000 5427400.00 5501174.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 2.875000 860400.00 872562.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 0.145025 17710600.00 17713847.84 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-09-30 2.875000 5010000.00 5488001.31 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-10-15 2.875000 5924000.00 6169159.79 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-10-31 3.000000 12343700.00 14177260.04 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-09-30 3.000000 400.00 459.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-11-30 2.875000 3999600.00 4378509.21 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-11-15 3.125000 953200.00 1155903.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-30 2.750000 17999900.00 18241792.89 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-12-15 2.625000 400.00 414.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-12-31 2.625000 16000300.00 18028426.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-12-31 2.625000 20944500.00 22740104.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 0.215025 1630100.00 1631066.10 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-12-31 2.500000 9770000.00 9887561.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-01-15 2.500000 409300.00 423782.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.500000 1360800.00 1377054.73 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-02-15 1.000000 1558200.00 2229359.69 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-02-15 2.625000 18779500.00 21926818.45 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-02-15 2.500000 1210100.00 1252831.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 2.500000 610300.00 617465.53 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-03-31 2.250000 400.00 445.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-30 0.239025 21888500.00 21910001.70 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-04-30 2.375000 974600.00 1093063.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-05-15 2.125000 8808500.00 9160464.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.125000 1967000.00 2006667.56 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-06-15 1.750000 18599900.00 19200968.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-31 0.320025 99500.00 99705.58 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-06-30 1.750000 1000200.00 1062157.76 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-07-15 1.750000 16000100.00 16515640.09 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-07-31 1.750000 7099700.00 7214233.67 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-08-15 2.250000 16500600.00 19554056.83 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-08-15 1.500000 613500.00 630189.76 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-08-15 1.625000 2222100.00 2415054.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-10 0.00 893900.00 893877.65 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-09-30 1.500000 12783500.00 13050655.87 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-08-31 1.500000 13400100.00 13581376.55 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-08-31 1.375000 4999600.00 5291861.62 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-09-15 1.500000 5000400.00 5173846.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-08 0.00 1932600.00 1932399.01 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254900HROIFWPRGM1V77 2021-03-25 0.00 2480000.00 2478397.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-01 0.00 50000.00 49996.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-24 0.00 3363000.00 3362788.13 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-02-28 1.125000 19654200.00 19942900.54 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-02-28 1.125000 999700.00 1043347.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-03-15 0.500000 11644900.00 11776606.10 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-03-31 0.500000 2204600.00 2234417.58 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-03-31 0.375000 10999900.00 11058217.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-15 0.00 70900.00 70890.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-22 0.00 22688400.00 22687129.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-29 0.00 15991000.00 15989800.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-04-22 0.00 2822000.00 2819759.33 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-15 0.250000 1231600.00 1236101.03 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-05-20 0.00 22800000.00 22782375.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-27 0.00 100000.00 99983.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-27 0.00 22649000.00 22643360.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-01 0.00 789600.00 789600.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-13 0.00 1534000.00 1533843.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-20 0.00 7718000.00 7717019.81 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2050-05-15 1.250000 5603200.00 5311320.79 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-04-15 0.125000 4297900.00 4605484.01 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-15 0.125000 1459400.00 1459075.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-10 0.00 9913000.00 9911265.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-17 0.00 342000.00 341929.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-01 0.00 90000.00 89976.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-17 0.00 1116000.00 1115646.23 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-06-15 0.250000 2212800.00 2220429.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-07 0.00 1737000.00 1736272.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-21 0.00 16085000.00 16077954.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-08 0.00 14665000.00 14660776.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-22 0.00 114000.00 113962.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-07-15 0.125000 2279700.00 2278440.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-12 0.00 21600000.00 21574404.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-04 0.00 2787000.00 2785656.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-11 0.00 15000000.00 14992440.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-18 0.00 192000.00 191895.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-12 0.00 448000.00 447774.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-26 0.00 212000.00 211888.49 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 1320000000.00 1320000000.00 0.0135 N Y Y N NOMURA SECURITIES INTERNATIONAL INC TRI-PARTY NOMURA SECURITIES INTERN 0.080000% BNT697UT4 OXTKY6Q8X53C9ILVV871 0 BNT697UT4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2028-08-15 5.500000 29000.00 40203.73 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 3.125000 3142800.00 4212762.16 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 0.625000 80987700.00 110634926.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-05-15 3.000000 28406600.00 37571431.24 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 100.00 129.74 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 2196900.00 3175061.13 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 1651900.00 2572372.95 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-07-31 2.250000 815600.00 832883.69 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 126857200.00 168479091.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-12-31 2.125000 200.00 205.98 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 16900.00 22487.21 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-03-31 1.750000 2927800.00 3023303.59 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 43179700.00 56039046.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-01-31 1.750000 799000.00 831043.24 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.250000 1066000.00 1143393.48 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-02-15 3.000000 3665000.00 4901938.77 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-03-31 2.125000 35634000.00 38408684.05 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-04-30 2.000000 8397100.00 9005258.14 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-08-15 2.750000 2485600.00 3191407.62 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-08-31 1.625000 100.00 102.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-10-31 2.250000 1160500.00 1266399.55 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 1.000000 269289900.00 383702597.39 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-05-15 2.625000 7875000.00 8073550.84 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-05-31 2.875000 9414000.00 10641056.31 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 2.750000 10702000.00 11538485.11 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-07-31 2.750000 71174200.00 76705188.08 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-07-15 2.625000 70618000.00 72388434.32 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-10-15 2.875000 6518800.00 6789350.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-10-31 3.000000 27864900.00 31994343.70 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-11-15 2.875000 14951300.00 15569827.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-01-15 2.500000 100.00 103.54 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-07-15 0.250000 25000000.00 28344115.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-09-15 1.500000 29023400.00 30027278.39 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-09-30 1.625000 12652300.00 13660195.29 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-10-31 1.500000 61992100.00 65564927.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-05 0.00 1790000.00 1789688.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-25 0.00 22451800.00 22439092.28 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-04-22 0.00 100.00 99.92 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-05-20 0.00 797900.00 797221.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-10 0.00 18400500.00 18397059.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-05 0.00 1582500.00 1581746.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-04 0.00 41079800.00 41058027.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-18 0.00 2378800.00 2377325.14 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2050-08-15 1.375000 71596800.00 69344781.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-15 0.125000 120961500.00 120863442.29 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0008 1450000000.00 1450000000.00 0.0148 N Y Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA (NE 0.070000% BNT697UW7 549300HXQQQCCUBS2Z23 0 BNT697UW7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TSY INFL IX N/B 2027-01-15 2.375000 1000000.00 1591080.95 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-01-15 1.750000 420000.00 634015.26 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 4.750000 62011300.00 97571445.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-04-15 3.875000 13421800.00 30818428.63 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 1000000.00 1830809.50 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 1000000.00 2221741.80 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-07-15 0.125000 25000000.00 28879643.02 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 0.625000 1000000.00 1379636.62 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 3540000.00 5266225.90 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 597100.00 939376.85 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 2.000000 5513100.00 5947281.79 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 24604700.00 28782373.87 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-11-30 2.000000 25000000.00 26166733.06 U.S. Treasuries (including strips) US TREASURY N/B 2022-06-30 2.125000 67806000.00 70492213.56 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 1.000000 25747700.00 37168692.48 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-04-30 2.875000 27127500.00 30684712.12 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-07-15 0.750000 3000000.00 3578308.53 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-09-30 2.875000 84000000.00 92014393.18 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-11-30 2.875000 8858000.00 9697178.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-02-15 3.000000 1868000.00 2545544.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-10-31 1.500000 25000000.00 26448664.67 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-12-31 1.750000 5000000.00 5341566.85 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 500000000.00 500000000.00 0.0051 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 0.070000% BNT697UZ0 SUVUFHICNZMP2WKHG940 0 BNT697UZ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2045-11-15 3.000000 91867100.00 123530781.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-06-30 1.125000 125624300.00 126883354.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 89442700.00 100349097.84 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-12-15 2.625000 139994600.00 145240413.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-02-28 2.500000 73435400.00 82119796.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-08-31 0.500000 135814000.00 135876610.25 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 700000000.00 700000000.00 0.0072 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BANK PLC 0.070000% BNT699NF8 G5GSEF7VJP5I7OUK5573 0 BNT699NF8 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 83330500.00 102000111.59 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 100000000.00 100000000.00 0.0010 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 0.070000% BNT69ACR1 MBNUM2BPBDO7JBLYG310 0 BNT69ACR1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TSY INFL IX N/B 2027-01-15 2.375000 17438000.00 27728317.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-11-15 6.500000 100.00 139.28 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-02-15 6.625000 6058100.00 8462665.51 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-01-15 0.375000 459900.00 543426.02 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-02-15 2.250000 56420000.00 62941038.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.500000 61100.00 61834.61 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-11-30 1.625000 200.00 215.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-12-31 1.750000 9800.00 10631.87 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-01-31 1.500000 97610700.00 104251798.88 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 200000000.00 200000000.00 0.0020 N Y Y N FIXED INCOME CLEARING CORP TRI-PARTY FIXED INCOME CLEARING CO 0.050000% BNT69AG63 549300H47WTHXPU08X20 0 BNT69AG63 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TSY INFL IX N/B 2024-07-15 0.125000 278733200.00 322231079.55 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 71200000.00 77311637.83 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-10-31 3.000000 35000000.00 40178500.95 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-11-30 2.875000 7000000.00 7983554.46 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-08-31 1.250000 206859300.00 215295229.11 U.S. Treasuries (including strips) Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0005 650000000.00 650000000.00 0.0066 N Y Y N SOCIETE GENERALE (NEW YORK BRANCH) REPO JOINT SGN 1.029999% BRS9FKAT6 254900J6B390XMPVLV82 0 BRS9FKAT6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Department of the Treasury 254900HROIFWPRGM1V77 2021-07-15 0.625000 43688750.00 50970085.71 U.S. Treasuries (including strips) Y 2020-09-07 2020-09-07 2050-01-01 Y SOCIETE GENERALE (NEW YORK BRANCH) 1.0000 7 N N N 0.0103 49999999.99 49999999.99 0.0005 N N Y N Northern Institutional Funds 2020-09-08 Peter K Ewing Peter K Ewing President