N-MFP2 0000763852 XXXXXXXX 2018-10-31 0000763852 S000003910 9 N N 002-95973 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY J.P. Morgan Investment Management Inc. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Exempt Government N 16 94 25266187432.72 25097524288.81 25258616690.26 25928137978.81 26766187432.72 26697524288.81 26758616690.26 27428137978.81 0.9223 0.9133 0.9171 0.9157 0.9771 0.9716 0.9715 0.9687 650000672.08 25620461018.77 25619288307.41 10788616.51 52640623.33 26227436972.67 26228034416.41 1.0000 0.0224 1.0000 1.0000 1.0000 1.0000 C000010949 1000.00 361787068.58 361789410.68 1.0001 1.0000 1.0000 1.0000 7391667.76 25077778.01 8934771.27 3337264.36 4704884.71 2401779.36 3326899.03 8357766.59 25704430.65 39750529.71 0.0127 Y JPM Dist Svcs, Shareholder Servicing Contract, 61215.03; C000010954 1000000.00 46430092.26 46430774.61 1.0000 1.0000 1.0000 1.0000 527730.60 1726728.54 579475.51 167.61 3348214.67 260282.53 94809.43 297876.15 4903695.78 2285054.83 0.0174 N C000010952 10000000.00 15635999.78 15636137.49 1.0001 1.0000 1.0000 1.0000 39354962.90 39346000.96 31477124.49 31479759.96 40149085.29 39346795.49 40048548.34 39945999.00 174630721.20 173740154.81 0.0154 Y JPM Dist Svcs, Shareholder Servicing Contract, 37.17; C000010953 5000000.00 1562413048.76 1562439808.03 1.0000 1.0000 1.0000 1.0000 2540704597.69 2431004410.59 1896244538.45 1679124748.65 2301915091.85 2366512853.75 2341328175.57 2219604769.91 10507657760.37 10171302824.97 0.0198 Y JPM Dist Svcs, Shareholder Servicing Contract, 61651.18; C000010947 10000000.00 15538360882.55 15538821828.22 1.0000 1.0000 1.0000 1.0000 3237276380.60 1841652381.71 2259250373.61 2132453120.91 1560521787.61 1502887399.21 2542752438.22 2607580497.92 10653658162.41 9829504541.84 0.0203 Y JPM Dist Svcs, Shareholder Servicing Contract, 634563.85; C000010950 1000.00 457730573.30 457735287.36 1.0001 1.0000 1.0000 1.0000 1638725085.96 1605371250.28 1357836382.77 1358002691.99 1714992267.07 1707023486.97 1742439726.20 1724405119.69 7536506444.26 7471625218.53 0.0165 Y JPM Dist Svcs, Shareholder Servicing Contract, 7671.20; C000010951 1000000.00 806746467.04 806758013.38 1.0000 1.0000 1.0000 1.0000 246344354.67 225427376.67 206661464.57 166579502.72 214988331.37 226495295.11 258689760.54 227057844.26 1128950537.15 1028294299.05 0.0179 Y JPM Dist Svcs, Shareholder Servicing Contract, 4355.73; C000165408 50000000.00 4494605654.38 4494612602.78 1.0001 1.0001 1.0000 1.0000 1362160079.94 815945542.35 1006258540.10 1243591261.26 924935884.05 780528194.00 950680382.85 960771935.05 4479205268.69 4682634536.03 0.0206 Y JPM Dist Svcs, Shareholder Servicing Contract, 113571.90; C000115394 50000000.00 2943727186.02 2943810553.86 1.0000 1.0000 1.0000 1.0000 139163271.40 216845229.43 199986183.77 279032816.41 131476540.79 219500299.86 157181462.41 187478631.70 753272978.35 1033164646.28 0.0209 N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 2.200 0QK003Q07 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 2.625000 5005343.21 5033998.93 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-01-31 1.500000 3359135.11 3363858.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-11 0.000000 10343772.51 10231842.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 10170.57 9593.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-31 2.500000 20.34 20.45 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-08-15 6.875000 715357.05 893644.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-05-15 0.000000 3763155.43 2776757.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-15 1.000000 9159613.31 9041384.60 U.S. Treasuries (including strips) U.S. TREASURY 2036-02-15 0.000000 40641.59 23453.45 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.000000 103.70 43.39 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.000000 1900919.79 1875230.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-09-30 2.125000 13389349.02 12785954.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 34.00 24.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-01-15 2.375000 71193.97 103555.54 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 244093.63 237870.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.000000 2.16 0.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-05-15 4.250000 393255.17 457891.25 U.S. Treasuries (including strips) U.S. TREASURY 2035-08-15 0.000000 45971.56 26346.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.625000 10475888.18 10013149.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-10-31 1.625000 556614.83 522522.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-01-31 1.250000 46784.61 46791.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 8.125000 5083859.99 5920374.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-06-30 1.375000 10303191.94 9651059.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2037-02-15 4.750000 348219.90 425133.62 U.S. Treasuries (including strips) U.S. TREASURY 2019-05-15 0.875000 24150419.92 24035182.39 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-15 1.500000 1560409.19 1532664.08 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.000000 281646.64 192342.12 U.S. Treasuries (including strips) U.S. TREASURY 2047-11-15 0.000000 19.05 7.09 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-15 1.375000 7119417.76 7049536.59 U.S. Treasuries (including strips) U.S. TREASURY 2036-11-15 0.000000 7.92 4.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 6176911.25 5640125.78 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-15 2.750000 17155164.45 17269968.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-31 1.000000 14291478.38 14121282.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.000000 26.55 12.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-03-31 2.250000 10170567.74 10112150.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-15 0.875000 10170567.74 10099243.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 6273613.01 6163923.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-15 1.000000 1756518.07 1729296.54 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-03-15 1.000000 65193.34 64940.04 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-02-15 2.250000 5982409.31 5650013.97 U.S. Treasuries (including strips) U.S. TREASURY 2019-02-15 0.000000 81364.54 80826.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 4211042.21 3928443.90 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-31 1.375000 14238794.84 14002487.10 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-04-30 1.625000 8315659.60 7857965.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.750000 11211423.64 11218408.73 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-04-30 1.875000 4076078.77 3935327.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-08-15 5.500000 118385.41 143406.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.750000 1855518.38 1815799.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-03-31 2.250000 999766.81 987310.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-30 1.625000 20.34 20.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.000000 2440.94 2149.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-02-15 1.000000 13495143.26 13427774.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-07-31 2.875000 9723062.76 9704467.40 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-15 1.625000 20951.37 20480.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-15 3.375000 10170567.74 10395737.20 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-15 1.500000 992484.68 979779.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-12-31 2.375000 63708.44 63569.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-15 1.750000 13050567.41 12501356.27 U.S. Treasuries (including strips) U.S. TREASURY 2040-05-15 0.000000 19.65 9.49 U.S. Treasuries (including strips) U.S. TREASURY 2036-05-15 0.000000 626.08 348.88 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-30 1.375000 1669112.21 1609124.32 U.S. Treasuries (including strips) U.S. TREASURY 2027-11-15 0.000000 142387.95 107672.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.000000 4690869.25 4611550.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-01-03 0.000000 12621939.00 12571350.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-11-15 7.500000 71214.32 91289.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.000000 46.16 19.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-09-30 1.375000 360180.49 334827.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-31 2.125000 3051170.32 3022888.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-15 1.375000 212361.45 209767.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-08-15 1.625000 20.34 19.47 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-15 3.625000 5487021.30 5586083.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-12-15 1.875000 2960570.90 2922289.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-05-15 0.000000 14.95 12.24 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-01-15 2.375000 11132886.52 15423616.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-30 1.375000 10170567.74 9957596.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-31 1.625000 44709.82 43967.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.000000 366.14 145.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-15 0.000000 0.13 0.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-30 1.750000 5087114.57 5051776.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.000000 4.84 2.21 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-11-15 0.000000 71.89 35.34 U.S. Treasuries (including strips) U.S. TREASURY 2019-05-31 1.500000 203513.06 203549.79 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.625000 11265937.89 11241358.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-06-30 2.000000 11569834.45 11059197.29 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.750000 15255851.61 14741865.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-08-15 2.375000 2372996.87 2307216.04 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.000000 2357696.15 936972.03 U.S. Treasuries (including strips) U.S. TREASURY 2039-11-15 0.000000 2693166.34 1346340.78 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-30 1.250000 40.68 40.50 U.S. Treasuries (including strips) U.S. TREASURY 2048-02-15 0.000000 183.26 67.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-11-15 0.000000 20.09 15.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-15 8.000000 414470.98 490977.81 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-12-31 2.250000 1801614.37 1738875.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-11-15 3.125000 15418540.01 15129075.78 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2033-08-15 0.000000 83.80 51.54 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-10-31 1.875000 61.02 58.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.000000 141.95 106.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.000000 23.86 18.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-02-28 2.750000 2127072.54 2105355.08 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-31 2.625000 1469036.80 1469967.21 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-30 1.125000 1538603.49 1500619.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 20195594.66 39356981.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-15 6.250000 386.48 448.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.750000 1433846.64 1429495.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2033-02-15 0.000000 32.35 20.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-03-28 0.000000 7322808.77 7251587.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-07-31 2.125000 7370610.44 7075789.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.000000 57.68 38.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-11-30 2.125000 545834.03 529531.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-02-15 3.125000 225684.90 219437.88 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-07-15 0.125000 3675053.29 3729382.84 U.S. Treasuries (including strips) U.S. TREASURY 2047-08-15 0.000000 158.52 59.45 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.625000 8668802.05 9209142.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-03-14 0.000000 1017056.77 1008208.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-05-15 3.125000 77296.31 78647.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-03-31 1.500000 1782575.07 1679289.94 U.S. Treasuries (including strips) U.S. TREASURY 2019-09-30 1.000000 179673.25 177103.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-06-30 1.625000 17086.55 16847.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 2379912.85 2310620.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-18 0.000000 8136189.76 7989315.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-11-15 0.000000 5288.45 3705.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.250000 10286308.80 10442271.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-10-31 2.000000 2044507.87 1973195.43 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-06-15 1.500000 8022991.34 7901007.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-28 1.500000 4435343.91 4433381.82 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-05-15 0.000000 1524161.94 1504408.80 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.000000 82.44 37.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 10170567.74 9667085.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2034-08-15 0.000000 28.71 17.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 396652.14 758032.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-31 1.181200 20.34 20.47 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-31 1.375000 8566140.34 8362463.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-12-15 1.250000 20.34 20.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-08-15 6.750000 40682.27 51681.68 U.S. Treasuries (including strips) U.S. TREASURY 2045-08-15 0.000000 1224181.22 491435.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.125000 1377094.87 1321817.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-11-08 0.000000 31182.96 31166.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 1934543.69 1755848.10 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-30 1.857500 223.75 225.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.000000 27798317.80 27406342.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-01-24 0.000000 3343594.49 3325622.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.000000 36.28 15.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-11-15 1.750000 12830394.96 12654832.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-15 2.625000 10329228.60 10337789.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 10160397.17 9568515.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-31 1.875000 12326728.10 11927064.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.000000 35617.33 14821.79 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.750000 1728996.52 1683222.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-15 2.500000 36908583.51 36432683.43 U.S. Treasuries (including strips) U.S. TREASURY 2037-05-15 0.000000 264434.76 142519.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-15 1.375000 2732282.34 3209000.39 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.250000 4068227.10 3951265.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 4628157.53 4644907.86 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.000000 2865048.93 1180629.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.625000 14115995.40 15709830.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-30 1.000000 10291394.09 10219667.10 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.000000 310609.14 137031.43 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.000000 33128.59 27369.85 U.S. Treasuries (including strips) U.S. TREASURY 2020-11-15 0.000000 0.72 0.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.000000 11.31 9.58 U.S. Treasuries (including strips) U.S. TREASURY 2040-02-15 0.000000 4890293.75 2422064.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-31 2.000000 15255851.61 14835095.22 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-11-30 2.125000 10764162.76 10338399.18 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 10170954.22 10718917.08 U.S. Treasuries (including strips) U.S. TREASURY 2019-10-10 0.000000 9763745.03 9524211.07 U.S. Treasuries (including strips) U.S. TREASURY 2040-11-15 0.000000 18.09 8.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.000000 2534302.07 2472839.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 3376628.49 3303508.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 0.750000 8746749.28 8632011.99 U.S. Treasuries (including strips) U.S. TREASURY 2019-02-15 0.000000 2440.94 2424.80 U.S. Treasuries (including strips) U.S. TREASURY 2024-02-15 0.000000 101705.68 87003.10 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-30 1.625000 243076.57 242877.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-31 2.000000 2208945.61 2199281.47 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-31 2.625000 7572130.07 7594607.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.000000 1362042.43 1342868.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-02-15 2.000000 11350353.60 10739872.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-01-31 0.000000 53029.34 52717.00 U.S. Treasuries (including strips) U.S. TREASURY 2039-05-15 4.250000 14543.91 7425.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.000000 9.93 4.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-31 1.125000 16217031.29 15471140.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-31 1.250000 5238656.03 5189121.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-15 2.500000 265451.82 261603.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-31 1.750000 7368169.51 7051890.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-08-15 3.125000 1819128.09 1759110.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-06-30 2.750000 1200126.99 1191379.96 U.S. Treasuries (including strips) U.S. TREASURY 2029-08-15 0.000000 101.71 72.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-31 1.625000 1804157.01 1715493.58 U.S. Treasuries (including strips) U.S. TREASURY 2046-08-15 0.000000 4271.64 1675.85 U.S. Treasuries (including strips) U.S. TREASURY 2044-08-15 0.000000 3613928.18 1516151.29 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-04-30 1.750000 1244877.49 1196787.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 5302364.47 5057467.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-15 0.000000 89.66 81.43 U.S. Treasuries (including strips) U.S. TREASURY 2036-08-15 0.000000 12.13 6.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.125000 2723962.82 2827891.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.875000 1801004.14 1738166.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-15 0.000000 126827.74 122363.40 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-01-15 0.625000 11249990.44 11594185.88 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-28 1.125000 264231.35 263617.47 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-30 1.375000 5288695.23 5232910.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-08-15 0.000000 45730.39 29138.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 2269053.66 3040291.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-15 3.625000 2798614.78 2865756.12 U.S. Treasuries (including strips) U.S. TREASURY 2019-08-15 8.125000 10455.34 11077.44 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2018-11-01 2018-11-01 2018-11-01 N N N 0.0220 813645419.26 813645419.26 0.0310 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 2.200 0QK003PZ1 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.000000 173.63 75.20 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-15 0.000000 0.19 0.18 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-11-15 0.000000 13.84 9.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-05-15 0.000000 89082.43 59260.30 U.S. Treasuries (including strips) U.S. TREASURY 2045-02-15 0.000000 896.21 365.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-31 2.750000 9793559.62 9759370.09 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-15 0.875000 49099902.74 48400812.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-05-15 3.375000 105.58 107.61 U.S. Treasuries (including strips) U.S. TREASURY 2040-02-15 0.000000 451320.13 223529.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-30 2.250000 10953.73 10789.43 U.S. Treasuries (including strips) U.S. TREASURY 2025-11-15 0.000000 23.73 19.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-11-15 0.000000 9.80 4.82 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.750000 5072501.42 4859727.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.000000 416.54 188.49 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-03-31 1.375000 45834476.65 44985806.24 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 17676287.00 23809053.79 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.000000 174951.20 119477.67 U.S. Treasuries (including strips) U.S. TREASURY 2019-08-15 8.125000 6519.45 6907.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.000000 26128889.63 18020572.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-15 0.000000 32732.45 31580.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-31 1.500000 11853362.61 11686473.09 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2038-11-15 0.000000 25.10 12.82 U.S. Treasuries (including strips) U.S. TREASURY 2039-05-15 0.000000 388.00 194.23 U.S. Treasuries (including strips) U.S. TREASURY 2046-08-15 0.000000 131946.27 51765.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-05-15 4.250000 475.10 553.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.000000 14698587.72 6808973.78 U.S. Treasuries (including strips) U.S. TREASURY 2036-05-15 0.000000 75448872.04 42043883.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-11-15 0.000000 2.04 1.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-31 1.875000 578568.17 559809.54 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.875000 3119200.37 3033910.52 U.S. Treasuries (including strips) U.S. TREASURY 2039-08-15 0.000000 0.26 0.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.000000 268.12 122.34 U.S. Treasuries (including strips) U.S. TREASURY 2048-02-15 0.000000 98.51 36.32 U.S. Treasuries (including strips) U.S. TREASURY 2047-11-15 0.000000 28.79 10.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-28 1.500000 13354050.19 13348142.69 U.S. Treasuries (including strips) U.S. TREASURY 2045-05-15 0.000000 560.57 226.61 U.S. Treasuries (including strips) U.S. TREASURY 2039-05-15 4.250000 26.39 13.48 U.S. Treasuries (including strips) U.S. TREASURY 2035-08-15 0.000000 75.44 43.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-08-15 0.000000 119.93 76.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.000000 86.50 68.50 U.S. Treasuries (including strips) U.S. TREASURY 2037-02-15 0.000000 131.97 73.59 U.S. Treasuries (including strips) U.S. TREASURY 2040-05-15 0.000000 422.75 204.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.000000 318.09 209.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 1267835.01 1374653.24 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.000000 18687.74 7426.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.000000 374.38 156.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.000000 997.01 424.21 U.S. Treasuries (including strips) U.S. TREASURY 2023-02-15 0.000000 263.95 233.07 U.S. Treasuries (including strips) U.S. TREASURY 2047-08-15 0.000000 803.27 301.25 U.S. Treasuries (including strips) U.S. TREASURY 2038-08-15 0.000000 89.18 45.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.000000 172.45 74.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.000000 69.47 33.20 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-31 1.375000 263.95 246.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-11-08 0.000000 26.39 26.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 34037202.43 33980743.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-05-15 0.000000 1.10 1.08 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-11-15 0.000000 343.92 240.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 174731.30 125600.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-31 1.625000 7130456.78 6780037.85 U.S. Treasuries (including strips) U.S. TREASURY 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Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-15 0.125000 915351.10 969618.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-15 1.500000 25426.42 24916.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 0.750000 261587.00 258155.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 2946576.20 2525528.08 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-15 0.750000 162729.08 162196.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 873509.38 824944.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-15 2.750000 4729314.00 4760962.93 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.000000 889314.44 845682.90 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-28 1.500000 1200126.99 1199596.09 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-31 1.500000 66963.02 66020.21 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-15 0.125000 716557.18 764733.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-31 2.000000 8136454.19 7912050.79 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-08-15 3.000000 599860.09 563578.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-31 2.000000 75872.44 74290.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-02-15 3.500000 274442.60 285843.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 3457.99 3329.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 4678461.16 6301647.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-30 1.750000 43530.03 43227.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-11-15 3.750000 60331.81 61410.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-12-13 0.000000 549414.07 547963.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-09-30 2.125000 4024493.66 3843128.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 50826517.27 40884641.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.500000 661086.90 634746.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.250000 7921183.96 7546511.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-07-31 1.250000 1413851.30 1312838.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-31 2.000000 1499345.10 1437093.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.875000 113279.78 109075.61 U.S. Treasuries (including strips) U.S. TREASURY 2019-09-30 1.000000 17696.79 17443.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-31 1.625000 10223129.23 10164870.28 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-09-30 2.125000 1020514.77 1000318.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.125000 167407.55 165602.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-30 1.250000 5085283.87 5062033.90 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.750000 508528.39 491395.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-03-31 2.625000 8909.42 8727.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-31 1.250000 32830.59 32363.77 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-15 0.875000 1739390.84 1727830.18 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-03-15 1.000000 34810395.38 34675147.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-08-15 2.875000 5085283.87 4682832.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 3395952.57 3143372.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 121233.17 118142.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-31 1.625000 293726.00 291558.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-31 1.125000 3457.99 3298.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-06-15 1.500000 40682270.96 40063727.04 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-02-15 3.625000 451776.62 476027.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-06-30 2.625000 409263.65 407337.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-11-08 0.000000 1249047.42 1248395.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-12-27 0.000000 1507278.14 1501936.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 1997092.68 2104686.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 20341135.48 19748889.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-10-31 2.000000 6525436.26 6297829.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-08-15 2.375000 73106.04 71079.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-11-15 2.625000 9999091.97 10072765.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-11-15 0.000000 1141219.07 1140158.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-31 1.875000 1021328.41 1017597.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-31 1.750000 2247492.06 2151018.46 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-10-31 2.000000 1038537.01 1011600.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 410890.94 349865.82 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 10170567.74 9850903.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 7885647.99 8060470.08 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 149914.17 136562.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 48188.15 52248.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-02-15 2.750000 5227.67 5203.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.875000 28477.59 26885.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 5288.70 5134.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.625000 1579692.58 1758055.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 3883122.76 3679593.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-03-31 2.250000 1139713.82 1125514.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-31 1.875000 1019904.53 986836.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 655798.21 595221.52 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-28 2.000000 829775.94 816366.07 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 71193.97 66877.28 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 11128635.22 10553375.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-15 1.250000 10170.57 11880.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.625000 2237.53 2376.99 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-30 2.250000 930403.54 916447.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-12-31 1.500000 125850.61 126304.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 6485750.71 6448283.34 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2018-11-01 2018-11-01 2018-11-01 N N N 0.0220 406822709.63 406822709.63 0.0155 N Y Y N WELLS FARGO SECURITIES LLC (REPO) WELLS FARGO SECURITIES LLC (REPO) 2.200 OQB004ZA7 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-31 2.000000 234492.61 232321.21 U.S. Treasuries (including strips) U.S. TREASURY 2019-05-31 0.000000 4.55 4.49 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-15 2.625000 4099938.93 4103336.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-11-15 4.375000 2863421.64 3390284.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-11 0.000000 188969.15 186924.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.375000 7173972.68 6968840.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-28 2.625000 74651.97 74072.39 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-15 8.750000 101909.09 115112.27 U.S. Treasuries (including strips) U.S. TREASURY 2019-09-30 1.000000 4404242.31 4341242.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-31 1.435200 10170567.74 10226132.96 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-01-10 0.000000 3713192.92 3696706.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-31 1.625000 583200.70 578896.32 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-01-17 0.000000 7814759.13 7776513.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 11991587.55 11614688.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 1684246.02 1690341.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-11-15 7.500000 3028693.37 3882490.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-11-15 6.500000 496201.66 632428.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-11-29 0.000000 391017.65 390316.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-31 1.625000 14150717.72 14104282.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-04-30 1.625000 104756.85 98991.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-12-20 0.000000 653357.27 651367.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-21 0.000000 4867023.48 4831576.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-11-01 0.000000 9016615.12 9015623.29 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 9816835.39 9161903.08 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.125000 10801.14 10684.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-03-31 2.250000 50832497.55 50540526.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 5085283.87 4996371.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 1023220.14 1121048.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 40682270.95 37952129.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-02-15 7.625000 96213.57 123094.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2036-02-15 4.500000 52683.54 62209.87 U.S. Treasuries (including strips) U.S. TREASURY 2040-11-15 0.000000 9664602.33 4648577.08 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-15 2.000000 717025.03 708069.07 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-12-13 0.000000 14238.79 14201.20 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2038-05-15 4.500000 10780.80 12954.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-09-30 3.000000 183680.45 183826.47 U.S. Treasuries (including strips) U.S. TREASURY 2019-04-15 0.000000 1.32 1.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-11-23 0.000000 1148074.03 1146435.73 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-08-15 3.750000 6179636.96 6643322.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-01-31 1.250000 21459.90 21463.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 15947.45 14761.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-15 1.000000 16923.82 16661.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-01-15 1.750000 5284606.66 6757723.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-31 2.625000 1454391.19 1458708.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 16984.85 16956.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-02-15 5.375000 40682.27 50331.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-12-11 0.000000 276639.44 275942.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-14 0.000000 7237884.53 7188623.49 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-02-15 2.750000 592537.28 579071.32 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-08-15 6.125000 2664688.75 3425800.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-08-15 2.875000 20.34 18.73 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.250000 154185.81 146892.82 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-15 7.875000 3051.17 3437.08 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 312033.02 369739.07 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-18 0.000000 301923.47 296473.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-04 0.000000 13932274.26 13788590.72 U.S. Treasuries (including strips) U.S. TREASURY 2019-04-30 0.000000 15276.19 15091.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-15 6.250000 124467.41 144415.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 6448546.77 6129319.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-07 0.000000 8095792.26 8044521.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.750000 1252200.30 1248400.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-02-15 4.750000 6753663.80 8344582.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-01-15 2.375000 18612.14 27072.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-12-27 0.000000 7154790.99 7129434.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-03-31 2.250000 5090369.15 5026949.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-20 0.000000 299930.04 295154.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-02-15 3.500000 3335274.96 3473830.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 351454.14 671655.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-31 1.375000 5573.47 5541.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-05-15 0.000000 2966347.79 2926776.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-06-30 2.125000 4072702.14 3989629.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-15 7.625000 3864815.74 4688570.23 U.S. Treasuries (including strips) U.S. TREASURY 2020-12-15 0.000000 25.11 23.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-12-18 0.000000 51666.48 51515.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-15 1.125000 610.23 706.99 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-08-15 5.500000 366.14 443.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-01-15 0.125000 2629763.02 2848954.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-09-30 1.375000 165271.73 160997.80 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-29 2.250000 9424882.05 9394735.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-08-15 6.875000 3051.17 3811.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-02-15 4.625000 2651487.35 3214072.80 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-02-15 6.000000 2539611.11 3063147.74 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2018-11-01 2018-11-01 2018-11-01 N N N 0.0220 305117032.11 305117032.11 0.0116 N Y Y N JPMorgan U.S. Treasury Plus Money Market Fund 2018-11-05 Timothy J. Clemens Timothy J. Clemens Treasurer