N-MFP2 0000763852 XXXXXXXX 2019-05-31 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 18 114 24647681135.11 24260735012.45 21956911500.87 21023370567.77 21180266903.47 29597681135.11 28210735012.45 25906911500.87 26973370567.77 26330266903.47 0.8075 0.8227 0.8076 0.7519 0.7695 0.9697 0.9566 0.9528 0.9647 0.9566 799049369.99 26681531278.31 26681217533.48 43763217.20 58387911.72 27465642208.95 27466370382.43 1.0000 0.0245 0.9999 1.0000 1.0000 1.0000 1.0000 C000010949 1000.00 370149688.73 370151922.90 1.0000 1.0000 1.0000 1.0000 1.0000 6370658.76 1580970.83 6378925.50 6362869.52 6743326.15 10378593.92 3635296.02 419810.24 3521117.53 773844.69 23821558.48 19204439.47 0.0148 Y JPM Dist Svcs, Shareholder Servicing Contract, 55236.97; C000010954 1000000.00 29982620.66 29983836.35 0.9999 1.0000 1.0000 1.0000 1.0000 693050.00 890241.63 0.23 2658452.00 36340963.47 35741990.02 104437.18 54590.31 8241010.24 7361194.12 45159037.70 46706468.08 0.0195 N C000010952 10000000.00 6205472.45 6205558.18 0.9999 1.0000 1.0000 1.0000 1.0000 15452.88 236590.84 15.00 2688.65 1223.72 5206.79 899.14 44633.51 12.00 110.52 2158.86 89074.31 0.0176 N C000010953 5000000.00 1855906219.46 1855960506.24 0.9999 1.0000 1.0000 1.0000 1.0000 3333009898.21 3301402521.17 3094848343.19 3032207691.06 3166561878.91 3138948402.93 3061665583.73 3192472673.55 2480412676.71 2530939819.75 13685367042.04 13961025023.79 0.0219 Y JPM Dist Svcs, Shareholder Servicing Contract, 61884.48; C000010947 10000000.00 15777076721.11 15777496504.21 0.9999 1.0000 1.0000 1.0000 1.0000 2799084573.26 1960695703.43 1130419276.28 2008927008.77 847757662.08 2102578453.33 1372757178.71 756107608.03 701849998.17 1178088162.66 6025483479.16 6807949310.43 0.0224 Y JPM Dist Svcs, Shareholder Servicing Contract, 523741.13; C000010950 1000.00 719157153.52 719170071.10 1.0000 1.0000 1.0000 1.0000 1.0000 3310220012.88 3297706678.45 3377288961.51 3349919357.08 3375357146.10 3427263204.22 3132397645.04 3148038214.72 2463184035.29 2457151863.67 14344020816.38 14373408114.69 0.0186 Y JPM Dist Svcs, Shareholder Servicing Contract, 5937.93; C000010951 1000000.00 1006575379.47 1006595417.60 1.0000 1.0000 1.0000 1.0000 1.0000 482081136.68 435548771.62 389390302.75 437199390.84 425788059.32 386817616.72 453614631.47 451004140.07 377812874.93 382536465.75 1948118353.96 1917790759.32 0.0200 N C000165408 50000000.00 7220816945.99 7221021056.68 1.0000 1.0000 1.0000 1.0000 1.0000 3594892213.50 2661776008.02 1081896886.14 1357269182.04 1172611304.84 1343457911.17 1193395347.62 919532366.93 1551240361.29 1469352108.69 7624436969.25 7505998910.29 0.0227 Y JPM Dist Svcs, Shareholder Servicing Contract, 103067.61; C000115394 50000000.00 479772007.56 479785509.17 0.9999 0.9999 1.0000 1.0000 1.0000 97303442.45 86940344.87 38932563.41 65074754.11 19282622.60 818383108.85 24188920.53 14862155.04 2223711.89 10958700.06 153678187.37 931541700.65 0.0230 N BANK OF NOVA SCOTIA (REPO) BANK OF NOVA SCOTIA (REPO) 2.480 0PP004GJ2 0000009631 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 3126700.00 3205516.77 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-02 0.000000 100.00 98.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 15080000.00 22548981.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.625000 9993800.00 10286872.22 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-31 2.000000 2336200.00 2332555.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 15853300.00 15545688.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 49902200.00 52196254.04 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 30969100.00 33420541.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-01-15 2.375000 30359300.00 44063516.33 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 180000000.00 180000000.00 0.0066 N Y Y N BARCLAYS CAPITAL INC. (REPO) BARCLAYS CAPITAL INC. (REPO) 2.420 0BAR21XS5 AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 177430500.00 204000077.08 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 2019-08-01 2019-08-01 2019-08-01 N N N 0.0242 200000000.00 200000000.00 0.0073 N N N Y BNP PARIBAS (REPO) BNP PARIBAS (REPO) 2.450 0QK004B92 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2026-08-15 0.000000 91.55 77.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 23498600.00 25830324.40 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-02-15 0.000000 158.53 88.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-10 0.000000 1000.00 991.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 100.00 97.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-31 2.368570 100.00 100.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 100.00 102.52 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 46.56 37.18 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-11-15 0.000000 100.00 46.32 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.000000 1163.26 561.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-30 2.356570 100.00 100.20 U.S. Treasuries (including strips) U.S. TREASURY 2036-05-15 0.000000 103.71 67.32 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.125000 9800.00 9869.20 U.S. Treasuries (including strips) U.S. TREASURY 2048-05-15 0.000000 39.96 17.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.000000 29.80 28.45 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-01-15 2.000000 7400.00 10508.47 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 37110000.00 39998536.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-31 2.323570 100.00 100.18 U.S. Treasuries (including strips) U.S. TREASURY 2037-05-15 0.000000 94.34 59.46 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-08-15 0.000000 16.39 15.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-05-15 0.000000 59.37 49.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.000000 10.45 9.47 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.000000 250.28 214.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.000000 53.83 32.96 U.S. Treasuries (including strips) U.S. TREASURY 2047-05-15 0.000000 567.77 263.01 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 200.00 387.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.000000 200.00 214.30 U.S. Treasuries (including strips) U.S. TREASURY 2046-05-15 0.000000 14.59 6.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-15 0.000000 72.62 70.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.875000 431300.00 440352.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-31 2.625000 404917600.00 409492156.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.000000 301.80 155.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-01-15 1.750000 7745300.00 10460455.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.125000 31200.00 33066.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.438570 200.00 200.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2033-08-15 0.000000 1.50 1.06 U.S. Treasuries (including strips) U.S. TREASURY 2046-08-15 0.000000 30.93 14.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.000000 30.00 27.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2033-11-15 0.000000 215188.88 150339.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 100.00 106.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-05-15 4.375000 938300.00 1228407.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.000000 48.77 25.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-11-15 0.000000 64.33 48.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.000000 327.22 289.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.000000 0.01 0.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.000000 4.05 3.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-01-15 0.625000 126800.00 137490.59 U.S. Treasuries (including strips) U.S. TREASURY 2041-05-15 0.000000 49.50 27.52 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-11-15 0.000000 0.06 0.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.000000 1041.76 798.89 U.S. Treasuries (including strips) U.S. TREASURY 2035-08-15 0.000000 38.85 25.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.250000 300.00 294.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.000000 530.38 239.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 8.125000 500.00 558.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.000000 8.76 6.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.000000 147.69 141.61 U.S. Treasuries (including strips) U.S. TREASURY 2045-02-15 0.000000 277.83 137.29 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-23 0.000000 53151600.00 52059706.68 U.S. Treasuries (including strips) U.S. TREASURY 2036-08-15 0.000000 207008.92 133428.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.000000 58.64 30.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2035-05-15 0.000000 18.27 12.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-23 0.000000 120946000.00 120532364.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 52300.00 54518.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.750000 3100.00 3074.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.875000 56338000.00 56082619.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-08-15 0.000000 0.24 0.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-10-31 3.000000 218833000.00 231013501.67 U.S. Treasuries (including strips) U.S. TREASURY 2046-02-15 0.000000 0.01 0.00 U.S. Treasuries (including strips) U.S. TREASURY 2042-08-15 0.000000 9.39 5.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-12-31 2.625000 100.00 104.22 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.375000 6932600.00 6861639.90 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-12-31 2.125000 14163900.00 14337378.74 U.S. Treasuries (including strips) U.S. TREASURY 2029-08-15 0.000000 61.70 48.63 U.S. Treasuries (including strips) U.S. TREASURY 2046-11-15 0.000000 7.90 3.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 48486900.00 59784330.29 U.S. Treasuries (including strips) U.S. TREASURY 2044-11-15 0.000000 312.27 155.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-31 2.000000 15500.00 15590.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-05-15 3.000000 200.00 214.04 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 2019-06-07 2019-06-07 2019-09-03 Y BNP PARIBAS (REPO) 1.0000 7 N 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 N N 0.0245 1000000000.00 1000000000.00 0.0364 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 2.490 0QK004D74 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-31 1.375000 2057932.28 2009594.54 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-02-15 2.750000 856.35 900.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.000000 23.73 14.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-05-15 0.000000 341.31 249.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-09-30 1.375000 128.45 127.32 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-06-30 2.500000 27037213.00 27377318.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2033-02-15 0.000000 0.94 0.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.000000 0.11 0.09 U.S. Treasuries (including strips) U.S. TREASURY 2046-05-15 0.000000 42.82 20.71 U.S. Treasuries (including strips) U.S. TREASURY 2025-11-15 0.000000 5.88 5.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 1712.70 1787.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.875000 5373197.25 5485969.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.000000 341.14 261.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.000000 1673205.93 807957.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-05-15 0.000000 16687059.67 12520300.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2033-11-15 0.000000 29508388.20 20615740.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-08-15 0.000000 3.41 2.90 U.S. Treasuries (including strips) U.S. TREASURY 2039-02-15 0.000000 159.97 95.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-31 1.375000 1988867.83 1972992.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 35320751.16 36477435.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.250000 85.63 90.99 U.S. Treasuries (including strips) U.S. TREASURY 2019-08-15 8.125000 42.82 44.31 U.S. Treasuries (including strips) U.S. TREASURY 2037-05-15 0.000000 85634782.59 53975603.47 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2034-08-15 0.000000 108.44 74.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-30 0.000000 85.63 84.32 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-22 0.000000 42.82 42.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 1035795.51 1115471.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-31 2.875000 31722848.59 32097237.68 U.S. Treasuries (including strips) U.S. TREASURY 2045-11-15 0.000000 9281183.37 4570082.54 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-15 0.000000 49.97 47.47 U.S. Treasuries (including strips) U.S. TREASURY 2047-11-15 0.000000 62.85 28.68 U.S. Treasuries (including strips) U.S. TREASURY 2047-05-15 0.000000 154.08 71.38 U.S. Treasuries (including strips) U.S. TREASURY 2040-11-15 0.000000 121.44 68.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-11-30 2.875000 994733.63 1040511.28 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-08-15 0.000000 200.14 161.91 U.S. Treasuries (including strips) U.S. TREASURY 2037-02-15 0.000000 1027.62 674.99 U.S. Treasuries (including strips) U.S. TREASURY 2020-11-15 0.000000 11.04 10.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 5538429.56 5930280.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-31 1.250000 85.63 85.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 42.82 43.90 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-11-15 0.000000 0.04 0.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-15 1.500000 42.82 42.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-03-31 2.250000 94710528.12 95297165.14 U.S. Treasuries (including strips) U.S. TREASURY 2029-08-15 0.000000 566.82 446.75 U.S. Treasuries (including strips) U.S. TREASURY 2025-02-15 0.000000 42.82 38.01 U.S. Treasuries (including strips) U.S. TREASURY 2046-11-15 0.000000 42.82 20.46 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-05-15 0.000000 0.79 0.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-15 1.125000 214.09 251.42 U.S. Treasuries (including strips) U.S. TREASURY 2024-02-15 0.000000 204667.13 185935.99 U.S. Treasuries (including strips) U.S. TREASURY 2042-08-15 0.000000 313.42 166.77 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.000000 194.49 110.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.000000 385.36 380.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.000000 54983.82 47170.62 U.S. Treasuries (including strips) U.S. TREASURY 2038-11-15 0.000000 12.37 7.46 U.S. Treasuries (including strips) U.S. TREASURY 2020-02-29 1.250000 85.63 85.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-10-31 2.000000 42.82 42.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.000000 67.14 58.66 U.S. Treasuries (including strips) U.S. TREASURY 2035-08-15 0.000000 32.87 21.79 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.000000 0.21 0.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.000000 40.69 38.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-29 0.000000 21965749.91 21837909.25 U.S. Treasuries (including strips) U.S. TREASURY 2047-02-15 0.000000 42.82 20.37 U.S. Treasuries (including strips) U.S. TREASURY 2038-08-15 0.000000 36213.72 22005.99 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-15 0.000000 0.03 0.03 U.S. Treasuries (including strips) U.S. TREASURY 2039-05-15 0.000000 42.82 26.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.000000 53484.07 51282.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-27 0.000000 160094.23 157342.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.000000 743.21 374.93 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-05-15 0.000000 498.65 469.09 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.000000 56822.13 42332.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-31 1.250000 36394.78 36257.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-05-15 3.375000 135481076.85 154152589.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-11-30 2.125000 3074288.70 3084867.32 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-05-15 4.250000 42.82 54.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-08-15 0.000000 22.68 21.23 U.S. Treasuries (including strips) U.S. TREASURY 2047-08-15 0.000000 29576883.75 13800514.80 U.S. Treasuries (including strips) U.S. TREASURY 2036-08-15 0.000000 3688.14 2377.21 U.S. Treasuries (including strips) U.S. TREASURY 2037-11-15 0.000000 55.57 34.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-11 0.000000 2164419.13 2158687.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-15 2.000000 130552409.75 131167455.86 U.S. Treasuries (including strips) U.S. TREASURY 2036-05-15 0.000000 133485745.76 86648267.29 U.S. Treasuries (including strips) U.S. TREASURY 2045-08-15 0.000000 2577617.43 1253219.55 U.S. Treasuries (including strips) U.S. TREASURY 2044-11-15 0.000000 963.93 479.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-31 2.125000 121472.94 121965.09 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-09-15 2.750000 13818328.24 14116197.18 U.S. Treasuries (including strips) U.S. TREASURY 2043-02-15 0.000000 70.22 36.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-04-30 2.750000 4826076.63 4966643.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-05-15 4.375000 42.82 56.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-02-15 0.000000 134.95 75.71 U.S. Treasuries (including strips) U.S. TREASURY 2022-11-15 0.000000 513.81 479.27 U.S. Treasuries (including strips) U.S. TREASURY 2040-02-15 0.000000 42.82 25.47 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 2518989.95 2602269.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.000000 13.35 12.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.000000 8.61 3.90 U.S. Treasuries (including strips) U.S. TREASURY 2048-02-15 0.000000 85.63 39.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.000000 724.43 376.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.000000 750.34 387.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.000000 163.93 83.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-11-15 0.000000 172309.23 156978.88 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 45001.08 48503.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-08-15 0.000000 78.98 43.43 U.S. Treasuries (including strips) U.S. TREASURY 2036-11-15 0.000000 169167091.80 108231413.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-15 0.000000 1.74 1.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.000000 216.08 114.01 U.S. Treasuries (including strips) U.S. TREASURY 2045-02-15 0.000000 4011.79 1982.49 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-31 2.625000 214.09 216.51 U.S. Treasuries (including strips) U.S. TREASURY 2041-05-15 0.000000 677.34 376.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 1492014.82 1470503.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 9889482.32 7897443.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-01-15 2.375000 9914495.41 14917123.40 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.000000 85.63 47.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2034-02-15 0.000000 0.55 0.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-09-30 3.000000 346692.42 366719.10 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-30 1.375000 2819739.30 2784797.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.000000 0.09 0.08 U.S. Treasuries (including strips) U.S. TREASURY 2046-02-15 0.000000 43842.63 21040.43 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 2019-06-03 2019-06-03 2019-06-03 N N N 0.0249 856347825.95 856347825.95 0.0312 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 2.460 0QK003YL2 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-15 2.125000 5146600.00 5184482.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-02-15 0.000000 11.92 10.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.000000 667.44 346.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-23 0.000000 81970000.00 80286090.29 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 118880600.00 117791839.78 U.S. Treasuries (including strips) U.S. TREASURY 2047-08-15 0.000000 100.00 46.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-03-31 1.500000 78180400.00 76845626.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.000000 607.97 521.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.000000 247.09 124.65 U.S. Treasuries (including strips) U.S. TREASURY 2045-02-15 0.000000 1759.77 869.62 U.S. Treasuries (including strips) U.S. TREASURY 2045-08-15 0.000000 172.47 83.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 105431400.00 105313527.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.000000 8080.79 3902.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-08-15 0.000000 27.04 23.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-12-31 2.625000 2000.00 2084.47 U.S. Treasuries (including strips) U.S. TREASURY 2036-05-15 0.000000 2519808.42 1635658.04 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-02-15 3.125000 8732900.00 9620618.73 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-11-30 2.750000 65192400.00 65741254.82 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.000000 270.37 139.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 100.00 102.52 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2034-08-15 0.000000 104.27 71.21 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 200.00 219.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.000000 64.83 61.88 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-08-15 3.750000 100.00 121.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 200.00 212.49 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 100.00 193.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 26784200.00 27837973.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.750000 1345000.00 1335387.29 U.S. Treasuries (including strips) U.S. TREASURY 2021-05-31 2.125000 9262800.00 9272248.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-15 0.000000 41.05 39.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-11-15 2.750000 5092000.00 5249157.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.000000 1026.30 787.04 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.000000 100.00 107.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 300.00 318.11 U.S. Treasuries (including strips) U.S. TREASURY 2048-02-15 0.000000 1000.00 459.73 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-08-15 0.000000 62.14 58.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2033-08-15 0.000000 1968.79 1384.75 U.S. Treasuries (including strips) U.S. TREASURY 2044-11-15 0.000000 3166.96 1576.86 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-04-30 2.750000 421000.00 433262.29 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.000000 104.30 56.91 U.S. Treasuries (including strips) U.S. TREASURY 2041-05-15 0.000000 195.52 108.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-31 2.250000 288400.00 291647.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-05-15 0.000000 5.12 3.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 60730000.00 65457050.32 U.S. Treasuries (including strips) U.S. TREASURY 2046-05-15 0.000000 16000.00 7740.75 U.S. Treasuries (including strips) U.S. TREASURY 2043-02-15 0.000000 0.04 0.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-15 0.000000 75.37 72.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-01-15 2.375000 15454500.00 22430675.71 U.S. Treasuries (including strips) U.S. TREASURY 2040-11-15 0.000000 100.00 57.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-02-15 0.000000 616.30 313.18 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 386200.00 377962.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.000000 3206.34 2388.72 U.S. Treasuries (including strips) U.S. TREASURY 2037-02-15 0.000000 100.00 65.69 U.S. Treasuries (including strips) U.S. TREASURY 2045-05-15 0.000000 36.84 18.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-06-30 2.125000 105252600.00 106307225.82 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-06-30 1.375000 100.00 97.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.875000 3665400.00 3666530.78 U.S. Treasuries (including strips) U.S. TREASURY 2020-11-15 0.000000 0.07 0.07 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 387800.00 413848.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.250000 54855900.00 53877050.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-08-15 0.000000 97.09 78.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 473.50 378.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-15 3.625000 22949000.00 23758560.46 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-11-15 0.000000 96.49 87.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-02-15 1.000000 17299000.00 19347641.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-11-15 1.750000 38724700.00 38510353.73 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 200.00 223.63 U.S. Treasuries (including strips) U.S. TREASURY 2045-02-15 0.000000 2304000.00 1155520.51 U.S. Treasuries (including strips) U.S. TREASURY 2029-08-15 0.000000 60.43 47.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-08-15 2.875000 200.00 210.58 U.S. Treasuries (including strips) U.S. TREASURY 2041-02-15 0.000000 100.00 57.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-10 0.000000 100.00 99.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.000000 169.15 103.58 U.S. Treasuries (including strips) U.S. TREASURY 2019-11-15 0.000000 192188.75 190157.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-02-15 0.000000 154.74 86.81 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-05-15 0.000000 39.45 37.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-05-15 0.000000 96.44 80.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2033-05-15 0.000000 328876.68 232999.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-01-15 2.375000 135800.00 204321.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-11-30 2.125000 3993200.00 4006940.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.000000 337397.99 323507.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-08-31 2.750000 111530600.00 116493154.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.875000 507620000.00 531227038.99 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.000000 1449.98 742.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-08-15 3.625000 100.00 119.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-03-15 2.375000 44249900.00 44667593.80 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 2019-06-07 2019-06-07 2019-06-20 Y BNP PARIBAS (REPO) 1.0000 7 N 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 N N 0.0246 1500000000.00 1500000000.00 0.0546 N N Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 2.480 0SB001BF0 0001675365 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2021-03-31 1.250000 477054300.00 470687215.28 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 461458000.00 461458000.00 0.0168 N Y Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 2.480 0SB001BE3 0001675365 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-31 2.000000 19192324.48 19162384.45 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 16666615.21 19162380.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-11-15 6.500000 14741646.82 19162387.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-31 2.383570 19121327.83 19162379.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-11-15 4.250000 14897862.87 19162388.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 4032660.80 4346551.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2038-02-15 4.375000 6450358.07 8428405.00 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 106457714.28 106457714.28 0.0039 N Y Y N CITIBANK N.A. (REPO) CITIBANK N.A. (REPO) 2.480 0CAN05TA9 E57ODZWZ7FF32TWEFA76 0000036684 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-31 1.125000 2192721.42 2186940.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-11-15 3.125000 755641.32 827522.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-11-15 2.750000 1109098.89 1130475.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 42.82 46.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-30 2.250000 85.63 86.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 856.35 886.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-06-30 2.625000 36052.24 37280.49 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.000000 1520659.65 1517960.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-05-15 6.250000 42.82 59.49 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 14104134.31 14721754.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-02-28 2.500000 53093.57 54681.86 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-05 0.000000 10740742.59 10673602.21 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-01-15 2.000000 720017.25 1022470.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-05-15 4.375000 85.63 112.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 128.45 257.24 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-08 0.000000 372511.30 370875.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-15 7.125000 768957.53 923297.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-31 1.250000 12245.77 12199.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2038-05-15 4.500000 171.27 225.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-18 0.000000 128.45 128.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-08-15 2.000000 19273392.32 19267824.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 128.45 125.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 214.09 318.54 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-03-26 0.000000 5217299.12 5118613.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 3701820.38 7175310.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 85.63 128.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-15 1.000000 369728.17 367533.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-31 0.000000 1308028.48 1295183.65 U.S. Treasuries (including strips) U.S. TREASURY 2019-08-15 8.125000 4203939.92 4350703.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-31 2.000000 319888.73 321226.77 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 11203898.31 12315641.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-10-31 2.250000 159152.24 160945.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-15 1.125000 42.82 50.28 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.125000 7856563.12 7909156.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.625000 128.45 145.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-23 0.000000 14001.29 13713.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2036-02-15 4.500000 114579.34 149620.28 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-08-15 6.125000 114450.89 156929.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.125000 8435.03 8494.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-31 2.000000 85.63 86.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-15 0.750000 29201.46 29222.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 154870.50 152637.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.375000 2397.77 2624.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-03-31 1.125000 2500492.83 2479876.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-31 1.500000 85.63 84.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-03-31 2.250000 9120746.59 9227760.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.875000 302119.51 300880.52 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-31 2.000000 4881054.15 4898655.23 U.S. Treasuries (including strips) Y Fitch Long Rating AA- 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 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 107043478.09 107043478.09 0.0039 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 2.460 0CTG10CX2 82VOJDD5PTRDMVVMGV31 0000200245 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-15 2.625000 58366900.00 59075704.73 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 41543900.00 43306402.45 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-04-30 2.375000 312408900.00 318085581.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-15 3.625000 59352100.00 60476139.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 57000.00 55502.01 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-31 2.366570 62929000.00 63032347.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-05-15 1.625000 26953700.00 26097368.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-15 1.375000 57392900.00 57207937.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-05-15 2.125000 7836200.00 7867026.93 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-15 0.750000 60097400.00 60141131.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-15 1.375000 1476300.00 1477475.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-02-28 2.500000 5033500.00 5184077.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-15 1.250000 43050200.00 50799725.54 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 205288700.00 213365392.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-01-31 2.625000 1000.00 1040.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-01-15 2.000000 100.00 142.01 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-02-15 6.000000 2248400.00 2827006.21 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2019-06-05 2019-06-05 2019-06-05 N N N 0.0246 950000000.00 950000000.00 0.0346 N N Y N CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (REPO) CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (REPO) 2.480 0PW004F06 1VUV7VQFKUOQSJ21A208 0001330437 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2027-02-15 2.250000 9458171.75 9581187.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.375000 9381117.66 9581193.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-09-30 3.000000 9057954.62 9581187.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 6559881.77 6387484.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.000000 9589391.53 9581190.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.250000 9427416.12 9581192.01 U.S. Treasuries (including strips) Y Fitch Long Rating AA- 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 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 53228857.14 53228857.14 0.0019 N Y Y N DEUTSCHE BANK SECURITIES INC. (REPO) DEUTSCHE BANK SECURITIES INC. (REPO) 2.400 0DBS23IO0 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2020-09-15 1.375000 53876200.00 53456883.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-31 1.500000 99799300.00 99543173.77 U.S. Treasuries (including strips) Y Fitch Long Rating BBB+ Fitch Short Rating F2 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating BBB+ Standard & Poor's Short Rating A-2 2019-06-03 2019-06-03 2019-06-03 N N N 0.0240 150000000.00 150000000.00 0.0055 N Y Y N DEUTSCHE BANK SECURITIES INC. (REPO) DEUTSCHE BANK SECURITIES INC. (REPO) 2.400 0DBS23IN2 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.000000 67133000.00 41108221.22 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2034-05-15 0.000000 16384047.38 11268620.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-11-15 0.000000 12127558.46 8725657.04 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-15 0.000000 43921025.00 40897501.64 U.S. Treasuries (including strips) Y Fitch Long Rating BBB+ Fitch Short Rating F2 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating BBB+ Standard & Poor's Short Rating A-2 2019-06-03 2019-06-03 2019-06-03 N N N 0.0240 100000000.00 100000000.00 0.0036 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 2.480 ORS001KU5 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 120998800.00 157967826.40 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-10-31 2.875000 670000000.00 695045856.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-07-15 0.125000 640000000.00 676986356.76 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 1500000000.00 1500000000.00 0.0546 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 2.480 OSA001BI9 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2028-01-15 1.750000 56500000.00 76281723.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 25300000.00 26139833.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 79650000.00 81680836.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-11-15 2.250000 414145000.00 416403332.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-02-15 2.750000 100000000.00 105155500.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 279300000.00 294723783.90 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 337800000.00 359063834.40 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 1125000000.00 1212840000.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-05-15 2.375000 27120000.00 27562381.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 50000000.00 52151650.00 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 2600000000.00 2600000000.00 0.0947 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 2.300 ORS001KW1 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-30 2.250000 253755000.00 255000018.57 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2019-06-03 2019-06-03 2019-06-03 N N N 0.0230 250000000.00 250000000.00 0.0091 N Y Y N J.P. MORGAN SECURITIES LLC (REPO) J.P. MORGAN SECURITIES LLC (REPO) 2.480 0PQ002R53 0000782124 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 238249600.00 255053449.96 U.S. Treasuries (including strips) Y Fitch Long Rating AA 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 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 250000000.00 250000000.00 0.0091 N Y Y N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 2.480 0RG001QD6 KX1WK48MPD4Y2NCUIZ63 0001274981 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2023-06-30 1.375000 3564000.00 3491763.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-07-31 1.250000 124661500.00 121275898.90 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-15 2.625000 700.00 714.90 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 100271600.00 194358396.39 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-12-15 2.625000 3881300.00 3985498.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.125000 170785100.00 181004683.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-15 1.125000 84273200.00 98970675.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 100.00 102.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-11-15 6.125000 3333500.00 4347124.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-31 1.750000 7000000.00 6971853.73 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-01-15 1.750000 100.00 135.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-31 2.000000 53167000.00 53358720.20 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-01-15 2.375000 39045400.00 56670529.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-15 2.750000 216899900.00 221829930.47 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-01-31 2.500000 41998800.00 43300229.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.750000 17952600.00 17824292.77 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-06-30 1.750000 186000.00 185919.04 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.375000 4938700.00 5405957.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 100.00 98.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 5000000.00 7083898.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 3855400.00 5764943.29 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-09-30 1.375000 100.00 99.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 1681400.00 1740937.01 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-11-15 2.250000 26999900.00 27246416.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 8325000.00 8248756.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-05-15 1.625000 100.00 96.82 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-09-30 2.125000 10200.00 10266.80 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-15 7.625000 100.00 118.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-11-15 6.500000 10683500.00 13887279.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-04-30 2.375000 400.00 407.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-02-15 3.625000 1268600.00 1512456.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 25800.00 31108.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-08-15 2.375000 428000.00 437457.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-08-15 7.250000 100.00 118.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-21 0.000000 8000.00 7823.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.625000 43596000.00 49440198.54 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-05-15 1.750000 100.00 99.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 200.00 217.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-31 2.000000 100.00 100.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-05-15 2.125000 197364700.00 197878620.52 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-06-15 1.500000 100.00 99.85 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 1300000000.00 1300000000.00 0.0473 N Y Y N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 2.420 0RG001Q38 KX1WK48MPD4Y2NCUIZ63 0001274981 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-31 1.375000 139998800.00 138881331.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 97800.00 95713.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-11-15 2.250000 474999000.00 479713963.99 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-15 1.625000 100.00 98.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-15 7.625000 200.00 237.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-08-15 3.750000 17509900.00 21212282.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 1000.00 1071.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 3100.00 6359.82 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.750000 24997800.00 24819140.72 U.S. Treasuries (including strips) U.S. TREASURY 2019-11-30 1.750000 9999900.00 9967150.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-12-31 2.500000 107553000.00 109237083.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-11-30 1.625000 70078900.00 69514764.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-06-30 2.625000 49999800.00 51703222.47 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-12-31 1.750000 44991400.00 45032239.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.625000 100.00 110.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-06-30 1.750000 800.00 799.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.000000 144999000.00 155368653.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 9911000.00 10684441.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-08-15 3.125000 1813300.00 1994187.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.500000 522900.00 533094.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-21 0.000000 2000.00 1955.90 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-06-30 2.000000 100.00 100.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 400.00 410.08 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-02-15 2.750000 165793400.00 174337814.77 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-09-30 1.375000 49084000.00 48650179.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.125000 129214000.00 136946016.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-01-15 2.375000 400.00 580.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.750000 100.00 99.18 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-02-15 7.625000 15999300.00 21077953.20 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 93240000.00 99502844.09 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-15 3.500000 4999400.00 5061021.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-08-15 3.625000 100.00 119.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 3.625000 49999900.00 50645623.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 1799700.00 1773752.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 100.00 107.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 3502800.00 3369030.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 1000.00 1033.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-15 3.625000 3391000.00 3455220.46 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 34999900.00 34960770.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 500.00 490.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-15 2.500000 23463500.00 23983849.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2037-02-15 4.750000 6200700.00 8396842.99 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-03-31 2.250000 10000000.00 10061940.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-03-31 2.625000 100.00 103.40 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2019-06-07 2019-06-07 2019-07-23 Y NATIXIS NEW YORK BRANCH (REPO) 1.0000 7 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0242 1700000000.00 1700000000.00 0.0619 N N Y N NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 2.500 0QP001EZ2 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 265125000.00 253846582.10 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2019-07-11 2019-07-11 2019-07-11 N N N 0.0250 250000000.00 250000000.00 0.0091 N N N Y NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 2.540 0QP001EX7 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 212100000.00 203077265.70 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2019-06-14 2019-06-14 2019-06-14 N N N 0.0254 200000000.00 200000000.00 0.0073 N N N Y NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 2.540 0QP001EW9 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 159075000.00 152307949.30 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2019-06-12 2019-06-12 2019-06-12 N N N 0.0254 150000000.00 150000000.00 0.0055 N N N Y SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 2.430 0SON06GA1 O2RNE8IBXP4R0TD8PU41 0000865845 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2028-05-15 0.000000 10.00 8.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-04-30 2.375000 32262100.00 32848324.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-02-15 2.250000 257800.00 261153.01 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 100.00 114.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-31 1.250000 100.00 100.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-19 0.000000 3998900.00 3970359.85 U.S. Treasuries (including strips) U.S. TREASURY 2040-02-15 0.000000 33094300.00 19686409.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.000000 267.76 248.00 U.S. Treasuries (including strips) U.S. TREASURY 2019-11-15 0.000000 11217489.92 11098921.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-02-15 0.000000 118.79 99.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 841000.00 828874.88 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.875000 1229000.00 1228800.29 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 244100.00 365000.43 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.125000 46046300.00 46371463.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-07-31 2.125000 353300.00 356982.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-28 2.500000 81732100.00 82759635.96 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-09 0.000000 9900.00 9875.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 5214800.00 5583754.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-11-15 0.000000 11489800.00 6891570.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-07 0.000000 100.00 98.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-31 2.750000 106200.00 109109.99 U.S. Treasuries (including strips) U.S. TREASURY 2040-05-15 0.000000 100.00 58.81 U.S. Treasuries (including strips) U.S. TREASURY 2045-02-15 0.000000 51700.00 25929.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.875000 1372200.00 1400999.73 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 0.000000 500000.00 497475.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 1819400.00 1881346.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 74090900.00 74008066.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 400.00 775.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-31 1.250000 600000.00 597976.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-28 2.625000 5600.00 5756.10 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-31 2.625000 65376400.00 66210711.22 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2019-07-10 2019-07-10 2019-07-10 N N N 0.0243 350000000.00 350000000.00 0.0127 N N N Y SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 2.480 0SON06GP8 O2RNE8IBXP4R0TD8PU41 0000865845 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.000000 2309940.78 2310780.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.000000 302.91 280.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.250000 249217.51 252074.88 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-25 0.000000 1149.74 1145.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 3960471.82 4240680.54 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-12-31 2.250000 4703035.67 4790537.34 U.S. Treasuries (including strips) U.S. TREASURY 2020-02-15 0.000000 4173.14 4106.29 U.S. Treasuries (including strips) U.S. TREASURY 2035-08-15 0.000000 10.65 7.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2035-05-15 0.000000 11936.62 7967.45 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-10-15 2.875000 2398534.88 2452584.40 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-05-15 1.750000 21.29 21.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-27 0.000000 21.29 20.93 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-06-30 2.000000 4115250.69 4139681.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-18 0.000000 31.94 31.90 U.S. Treasuries (including strips) U.S. TREASURY 2025-02-15 0.000000 10.65 9.45 U.S. Treasuries (including strips) U.S. TREASURY 2045-02-15 0.000000 71220.21 35718.93 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-15 1.375000 55177.03 54999.21 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-03-31 1.125000 679061.82 673462.96 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-11-15 0.000000 5322864.42 3936790.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-04-30 1.875000 2341580.01 2334788.22 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-15 8.125000 74.52 85.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-15 1.500000 108331.37 108004.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 1782219.24 1802832.82 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.000000 106.46 105.21 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 26614428.56 26614428.56 0.0010 N Y Y N US TREASURY US TREASURY 2.367 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-06-03 2020-07-31 2020-07-31 N N N 0.0240 769819673.70 769819673.70 0.0280 N Y Y N US TREASURY US TREASURY 2.456 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-08-15 2019-08-15 2019-08-15 N N N 0.0246 99537667.00 99537667.00 0.0036 N Y Y N US TREASURY US TREASURY 1.250 912828XV7 254900HROIFWPRGM1V77 US912828XV77 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-06-30 2019-06-30 2019-06-30 N N N 0.0247 251778073.68 251778073.68 0.0092 N Y Y N US TREASURY US TREASURY 2.372 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-06-03 2019-10-31 2019-10-31 N N N 0.0241 52003307.20 52003307.20 0.0019 N Y Y N US TREASURY US TREASURY 1.250 9128282T6 254900HROIFWPRGM1V77 US9128282T61 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-08-31 2019-08-31 2019-08-31 N N N 0.0252 299121093.00 299121093.00 0.0109 N Y Y N US TREASURY US TREASURY 2.465 912796SG5 254900HROIFWPRGM1V77 US912796SG55 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-09-05 2019-09-05 2019-09-05 N N N 0.0247 198791682.00 198791682.00 0.0072 N Y Y N US TREASURY US TREASURY 2.324 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-06-03 2020-01-31 2020-01-31 N N N 0.0237 989757885.60 989757885.60 0.0360 N Y Y N US TREASURY US TREASURY 2.384 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-06-03 2019-07-31 2019-07-31 N N N 0.0242 300017301.00 300017301.00 0.0109 N Y Y N US TREASURY US TREASURY 0.750 9128282B5 254900HROIFWPRGM1V77 US9128282B53 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-08-15 2019-08-15 2019-08-15 N N N 0.0263 512240927.52 512240927.52 0.0186 N Y Y N US TREASURY US TREASURY 2.428 912796SK6 254900HROIFWPRGM1V77 US912796SK67 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-09-26 2019-09-26 2019-09-26 N N N 0.0243 496316405.00 496316405.00 0.0181 N Y Y N US TREASURY US TREASURY 1.375 9128282K5 254900HROIFWPRGM1V77 US9128282K52 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-07-31 2019-07-31 2019-07-31 N N N 0.0247 779658320.10 779658320.10 0.0284 N Y Y N US TREASURY US TREASURY 0.875 9128282G4 254900HROIFWPRGM1V77 US9128282G41 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-09-15 2019-09-15 2019-09-15 N N N 0.0243 99578125.00 99578125.00 0.0036 N Y Y N US TREASURY US TREASURY 3.625 912828LJ7 254900HROIFWPRGM1V77 US912828LJ77 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-08-15 2019-08-15 2019-08-15 N N N 0.0260 250576165.00 250576165.00 0.0091 N Y Y N US TREASURY US TREASURY 1.625 912828WW6 254900HROIFWPRGM1V77 US912828WW69 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-07-31 2019-07-31 2019-07-31 N N N 0.0263 499338890.00 499338890.00 0.0182 N Y Y N US TREASURY US TREASURY 0.875 912828TH3 254900HROIFWPRGM1V77 US912828TH30 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-07-31 2019-07-31 2019-07-31 N N N 0.0263 99749073.00 99749073.00 0.0036 N Y Y N US TREASURY US TREASURY 1.625 912828WS5 254900HROIFWPRGM1V77 US912828WS57 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-06-30 2019-06-30 2019-06-30 N N N 0.0248 173894844.84 173894844.84 0.0063 N Y Y N US TREASURY US TREASURY 1.000 912828TR1 254900HROIFWPRGM1V77 US912828TR12 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-09-30 2019-09-30 2019-09-30 N N N 0.0248 497695310.00 497695310.00 0.0181 N Y Y N US TREASURY US TREASURY 2.357 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-06-03 2020-04-30 2020-04-30 N N N 0.0238 1022949525.18 1022949525.18 0.0372 N Y Y N US TREASURY US TREASURY 2.488 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-07-31 2021-04-30 2021-04-30 N N N 0.0252 449934426.00 449934426.00 0.0164 N Y Y N US TREASURY US TREASURY 2.369 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-06-03 2020-10-31 2020-10-31 N N N 0.0243 1798960968.00 1798960968.00 0.0655 N Y Y N US TREASURY US TREASURY 2.439 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2019-06-03 2021-01-31 2021-01-31 N N N 0.0248 800052616.00 800052616.00 0.0291 N Y Y N WELLS FARGO SECURITIES LLC (REPO) WELLS FARGO SECURITIES LLC (REPO) 2.480 OQB005OU2 0001470801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2039-11-15 4.375000 118208626.83 154174449.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-03-31 1.375000 155075642.44 154174446.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 95243818.73 102783096.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-21 0.000000 155922656.08 154174451.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-04-30 2.375000 151422976.43 154174434.78 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-03 0.000000 155434537.82 154174430.02 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 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 856347825.95 856347825.95 0.0312 N Y Y N WELLS FARGO SECURITIES LLC (REPO) WELLS FARGO SECURITIES LLC (REPO) 2.480 OQB005OV0 0001470801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.250000 124484800.00 132265958.47 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 142282200.00 154820783.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 103218500.00 101215687.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.625000 118332900.00 121803060.02 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 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 500000000.00 500000000.00 0.0182 N Y Y N WELLS FARGO SECURITIES LLC (REPO) WELLS FARGO SECURITIES LLC (REPO) 2.480 OQB005OT5 0001470801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 3192593.15 3297144.21 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-15 0.000000 38535.65 36401.86 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-29 2.250000 5286534.85 5310720.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-15 2.500000 537229.81 549143.93 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-30 1.000000 35752.52 35641.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 3.625000 317448.14 321547.82 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-15 8.000000 42688.94 48832.57 U.S. Treasuries (including strips) U.S. TREASURY 2019-11-30 1.750000 404581.53 403256.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-08-15 6.875000 2751402.75 3562324.50 U.S. Treasuries (including strips) U.S. TREASURY 2020-03-31 0.000000 3425.39 3358.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-08-15 5.500000 4324.56 5568.54 U.S. Treasuries (including strips) U.S. TREASURY 2021-06-15 0.000000 26974.96 25765.29 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.000000 107043.48 95932.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-15 8.500000 2557996.59 2730358.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-11-15 7.500000 1926.78 2467.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-31 2.875000 3980518.78 4027496.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.750000 3226504.52 3216089.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-31 1.000000 250524.56 250201.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-02-15 5.375000 1133547.62 1512065.77 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 0.000000 19696.00 19596.54 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-15 1.625000 1021622.96 1015875.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-03-31 1.125000 255234.47 253130.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-09-30 1.375000 820167.13 799338.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-31 1.375000 379833.08 380876.86 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 292442.78 298279.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 4020681.50 4208760.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 3188054.50 3293453.24 U.S. Treasuries (including strips) U.S. TREASURY 2020-02-29 1.250000 568572.14 565501.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.875000 4900022.26 4901533.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-05 0.000000 8696683.16 8642320.20 U.S. Treasuries (including strips) U.S. TREASURY 2020-06-30 0.000000 256904.35 250607.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-15 7.625000 42646.12 50683.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-15 2.500000 5952816.28 6106454.78 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2036-02-15 4.500000 321087.62 419283.43 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-08-15 1.625000 1268251.13 1258204.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-31 1.375000 106829.39 105976.68 U.S. Treasuries (including strips) U.S. TREASURY 2019-11-15 0.000000 17126.96 16945.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-01-15 0.625000 3212717.32 3483583.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 3.125000 17126.96 17486.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-13 0.000000 510982.75 510557.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-15 1.625000 18764422.02 18523946.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-12-31 2.125000 38621.29 39094.32 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-30 1.250000 7128581.84 7157880.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-10-31 1.625000 1502676.35 1478014.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 2568957.84 2710944.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-15 1.375000 1445515.13 1446666.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-22 0.000000 5401670.82 5372842.10 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.000000 7224792.52 7227417.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.750000 21237.43 21113.24 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-06 0.000000 3776151.37 3774791.96 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-11-30 2.000000 8495912.42 8474604.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-15 3.625000 2075102.05 2114401.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-31 2.625000 4227232.59 4274989.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-30 1.625000 6358468.24 6396538.39 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-11-15 3.000000 11684223.83 12489796.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.000000 5860416.35 5219404.01 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-05-15 4.250000 571612.17 732835.86 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-03-31 2.500000 5924042.99 6051686.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-26 0.000000 223292.70 221587.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-02 0.000000 6404668.21 6391545.04 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-31 1.500000 8585486.40 8563452.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-02-15 3.125000 5914366.26 6515574.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-27 0.000000 2407450.64 2403406.13 U.S. Treasuries (including strips) U.S. TREASURY 2020-01-31 1.375000 129137.25 128869.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-11-30 2.875000 4669150.89 4836960.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-02-15 1.000000 2091886.47 2339619.07 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2038-02-15 4.375000 256.90 335.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-08-31 2.750000 1888503.86 1972532.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-05-15 6.250000 214.09 297.45 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-15 2.125000 42.82 43.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 1462642.09 1441554.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-02-15 5.250000 4281696.31 5469682.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-11-15 6.500000 1147762.99 1491955.40 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 6604111.62 7047703.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 14986.09 15930.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 13144.94 17161.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-31 2.371570 428131.10 429041.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-15 0.000000 24405.91 23994.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 6979.24 10384.45 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-04-30 1.750000 527467.44 524079.62 U.S. Treasuries (including strips) U.S. TREASURY 2020-02-15 0.000000 42817.39 42110.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-31 2.000000 6138087.13 6174055.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-31 1.125000 666666.78 664909.24 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-10-31 2.875000 171.27 177.67 U.S. Treasuries (including strips) U.S. TREASURY 2019-06-30 1.000000 243930.68 244633.75 U.S. Treasuries (including strips) U.S. TREASURY 2020-09-30 0.000000 3425.39 3324.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-15 1.750000 62855.93 62218.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-15 2.625000 94883.34 96035.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.000000 27745.67 27884.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.000000 3425391.30 3103952.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-06-30 2.500000 135088.87 136788.18 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-09-30 2.125000 6382959.79 6416359.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-31 1.625000 98908.17 99138.46 U.S. Treasuries (including strips) U.S. TREASURY 2020-04-15 0.000000 79212.17 77610.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-11-15 0.000000 1937793.52 1765388.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-11-30 2.125000 8561594.30 8591054.74 U.S. Treasuries (including strips) U.S. TREASURY 2030-05-15 0.000000 214086.96 167469.52 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-02-15 4.750000 15414.26 21330.74 U.S. Treasuries (including strips) U.S. TREASURY 2020-07-31 0.000000 23121.39 22515.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-31 1.375000 276300.63 269810.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-15 7.875000 333162.12 372515.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-19 0.000000 8549733.88 8488714.43 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-31 0.875000 3764248.14 3765217.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.000000 511282.47 505288.71 U.S. Treasuries (including strips) U.S. TREASURY 2019-06-30 0.000000 11132.52 11110.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-03-31 1.500000 31042.61 30512.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-15 6.250000 21965.32 26061.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-11-15 2.625000 650267.72 655128.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 48683.37 52472.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-11-15 2.750000 1956926.05 2017323.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-15 3.375000 387625.84 389827.32 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.000000 1070092.24 1078559.39 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-30 1.375000 4946864.49 4885564.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-30 1.375000 369942.26 369505.24 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-03-31 1.250000 82551.93 81450.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-06-30 1.125000 6436524.35 6345271.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-31 2.000000 31256.70 31207.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-09 0.000000 5768358.96 5753995.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-10-31 2.250000 3210319.55 3246494.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-15 2.625000 17983.30 18366.08 U.S. Treasuries (including strips) U.S. TREASURY 2020-01-31 0.000000 44958.26 44260.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-10-31 2.000000 4314794.16 4317537.43 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-05-15 2.125000 1280967.90 1284303.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-06-30 1.875000 901263.27 904133.01 U.S. Treasuries (including strips) U.S. TREASURY 2020-05-15 0.000000 428.17 419.38 U.S. Treasuries (including strips) U.S. TREASURY 2019-12-31 0.000000 11132.52 10979.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-01-15 2.375000 4472447.79 6729142.82 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.500000 6628174.99 6569577.79 U.S. Treasuries (including strips) U.S. TREASURY 2021-02-15 0.000000 1712.70 1652.27 U.S. Treasuries (including strips) U.S. TREASURY 2020-02-15 0.000000 1284.52 1263.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.000000 8991.65 7959.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 9676.73 10601.20 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-30 1.125000 313680.21 310546.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-31 2.500000 3412032.28 3417880.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-15 3.500000 4659859.51 4717295.73 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-02-15 6.000000 5128238.96 6447946.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-01-15 2.375000 409933.70 594978.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-16 0.000000 3280668.52 3271023.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-15 0.000000 38535.65 37908.29 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-07-31 2.875000 1370.16 1444.39 U.S. Treasuries (including strips) U.S. TREASURY 2022-01-31 0.000000 115606.96 109467.07 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-25 0.000000 6474888.73 6451987.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-30 0.000000 1785528.03 1758089.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-28 2.000000 47827.03 47960.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-08-15 2.750000 4581.46 4701.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-31 1.375000 3023592.90 2995452.32 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.000000 15499.90 15391.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.000000 5026890.19 5017967.46 U.S. Treasuries (including strips) U.S. TREASURY 2020-01-31 0.000000 28259.48 27816.79 U.S. Treasuries (including strips) U.S. TREASURY 2019-07-15 1.875000 4624149.81 5572401.82 U.S. Treasuries (including strips) U.S. TREASURY 2022-01-31 0.000000 23121.39 21870.57 U.S. Treasuries (including strips) U.S. TREASURY 2020-04-15 0.000000 10276.17 10068.39 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.875000 507600.17 505379.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-05-15 0.000000 23121.39 20353.76 U.S. Treasuries (including strips) U.S. TREASURY 2019-12-31 0.000000 32113.04 31672.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.750000 33697.29 33539.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-10-31 1.875000 191179.65 190547.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 0.750000 234939.03 234613.73 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-06-30 2.625000 64140.45 66325.63 U.S. Treasuries (including strips) U.S. TREASURY 2019-07-31 0.000000 28259.48 28145.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2049-02-15 3.000000 4550204.17 4912617.28 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-08-15 6.125000 3596.66 4931.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.500000 504303.23 502043.96 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-31 2.625000 7237252.38 7329611.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-30 2.250000 4489660.38 4511688.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-31 1.625000 3218883.03 3224781.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-30 1.750000 97623.65 97686.78 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-15 0.000000 27831.30 25915.40 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.125000 41147.51 41501.73 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.750000 963262.85 956378.41 U.S. Treasuries (including strips) U.S. TREASURY 2019-09-30 0.000000 3425.39 3397.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.000000 203382.61 195009.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-08-15 6.375000 2783.13 3706.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 8.125000 36651.69 40948.28 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-18 0.000000 101776.94 101463.47 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-07-31 2.125000 85.63 86.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-15 1.375000 4991779.93 5907351.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 809462.78 1621045.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-28 2.500000 5396233.01 5464074.45 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-03-15 1.625000 12973.67 12941.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-03-31 1.750000 21194.61 21095.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 5152858.96 5393997.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-02-15 7.625000 171.27 225.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-11-15 6.125000 428045.46 558202.12 U.S. Treasuries (including strips) U.S. TREASURY 2019-10-15 0.000000 10276.17 10183.07 U.S. Treasuries (including strips) U.S. TREASURY 2020-06-15 0.000000 55234.43 53927.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-15 1.000000 36009.43 35795.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-14 0.000000 1016827.41 1005885.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-01 0.000000 776108.03 773033.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-17 0.000000 3272404.76 3243031.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.250000 34253.91 34812.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-04-15 2.250000 4919718.26 4964344.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-08-15 2.000000 462684.73 462551.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 4698994.61 5065698.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-02-15 6.625000 792549.91 1057037.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-15 0.875000 4913681.01 4900614.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-01-15 2.000000 2877371.51 4086050.86 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-11 0.000000 5256691.13 5252990.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.125000 6539585.81 6612586.88 U.S. Treasuries (including strips) U.S. TREASURY 2020-05-15 8.750000 10961.25 11673.13 U.S. Treasuries (including strips) U.S. TREASURY 2020-08-15 0.000000 428.17 416.79 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-06-30 2.000000 30871.34 31054.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 42.82 42.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-07 0.000000 585913.18 579872.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-04-30 2.875000 85.63 89.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-15 1.500000 231941.81 230265.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.250000 21391911.23 21010193.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-08 0.000000 87433.11 87049.28 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-31 1.750000 1039649.08 1035468.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-15 0.875000 2100364.31 2107084.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-08-15 3.000000 447398.92 482255.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-31 2.000000 2791222.92 2802898.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-04-15 0.500000 5515779.16 5575187.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-09-15 1.375000 55438288.38 55006814.29 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 146478.30 148574.78 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-31 2.125000 7664441.50 7695493.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 193363.34 374799.93 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.875000 65327393.07 65059485.43 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-31 2.000000 4622437.11 4638651.86 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.000000 563048.70 537450.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 284821.29 288115.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-08-15 2.375000 86919.30 88839.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-02-15 2.750000 7207237.39 7491487.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 2.625000 515949.57 521718.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.000000 15414.26 13887.29 U.S. Treasuries (including strips) U.S. TREASURY 2021-07-31 0.000000 122029.57 116666.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-09-15 2.750000 344936.90 352372.39 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-18 0.000000 1730978.68 1728984.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-23 0.000000 810533.22 807761.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-15 1.375000 231428.00 230682.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-06-15 2.625000 2596360.97 2656485.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-02-15 3.500000 216013.74 252992.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-23 0.000000 4120274.75 4035631.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-05 0.000000 4339799.51 4330013.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.250000 42688.94 43461.33 U.S. Treasuries (including strips) U.S. TREASURY 2021-01-31 0.000000 23121.39 22324.81 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-08-15 7.250000 40847.79 48260.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-15 1.500000 87133.39 86729.08 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2037-02-15 4.750000 727.90 985.70 U.S. Treasuries (including strips) U.S. TREASURY 2020-06-30 0.000000 5566.26 5430.22 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 0.000000 5422223.16 5395871.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-05-15 3.000000 28339803.68 30328785.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2038-05-15 4.500000 655106.09 862744.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 4332563.37 4516372.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-31 2.250000 42817.39 43299.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-31 2.750000 94412.35 97794.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-31 1.375000 7587241.74 7481172.10 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-10 0.000000 3374310.16 3345729.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-31 1.250000 9805.18 9768.24 U.S. Treasuries (including strips) U.S. TREASURY 2021-07-31 0.000000 42389.22 40444.40 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-15 1.375000 394605.08 394168.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-05-15 1.750000 379790.26 377021.16 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 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 642260869.52 642260869.52 0.0234 N Y Y N JPMorgan U.S. Treasury Plus Money Market Fund 2019-06-05 Timothy J. Clemens Timothy J. Clemens Treasurer