N-MFP2 0000763852 XXXXXXXX 2019-07-31 0000763852 S000003910 9 N N 002-95973 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY J.P. Morgan Investment Management Inc. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Exempt Government N 16 100 22106098901.38 21708673820.95 22250494972.78 24302184165.71 27856098901.38 26858673820.95 27400494972.78 29652184165.71 0.7806 0.7719 0.7761 0.7910 0.9837 0.9550 0.9557 0.9652 650000128.77 27719327618.07 27723664409.68 518145494.76 59704201.09 28832105832.12 28832677396.54 1.0000 0.0235 0.9999 0.9999 0.9999 0.9998 C000010949 1000.00 281857946.26 281859208.37 0.9999 0.9999 0.9999 0.9998 730036.54 12469607.38 1607264.08 77998860.98 562212.63 2807373.72 1534264.00 2085766.32 4044904.21 102720479.56 0.0138 Y JPM Dist Svcs, Shareholder Servicing Contract, 50861.67; C000010954 1000000.00 33827080.91 33827510.03 0.9999 0.9999 0.9999 0.9998 5854868.41 153113.01 0.00 223693.35 1528581.65 206867.53 7794844.08 10946954.65 16419830.01 12538347.21 0.0186 N C000010952 10000000.00 6049111.69 6049167.23 0.9999 0.9999 0.9999 0.9998 9786.63 21075.99 15.00 15015.00 766.25 381.93 15.00 15.00 7723.79 96496.92 0.0166 N C000010953 5000000.00 2332643587.41 2332669168.14 0.9999 0.9999 0.9999 0.9998 2343538197.08 2421967038.87 3201394818.72 3232283801.73 3062497606.71 2884088717.47 2808594756.70 2973369827.95 13503480063.05 13536735944.91 0.0209 Y JPM Dist Svcs, Shareholder Servicing Contract, 77073.10; C000010947 10000000.00 16176667136.86 16177027303.01 0.9999 0.9999 0.9999 0.9998 1578309627.45 1170017300.50 2818911178.00 2700411860.03 1451019581.39 1538386421.94 1871863295.98 912405510.28 8308417068.75 8003594886.12 0.0214 Y JPM Dist Svcs, Shareholder Servicing Contract, 549449.03; C000010950 1000.00 765341704.73 765339392.61 0.9999 0.9999 0.9999 0.9999 2536368547.95 2541566177.63 3187379610.99 3197297207.66 3121075304.81 3108923885.10 3114830349.68 3098622900.99 13833711918.44 13816838903.41 0.0176 Y JPM Dist Svcs, Shareholder Servicing Contract, 5727.10; C000010951 1000000.00 1114822268.22 1114836415.47 0.9999 0.9999 0.9999 0.9998 371114506.54 338684032.99 456625078.05 420761572.01 502602544.82 472570799.39 535974175.67 559877387.69 2222271403.20 2117858072.93 0.0191 N C000165408 50000000.00 7724473205.82 7724633215.74 0.9999 0.9999 0.9999 0.9998 1931469456.76 2012519420.94 1027751107.06 1247715725.03 1643821806.79 1126931846.48 1701490050.17 1454038691.27 7412437377.53 6827867537.45 0.0217 Y JPM Dist Svcs, Shareholder Servicing Contract, 104234.08; C000115394 50000000.00 396423790.22 396436015.94 0.9999 0.9999 0.9998 0.9998 56264647.23 40844700.58 15370000.00 34957912.20 15623840.30 129840178.06 33627996.53 13919183.28 130921095.32 224065530.88 0.0221 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 2044-05-15 3.375000 176269200.00 204000015.20 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 0.0069 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 2.390 0QK004ED0 R0MUWSFPU8MPRO8K5P83 0000310732 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 200.00 208.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.250000 3330200.00 3388078.88 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 366076900.00 401899184.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.000000 17429900.00 17632086.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-01-15 2.000000 142491900.00 204169121.29 U.S. Treasuries (including strips) U.S. TREASURY 2036-05-15 0.000000 28851456.04 19114955.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 100.00 94.40 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.875000 96435000.00 96508869.21 U.S. Treasuries (including strips) U.S. TREASURY 2019-11-15 0.000000 10.00 9.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-15 0.000000 66.08 64.71 U.S. Treasuries (including strips) U.S. TREASURY 2020-01-15 1.375000 200.00 199.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-09-15 2.750000 89535800.00 92158527.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-05-15 2.375000 40155900.00 41509934.03 U.S. Treasuries (including strips) U.S. TREASURY 2039-05-15 0.000000 21108200.00 13134957.40 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-15 2.000000 200.00 200.37 U.S. Treasuries (including strips) U.S. TREASURY 2043-08-15 0.000000 613800.00 327467.21 U.S. Treasuries (including strips) U.S. TREASURY 2024-11-15 0.000000 100.00 90.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-15 8.750000 100.00 110.85 U.S. Treasuries (including strips) U.S. TREASURY 2045-02-15 0.000000 1706900.00 870112.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 119724000.00 131285376.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-15 0.000000 0.10 0.10 U.S. Treasuries (including strips) U.S. TREASURY 2044-11-15 0.000000 1894200.00 972501.22 U.S. Treasuries (including strips) U.S. TREASURY 2020-11-15 0.000000 1017.06 991.19 U.S. Treasuries (including strips) U.S. TREASURY 2022-11-15 0.000000 100.00 94.21 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.000000 82.63 79.78 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-08-15 0.000000 2500000.00 1157400.00 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 2019-08-07 2019-08-07 2019-08-20 Y BNP PARIBAS (REPO) 1.0000 7 N 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 N N 0.0239 1000000000.00 1000000000.00 0.0347 N N Y N 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 2042-11-15 2.750000 100.00 104.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-15 3.625000 822100.00 856803.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-11-15 2.250000 73804000.00 75544141.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-02-15 2.750000 432242700.00 454728180.18 U.S. Treasuries (including strips) U.S. TREASURY 2045-02-15 0.000000 272.34 136.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-11-15 3.125000 100.00 111.47 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.000000 4.05 3.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.000000 327.22 294.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-11-15 2.750000 19959500.00 20702493.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-09-30 1.125000 62375800.00 61662220.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.500000 30047100.00 30884635.52 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-08-15 0.000000 91.55 79.49 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-07-31 1.250000 34896600.00 34111426.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 58.25 47.53 U.S. Treasuries (including strips) U.S. TREASURY 2044-11-15 0.000000 338.37 171.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-03-31 1.875000 47783100.00 48152463.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.000000 29.80 28.65 U.S. Treasuries (including strips) U.S. TREASURY 2029-08-15 0.000000 102.66 82.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.000000 8.76 6.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.000000 48.77 25.82 U.S. Treasuries (including strips) U.S. TREASURY 2036-05-15 0.000000 48.00 31.80 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.000000 40053900.00 40518525.24 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-11-15 0.000000 64.33 50.07 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-06-30 2.625000 24214700.00 24988148.44 U.S. Treasuries (including strips) U.S. TREASURY 2041-05-15 0.000000 49.50 28.01 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-15 0.000000 72.62 70.46 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.000000 250.28 218.54 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-15 0.875000 700.00 701.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.875000 59578800.00 60058409.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 58380800.00 63548561.81 U.S. Treasuries (including strips) U.S. TREASURY 2042-08-15 0.000000 9.39 5.09 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.000000 30.00 27.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 0.750000 1100.00 1103.04 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.000000 1041.76 816.29 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.000000 167.39 104.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.000000 35.54 32.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 100.00 132.90 U.S. Treasuries (including strips) U.S. TREASURY 2025-11-15 0.000000 19.45 17.18 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.000000 147.69 142.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.000000 1711.71 899.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.000000 675.73 331.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2033-11-15 0.000000 215188.88 153578.15 U.S. Treasuries (including strips) U.S. TREASURY 2035-11-15 0.000000 102.74 69.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-15 2.000000 15294000.00 15322287.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.000000 58.64 31.52 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-15 6.250000 1100.00 1319.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-23 0.000000 98817100.00 97406979.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-11-15 0.000000 40944.32 31002.22 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 2019-08-07 2019-08-07 2019-09-03 Y BNP PARIBAS (REPO) 1.0000 7 N 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 N N 0.0245 1000000000.00 1000000000.00 0.0347 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 2.540 0QK004HC9 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 2038-11-15 0.000000 59.61 36.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 20583147.51 22963356.41 U.S. Treasuries (including strips) U.S. TREASURY 2029-08-15 0.000000 513.48 413.36 U.S. Treasuries (including strips) U.S. TREASURY 2048-02-15 0.000000 155.15 72.71 U.S. Treasuries (including strips) U.S. TREASURY 2038-08-15 0.000000 32806.25 20322.82 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 254900HROIFWPRGM1V77 2042-05-15 3.000000 440560.42 480626.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-08-15 0.000000 0.07 0.05 U.S. Treasuries (including strips) U.S. TREASURY 2043-11-15 0.000000 13554389.55 7178214.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-11-30 1.625000 37738123.62 37678057.10 U.S. Treasuries (including strips) U.S. TREASURY 2044-11-15 0.000000 843.98 426.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.000000 60.82 54.10 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-05-15 4.250000 38.79 50.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.000000 195.75 105.22 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-07-31 2.750000 11894394.49 12309116.34 U.S. Treasuries (including strips) U.S. TREASURY 2024-02-15 0.000000 185409.30 170619.20 U.S. Treasuries (including strips) U.S. TREASURY 2039-02-15 0.000000 686.39 418.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-15 2.000000 15692531.16 15927154.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.000000 36.86 35.45 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.000000 0.19 0.18 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.000000 22588554.68 22716513.93 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.000000 175.88 102.07 U.S. Treasuries (including strips) U.S. TREASURY 2020-11-15 0.000000 10.00 9.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-05-15 0.000000 312.68 233.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.000000 67360983.02 56776551.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 16252.41 24832.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-15 1.625000 38.79 38.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 3.125000 6752156.76 6941343.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.000000 46011.06 35046.16 U.S. Treasuries (including strips) U.S. TREASURY 2037-02-15 0.000000 1047.29 703.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.000000 105.96 66.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 16070525.64 16211999.83 U.S. Treasuries (including strips) U.S. TREASURY 2042-08-15 0.000000 283.93 154.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-15 0.000000 1.58 1.50 U.S. Treasuries (including strips) U.S. TREASURY 2022-11-15 0.000000 465.46 438.50 U.S. Treasuries (including strips) U.S. TREASURY 2037-08-15 0.000000 77150403.85 49343083.79 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.000000 77.58 43.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-31 1.750000 7881795.90 7859963.32 U.S. Treasuries (including strips) U.S. TREASURY 2046-11-15 0.000000 38.79 18.85 U.S. Treasuries (including strips) U.S. TREASURY 2040-11-15 0.000000 110.01 63.30 U.S. Treasuries (including strips) U.S. TREASURY 2046-02-15 0.000000 39308.13 19153.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-03-31 1.750000 11668295.99 11713607.88 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 608980.34 809317.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.000000 12.09 11.21 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-28 2.000000 3103123.31 3132792.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-08-15 0.000000 3.09 2.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 2938039.21 4462851.39 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 1016648.07 2077175.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-08-15 0.000000 117.18 65.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-05-15 0.000000 53125186.51 43030338.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2034-08-15 0.000000 34.15 23.83 U.S. Treasuries (including strips) U.S. TREASURY 2045-11-15 0.000000 8408272.97 4205935.86 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.000000 1515818.02 743948.33 U.S. Treasuries (including strips) U.S. TREASURY 2045-02-15 0.000000 3634.31 1821.26 U.S. Treasuries (including strips) U.S. TREASURY 2025-11-15 0.000000 5.33 4.70 U.S. Treasuries (including strips) U.S. TREASURY 2025-02-15 0.000000 38.79 35.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-11-15 0.000000 0.37 0.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.500000 5042.51 5183.07 U.S. Treasuries (including strips) U.S. TREASURY 2045-08-15 0.000000 2335080.59 1153198.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.000000 148.50 77.46 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-31 2.625000 38.79 39.46 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.000000 0.19 0.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-31 1.875000 491838.90 492512.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.000000 43056.61 41574.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2034-02-15 0.000000 0.50 0.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-30 1.375000 59786353.70 59457379.29 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-31 2.098570 543.04 546.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.250000 50286648.32 49773975.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.000000 49810.20 43493.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 8958947.10 7310859.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-15 2.500000 19395441.91 20117031.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.000000 309.04 242.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2033-11-15 0.000000 26731843.03 19078249.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.000000 656.27 347.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.875000 899855.72 908202.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.125000 17454811.64 17592384.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 724182.35 794114.40 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-15 0.000000 45.27 43.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 13231823.92 13801024.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2031-05-15 0.000000 15116917.15 11606164.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.000000 682.85 350.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-07-31 1.750000 140283546.84 139648062.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.000000 762.90 400.69 U.S. Treasuries (including strips) U.S. TREASURY 2041-05-15 0.000000 613.60 347.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 30314149.05 38061667.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.000000 15300572.79 15380339.78 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.000000 0.08 0.07 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.875000 27096832.23 27882250.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-04-30 2.375000 8163090.51 8437349.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-11-15 3.125000 6954826.97 7752849.71 U.S. Treasuries (including strips) U.S. TREASURY 2043-02-15 0.000000 125.13 66.77 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-05-15 4.375000 18887971.23 25164259.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-15 6.250000 349.10 418.90 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 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 775771130.31 775771130.31 0.0269 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 2.260 0QK004EL2 R0MUWSFPU8MPRO8K5P83 0000310732 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 2.750000 105820300.00 107712014.23 U.S. Treasuries (including strips) U.S. TREASURY 2029-08-15 0.000000 22744.23 18309.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.250000 5432000.00 5560602.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 45600700.00 46432456.77 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 79155700.00 83915669.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-30 2.375000 14030700.00 14144734.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-11-30 2.750000 154854000.00 157172680.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-15 0.875000 100.00 100.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-08-15 3.000000 89237800.00 97956949.34 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 2019-08-07 2019-08-07 2019-09-20 Y BNP PARIBAS (REPO) 1.0000 7 N 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 N N 0.0226 500000000.00 500000000.00 0.0173 N N Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 2.540 0SB001EY6 0001675365 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 2.250000 28412709.57 28911490.96 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 20788795.96 27627732.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-09-30 2.125000 28350614.10 28911483.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-03-31 1.875000 20400450.30 20558145.78 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 23560187.83 28911494.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 26720069.91 28911481.75 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 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 160619428.56 160619428.56 0.0056 N Y Y N CITIBANK N.A. (REPO) CITIBANK N.A. (REPO) 2.540 0CAN05VM0 E57ODZWZ7FF32TWEFA76 0000036684 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-15 1.125000 1202.45 1414.07 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-01-15 1.750000 714717.94 977117.04 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.000000 267408.31 271005.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2038-05-15 4.500000 155.15 208.18 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-15 0.125000 13769.94 14890.32 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-31 2.625000 9981575.60 10040606.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.500000 6521907.88 6705108.28 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-08-15 6.125000 103681.81 144818.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-05-15 4.250000 775.77 1013.01 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-10 0.000000 38.79 38.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-03-31 1.500000 46197.17 45886.73 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-15 7.125000 227999.13 276538.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.000000 807655.32 812230.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.000000 387.89 423.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.750000 426.67 427.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-05-15 6.250000 1202.45 1702.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 5283544.43 5592217.90 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-06-30 1.875000 356699.57 356705.80 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-10-31 2.000000 1551.54 1564.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 3353542.23 6652380.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-15 1.375000 130639.86 130498.52 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.125000 11374278.72 11611602.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 0.750000 860058.66 862431.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 593852.80 902056.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 941204.32 1050043.99 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.875000 116.37 117.45 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.625000 2017.01 2300.54 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 8.125000 3808376.84 3956428.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-11-15 5.250000 38.79 49.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-19 0.000000 39409.17 39095.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-06-30 2.500000 155.15 156.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-31 2.050570 2554963.43 2568021.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-05-15 4.375000 77.58 103.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-29 1.250000 6316018.23 6316251.99 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 299874.33 328832.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-08-15 5.500000 1163.66 1525.99 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-31 2.095570 6632.84 6660.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-31 1.000000 157714.27 158180.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-30 0.000000 271.52 268.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-02-15 1.375000 271.52 340.93 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-07 0.000000 15437.85 15351.24 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-15 1.375000 1667.91 1968.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-12-15 1.875000 70440.02 70536.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-30 1.375000 387.89 385.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-31 1.875000 116.37 116.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-06-15 1.750000 3068097.24 3070427.32 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-02-15 5.250000 1163.66 1514.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-05-15 3.000000 313372.75 340914.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-15 3.625000 16747851.39 17454827.24 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.375000 2172.16 2405.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-02-15 6.625000 1163.66 1578.47 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-15 1.625000 38.79 38.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-30 2.375000 17314125.52 17454846.08 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-12 0.000000 62100.48 61945.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2049-02-15 1.000000 117296.59 127056.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-02-15 4.750000 387.89 546.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.875000 474733.14 475096.79 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 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 96971391.15 96971391.15 0.0034 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 2.250 0CTG10FX9 82VOJDD5PTRDMVVMGV31 0000200245 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-15 6.250000 83790000.00 100543745.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 100.00 100.88 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-15 7.125000 60582100.00 73479523.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-15 1.750000 165995000.00 166071637.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-07-31 2.750000 99600.00 103072.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-04-30 1.625000 3025000.00 3014601.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-31 1.375000 20176000.00 19927163.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-28 2.625000 900.00 934.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.375000 45999900.00 50942572.46 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-06-30 2.625000 100.00 103.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 0.750000 293000.00 293808.45 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-15 2.500000 70656500.00 73285210.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 50084100.00 49823483.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-15 2.000000 100.00 101.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-31 1.750000 1444600.00 1440598.46 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.625000 100.00 104.28 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-31 2.750000 154274000.00 161539290.88 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-07-31 1.250000 78974400.00 77197476.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-09-30 1.375000 58135400.00 57323442.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 25700.00 28306.86 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-04-30 2.750000 7758100.00 8066600.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-03-31 2.500000 122017600.00 125917689.22 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-12-31 2.125000 500.00 505.88 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 2019-08-07 2019-08-07 2019-08-07 N N N 0.0225 950000000.00 950000000.00 0.0329 N N Y N CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (REPO) CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (REPO) 2.530 0PW004HK0 1VUV7VQFKUOQSJ21A208 0001330437 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2020-11-30 1.625000 14478781.40 14455736.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 8906748.86 9637224.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 14531352.14 14455736.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 13712321.55 14455742.04 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-06-30 2.750000 13774368.83 14455739.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-31 1.875000 14519193.24 14455744.37 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 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 80309714.28 80309714.28 0.0028 N Y Y N DEUTSCHE BANK SECURITIES INC. (REPO) DEUTSCHE BANK SECURITIES INC. (REPO) 2.540 0DBS23KT6 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 76920000.00 48074230.80 U.S. Treasuries (including strips) U.S. TREASURY 2047-08-15 0.000000 96876300.00 46009461.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-11-15 0.000000 62912251.02 46243020.99 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-05-15 0.000000 45531625.00 43210878.07 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-05-15 0.000000 82426000.00 45049930.30 U.S. Treasuries (including strips) U.S. TREASURY 2019-11-15 0.000000 47729625.00 47437567.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.000000 49171625.00 44474259.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.000000 59747700.00 47184551.12 U.S. Treasuries (including strips) U.S. TREASURY 2040-05-15 0.000000 72891400.00 43700143.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-08-15 0.000000 55687000.00 48352465.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2034-08-15 0.000000 67800333.00 47305648.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-15 0.000000 2140287.20 2049023.21 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 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 499109000.00 499109000.00 0.0173 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 2.550 ORS001OK3 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-21 0.000000 655000000.00 644588120.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-31 2.750000 600000000.00 622854800.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-12-31 2.125000 564312700.00 570943420.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.000000 636000000.00 639602801.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.875000 71435800.00 72010858.19 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+ 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 2500000000.00 2500000000.00 0.0867 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 2.550 OSA001F53 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 11915000.00 12534746.81 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 574310000.00 599469372.48 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+ 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 600000000.00 600000000.00 0.0208 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 2.550 OSA001F38 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 250000000.00 494840000.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2038-02-15 4.375000 115000000.00 153168155.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 200000000.00 286541600.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 35885000.00 37751522.39 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 511500000.00 553457322.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 1008500000.00 1106607888.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-07-15 0.250000 350000000.00 349125000.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 169925000.00 180509798.18 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+ 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 3100000000.00 3100000000.00 0.1075 N Y Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 2.200 0GOL22PR1 FOR8UP27PHTHYVLBNG30 0000042352 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-15 1.750000 64500.00 64529.78 U.S. Treasuries (including strips) U.S. TREASURY 2021-02-15 0.000000 29000.00 28160.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.000000 1525450.24 1371211.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-09-30 1.375000 1000000.00 986033.33 U.S. Treasuries (including strips) U.S. TREASURY 2024-05-15 0.000000 90000.00 82403.10 U.S. Treasuries (including strips) U.S. TREASURY 2024-08-15 0.000000 96000.00 87449.09 U.S. Treasuries (including strips) U.S. TREASURY 2022-02-15 0.000000 769000.00 734341.17 U.S. Treasuries (including strips) U.S. TREASURY 2027-11-15 0.000000 47042700.00 39968418.77 U.S. Treasuries (including strips) U.S. TREASURY 2027-08-15 0.000000 963000.00 822151.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-08-15 0.000000 13259000.00 11237798.04 U.S. Treasuries (including strips) U.S. TREASURY 2021-11-15 0.000000 688100.00 659186.04 U.S. Treasuries (including strips) U.S. TREASURY 2020-11-15 0.000000 87496458.24 85270635.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-02-15 3.125000 472600.00 530270.01 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-05-15 0.000000 130974187.52 117014958.61 U.S. Treasuries (including strips) U.S. TREASURY 2020-08-15 0.000000 319000.00 312454.12 U.S. Treasuries (including strips) U.S. TREASURY 2026-11-15 0.000000 372000.00 323204.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-07-31 2.875000 17108500.00 18044163.86 U.S. Treasuries (including strips) U.S. TREASURY 2028-02-15 0.000000 835000.00 703011.55 U.S. Treasuries (including strips) U.S. TREASURY 2026-11-15 0.000000 999000.00 866536.60 U.S. Treasuries (including strips) U.S. TREASURY 2026-02-15 0.000000 1113000.00 983102.88 U.S. Treasuries (including strips) U.S. TREASURY 2027-08-15 0.000000 649000.00 553071.96 U.S. Treasuries (including strips) U.S. TREASURY 2023-05-15 0.000000 522000.00 487072.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.000000 109253918.72 99730254.63 U.S. Treasuries (including strips) U.S. TREASURY 2024-02-15 0.000000 170000.00 156439.10 U.S. Treasuries (including strips) U.S. TREASURY 2023-08-15 0.000000 224000.00 208178.88 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-15 3.500000 5810000.00 5917161.79 U.S. Treasuries (including strips) U.S. TREASURY 2021-05-15 0.000000 898000.00 868177.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.000000 65749893.12 58485187.43 U.S. Treasuries (including strips) U.S. TREASURY 2026-02-15 0.000000 99000.00 87283.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-02-28 2.500000 119000.00 124401.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-03-31 2.625000 32100.00 33639.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-01-15 0.125000 10304800.00 11557468.26 U.S. Treasuries (including strips) U.S. TREASURY 2021-05-15 0.000000 99000.00 95711.22 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.875000 225000.00 225900.00 U.S. Treasuries (including strips) U.S. TREASURY 2025-02-15 0.000000 776500.00 700713.60 U.S. Treasuries (including strips) U.S. TREASURY 2021-02-15 0.000000 27387900.00 26587625.56 U.S. Treasuries (including strips) U.S. TREASURY 2021-08-15 0.000000 975000.00 938710.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-15 0.000000 127600.00 126828.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 22980100.00 22907119.45 U.S. Treasuries (including strips) U.S. TREASURY 2028-08-15 0.000000 142900.00 119034.27 U.S. Treasuries (including strips) Y Fitch Long Rating A+ 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 2019-08-07 2019-08-07 2019-08-07 N N N 0.0220 500000000.00 500000000.00 0.0173 N N Y N J.P. MORGAN SECURITIES LLC (REPO) J.P. MORGAN SECURITIES LLC (REPO) 2.540 0PQ002SB9 0000782124 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-12 0.000000 400.00 399.09 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-05-31 2.125000 250724800.00 255017626.45 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 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 250000000.00 250000000.00 0.0087 N Y Y N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 2.190 0RG001RY9 KX1WK48MPD4Y2NCUIZ63 0001274981 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2023-11-15 2.750000 199059000.00 207623329.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.750000 16369400.00 16381949.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 100.00 108.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-31 1.875000 100.00 100.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-02 0.000000 100.00 99.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-06-30 2.000000 19188600.00 19346805.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 42175200.00 83662430.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.750000 5000000.00 5007383.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2037-02-15 4.750000 7500.00 10354.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-01-15 2.375000 100.00 151.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-11-15 2.250000 100.00 102.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 279604500.00 302535900.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-31 1.875000 100.00 99.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 93743000.00 99219622.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-15 2.500000 125050000.00 129702371.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-15 2.750000 24096000.00 24827084.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.000000 43650000.00 44237191.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-01-15 2.375000 700.00 1025.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.000000 1000.00 992.82 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-31 2.125000 4000.00 4040.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.875000 200.00 201.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-03-31 2.250000 51362000.00 52032274.10 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 699900.00 751710.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-15 2.500000 213089000.00 220521752.78 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.000000 29000000.00 29164278.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-03-31 1.750000 84588500.00 84916985.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-05-15 2.375000 34619000.00 35786332.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 147383900.00 161727112.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-08-15 2.000000 158000000.00 160251700.77 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-16 0.000000 14453000.00 14181413.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.250000 29579900.00 30093998.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-12-31 2.125000 21255000.00 21504747.98 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 2019-08-07 2019-08-07 2019-10-21 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 0.0219 1700000000.00 1700000000.00 0.0590 N N Y N NATWEST MARKETS SECURITIES NATWEST MARKETS SECURITIES 2.540 ORSI06CJ9 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 117057800.00 116357557.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 111679600.00 111942168.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-05-15 2.125000 22479300.00 22776933.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-08-15 3.625000 84917500.00 103409128.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-03-31 2.625000 7488400.00 7859824.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-03-31 1.250000 115564600.00 114854648.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 94982600.00 104702730.43 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 103000100.00 109186663.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 53701100.00 109945934.18 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.625000 98165200.00 101715568.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-08-31 2.750000 110569200.00 117320823.36 U.S. Treasuries (including strips) Y Fitch Long Rating NULL Fitch Short Rating F1 Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 1000000000.00 1000000000.00 0.0347 N Y Y N NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 2.320 0QP001F81 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 129265000.00 125447796.10 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-15 0.125000 118920000.00 128623022.40 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 2019-10-11 2019-10-11 2019-10-11 N N N 0.0232 250000000.00 250000000.00 0.0087 N N N Y NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 2.375 0QP001F65 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 208730000.00 202566189.40 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 2019-09-12 2019-09-12 2019-09-12 N N N 0.0238 200000000.00 200000000.00 0.0069 N N N Y SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 2.360 0SON06HP7 O2RNE8IBXP4R0TD8PU41 0001238163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-15 2.625000 12527900.00 12722725.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-31 2.000000 131019400.00 131695460.10 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-06-30 1.875000 2926000.00 2917922.73 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.000000 500.00 496.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-15 0.125000 22883400.00 24745294.78 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 2.625000 9910000.00 10091378.04 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-01-15 0.625000 467000.00 514567.22 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-01 0.000000 1100.00 1099.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-31 2.000000 143446000.00 144982784.81 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-11-15 3.125000 3199900.00 3567068.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-01-15 0.125000 22787000.00 25557024.80 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-12-15 2.625000 199800.00 204205.43 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 2019-08-23 2019-08-23 2019-08-23 N N N 0.0236 350000000.00 350000000.00 0.0121 N N N Y SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 2.550 0SON06IV3 O2RNE8IBXP4R0TD8PU41 0001238163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.000000 274.39 256.86 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-05-15 3.000000 6643942.35 7227859.67 U.S. Treasuries (including strips) U.S. TREASURY 2020-02-15 0.000000 6296.28 6228.28 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 5955752.35 6303697.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.875000 957532.72 965240.86 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-08-15 6.750000 7099.38 9563.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-27 0.000000 80.31 79.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 6094929.08 6482466.77 U.S. Treasuries (including strips) U.S. TREASURY 2048-02-15 0.000000 3196.33 1497.96 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-15 2.375000 7122186.70 7227832.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-15 3.500000 924557.55 941610.44 U.S. Treasuries (including strips) U.S. TREASURY 2045-02-15 0.000000 107438.34 54767.98 U.S. Treasuries (including strips) U.S. TREASURY 2030-05-15 0.000000 1493.76 1195.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.875000 534204.16 538849.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-15 2.750000 16.06 16.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.000000 7.95 7.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 7164718.72 7227792.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-28 2.500000 1670249.31 1702558.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-15 8.000000 16.06 18.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-01 0.000000 16.06 16.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 2260557.84 2253850.96 U.S. Treasuries (including strips) U.S. TREASURY 2031-02-15 0.000000 15949.51 12537.11 U.S. Treasuries (including strips) U.S. TREASURY 2038-08-15 0.000000 30.68 19.01 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 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 40154857.13 40154857.13 0.0014 N Y Y N SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 2.360 0SON06HM4 O2RNE8IBXP4R0TD8PU41 0001238163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.750000 844800.00 849231.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-19 0.000000 80000.00 79770.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-15 2.625000 620700.00 630352.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-11-30 1.625000 4747200.00 4739644.04 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 64282800.00 131340071.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-08-15 2.000000 28800.00 29210.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-30 2.189570 382000.00 383959.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-11-15 4.375000 384100.00 509820.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-01 0.000000 1100.00 1099.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 13128600.00 15367575.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-15 0.125000 46221900.00 49982718.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.875000 84200.00 86640.59 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 2019-08-23 2019-08-23 2019-08-23 N N N 0.0236 200000000.00 200000000.00 0.0069 N N N Y US TREASURY US TREASURY 2.271 9128287G9 254900HROIFWPRGM1V77 US9128287G95 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+ 2019-08-01 2021-07-31 2021-07-31 N N N 0.0230 149910078.00 149910078.00 0.0052 N Y Y N US TREASURY US TREASURY 2.190 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+ 2019-08-01 2021-04-30 2021-04-30 N N N 0.0222 449868357.00 449868357.00 0.0156 N Y Y N US TREASURY US TREASURY 2.084 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+ 2019-08-01 2020-04-30 2020-04-30 N N N 0.0210 1022063054.76 1022063054.76 0.0355 N Y Y N US TREASURY US TREASURY 2.096 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+ 2019-08-01 2020-10-31 2020-10-31 N N N 0.0215 1797370038.00 1797370038.00 0.0624 N Y Y N US TREASURY US TREASURY 2.166 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+ 2019-08-01 2021-01-31 2021-01-31 N N N 0.0221 799281528.00 799281528.00 0.0277 N Y Y N US TREASURY US TREASURY 1.375 912828J50 254900HROIFWPRGM1V77 US912828J504 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+ 2020-02-29 2020-02-29 2020-02-29 N N N 0.0208 125414296.56 125414296.56 0.0044 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 499054785.00 499054785.00 0.0173 N Y Y N US TREASURY US TREASURY 2.047 912796SY6 254900HROIFWPRGM1V77 US912796SY61 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+ 2019-12-26 2019-12-26 2019-12-26 N N N 0.0205 59500975.80 59500975.80 0.0021 N Y Y N US TREASURY US TREASURY 3.625 912828MP2 254900HROIFWPRGM1V77 US912828MP29 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+ 2020-02-15 2020-02-15 2020-02-15 N N N 0.0216 95705078.60 95705078.60 0.0033 N Y Y N US TREASURY US TREASURY 1.375 912828K58 254900HROIFWPRGM1V77 US912828K585 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+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0206 66628359.04 66628359.04 0.0023 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 0.0261 250139017.50 250139017.50 0.0087 N Y Y N US TREASURY US TREASURY 2.418 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 0.0242 498417095.00 498417095.00 0.0173 N Y Y N US TREASURY US TREASURY 2.152 912796SW0 254900HROIFWPRGM1V77 US912796SW06 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+ 2019-12-12 2019-12-12 2019-12-12 N N N 0.0215 148874580.00 148874580.00 0.0052 N Y Y N US TREASURY US TREASURY 2.099 912796TA7 254900HROIFWPRGM1V77 US912796TA76 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+ 2020-01-09 2020-01-09 2020-01-09 N N N 0.0210 396361100.00 396361100.00 0.0137 N Y Y N US TREASURY US TREASURY 2.455 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 0.0246 199611888.00 199611888.00 0.0069 N Y Y N US TREASURY US TREASURY 2.094 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+ 2019-08-01 2020-07-31 2020-07-31 N N N 0.0213 769222792.80 769222792.80 0.0267 N Y Y N US TREASURY US TREASURY 2.447 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 0.0245 99922054.00 99922054.00 0.0035 N Y Y N US TREASURY US TREASURY 2.219 912796RF8 254900HROIFWPRGM1V77 US912796RF81 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+ 2019-10-10 2019-10-10 2019-10-10 N N N 0.0222 440240862.10 440240862.10 0.0153 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 99843632.00 99843632.00 0.0035 N Y Y N US TREASURY US TREASURY 2.051 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+ 2019-08-01 2020-01-31 2020-01-31 N N N 0.0209 989275894.20 989275894.20 0.0343 N Y Y N US TREASURY US TREASURY 2.099 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+ 2019-08-01 2019-10-31 2019-10-31 N N N 0.0213 51989306.72 51989306.72 0.0018 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 299772627.00 299772627.00 0.0104 N Y Y N US TREASURY US TREASURY 2.031 912796TB5 254900HROIFWPRGM1V77 US912796TB59 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+ 2020-01-16 2020-01-16 2020-01-16 N N N 0.0203 247638277.50 247638277.50 0.0086 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 513720455.96 513720455.96 0.0178 N Y Y N US TREASURY US TREASURY 2.143 912796VW6 254900HROIFWPRGM1V77 US912796VW68 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+ 2019-09-24 2019-09-24 2019-09-24 N N N 0.0214 338966485.00 338966485.00 0.0118 N Y Y N WELLS FARGO SECURITIES LLC (REPO) WELLS FARGO SECURITIES LLC (REPO) 2.540 OQB005TJ2 0001470801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2021-06-30 1.625000 8505128.00 8478863.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 5947759.68 5614724.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.165570 2872331.40 2886666.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 5914207.58 7425727.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-14 0.000000 6580788.92 6541633.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-31 1.625000 3353697.38 3337225.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 57387630.58 57217366.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.250000 25102169.50 24846252.89 U.S. Treasuries (including strips) U.S. TREASURY 2020-06-15 1.500000 19277059.24 19221449.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-31 1.125000 6068081.78 5980640.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 38061193.50 37625924.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2037-05-15 5.000000 146698.32 206769.96 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-30 1.125000 3297764.29 3283724.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-11-15 6.125000 111555.89 148230.32 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-06-30 1.625000 10050890.76 10025752.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-16 0.000000 44554669.38 43717442.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 4027027.94 4014238.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-11-15 7.500000 77.58 100.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-02-15 3.500000 305576.25 364690.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 21894394.67 23690035.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-09-30 1.125000 140530048.12 138922384.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-23 0.000000 4030131.02 3989942.56 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-31 1.750000 15127537.04 15085633.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-31 1.875000 1209853.87 1204566.80 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 115589.90 114265.43 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2037-02-15 4.750000 115861.42 159959.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-06-30 1.125000 35602037.81 35136636.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-08-15 6.125000 73077.64 102071.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-15 1.500000 67802.40 67507.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-05-15 6.250000 1058694.86 1499260.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-31 1.625000 2393137.57 2383696.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-09 0.000000 19132455.50 18957699.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-06-30 1.875000 20126257.11 20070698.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 20416317.93 20322200.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-07-31 1.250000 26663913.15 26063975.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-10-31 1.625000 5430397.91 5404725.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-09-30 1.375000 18230039.73 17975426.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 232731.34 231520.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-02-15 5.250000 174470.93 227084.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-05-15 3.375000 21453019.68 24828026.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-31 1.125000 19394161.89 19193961.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-31 1.375000 19394278.26 19328176.09 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-11-15 1.625000 11115714.22 11081923.96 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-16 0.000000 94635428.05 93731470.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-31 1.375000 34870757.15 34627766.09 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-30 1.375000 1929653.11 1919035.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-06-18 0.000000 14335164.41 14085345.50 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 0.0254 775771130.31 775771130.31 0.0269 N Y Y N WELLS FARGO SECURITIES LLC (REPO) WELLS FARGO SECURITIES LLC (REPO) 2.540 OQB005TI4 0001470801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 284436.48 325308.24 U.S. Treasuries (including strips) U.S. TREASURY 2030-05-15 0.000000 193942.78 155201.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 5179125.64 5618027.39 U.S. Treasuries (including strips) U.S. TREASURY 2019-12-31 0.000000 29091.42 28826.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 2796887.66 4007398.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-01-15 1.750000 27013281.69 36930845.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 3280309.44 3601302.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 22856544.81 25174979.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 3124728.54 3395442.33 U.S. Treasuries (including strips) U.S. TREASURY 2021-02-15 0.000000 1551.54 1506.21 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-01-15 2.375000 954741.53 1398375.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 5252513.59 8025496.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2049-02-15 1.000000 3031248.11 3283481.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 76758131.46 82969826.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 140957.61 214113.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 1121183.23 2290757.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-01-15 0.125000 34530348.78 38727914.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-02-15 1.000000 138863.03 158114.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-01-15 0.625000 7986292.27 8799752.01 U.S. Treasuries (including strips) U.S. TREASURY 2022-03-31 0.000000 230791.91 219746.21 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-01-15 2.375000 3927457.71 5945117.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 5115434.83 10147425.78 U.S. Treasuries (including strips) U.S. TREASURY 2020-01-31 0.000000 26376.22 26094.26 U.S. Treasuries (including strips) U.S. TREASURY 2022-04-30 0.000000 13963.88 13274.62 U.S. Treasuries (including strips) U.S. TREASURY 2020-07-31 0.000000 155154.23 152075.97 U.S. Treasuries (including strips) U.S. TREASURY 2020-03-31 0.000000 426674.12 420808.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 5270550.27 11048837.75 U.S. Treasuries (including strips) U.S. TREASURY 2020-08-15 0.000000 387.89 379.93 U.S. Treasuries (including strips) U.S. TREASURY 2020-04-15 0.000000 71758.83 70736.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 76431919.70 83357016.48 U.S. Treasuries (including strips) U.S. TREASURY 2020-02-15 0.000000 38788.56 38350.63 U.S. Treasuries (including strips) U.S. TREASURY 2022-01-31 0.000000 227688.83 217372.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-02-15 1.375000 30364806.91 38127463.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-15 0.125000 838492.23 906715.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-01-15 2.000000 3053318.80 4374939.33 U.S. Treasuries (including strips) U.S. TREASURY 2020-05-15 0.000000 387.89 381.90 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-15 1.125000 19926069.37 23432965.07 U.S. Treasuries (including strips) U.S. TREASURY 2040-11-15 0.000000 10927667.30 6426331.66 U.S. Treasuries (including strips) U.S. TREASURY 2021-07-31 0.000000 92316.76 88910.28 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.625000 66355389.69 73991927.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.375000 12374170.15 13703770.21 U.S. Treasuries (including strips) U.S. TREASURY 2020-02-15 0.000000 1163.66 1151.09 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 43324063.64 47999585.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.625000 41811309.94 47688744.28 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 0.0254 581828347.79 581828347.79 0.0202 N Y Y N JPMorgan U.S. Treasury Plus Money Market Fund 2019-08-05 Timothy J. Clemens Timothy J. Clemens Treasurer