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(REPO) CITIGROUP GLOBAL MARKETS INC. 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Treasur 254900HROIFWPRGM1V77 2022-03-15 2.375000 9053200.00 9251171.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-30 1.705108 100.00 100.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-04-30 2.250000 387500.00 398255.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-15 1.750000 100.00 100.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.750000 2083600.00 2097631.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 2.375000 1800.00 1830.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-31 2.250000 100.00 101.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-30 2.125000 12372900.00 12514614.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-15 2.000000 900.00 920.48 U.S. 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2023-12-31 2.250000 600.00 620.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-28 1.875000 75000000.00 75728699.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-31 2.000000 100.00 101.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-30 1.750000 420800.00 422667.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-05-15 2.375000 50800800.00 53180637.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-30 2.125000 214100.00 218721.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-31 2.625000 846200.00 858893.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-31 1.609108 2474500.00 2476897.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-31 1.250000 19486300.00 19209412.53 U.S. 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A-1 2019-12-04 2019-12-04 2019-12-04 N N N 0.0157 1000000000.00 1000000000.00 0.0062 N N Y N JPMorgan U.S. Government Money Market Fund 2019-12-05 Timothy J. Clemens Timothy J. Clemens Treasurer