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(including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 0.000000 65459.21 57723.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-08-15 0.000000 0.02 0.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-02-15 0.000000 1.35 1.14 U.S. Treasuries (including strips) United States Treasur 2037-11-15 0.000000 45927.56 33735.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.000000 0.07 0.04 U.S. Treasuries (including strips) United States Treasur 2046-05-15 0.000000 0.35 0.21 U.S. Treasuries (including strips) United States Treasur 2047-05-15 0.000000 208663.99 123870.46 U.S. Treasuries (including strips) United States Treasur 2043-11-15 0.000000 63234.73 41067.17 U.S. Treasuries (including strips) United States Treasur 2044-05-15 0.000000 10882.03 6973.86 U.S. Treasuries (including strips) United States Treasur 2041-05-15 0.000000 5.25 3.56 U.S. Treasuries 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254900HROIFWPRGM1V77 2032-08-15 0.000000 105.67 86.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 0.000000 0.02 0.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-15 0.000000 0.02 0.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-15 0.000000 4278.59 4004.47 U.S. Treasuries (including strips) United States Treasur 2036-11-15 0.000000 0.17 0.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-08-15 0.000000 2.19 1.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-11-15 0.000000 10780.43 6557.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-07 0.000000 3.83 3.83 U.S. Treasuries (including strips) United States Treasur 2028-08-15 0.000000 0.27 0.25 U.S. Treasuries (including strips) United States Treasur 2037-02-15 0.000000 8.22 6.39 U.S. Treasuries 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Treasur 254900HROIFWPRGM1V77 2020-05-15 0.000000 0.12 0.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.000000 0.04 0.03 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 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 5477714.28 5477714.28 0.0000 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 1.580 0QK004YE6 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 2030-05-15 0.000000 100.00 87.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-06-30 2.750000 30007200.00 32629451.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-15 1.500000 100.00 101.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2035-08-15 0.000000 51.20 39.54 U.S. Treasuries (including strips) United States Treasur 2037-02-15 0.000000 20.00 14.94 U.S. Treasuries (including strips) United States Treasur 2020-11-15 0.000000 221.72 219.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-15 0.000000 132035.94 123987.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-11-15 0.000000 95.91 58.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 0.000000 2981772.47 1775573.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-14 0.000000 100.00 99.81 U.S. Treasuries (including strips) United States Treasur 2023-02-15 0.000000 9900.00 9591.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-05-15 2.875000 25148700.00 28531282.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-07-31 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U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-02-15 3.125000 32080700.00 40443691.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 3.000000 100.00 126.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-31 2.750000 34638000.00 36685185.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-31 2.875000 100.00 101.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-05-15 0.000000 373749.12 314917.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-15 0.000000 2220.64 2126.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 0.000000 0.08 0.08 U.S. Treasuries (including strips) United States Treasur 2041-02-15 0.000000 100.00 70.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-15 8.750000 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(REPO) CITIGROUP GLOBAL MARKETS INC. 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2020-03-26 0.000000 3700.00 3695.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-08-15 2.250000 216500.00 239703.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-15 2.875000 6584700.00 6835597.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-10-31 2.875000 300.00 321.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-12-31 2.125000 400.00 408.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-30 1.625000 153200.00 154176.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-15 0.125000 9037000.00 9610376.73 U.S. Treasuries (including strips) United States Treasur 2036-05-15 0.000000 86583518.42 65829449.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-06-18 0.000000 100.00 99.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-10 0.000000 1000.00 992.99 U.S. Treasuries (including strips) United States Treasur 2021-02-25 0.000000 300.00 296.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-27 0.000000 300.00 298.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-15 7.875000 100.00 106.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-04-15 3.625000 5767800.00 12144188.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-08-15 5.500000 1273500.00 1710624.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-15 2.000000 2065100.00 3039935.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 0.875000 3004400.00 3792149.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-30 2.750000 100.00 101.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 2.625000 39390700.00 43902018.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-15 2.000000 4782400.00 4998393.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-05-15 2.500000 49999700.00 57674730.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 3.000000 18384800.00 23183240.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-08-15 2.250000 600.00 644.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-31 2.750000 100.00 107.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.625000 5205800.00 5523639.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-06-30 1.750000 5937800.00 6114013.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.750000 2142100.00 2161542.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 1.625000 46099000.00 46956326.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-03-31 1.125000 56000.00 56232.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-07-15 0.750000 41600.00 46312.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-09-30 1.625000 8599800.00 8885521.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-31 1.625000 100.00 100.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-10-15 1.375000 23156300.00 23437401.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-12-15 1.625000 16913100.00 17214337.84 U.S. Treasuries (including strips) United States Treasur 2036-08-15 0.000000 564976.00 427126.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 0.000000 44.68 43.18 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 2020-03-02 2020-03-02 2020-03-02 N N N 0.0157 1000000000.00 1000000000.00 0.0063 N Y Y N SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 1.590 0SON06QA0 O2RNE8IBXP4R0TD8PU41 0001238163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 2021-01-28 0.000000 174.50 172.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-03-03 0.000000 314.11 314.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-15 2.375000 244.31 377.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-15 1.875000 46725036.14 47116228.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-28 1.125000 1209700.75 1214810.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-31 1.500000 24914369.98 25471581.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 0.000000 98.68 91.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-07 0.000000 209.41 209.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-23 0.000000 314.11 313.38 U.S. Treasuries (including strips) United States Treasur 2040-05-15 0.000000 34.90 25.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-31 1.375000 314.11 319.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-31 2.125000 10168417.63 10626694.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-08-15 2.250000 34.90 37.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.750000 34.90 35.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.125000 34.90 34.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-31 2.000000 34.90 35.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-02 0.000000 34.90 34.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-30 0.000000 44533.57 44418.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-11-15 3.000000 4378320.28 5503784.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-30 1.543747 69.80 69.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-10-31 2.875000 19998.23 21452.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-21 0.000000 47219477.46 47116066.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-06-11 0.000000 34.90 34.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-15 1.750000 314.11 316.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-30 2.125000 1323198.54 1391469.51 U.S. Treasuries (including strips) United States Treasur 2036-08-15 0.000000 5946206.20 4495385.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-11-15 0.000000 3952843.18 3369292.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-13 0.000000 69.80 69.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-10 0.000000 1012.13 1005.04 U.S. Treasuries (including strips) United States Treasur 2020-10-08 0.000000 698.02 692.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-05-28 0.000000 939462.94 936095.90 U.S. Treasuries (including strips) United States Treasur 2045-02-15 0.000000 512973.71 323440.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-04-15 3.625000 4040968.00 8508318.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 5.250000 336409.96 450444.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-11-15 3.750000 104.70 146.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-30 1.625000 24302347.47 24500264.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-31 2.125000 185847.39 187574.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-15 1.250000 25826.68 30709.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.664747 9619356.37 9629093.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-15 0.125000 244.31 270.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-07-15 0.375000 89381.25 100819.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-05-15 0.000000 3.58 2.55 U.S. Treasuries (including strips) United States Treasur 2039-11-15 0.000000 1190.12 836.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-31 1.375000 6002.96 6014.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-05-31 1.375000 27990.54 28070.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-06-18 0.000000 104.70 104.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-08-15 3.625000 9748699.18 13272021.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-30 2.750000 642909.83 654136.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-15 0.625000 3507472.55 3998600.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 0.125000 139.60 159.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-15 0.125000 2315780.67 2621018.82 U.S. Treasuries (including strips) United States Treasur 2021-02-25 0.000000 244.31 241.47 U.S. Treasuries (including strips) United States Treasur 2049-02-15 0.000000 125643.31 74103.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-01-15 1.750000 40764.27 57922.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-05-31 2.500000 349.01 351.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-09-30 2.875000 1745045.95 1873989.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 1.625000 3419731.64 3523648.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 1.375000 46712087.90 47116197.51 U.S. Treasuries (including strips) United States Treasur 2036-02-15 0.000000 3558794.77 2722033.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 0.000000 19.36 18.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.000000 6.91 6.66 U.S. Treasuries (including strips) United States Treasur 2038-08-15 0.000000 1.27 0.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-05-15 0.000000 1.94 1.28 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 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 261756891.89 261756891.89 0.0016 N Y Y N SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 1.610 0SON06PL7 O2RNE8IBXP4R0TD8PU41 0000865845 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2020-04-23 0.000000 200.00 199.54 U.S. Treasuries (including strips) United States Treasur 2020-10-08 0.000000 500.00 495.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-05 0.000000 200.00 198.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-30 0.000000 34900.00 34809.92 U.S. Treasuries (including strips) United States Treasur 2021-01-28 0.000000 200.00 197.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 8.000000 616000.00 700935.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 7.625000 289100.00 345695.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-01-15 2.500000 4706700.00 7017567.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-31 2.125000 8700.00 9092.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 2.500000 200.00 205.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-06-30 1.875000 91712000.00 95789712.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.750000 1000.00 1009.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 1.750000 1295100.00 1303682.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-31 1.250000 200.00 201.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 0.125000 89900.00 102715.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-31 1.750000 2000000.00 2016458.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-07-15 0.375000 100.00 112.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-10-15 1.375000 400100.00 404956.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-03-19 0.000000 1600.00 1598.65 U.S. Treasuries (including strips) United States Treasur 2040-05-15 0.000000 7640800.00 5475397.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-04-15 3.625000 21369500.00 44993801.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-11-15 3.750000 100.00 139.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-02-15 1.000000 100.00 126.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-03-31 2.500000 46649000.00 49110864.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-30 2.750000 33662400.00 34250222.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-01-15 0.875000 1866000.00 2086797.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-28 1.125000 31684500.00 31818338.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 1.625000 4377500.00 4510521.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 2.125000 100.00 101.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-15 0.125000 100.00 112.53 U.S. Treasuries (including strips) United States Treasur 2020-02-29 1.250000 100.00 100.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-30 1.125000 1459900.00 1464063.33 U.S. Treasuries (including strips) United States Treasur 2038-08-15 0.000000 80.40 58.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-21 0.000000 800.00 798.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-10 0.000000 2300.00 2283.88 U.S. Treasuries (including strips) United States Treasur 2021-02-25 0.000000 300.00 296.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-07-15 0.375000 100.00 110.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-07 0.000000 1000.00 998.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-05-07 0.000000 100.00 99.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-08-15 2.750000 6776600.00 8055697.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-02-15 2.500000 1500.00 1718.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-31 1.875000 306500.00 312544.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-03-03 0.000000 600.00 599.90 U.S. Treasuries (including strips) United States 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Treasur 254900HROIFWPRGM1V77 2020-05-21 0.000000 212937.65 212230.70 U.S. Treasuries (including strips) United States Treasur 2020-10-08 0.000000 73544.61 72953.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-05-07 0.000000 51666.90 51522.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-20 0.000000 53736.65 53397.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-05-15 3.000000 13694.29 17380.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-05-15 2.875000 288.13 326.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-08-15 2.875000 65987.29 74579.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-12-15 2.625000 5477.71 5650.21 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 1.625000 21910.86 22318.34 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 4108285.71 4108285.71 0.0000 N Y Y N JPMorgan U.S. Government Money Market Fund 2020-03-04 Timothy J. Clemens Timothy J. Clemens Treasurer