N-MFP2 0000763852 XXXXXXXX 2020-02-28 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 34 62 23466285088.49 22678302601.56 24252615648.29 25440363298.65 29366285088.49 28578302601.56 30152615648.29 29840363298.65 0.7655 0.7592 0.7712 0.8170 0.9580 0.9567 0.9588 0.9583 750648242.76 30353708124.60 30339715055.89 49800180.07 39647044.56 31100516434.16 31101471322.76 1.0000 0.0164 1.0002 1.0002 1.0002 1.0004 C000010949 1000.00 292670540.80 292679180.54 1.0002 1.0002 1.0002 1.0004 5488549.79 556269.66 3307623.41 4258323.12 7827727.71 2357342.05 5524251.31 3346983.06 21987961.80 10518917.89 0.0067 Y JPM Dist Svcs, Shareholder Servicing Contract, 37893.53; C000010954 1000000.00 29936079.63 29936860.28 1.0002 1.0002 1.0002 1.0004 1923190.54 3072656.69 19220.50 1651433.49 7686058.85 61659.82 417778.20 8622318.75 10045560.11 13408068.75 0.0115 N C000010952 10000000.00 5961092.22 5961271.20 1.0002 1.0002 1.0002 1.0004 5731.33 762796.94 582.73 2186.00 8.00 8.00 608.73 4544.00 1577.58 769534.94 0.0095 N C000010953 5000000.00 1744026495.60 1744089359.88 1.0002 1.0001 1.0001 1.0004 3515937881.39 3629475176.84 3043161635.17 3094818609.75 2595679196.43 2515391689.72 3321913148.78 3384999658.61 12476417755.56 12624685134.92 0.0138 Y JPM Dist Svcs, Shareholder Servicing Contract, 53430.31; C000010947 10000000.00 16873785914.06 16874347794.41 1.0002 1.0002 1.0001 1.0004 2157444631.88 1469374159.89 1626155363.83 2271078309.96 1771631296.65 1524424537.85 2109098170.53 2391356105.21 7650174683.00 7656233112.91 0.0143 Y JPM Dist Svcs, Shareholder Servicing Contract, 459176.67; C000010950 1000.00 734808858.78 734836710.43 1.0002 1.0001 1.0001 1.0004 3328384890.65 3330783196.31 3128710979.16 3178734288.48 2473412574.77 2468194786.09 3243213925.44 3230694619.21 12173673573.72 12208406890.09 0.0105 Y JPM Dist Svcs, Shareholder Servicing Contract, 2724.59; C000010951 1000000.00 1438751582.48 1438798478.16 1.0002 1.0002 1.0001 1.0004 661829233.05 664247893.00 862100351.47 858414790.68 539024922.02 561535856.21 659080739.79 653989657.59 2721331286.35 2738188197.48 0.0120 N C000165408 50000000.00 9943146703.28 9943392272.49 1.0002 1.0002 1.0002 1.0004 1850368842.59 1537002616.48 972564010.20 1020593345.88 2333163660.19 1089031407.35 1978998771.96 1961487624.95 7132269171.40 5608114994.66 0.0146 Y JPM Dist Svcs, Shareholder Servicing Contract, 132358.44; C000115394 50000000.00 37429167.31 37429395.37 1.0002 1.0002 1.0002 1.0004 2617038.66 839391.02 1084759.71 904807.75 1081628.92 359852.68 0.00 2552755.96 4783427.29 4656807.41 0.0150 N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 1.600 0QH001J60 NQQ6HPCNCCU6TUTQYE16 0000009622 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2020-08-20 0.000000 100.00 99.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-05-15 3.125000 75369800.00 98400129.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 3.125000 43398900.00 44773361.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 1.500000 110745000.00 112846465.48 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-06 2020-03-06 2020-04-29 Y BANK OF MONTREAL (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0160 250000000.00 250000000.00 0.0080 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 1.600 0QK004UQ3 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 2025-02-15 0.000000 300.00 284.10 U.S. Treasuries (including strips) United States Treasur 2037-02-15 0.000000 300.00 233.41 U.S. Treasuries (including strips) United States Treasur 2037-05-15 0.000000 200.00 154.91 U.S. Treasuries (including strips) United States Treasur 2046-11-15 0.000000 300.00 183.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-05-15 3.375000 26681000.00 35341000.97 U.S. Treasuries (including strips) United States Treasur 2022-11-15 0.000000 600.00 582.89 U.S. Treasuries (including strips) United States Treasur 2029-02-15 0.000000 2600.00 2322.30 U.S. Treasuries (including strips) United States Treasur 2045-11-15 0.000000 500.00 310.68 U.S. Treasuries (including strips) United States Treasur 2046-05-15 0.000000 100.00 61.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-15 1.500000 8695200.00 8704292.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-03-31 2.625000 19053900.00 20663190.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-15 0.000000 197.19 180.11 U.S. Treasuries (including strips) United States Treasur 2038-08-15 0.000000 821.32 594.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-11-15 2.750000 49999600.00 60851847.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-06-30 1.750000 1847000.00 1901812.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-31 2.750000 13995100.00 14795555.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-08-15 0.000000 0.54 0.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-02-15 0.000000 168.34 139.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2034-05-15 0.000000 12.80 10.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 0.000000 0.16 0.16 U.S. Treasuries (including strips) United States 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191.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-30 2.875000 100.00 109.66 U.S. Treasuries (including strips) United States Treasur 2036-08-15 0.000000 37.63 28.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-05-15 0.000000 85.99 69.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-15 0.000000 250.00 237.13 U.S. Treasuries (including strips) United States Treasur 2041-05-15 0.000000 986.94 669.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-11-15 0.000000 121.12 81.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2038-05-15 0.000000 83.87 61.12 U.S. Treasuries (including strips) United States Treasur 2039-11-15 0.000000 10.00 7.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-08-15 0.000000 391.44 263.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-08-15 0.000000 455.22 291.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-05-15 0.000000 1.85 1.16 U.S. Treasuries (including strips) United States Treasur 2049-05-15 0.000000 660.72 379.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-11-15 0.000000 1.69 1.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-05-15 0.000000 6.40 5.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2034-11-15 0.000000 17380.60 13641.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-08-15 0.000000 58.50 50.11 U.S. Treasuries (including strips) United States Treasur 2043-02-15 0.000000 179.83 116.57 U.S. Treasuries (including strips) United States Treasur 2048-08-15 0.000000 6980.88 4061.15 U.S. Treasuries (including strips) United States Treasur 2046-08-15 0.000000 500.00 307.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-31 1.125000 200.00 200.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-31 2.375000 100.00 103.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-15 0.625000 100.00 114.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-12-15 1.625000 36391000.00 37039157.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2035-02-15 0.000000 635.26 495.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2035-08-15 0.000000 4.64 3.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.000000 70.60 68.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-15 0.000000 205984.39 192787.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-02-15 0.000000 73.50 62.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-02-15 0.000000 35.20 25.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-02-15 0.000000 0.97 0.66 U.S. Treasuries (including strips) United States Treasur 2047-11-15 0.000000 3887.50 2288.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-14 0.000000 200.00 199.62 U.S. Treasuries (including strips) United States Treasur 2044-02-15 0.000000 22069800.00 14232593.32 U.S. Treasuries (including strips) United States Treasur 2049-08-15 0.000000 100.00 58.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-05-21 0.000000 100.00 99.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-08-15 0.000000 400.00 237.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-15 2.625000 277800.00 284286.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 2.750000 87200.00 89251.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-10-31 3.000000 141000.00 156572.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-30 1.750000 2816600.00 2883465.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2035-05-15 0.000000 4.84 3.76 U.S. Treasuries (including strips) United States Treasur 2046-02-15 0.000000 225.90 136.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-16 0.000000 19700.00 19660.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-09 0.000000 136700.00 136008.30 U.S. Treasuries (including strips) United States Treasur 2021-08-15 0.000000 200.00 196.64 U.S. Treasuries (including strips) United States Treasur 2047-05-15 0.000000 500.00 303.19 U.S. Treasuries (including strips) United States Treasur 2020-05-15 8.750000 400.00 415.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-08-15 2.250000 14127400.00 15475910.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-08-15 0.000000 0.04 0.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-11-15 0.000000 20.48 16.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-15 0.000000 82.56 80.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-15 0.000000 38.17 35.84 U.S. Treasuries (including strips) United States Treasur 2037-11-15 0.000000 531678.30 390536.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-02-15 0.000000 9.96 6.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-08-15 0.000000 761.20 449.97 U.S. Treasuries (including strips) United States Treasur 2048-05-15 0.000000 265.60 155.31 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 2020-04-14 2020-04-14 2020-04-14 N N N 0.0160 250000000.00 250000000.00 0.0080 N N N Y BNP PARIBAS (REPO) BNP PARIBAS (REPO) 1.590 0QK004YF3 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2020-04-16 0.000000 18170.57 18133.78 U.S. Treasuries (including strips) United States Treasur 2030-05-15 0.000000 59634.86 52300.37 U.S. Treasuries (including strips) United States Treasur 2021-08-15 0.000000 36.86 36.24 U.S. Treasuries (including strips) United States Treasur 2036-02-15 0.000000 36.86 29.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-15 8.750000 294.86 305.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-05-15 4.250000 36.86 53.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-15 2.750000 589.71 611.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-11-15 1.750000 147.43 154.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-15 1.500000 39696764.57 40218308.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-02-15 0.000000 6064120.08 4935690.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-15 0.000000 84386.91 79577.70 U.S. Treasuries (including strips) United States Treasur 2029-08-15 0.000000 176050.87 153613.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2038-11-15 0.000000 335.24 241.31 U.S. Treasuries (including strips) United States Treasur 2046-08-15 0.000000 75.47 45.36 U.S. Treasuries (including strips) United States Treasur 2048-08-15 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Treasur 2048-11-15 0.000000 34.72 20.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-09 0.000000 368571.43 366706.46 U.S. Treasuries (including strips) United States Treasur 2039-05-15 0.000000 9690406.28 7139988.25 U.S. Treasuries (including strips) United States Treasur 2042-08-15 0.000000 5823.43 3900.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-08-15 0.000000 60717867.42 37899485.66 U.S. Treasuries (including strips) United States Treasur 2021-11-15 0.000000 36.86 36.14 U.S. Treasuries (including strips) United States Treasur 2023-02-15 0.000000 36.86 35.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-08-15 3.125000 9795301.71 12413057.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-15 6.250000 26500.29 31176.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 7.500000 110.57 145.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2036-02-15 4.500000 36.86 52.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-31 1.875000 5086.29 5302.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-31 1.625000 9214248.86 9403656.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-11-15 3.375000 92223574.27 126217974.74 U.S. Treasuries (including strips) United States Treasur 2023-11-15 0.000000 215614.29 206061.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-31 2.125000 36.86 38.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-05-31 2.500000 11941.71 12043.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-07-15 0.125000 66692557.70 73585254.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2034-02-15 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0.000000 8808927.08 7767914.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-08-15 0.000000 2.36 2.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-02-15 0.000000 181.18 153.45 U.S. Treasuries (including strips) United States Treasur 2037-11-15 0.000000 6180529.80 4539821.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.000000 9.10 6.05 U.S. Treasuries (including strips) United States Treasur 2046-05-15 0.000000 46.54 28.07 U.S. Treasuries (including strips) United States Treasur 2047-05-15 0.000000 28080173.65 16669401.96 U.S. Treasuries (including strips) United States Treasur 2043-11-15 0.000000 8509577.14 5526459.78 U.S. Treasuries (including strips) United States Treasur 2044-05-15 0.000000 1464408.00 938480.51 U.S. Treasuries (including strips) United States Treasur 2041-05-15 0.000000 705.89 478.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-06-18 0.000000 174113.14 173357.49 U.S. Treasuries (including strips) United States Treasur 2022-11-15 0.000000 442.29 429.67 U.S. Treasuries (including strips) United States Treasur 2045-11-15 0.000000 9907421.14 6156075.20 U.S. Treasuries (including strips) United States Treasur 2020-05-15 8.750000 405.43 421.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 8.000000 5000961.43 5690503.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-11-15 3.750000 35047457.14 48969264.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-15 1.500000 36.86 36.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 1.810747 184.29 185.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-08-15 0.000000 24642457.59 20659694.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-08-15 0.000000 14219.67 11688.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 0.000000 3.07 3.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-15 0.000000 2.60 2.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-15 0.000000 575775.21 538886.44 U.S. Treasuries (including strips) United States Treasur 2036-11-15 0.000000 22.22 16.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-08-15 0.000000 295.33 193.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-11-15 0.000000 1450735.68 882421.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-07 0.000000 516.00 515.16 U.S. Treasuries (including strips) United States Treasur 2028-08-15 0.000000 36.86 33.17 U.S. Treasuries (including strips) United States Treasur 2037-02-15 0.000000 1105.71 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2023-05-15 0.000000 30.00 28.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-15 0.000000 141.51 132.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-15 0.000000 180.72 169.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2038-05-15 0.000000 19.88 14.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2038-11-15 0.000000 2.56 1.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-02-15 0.000000 0.20 0.14 U.S. Treasuries (including strips) United States Treasur 2041-05-15 0.000000 221.56 150.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-11-15 0.000000 89.74 58.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-11-15 0.000000 11.71 7.84 U.S. Treasuries (including strips) United States Treasur 2048-05-15 0.000000 286259.78 167390.12 U.S. 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254900HROIFWPRGM1V77 2026-07-15 0.125000 200.00 220.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-05-15 0.000000 410418.73 409231.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 0.000000 251127.60 247377.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-15 0.000000 327.22 308.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-11-15 0.000000 108.56 96.20 U.S. Treasuries (including strips) United States Treasur 2037-08-15 0.000000 8238182.03 6088156.57 U.S. Treasuries (including strips) United States Treasur 2038-08-15 0.000000 46119.11 33396.14 U.S. Treasuries (including strips) United States Treasur 2048-08-15 0.000000 17.89 10.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-08-15 5.500000 300.00 402.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 0.875000 14731600.00 18594202.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-31 1.875000 547100.00 557890.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-31 1.875000 21002300.00 21893080.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-08-15 2.875000 100.00 113.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 2.500000 121635600.00 125053800.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-28 1.750000 1902500.00 1942399.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-12-31 2.125000 19157000.00 19769264.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-10-31 1.625000 800.00 819.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-30 1.875000 5164200.00 5279420.11 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 2032-02-15 0.000000 86052.96 71438.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-02-15 0.000000 2.91 2.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2034-08-15 0.000000 0.32 0.25 U.S. Treasuries (including strips) United States Treasur 2037-02-15 0.000000 0.64 0.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-05-15 0.000000 1436711.87 1163549.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-11-15 3.375000 174832000.00 239276574.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-09-30 2.125000 17490000.00 18428986.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-11-15 0.000000 191935513.70 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254900HROIFWPRGM1V77 2048-02-15 1.000000 3610600.00 4615443.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-08-15 2.250000 600.00 664.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2034-02-15 0.000000 36.15 28.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-05-15 0.000000 383903.73 343161.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-14 0.000000 1800.00 1796.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 7.500000 20407600.00 26813843.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-15 1.500000 100.00 100.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-01-15 0.875000 100.00 111.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-30 1.750000 6379900.00 6473641.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-15 0.125000 200.00 212.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-08-15 0.000000 43276.37 36281.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-08-15 0.000000 14.08 11.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 0.000000 251.21 232.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 0.000000 2864.13 1845.54 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 2020-03-03 2020-03-03 2020-03-03 Y BNP PARIBAS (REPO) 1.0000 4 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 0.0163 1000000000.00 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2048-08-15 3.000000 196154100.00 249418653.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 1.500000 136116700.00 137556141.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-05-15 0.000000 75879691.41 65323839.90 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 2020-03-02 2020-03-02 2020-03-02 Y BOFA SECURITIES INC (REPO) 1.0000 3 N 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 N N 0.0159 1000000000.00 1000000000.00 0.0322 N Y Y N CITIBANK N.A. (REPO) CITIBANK N.A. 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(REPO) CITIGROUP GLOBAL MARKETS INC. 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(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 0.0157 950000000.00 950000000.00 0.0305 N N Y N CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (REPO) CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (REPO) 1.590 0PW004PV7 1VUV7VQFKUOQSJ21A208 0001330437 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2048-05-15 3.125000 44109833.73 57588229.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 1.000000 32968049.54 42143181.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 3.125000 45681527.50 57588238.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-12-15 1.625000 56580481.25 57588231.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 2.000000 50961584.41 53837307.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-11-15 1.750000 55072629.00 57588240.78 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 319934702.65 319934702.65 0.0103 N Y Y N DEUTSCHE BANK SECURITIES INC. (REPO) DEUTSCHE BANK SECURITIES INC. (REPO) 1.590 0DBS23QK9 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 2020-08-15 0.000000 175400.00 174285.86 U.S. Treasuries (including strips) United States Treasur 2021-02-15 0.000000 917000.00 905728.24 U.S. Treasuries (including strips) United States Treasur 2021-11-15 0.000000 23500.00 23040.88 U.S. Treasuries (including strips) United States Treasur 2026-02-15 0.000000 993000.00 928985.26 U.S. Treasuries (including strips) United States Treasur 2028-11-15 0.000000 598200.00 536434.06 U.S. Treasuries (including strips) United States Treasur 2030-05-15 0.000000 498600.00 437277.19 U.S. Treasuries (including strips) United States Treasur 2038-02-15 0.000000 1423000.00 1082803.39 U.S. Treasuries (including strips) United States Treasur 2041-02-15 0.000000 379700.00 266617.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 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254900HROIFWPRGM1V77 2044-02-15 0.000000 7532000.00 4768509.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 0.000000 1522000.00 893640.78 U.S. Treasuries (including strips) United States Treasur 2022-11-15 0.000000 367000.00 356533.16 U.S. Treasuries (including strips) United States Treasur 2026-11-15 0.000000 1131000.00 1046971.22 U.S. Treasuries (including strips) United States Treasur 2038-05-15 0.000000 412100.00 311522.87 U.S. Treasuries (including strips) United States Treasur 2040-11-15 0.000000 2026400.00 1428713.32 U.S. Treasuries (including strips) United States Treasur 2043-08-15 0.000000 500.00 326.63 U.S. Treasuries (including strips) United States Treasur 2044-02-15 0.000000 440500.00 284074.04 U.S. Treasuries (including strips) United States Treasur 2045-11-15 0.000000 10003000.00 6215464.08 U.S. Treasuries (including strips) United States Treasur 2046-05-15 0.000000 244500.00 150696.35 U.S. Treasuries (including strips) United 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12948088.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-08-15 3.125000 18556900.00 23516158.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 0.750000 33390200.00 41599945.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2050-02-15 2.000000 1600.00 1679.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-31 2.750000 900.00 988.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 2.250000 38922800.00 41186954.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-07-15 0.125000 35486200.00 39153709.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-05-15 2.500000 99997000.00 106405961.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-02-15 1.500000 400.00 407.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-30 1.625000 5000.00 5153.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-31 1.375000 100.00 101.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-01-31 1.500000 13704200.00 13977733.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-03-19 0.000000 900.00 899.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-15 2.375000 200.00 309.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 3.125000 487800.00 614943.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.750000 13950100.00 17987574.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-02-15 3.125000 5400.00 6807.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 3.000000 800.00 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254900HROIFWPRGM1V77 2046-02-15 1.000000 1290800.00 1693696.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-11-15 2.875000 200.00 247.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-05-15 3.000000 8888500.00 11280962.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-08-15 3.000000 24858000.00 31608051.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-11-15 3.375000 9546400.00 13065284.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-31 2.625000 6186000.00 6709825.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-04-15 0.500000 200.00 210.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-30 1.750000 200.00 202.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-11-15 1.750000 7927800.00 8289926.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-04-15 3.375000 52862100.00 110148940.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-11-15 2.750000 34563500.00 41325250.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-11-15 3.000000 10996800.00 13752200.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-31 1.875000 6301000.00 6425270.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-05-15 2.875000 25001200.00 28363943.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-15 2.375000 56017700.00 58047503.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-05-15 2.375000 44563000.00 49058112.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.750000 2000.00 2018.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-03-31 1.375000 100.00 100.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 1.625000 13620200.00 14034083.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 0.125000 100.00 114.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 2.000000 17749000.00 18750562.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-03-31 2.125000 100.00 104.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-15 2.750000 599999000.00 640524547.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-09-30 1.500000 28172400.00 28828775.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-08-15 3.875000 10387200.00 14424953.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-02-15 3.625000 21132300.00 28832585.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-11-15 2.750000 3100.00 3772.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-02-15 3.000000 480600.00 613416.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-07-15 0.375000 2500.00 2758.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-08-15 2.250000 700.00 751.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-31 2.875000 24907900.00 27279871.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 2.875000 4844100.00 5023928.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-11-15 3.125000 1100.00 1277.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-12-31 2.625000 400.00 434.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-30 1.375000 400.00 402.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 1.750000 9741400.00 9988033.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-06-30 2.000000 100.00 104.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-15 2.625000 25141000.00 25707001.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-15 1.500000 14921500.00 15073128.02 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 2020-03-06 2020-03-06 2020-04-13 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 0.0157 1700000000.00 1700000000.00 0.0547 N N Y N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 1.590 0RG001WD9 KX1WK48MPD4Y2NCUIZ63 0001274981 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2023-03-31 2.500000 22420000.00 23603197.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-03-31 2.625000 187615000.00 203460947.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-12-31 2.625000 3398900.00 3692037.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 2.500000 50112100.00 51520349.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-07-15 0.250000 128500.00 135281.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-28 1.500000 9924000.00 10114330.32 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-07-15 0.125000 39155900.00 43202674.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-05-31 2.000000 100.00 104.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-15 0.125000 100.00 102.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-01-31 1.500000 300.00 305.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-08-15 5.500000 3400.00 4567.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 3.125000 9434200.00 11893187.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 2.875000 968700.00 1182543.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-05-15 3.000000 26593900.00 33338481.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 0.750000 5000000.00 6229364.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-11-30 2.875000 100.00 110.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-30 1.375000 1000.00 1005.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-15 1.125000 3000.00 3566.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-15 2.250000 300.00 320.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-30 2.125000 5507000.00 5593539.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-30 1.750000 300.00 305.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-15 1.500000 1305000.00 1326977.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-05-15 3.000000 200.00 248.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-11-15 2.875000 27139200.00 33613616.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 3.000000 7694000.00 9702137.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-02-15 3.000000 6746500.00 8610938.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-15 2.875000 63633900.00 66058546.32 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-30 1.625000 10300.00 10383.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-28 1.125000 100.00 100.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 5.250000 100.00 133.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2037-02-15 4.750000 24514900.00 36540081.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-11-15 2.750000 100.00 121.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-15 2.375000 1900.00 1940.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-03-19 0.000000 1700.00 1698.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 0.875000 1600.00 2019.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-05-15 3.000000 10358500.00 13146633.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 2.875000 1000.00 1037.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-15 0.125000 97782000.00 107577989.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-15 2.625000 124856000.00 127666892.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 1.750000 99999500.00 102531295.03 U.S. Treasuries (including 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2020-03-02 2020-03-02 N N N 0.0159 1000000000.00 1000000000.00 0.0322 N Y Y N NATWEST MARKETS SECURITIES NATWEST MARKETS SECURITIES 1.590 ORSI06GJ5 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2023-05-15 1.750000 62816700.00 64734373.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-09-30 1.500000 42820100.00 44095048.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-15 2.125000 62818900.00 64818350.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-15 8.750000 51979200.00 53842758.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-30 1.750000 62180700.00 63493803.32 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-31 1.875000 64358400.00 66062974.43 U.S. Treasuries (including strips) 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Clemens Timothy J. Clemens Treasurer