N-MFP2 0000763852 XXXXXXXX 2022-07-29 0000763852 S000003910 11 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 Treasury N 29 60 22187219937.67 23202461736.36 21562914183.61 21560327820.97 21148293387.26 22187219937.67 23202461736.36 21562914183.61 22010327820.97 21148293387.26 0.9799 0.9805 0.9790 0.9789 0.9992 0.9799 0.9805 0.9790 0.9993 0.9992 796094672.24 20336724141.88 20352198715.02 16557321.44 28134070.76 21136716637.94 21140805880.20 1.0000 0.0167 0.9992 0.9991 0.9988 0.9990 0.9991 C000010949 1000.00 383084299.09 383166136.09 0.9992 0.9991 0.9988 0.9990 0.9991 11072833.52 21157750.96 5732197.43 3560972.46 11603797.66 7677837.56 8229189.31 26471639.79 3171121.71 54868438.92 28844243.33 103508403.87 0.0072 Y JPMIM, IA Vol, 8.38; JPM Inv Mgt, Inv Adv Cont, 12.94; JPM Inv Mgt, Inv Adv Vol, 796.74; JPM Inv Mgt, Adm Vol, 531.15; JPMDS, Sh Serv Cont, 54022.37; C000010954 1000000.00 14596006.43 14599102.99 0.9992 0.9991 0.9988 0.9990 0.9991 1915485.89 0.00 700926.63 51934.17 1180473.25 1304732.34 60614.46 15981.52 93704.37 2120441.93 2072536.86 3493089.96 0.0122 Y JPMIM, IA Vol, 0.30; JPM Inv Mgt, Inv Adv Cont, 0.48; JPM Inv Mgt, Inv Adv Vol, 29.18; JPM Inv Mgt, Adm Vol, 19.46; C000010952 10000000.00 69522223.79 69536520.22 0.9992 0.9991 0.9988 0.9990 0.9991 152723337.43 14006.17 34096851.87 31161182.16 123835925.28 264190736.52 13815366.30 12293026.93 66669953.34 18500134.93 252515427.85 326145097.40 0.0101 Y JPMIM, IA Vol, 2.94; JPM Inv Mgt, Inv Adv Cont, 4.22; JPM Inv Mgt, Inv Adv Vol, 143.42; JPM Inv Mgt, Adm Vol, 95.61; C000010953 5000000.00 1262283693.73 1262497583.25 0.9992 0.9991 0.9988 0.9990 0.9991 2231657705.83 2213726877.21 1787287792.35 1694947511.84 2313435342.88 2166434414.82 2018255232.56 2058452653.78 2156224251.51 2025607661.82 8695110215.93 8359922994.13 0.0143 Y JPMIM, IA Vol, 17.48; JPM Inv Mgt, Inv Adv Cont, 27.47; JPM Inv Mgt, Inv Adv Vol, 2530.14; JPM Inv Mgt, Adm Vol, 1686.76; JPMDS, Sh Serv Cont, 12005.59; C000010947 10000000.00 6728036210.08 6729306410.37 0.9992 0.9991 0.9988 0.9990 0.9991 818787431.03 1096588448.82 565137692.41 364944868.60 475858651.24 603048709.73 803834099.51 916710939.98 835228862.79 962359319.99 2888195299.79 2964012655.89 0.0150 Y JPMIM, IA Vol, 129.25; JPM Inv Mgt, Inv Adv Cont, 206.18; JPM Inv Mgt, Inv Adv Vol, 13323.70; JPM Inv Mgt, Adm Vol, 8882.47; JPMDS, Sh Serv Cont, 77078.15; JPM Dist Svcs, Sh Serv Vol, 21107.34; C000010950 1000.00 509626518.60 509724320.52 0.9992 0.9991 0.9988 0.9990 0.9991 1525258853.55 1522662992.85 1522512516.37 1420609514.21 2021198876.77 2015502109.27 2014419688.93 2014825127.72 1994431323.30 2005281695.97 7858196858.83 7766157968.44 0.0112 Y JPMIM, IA Vol, 7.75; JPM Inv Mgt, Inv Adv Cont, 15.06; JPM Inv Mgt, Inv Adv Vol, 1034.00; JPM Inv Mgt, Adm Vol, 689.33; C000010951 1000000.00 1954431461.72 1954801923.60 0.9992 0.9991 0.9988 0.9990 0.9991 522741659.70 516337087.90 486528607.56 429445699.04 538237347.19 526112085.04 503009086.51 492956246.96 504861436.14 540649547.26 2135016492.61 2097599730.71 0.0127 Y JPMIM, IA Vol, 35.82; JPM Inv Mgt, Inv Adv Cont, 56.17; JPM Inv Mgt, Inv Adv Vol, 3927.00; JPM Inv Mgt, Adm Vol, 2618.00; C000165408 50000000.00 9902566309.03 9904545315.77 0.9992 0.9991 0.9988 0.9990 0.9991 3420489319.43 3119279137.75 2699292981.64 2444425006.66 2261722951.75 3867082104.59 2457068952.60 2304324425.82 1757840667.67 2511929870.43 10596031230.11 11413376130.77 0.0153 Y JPMIM, IA Vol, 222.21; JPM Inv Mgt, Inv Adv Cont, 351.75; JPM Inv Mgt, Inv Adv Vol, 20095.38; JPM Inv Mgt, Adm Vol, 13396.92; JPM Dist Svcs, Sh Serv Vol, 27518.23; DST AM Sltns, TA Vol, 878.20; C000222399 5000000.00 200242268.58 200279842.86 0.9992 0.9991 0.9988 0.9990 0.9991 160863.38 2303.75 0.00 0.00 2691.64 0.00 0.00 3136.11 0.00 361.69 2691.64 3497.80 0.0153 Y JPMIM, IA Vol, 3.75; JPM Inv Mgt, Inv Adv Cont, 5.78; JPM Inv Mgt, Inv Adv Vol, 400.81; JPM Inv Mgt, Adm Vol, 267.21; JPM Dist Svcs, Sh Serv Vol, 548.60; C000225259 50000000.00 112297603.34 112318675.34 0.9992 0.9991 0.9988 0.9990 0.9991 99458.00 10001755.61 0.00 0.00 60000000.00 6220.21 0.00 2775.01 11855.77 64900000.00 60011855.77 69908995.22 0.0153 Y JPMIM, IA Vol, 2.20; JPM Inv Mgt, Inv Adv Cont, 5.11; JPM Inv Mgt, Inv Adv Vol, 224.77; JPM Inv Mgt, Adm Vol, 149.85; JPM Dist Svcs, Sh Serv Vol, 307.68; DST AM Sltns, TA Vol, 19.69; C000115394 50000000.00 30043.55 30049.19 0.9992 0.9991 0.9988 0.9990 0.9991 22.53 0.34 0.00 0.00 0.40 0.00 0.00 0.47 0.00 0.06 0.40 0.53 0.0149 Y JPM Inv Mgt, Inv Adv Vol, 0.06; JPM Inv Mgt, Adm Vol, 0.04; DST AM Sltns, TA Vol, 0.17; BNP PARIBAS (REPO) BNP PARIBAS (REPO) 2.240 0QK008AU7 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasu 254900HROIFWPRGM1V77 2026-01-15 2.000000 109363.88 172147.43 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2022-10-25 0.000000 391332.94 389076.12 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2044-11-15 0.000000 24.92 11.32 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2029-04-15 3.875000 35925.65 80004.08 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-11-15 2.250000 106358.82 104196.08 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2030-05-15 0.000000 15.28 12.33 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2031-05-15 0.000000 24747774.52 19398815.28 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2048-11-15 0.000000 13044555.18 5719646.11 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-08-15 2.250000 10426642.47 10292173.92 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2047-11-15 0.000000 5334.82 2325.02 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2035-05-15 0.000000 3769217.76 2595294.89 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-01-15 0.250000 3937707.53 4892216.46 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2031-02-15 0.000000 44.36 35.01 U.S. Treasuries (including strips) United States Treasu 2022-07-31 2.591155 337.65 338.96 U.S. Treasuries (including strips) United States Treasu 2037-02-15 0.000000 145.19 94.58 U.S. Treasuries (including strips) United States Treasu 2036-08-15 0.000000 23470832.42 15539334.02 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-08-31 1.250000 3929739.06 3819274.39 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2031-11-15 0.000000 39443.60 30474.92 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-04-30 0.500000 33.76 30.46 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2040-08-15 1.125000 26370.24 18845.93 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2047-05-15 0.000000 135.06 59.19 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-07-15 0.125000 6960594.12 8544803.92 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2038-05-15 0.000000 3033667.52 1889962.73 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-03-31 0.500000 82385.88 77528.52 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2045-08-15 0.000000 16951.98 7545.77 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2029-02-28 1.875000 8441176.47 8086677.57 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-04-15 0.125000 20230056.00 22985610.84 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2043-11-15 0.000000 1515570.04 714336.66 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2032-02-15 0.000000 6809158.86 5215066.68 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2022-09-15 0.000000 1531128.12 1526785.84 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2044-02-15 0.000000 48765.95 22802.62 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2030-11-15 0.000000 120268.19 95599.74 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-04-15 0.125000 506.47 565.85 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2034-02-15 0.000000 5705864.01 4094071.54 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-02-15 2.000000 337.65 333.57 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2046-08-15 0.000000 1273098.24 566337.75 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2022-11-25 0.000000 607.76 602.67 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2031-05-15 1.625000 14203056.00 13103907.35 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-08-15 6.375000 17476578.00 20938464.67 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-04-30 2.375000 3453150.23 3424380.05 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-07-15 0.750000 53128798.47 64219903.55 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-01-15 0.625000 6415.29 8062.87 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2042-11-15 2.750000 34102.35 31458.90 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-07-31 0.625000 339335.29 312931.77 U.S. Treasuries (including strips) United States Treasu 2039-11-15 0.000000 174914.24 101426.12 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-04-30 2.000000 33.76 33.40 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-08-15 1.500000 7001449.41 6706377.39 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2029-01-15 2.500000 101.29 158.13 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2046-08-15 2.250000 3617010.35 3017358.40 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2046-05-15 2.500000 996396.47 868633.64 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2042-05-15 0.000000 44.10 22.19 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2022-08-02 0.000000 135.06 135.03 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-07-15 0.125000 67.53 83.79 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2022-10-15 1.375000 33.76 33.82 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2049-02-15 1.000000 33.76 40.11 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-03-31 0.625000 135.06 122.93 U.S. Treasuries (including strips) United States Treasu 2039-08-15 0.000000 24.24 14.25 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2022-08-31 1.875000 33.76 34.01 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-01-15 0.625000 959998.12 1217479.52 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2049-08-15 0.000000 67.53 29.20 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-03-15 0.250000 303.88 291.26 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2031-07-15 0.125000 1296463.41 1399091.12 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2043-05-15 2.875000 38060218.00 35722916.22 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2048-08-15 0.000000 19323338.59 8392705.65 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2040-05-15 4.375000 219.81 263.14 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-01-15 2.375000 1326952.94 2120566.13 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2029-04-30 2.875000 20258823.53 20591235.37 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2022-10-13 0.000000 33.76 33.60 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-01-31 2.500000 57838.94 58011.76 U.S. Treasuries (including strips) United States Treasu 2040-02-15 0.000000 40416893.17 24032248.43 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-01-15 1.125000 16910006.23 16217879.49 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-08-31 1.125000 23463094.12 21447735.60 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2051-11-15 0.000000 18266.71 7503.96 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2045-02-15 0.750000 444546.12 526121.82 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2045-02-15 0.000000 9612642.94 4439022.38 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-04-15 3.625000 33226462.70 72328702.25 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-06-30 1.250000 79347058.82 72943279.40 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-05-15 2.125000 33.76 33.24 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2046-05-15 0.000000 0.05 0.02 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2029-02-15 0.000000 8278090.44 6913488.62 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2048-05-15 0.000000 5781797.23 2450441.30 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2040-05-15 1.125000 1970406.94 1411979.42 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-12-31 0.625000 6037804.71 5397631.53 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2023-01-12 0.000000 55709401.17 54999496.27 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2030-02-15 1.500000 135.06 125.29 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2049-02-15 0.000000 73607.06 32185.20 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-03-31 2.250000 2181233.76 2156557.57 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2041-02-15 2.125000 251141.88 412478.65 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-08-31 1.875000 971343.06 958634.60 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2049-05-15 2.875000 15731314.12 15110074.69 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2038-11-15 0.000000 3714119.78 2265163.66 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-05-15 0.000000 44.02 37.51 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2041-05-15 2.250000 2146456.12 1845642.31 U.S. Treasuries (including strips) United States Treasu 2025-08-15 0.000000 62320.19 57320.18 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-01-31 2.625000 67.53 68.01 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2022-09-13 0.000000 101.29 101.02 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-11-15 6.125000 931838.35 1096823.14 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-01-15 0.500000 1621279.88 1955290.02 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-10-31 1.375000 1744960.00 1613555.39 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2029-08-15 1.625000 2073524.35 1949883.99 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-02-28 0.500000 338660.00 312858.05 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2043-11-15 3.750000 9951640.59 10707593.71 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-01-31 2.250000 33.76 33.79 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2047-02-15 0.875000 72864.24 86419.27 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2045-08-15 0.000000 9744224.00 4442001.95 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2034-11-15 0.000000 13862372.32 9707264.84 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2030-07-15 0.125000 2624530.59 2970417.92 U.S. Treasuries (including strips) United States Treasu 2034-08-15 0.000000 44192917.52 31183848.39 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2044-02-15 0.000000 24413908.23 11674975.06 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2022-10-06 0.000000 101.29 100.86 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2043-08-15 3.625000 67.53 71.98 U.S. Treasuries (including strips) United States Treasu 2035-08-15 0.000000 118231.57 80729.70 U.S. Treasuries (including strips) United States Treasu 2029-08-15 0.000000 337.65 279.58 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2043-05-15 0.000000 0.23 0.11 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2040-02-15 4.625000 5942.59 7418.22 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2050-08-15 0.000000 1365714.82 572289.14 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2041-02-15 1.875000 57251063.88 46557966.37 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-07-15 0.375000 2060626.24 2580543.58 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2040-02-15 2.125000 16967980.23 28300373.62 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2044-02-15 1.375000 22178684.70 30221145.53 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-01-15 1.750000 652975.65 989208.76 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2046-02-15 0.000000 20430179.41 9221978.68 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2049-05-15 0.000000 607586.21 257807.94 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-04-30 2.875000 10883647.76 10959607.46 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2050-02-15 0.250000 33.76 32.36 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-12-31 0.375000 540.24 497.53 U.S. Treasuries (including strips) United States Treasu 2040-05-15 0.000000 391805.65 228446.20 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-01-31 2.521155 4423581.65 4437903.37 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-03-31 2.625000 33.76 33.85 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2032-05-15 2.875000 115542.82 118151.71 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-10-15 0.125000 67.53 77.40 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-02-15 0.000000 16957.18 14544.17 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2030-01-15 0.125000 4431381.29 4988936.46 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2023-02-28 1.500000 67.53 67.39 U.S. Treasuries (including strips) United States Treasu 2041-02-15 0.000000 4692.37 2551.95 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2044-08-15 0.000000 709058.82 332917.30 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-09-30 1.250000 8111970.59 7458586.73 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2045-05-15 0.000000 1782337.53 816274.94 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2022-08-15 7.250000 1181.76 1223.35 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2049-02-15 0.000000 14.12 5.97 U.S. Treasuries (including strips) United States Treasu 2036-02-15 0.000000 236.35 167.20 U.S. Treasuries (including strips) United States Treasu 2037-08-15 0.000000 499564.26 319691.65 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-11-15 6.500000 684950.82 797034.31 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2045-11-15 0.000000 17175160.47 7799412.12 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2029-11-15 0.000000 15.47 12.66 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-01-31 0.750000 5402352.94 4872860.57 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2050-05-15 1.250000 979311.53 641877.55 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-05-31 1.250000 2858216.12 2632517.16 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-01-15 2.375000 560527.88 921277.04 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2042-08-15 0.000000 8102717.37 4009670.21 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-02-29 1.125000 8441176.47 7775472.95 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2042-02-15 0.000000 7515915.60 3821918.24 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2050-02-15 0.000000 33.76 14.43 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2038-05-15 4.500000 10433294.12 12820663.38 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-08-15 2.875000 33.76 34.43 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2041-08-15 0.000000 2287316.07 1198759.48 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-08-15 0.000000 11635358.92 9851774.75 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2039-11-15 4.375000 43421.41 52119.56 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2043-11-15 0.000000 37705891.17 18196486.02 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2051-02-15 0.000000 8137496.71 3389999.75 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2050-11-15 0.000000 31688953.06 13219997.44 U.S. Treasuries (including strips) United States Treasu 2040-08-15 0.000000 33.76 19.25 U.S. Treasuries (including strips) United States Treasu 2037-05-15 0.000000 1427372.31 922106.78 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-07-15 0.375000 13144836.35 15997162.26 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2029-05-15 0.000000 1876190.20 1556862.62 U.S. Treasuries (including strips) United States Treasu 2038-08-15 0.000000 3367016.81 2076499.87 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-05-31 2.625000 19028876.59 19039505.31 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2047-11-15 0.000000 5098651.55 2169083.64 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2044-05-15 0.000000 675.29 312.87 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2023-02-15 1.375000 6902924.00 6889044.16 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2052-02-15 0.000000 33.76 13.88 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2022-08-25 0.000000 67.53 67.43 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2051-05-15 0.000000 15081005.88 6270833.06 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2039-02-15 3.500000 67529.41 74047.24 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2023-01-31 2.375000 42205.88 42592.65 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2044-11-15 3.000000 25229325.88 24048193.05 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2037-02-15 4.750000 135.06 171.15 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-06-30 3.250000 222002.94 228014.37 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2035-02-15 0.000000 28.96 20.10 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-04-30 2.461155 270.12 270.59 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-01-15 0.375000 67.53 82.83 U.S. Treasuries (including strips) United States Treasu 2036-11-15 0.000000 1786532.67 1172199.47 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2044-05-15 0.000000 1449485.06 687389.30 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-10-15 0.125000 101.29 114.98 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2048-02-15 1.000000 34017434.70 40867515.26 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2040-02-15 0.000000 77341.31 44305.74 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-05-15 2.750000 50647.06 50788.34 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2043-02-15 0.625000 14801467.88 17624812.49 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-05-31 0.500000 13954952.94 12560937.02 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2043-05-15 0.000000 10854103.65 5326542.82 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2043-02-15 0.000000 4312225.65 2133991.11 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2039-05-15 0.000000 14640851.48 8696241.19 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-02-15 6.000000 1012772.35 1146959.95 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2031-08-15 1.250000 331670.71 296017.09 U.S. Treasuries (including strips) United States Treasu 2034-05-15 0.000000 90.90 64.74 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-02-15 1.625000 33.76 32.67 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-10-15 0.125000 7581189.41 8165201.20 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-11-30 1.500000 73964964.70 68810200.80 U.S. Treasuries (including strips) United States Treasu 2038-02-15 0.000000 4434050.76 2789004.62 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-05-15 0.000000 1006498.07 881812.08 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2046-11-15 0.000000 44029.18 19455.17 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2023-07-15 0.375000 202.59 256.86 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2029-07-15 0.250000 14015560.59 16106648.15 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2045-08-15 2.875000 67478562.11 63480785.38 U.S. Treasuries (including strips) United States Treasu 2039-11-15 0.000000 27473632.12 16458354.05 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2051-08-15 0.000000 4961689.76 2046349.71 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2030-08-15 0.625000 28544040.82 24421924.29 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2032-11-15 0.000000 37.86 28.32 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2030-08-15 0.000000 9777043.05 7831509.25 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2048-02-15 0.000000 202.59 88.48 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-06-30 0.250000 171862.35 159467.64 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2040-08-15 0.000000 82.46 45.87 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2047-02-15 0.000000 74238934.01 31815317.89 U.S. Treasuries (including strips) United States Treasu 2036-05-15 0.000000 45944438.47 30638048.80 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2042-02-15 0.750000 486042.94 609335.68 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2033-11-15 0.000000 14432385.88 10454820.33 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 2022-08-01 2022-08-01 2022-08-01 N N N 0.0224 1350588235.17 1350588235.17 0.0639 N Y Y N CITIBANK N.A. (REPO) CITIBANK N.A. (REPO) 2.250 0CAN07M53 E57ODZWZ7FF32TWEFA76 0000036684 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasu 254900HROIFWPRGM1V77 2022-11-15 1.625000 101091.53 101122.04 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2040-08-15 3.875000 168.82 190.61 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2029-01-15 2.500000 6053842.94 9450582.40 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2044-11-15 3.000000 33.76 32.18 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2029-02-15 5.250000 264445.18 310473.06 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2045-05-15 3.000000 4524.47 4312.29 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-01-15 2.375000 2665318.35 4259370.22 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2029-02-15 2.625000 33.76 33.96 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2030-05-15 0.625000 9386453.17 8051641.12 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-09-15 0.375000 33.76 32.06 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2050-02-15 0.250000 33.76 32.36 U.S. Treasuries (including strips) United States Treasu 2022-11-15 7.625000 33.76 34.79 U.S. Treasuries (including strips) United States Treasu 2022-07-31 2.000000 1322090.82 1335164.32 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2022-08-15 7.250000 236.35 244.67 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2049-02-15 1.000000 1198478.24 1423581.27 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-11-15 2.250000 1350.59 1323.12 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2050-05-15 1.250000 33.76 22.13 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-11-30 1.625000 33.76 32.31 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2032-04-15 3.375000 355474.82 762012.47 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2051-02-15 0.125000 2769955.18 2540434.69 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-01-15 0.375000 97377.41 119437.37 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-05-15 2.875000 3680.35 3725.91 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2023-03-31 1.500000 1104848.71 1099620.60 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2042-11-15 2.750000 167743.06 154740.39 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2023-10-31 0.375000 1586.94 1539.00 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-02-28 1.125000 491107.65 472201.07 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-11-30 1.500000 13066.94 12156.28 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2046-02-15 1.000000 8734693.06 10903010.98 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2045-02-15 0.750000 3271800.00 3872186.27 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-07-31 0.375000 67.53 60.30 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-05-15 0.250000 373471.41 356328.14 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2023-09-30 0.250000 86876.59 84252.89 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2047-02-15 0.875000 98289.06 116573.91 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-10-15 0.625000 60202.47 57408.90 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-01-15 2.000000 3697066.47 5819476.16 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2047-02-15 3.000000 33.76 32.63 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2044-02-15 1.375000 884972.94 1205882.87 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2040-11-15 4.250000 828856.00 971437.21 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2023-07-31 1.250000 168.82 167.05 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-08-15 6.375000 33.76 40.45 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2022-12-29 0.000000 101.29 100.13 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2048-02-15 1.000000 308305.53 370388.92 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2044-08-15 3.125000 101.29 99.54 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-02-15 7.625000 396060.00 454824.29 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-01-15 2.375000 236994.47 389521.32 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2047-05-15 3.000000 135.06 129.63 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2047-08-15 2.750000 33.76 31.23 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2041-05-15 2.250000 33.76 29.03 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2023-04-30 0.125000 101.29 99.19 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2044-02-15 3.625000 67.53 71.93 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-01-15 0.125000 964792.71 926158.12 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2040-02-15 2.125000 268024.24 447029.40 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-01-15 1.750000 33.76 51.15 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-10-15 0.125000 1384.35 1571.36 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-01-31 0.750000 34811.41 31399.50 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-04-15 3.625000 6979873.76 15194070.33 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2022-11-30 0.125000 162948.47 161555.51 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2023-09-15 0.125000 1258579.41 1220081.93 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-11-15 5.250000 1398939.29 1613818.79 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-02-15 6.000000 3342.71 3785.60 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-12-31 1.750000 33.76 32.44 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2036-02-15 4.500000 3005.06 3701.51 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-08-15 5.500000 236.35 278.22 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2043-02-15 0.625000 7285815.76 8675567.70 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2050-11-15 1.625000 67.53 48.90 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2023-12-15 0.125000 135.06 129.97 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2052-02-15 0.125000 91232.24 78794.57 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2041-02-15 2.125000 151502.24 248829.22 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2029-06-30 3.250000 2320209.29 2404458.74 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-11-15 6.500000 33.76 39.29 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2041-02-15 1.875000 67.53 54.92 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-10-31 1.125000 135.06 126.63 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-04-30 2.500000 33.76 33.73 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2023-11-30 2.875000 231862.24 232755.96 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2027-02-15 6.625000 119797.18 142876.68 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-03-31 2.625000 6516.59 6533.16 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 2022-08-01 2022-08-01 2022-08-01 N N N 0.0225 84411764.69 84411764.69 0.0040 N Y Y N DEUTSCHE BANK SECURITIES INC. (REPO) DEUTSCHE BANK SECURITIES INC. (REPO) 2.250 0DBS24KV9 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasu 254900HROIFWPRGM1V77 2049-02-15 0.000000 19601200.00 8570761.91 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2048-11-15 0.000000 52444700.00 22995427.61 U.S. Treasuries (including strips) United States Treasu 2040-05-15 0.000000 75045200.00 43755854.31 U.S. Treasuries (including strips) United States Treasu 2023-02-15 0.000000 24953400.00 24637989.02 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 2022-08-01 2022-08-01 2022-08-01 N N N 0.0225 98000000.00 98000000.00 0.0046 N Y Y N FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 2.300 0FRT11JJ1 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasu 254900HROIFWPRGM1V77 2045-11-15 3.000000 310779500.00 297103377.86 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2039-05-15 4.250000 69800.00 82838.06 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2029-11-15 1.750000 426695000.00 402947962.28 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 AA+ Standard & Poor's Short Rating A-1+ 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 700000000.00 700000000.00 0.0331 N Y Y N FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 2.300 0FRT11JK8 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasu 254900HROIFWPRGM1V77 2031-05-15 1.625000 166778900.00 153872184.58 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2029-11-15 1.750000 1194100.00 1127644.25 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2022-11-15 1.625000 7522300.00 7524570.39 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-08-15 0.375000 9792193600.00 9320766995.61 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2042-02-15 3.125000 15863500.00 15806826.99 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2039-05-15 4.250000 2294100.00 2722618.80 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 AA+ Standard & Poor's Short Rating A-1+ 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 9500000000.00 9500000000.00 0.4495 N Y Y N SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 2.260 0SON07WH6 O2RNE8IBXP4R0TD8PU41 0001238163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasu 254900HROIFWPRGM1V77 2023-02-15 1.375000 106639900.00 106425477.21 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2025-05-31 2.875000 108340900.00 108864030.84 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2026-12-31 1.250000 49361600.00 46365600.37 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2028-04-30 1.250000 117751100.00 108700404.88 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2030-02-15 1.500000 89352500.00 82891919.32 U.S. Treasuries (including strips) United States Treasu 254900HROIFWPRGM1V77 2024-08-15 2.375000 107750600.00 107752611.54 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 2022-08-01 2022-08-01 2022-08-01 N N N 0.0226 550000000.00 550000000.00 0.0260 N Y Y N US TREASURY US TREASURY 1.391 912796W54 254900HROIFWPRGM1V77 US912796W548 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+ 2022-11-10 2022-11-10 2022-11-10 N N N 0.0139 347579260.00 347579260.00 0.0165 N Y Y N US TREASURY US TREASURY 1.501 912796W62 254900HROIFWPRGM1V77 US912796W621 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+ 2022-11-17 2022-11-17 2022-11-17 N N N 0.0150 496235000.00 496235000.00 0.0235 N Y Y N US TREASURY US TREASURY 0.971 912796XM6 254900HROIFWPRGM1V77 US912796XM68 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+ 2022-08-16 2022-08-16 2022-08-16 N N N 0.0097 299752782.00 299752782.00 0.0142 N Y Y N US TREASURY US TREASURY 1.619 912796U31 254900HROIFWPRGM1V77 US912796U310 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+ 2023-03-23 2023-03-23 2023-03-23 N N N 0.0162 117875280.00 117875280.00 0.0056 N Y Y N US TREASURY US TREASURY 1.278 912796V63 254900HROIFWPRGM1V77 US912796V631 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+ 2022-10-20 2022-10-20 2022-10-20 N N N 0.0128 497414630.00 497414630.00 0.0236 N Y Y N US TREASURY US TREASURY 2.181 912796X79 254900HROIFWPRGM1V77 US912796X793 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+ 2022-12-15 2022-12-15 2022-12-15 N N N 0.0218 495177035.00 495177035.00 0.0235 N Y Y N US TREASURY US TREASURY 1.625 912828TY6 254900HROIFWPRGM1V77 US912828TY62 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+ 2022-11-15 2022-11-15 2022-11-15 N N N 0.0136 506531565.04 506531565.04 0.0241 N Y Y N US TREASURY US TREASURY 1.264 912796XX2 254900HROIFWPRGM1V77 US912796XX24 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+ 2022-09-27 2022-09-27 2022-09-27 N N N 0.0126 348783603.00 348783603.00 0.0165 N Y Y N US TREASURY US TREASURY 2.461 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 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+ 2022-08-01 2024-04-30 2024-04-30 N N N 0.0256 347366962.91 347366962.91 0.0164 N Y Y N US TREASURY US TREASURY 1.542 912796W70 254900HROIFWPRGM1V77 US912796W704 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+ 2022-11-25 2022-11-25 2022-11-25 N N N 0.0154 347186196.00 347186196.00 0.0165 N Y Y N US TREASURY US TREASURY 0.873 912796U56 254900HROIFWPRGM1V77 US912796U567 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+ 2022-09-22 2022-09-22 2022-09-22 N N N 0.0087 578257424.80 578257424.80 0.0274 N Y Y N US TREASURY US TREASURY 1.500 912828YF1 254900HROIFWPRGM1V77 US912828YF19 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+ 2022-09-15 2022-09-15 2022-09-15 N N N 0.0009 224834834.25 224834834.25 0.0107 N Y Y N US TREASURY US TREASURY 1.375 912828YK0 254900HROIFWPRGM1V77 US912828YK04 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+ 2022-10-15 2022-10-15 2022-10-15 N N N 0.0010 455113321.68 455113321.68 0.0216 N Y Y N US TREASURY US TREASURY 0.250 912828ZH6 254900HROIFWPRGM1V77 US912828ZH65 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+ 2023-04-15 2023-04-15 2023-04-15 N N N 0.0143 49042969.00 49042969.00 0.0023 N Y Y N US TREASURY US TREASURY 2.000 9128283C2 254900HROIFWPRGM1V77 US9128283C28 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+ 2022-10-31 2022-10-31 2022-10-31 N N N 0.0009 168836291.39 168836291.39 0.0080 N Y Y N US TREASURY US TREASURY 1.750 912828L57 254900HROIFWPRGM1V77 US912828L575 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+ 2022-09-30 2022-09-30 2022-09-30 N N N 0.0010 99921426.00 99921426.00 0.0047 N Y Y N US TREASURY US TREASURY 1.875 912828M49 254900HROIFWPRGM1V77 US912828M490 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+ 2022-10-31 2022-10-31 2022-10-31 N N N 0.0009 139821621.80 139821621.80 0.0067 N Y Y N US TREASURY US TREASURY 2.000 912828M80 254900HROIFWPRGM1V77 US912828M805 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+ 2022-11-30 2022-11-30 2022-11-30 N N N 0.0132 39909375.20 39909375.20 0.0019 N Y Y N US TREASURY US TREASURY 2.591 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 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+ 2022-07-31 2022-07-31 2022-07-31 N N N 0.0263 350000000.00 350000000.00 0.0166 N Y Y N US TREASURY US TREASURY 0.125 91282CBN0 254900HROIFWPRGM1V77 US91282CBN02 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+ 2023-02-28 2023-02-28 2023-02-28 N N N 0.0195 141688124.64 141688124.64 0.0067 N Y Y N US TREASURY US TREASURY 2.521 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 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+ 2022-08-01 2024-01-31 2024-01-31 N N N 0.0251 669634542.56 669634542.56 0.0316 N Y Y N US TREASURY US TREASURY 1.122 912796T66 254900HROIFWPRGM1V77 US912796T668 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+ 2022-09-01 2022-09-01 2022-09-01 N N N 0.0112 99817014.00 99817014.00 0.0047 N Y Y N US TREASURY US TREASURY 0.125 91282CBG5 254900HROIFWPRGM1V77 US91282CBG50 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+ 2023-01-31 2023-01-31 2023-01-31 N N N 0.0178 34524218.75 34524218.75 0.0016 N Y Y N US TREASURY US TREASURY 2.591 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 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+ 2022-08-01 2022-10-31 2022-10-31 N N N 0.0263 800937328.00 800937328.00 0.0378 N Y Y N US TREASURY US TREASURY 0.125 91282CAR2 254900HROIFWPRGM1V77 US91282CAR25 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+ 2022-10-31 2022-10-31 2022-10-31 N N N 0.0010 298334898.00 298334898.00 0.0142 N Y Y N US TREASURY US TREASURY 0.125 91282CAX9 254900HROIFWPRGM1V77 US91282CAX92 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+ 2022-11-30 2022-11-30 2022-11-30 N N N 0.0133 99148438.00 99148438.00 0.0047 N Y Y N JPMorgan U.S. Treasury Plus Money Market Fund 2022-08-03 Timothy J. Clemens Timothy J. Clemens Treasurer