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P-1 Standard and Poor's Ratings Services A-1 N N 0.0276 700000000.00 700000000.00 0.0447 N Y Y N BNP PARIBAS BNP Paribas 2.480000% R0MUWSFPU8MPRO8K5P83 0001272025 TPR02C72D7791632BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2019-05-23 0.00 2000.00 1997.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-07-05 0.00 49898000.00 49679397.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-08-08 0.00 3815500.00 3790222.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-06-18 0.00 14999900.00 14950850.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-11-15 0.00 400.00 369.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-11-15 0.00 2100000.00 1694553.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-04-15 3.880000 200.00 405.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-04-15 3.380000 100.00 191.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-01-15 2.000000 10928700.00 15367260.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-01-15 2.380000 100.00 144.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 1470100.00 1499140.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-15 1.000000 219000.00 235589.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-02-15 0.880000 100.00 102.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-07-15 0.380000 27726500.00 28363687.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-10-31 2.000000 1100.00 1089.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-15 2.880000 39999900.00 41103485.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-01-15 0.880000 167177000.00 172545557.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-05-15 3.130000 11500.00 11666.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-31 1.380000 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 1.380000 27121800.00 26765434.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-30 1.750000 533100.00 529848.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-07-15 0.380000 100.00 106.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-05-15 0.00 61.00 61.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-05-15 0.00 70.00 66.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-15 0.00 479527.00 454534.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-08-15 0.00 38.00 35.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-02-15 0.00 33.00 25.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-08-15 0.00 1136.00 837.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-11-15 0.00 103.00 62.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-08-15 0.00 21.00 12.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-05-15 0.00 121.00 55.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 0.00 169.00 85.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 204.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-05-15 0.00 81.00 39.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-11-15 0.00 448.00 212.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-05-15 0.00 70.00 33.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-02-15 0.00 204.00 93.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-08-15 0.00 164.00 73.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-11-15 0.00 5591.00 2485.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-07 2019-05-07 2019-07-03 Y BNP Paribas 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0248 350000000.00 350000000.00 0.0224 N N Y N MUFG SECURITIES AMERICAS INC. MUFG SECURITIES AMERICAS INC. 2.760001% TPR02C90C779163MUF U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 9682900.00 11277578.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-08-15 2.880000 83380000.00 83038898.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-15 2.500000 90400000.00 83486795.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-08-15 2.750000 50856400.00 49221039.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 2541000.00 2475753.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-07 2019-05-07 N N N 0.0276 225000000.00 225000000.00 0.0144 N N Y N BANK OF MONTREAL Bank of Montreal 2.450002% NQQ6HPCNCCU6TUTQYE16 0000927971 TPR02CF887791633BA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2019-05-23 0.00 1300.00 1298.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-06-20 0.00 600.00 598.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-07-18 0.00 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-10-10 0.00 1000.00 989.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-11-07 0.00 600.00 592.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-12-05 0.00 700.00 690.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-05-09 0.00 199900.00 199778.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-01-02 0.00 3000.00 2952.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-27 0.00 3300.00 3235.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-15 0.00 1900.00 849.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-15 6.250000 900.00 1055.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-04-15 3.630000 100.00 198.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-02-15 3.630000 200.00 226.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-05-15 3.380000 200.00 219.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 500.00 462.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-08-15 2.880000 855000.00 848248.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-15 2.500000 500.00 460.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-05-15 2.500000 100.00 93.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 3.000000 634300.00 642088.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-08-15 3.000000 193500.00 195866.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-11-15 3.380000 49609400.00 54431956.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-31 1.130000 60886000.00 59389715.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-07-31 2.460000 1000.00 1006.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-09-15 1.380000 900.00 890.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-01-15 0.500000 3999900.00 4084103.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-31 2.500000 186700.00 188832.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-06-30 2.630000 4090300.00 4177676.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-09-30 3.000000 6498400.00 6742383.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-12-15 2.630000 620600.00 632216.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-04-30 2.250000 17589800.00 17533513.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-01-15 0.630000 2724500.00 2983335.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-08-31 1.630000 626900.00 626702.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-11-15 2.250000 17530000.00 17537217.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-02-15 1.630000 100.00 95.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-05-15 1.630000 100.00 96.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-15 0.130000 1622000.00 1796780.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-05-15 2.130000 37671600.00 37469095.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-06-30 1.630000 725000.00 722578.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-07-31 2.750000 93481000.00 95781853.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 Y BANK OF MONTREAL 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0245 300000000.00 300000000.00 0.0192 N Y Y N BNP PARIBAS BNP Paribas 2.480000% R0MUWSFPU8MPRO8K5P83 0001272025 TPR02D55B7791631BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2019-05-23 0.00 800.00 799.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-05-23 0.00 1100.00 1098.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-01-02 0.00 900.00 885.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-06-04 0.00 372200.00 371333.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-02-15 0.00 100.00 92.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-02-15 0.00 100.00 85.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-08-15 0.00 100.00 84.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-15 0.00 300.00 234.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-04-15 3.380000 100.00 191.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 1300.00 1402.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-02-15 0.880000 500.00 512.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-08-15 0.00 1000.00 860.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-09-15 0.880000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-12-31 2.630000 397200.00 405995.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-09-30 2.130000 328000.00 327328.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-30 1.380000 13350900.00 13213252.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-07-15 1.880000 400.00 481.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-01-15 1.380000 27697700.00 32739638.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-15 2.630000 79025000.00 79705091.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-28 1.130000 100.00 98.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-15 3.630000 366600.00 377582.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-31 1.250000 900.00 883.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-11-15 2.750000 193212000.00 199248039.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-07-31 2.880000 100.00 103.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-11-15 0.00 25.00 17.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-11-15 0.00 57.00 56.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-15 0.00 31.00 30.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-15 0.00 50.00 48.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-15 0.00 240.00 227.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-08-15 0.00 43.00 40.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-15 0.00 68.00 62.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-15 0.00 10.00 9.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-11-15 0.00 655.00 588.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-11-15 0.00 53.00 46.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-02-15 0.00 56.00 48.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-05-15 0.00 1230.00 1061.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-05-15 0.00 75.00 63.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-08-15 0.00 1243.00 975.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-05-15 0.00 58.00 34.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-05-15 0.00 34.00 18.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 861.00 422.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-08-15 0.00 95.00 45.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-15 0.00 99.00 43.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-07 2019-05-07 2019-08-26 Y BNP Paribas 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. 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F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-07 2019-05-07 2019-05-31 Y NATIXIS-NEW YORK BRANCH 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0247 500000000.00 500000000.00 0.0320 N N Y N Norinchukin Bank Norinchukin Bank 2.540000% TPR02D7B87791631TH U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2019-11-15 3.380000 31100.00 31730.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-15 1.130000 2906200.00 3408534.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-01-15 0.380000 31149400.00 32259780.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-06 2019-06-06 2019-06-06 N N N 0.0254 35000000.00 35000000.00 0.0022 N N N Y Norinchukin Bank Norinchukin Bank 2.540000% TPR02D9F8779163THE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2029-08-15 6.130000 1625700.00 2174931.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-11-15 3.380000 88300.00 90088.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-15 1.130000 2545500.00 2985487.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-11-15 2.000000 3538600.00 3467337.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-01-15 0.380000 85147000.00 88182227.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-17 2019-06-17 2019-06-17 N N N 0.0254 95000000.00 95000000.00 0.0061 N N N Y CIBC Wood Gundy Sec CIBC Wood Gundy Sec 2.419999% 254900VH02JQR2L8XD64 0000822581 TPR02E22B7791631CA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2026-11-15 0.00 119902600.00 99897091.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-15 2.500000 99200.00 91614.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-31 2.750000 1466300.00 1501307.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-01-15 0.880000 151973600.00 157040399.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.380000 580100.00 584903.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-12-31 2.130000 195500.00 195936.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 243456700.00 250688827.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-07 2019-05-07 2019-07-17 Y CIBC Wood Gundy Sec 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0242 500000000.00 500000000.00 0.0320 N N Y N CIBC Wood Gundy Sec CIBC Wood Gundy Sec 2.419999% 254900VH02JQR2L8XD64 0000822581 TPR02E2EC779163CAN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2026-11-15 0.00 3632200.00 3026175.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-01-15 2.380000 28984200.00 43312940.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 3.000000 87969600.00 89409803.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 39400000.00 40850484.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-11-30 2.130000 4561200.00 4553538.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-31 2.750000 2528300.00 2588662.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-09-30 3.000000 47192400.00 49047487.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-11-15 3.130000 11429800.00 12189837.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-11-30 2.880000 24582400.00 25604942.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-12-31 2.630000 63128000.00 64586109.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-15 2.500000 15664100.00 15876746.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-02-28 2.500000 85959500.00 86895171.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.380000 70959100.00 71546558.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-12-31 2.130000 510500.00 511637.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-07 2019-05-07 2019-07-17 Y CIBC Wood Gundy Sec 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0242 500000000.00 500000000.00 0.0320 N N Y N CIBC Wood Gundy Sec CIBC Wood Gundy Sec 2.420000% 254900VH02JQR2L8XD64 0000822581 TPR02E2F47791632CA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2026-11-15 0.00 583000.00 485728.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-01-15 2.380000 172007900.00 257042381.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-08-15 4.500000 1154500.00 1475520.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-08-15 3.130000 1600000.00 1667815.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-05-15 2.500000 32360000.00 30068462.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-31 2.750000 682200.00 698487.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-11-30 2.880000 388100.00 402798.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-01-15 0.880000 80500.00 83184.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.380000 13960100.00 14075673.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-17 2019-07-17 2019-07-17 Y CIBC Wood Gundy Sec 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0242 300000000.00 300000000.00 0.0192 N N N N BANK OF MONTREAL Bank of Montreal 2.419999% NQQ6HPCNCCU6TUTQYE16 0000927971 TPR02E3DF7791631BA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2019-05-23 0.00 1100.00 1098.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-08-15 0.00 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-10-10 0.00 400.00 396.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-11-07 0.00 900.00 889.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-01-02 0.00 500.00 492.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-01-30 0.00 100.00 98.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-26 0.00 59600.00 58326.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-23 0.00 79509600.00 77662353.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-15 2.500000 12982000.00 11940967.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 100.00 97.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-11-15 3.380000 37127600.00 40736793.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-10-31 2.250000 249000.00 247708.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-15 1.880000 5000.00 4998.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 73170000.00 74970095.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-05-15 2.880000 16942000.00 17653762.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-10-31 3.000000 8525900.00 8826174.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-12-31 2.630000 1050000.00 1072472.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-01-15 0.880000 1099000.00 1134292.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 2.510000 10236000.00 10291044.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-28 2.500000 4974300.00 5010632.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.380000 9805200.00 9872138.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-30 1.380000 500.00 495.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-31 1.750000 8742000.00 8708353.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-15 2.630000 4999800.00 5079533.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-05-15 1.630000 100.00 96.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-15 2.000000 11799800.00 11827309.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-31 1.880000 4708000.00 4678574.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-02-15 2.250000 200.00 198.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.130000 13400.00 13324.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-05-31 2.000000 204980000.00 203437875.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-07-31 2.750000 16366500.00 16769329.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-07 2019-05-07 2019-05-29 Y BANK OF MONTREAL 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0242 500000000.00 500000000.00 0.0320 N N Y N BANK OF MONTREAL Bank of Montreal 2.419999% NQQ6HPCNCCU6TUTQYE16 0000927971 TPR02E3E97791632BA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2019-05-23 0.00 2600.00 2596.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-08-15 0.00 1100.00 1092.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-11-07 0.00 200.00 197.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-01-02 0.00 400.00 394.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-27 0.00 200.00 196.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-23 0.00 68113600.00 66531117.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-08-15 3.880000 35190000.00 41267182.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-05-15 3.380000 49449500.00 54032060.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-15 2.500000 200.00 184.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-05-15 2.500000 61534900.00 56945448.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 9500000.00 9645308.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-08-15 3.000000 39125600.00 39603973.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 3.000000 1849800.00 1873861.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-08-31 1.630000 4099200.00 4023298.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-09-30 1.880000 11107700.00 10976639.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 85266000.00 84500113.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-04-15 0.630000 4588000.00 4700503.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-30 2.380000 25000000.00 24988250.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-31 2.440000 99999900.00 100500302.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-04-30 2.380000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-09-30 1.750000 2000.00 1968.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-10-31 1.880000 499900.00 492911.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-15 3.630000 7649900.00 7776508.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-15 1.250000 478300.00 563496.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-03-31 1.500000 300000.00 291397.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-06-30 1.380000 500000.00 483879.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-06-30 1.630000 799700.00 797029.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-07 2019-05-07 2019-06-17 Y BANK OF MONTREAL 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0242 500000000.00 500000000.00 0.0320 N N Y N BANK OF MONTREAL Bank of Montreal 2.740000% NQQ6HPCNCCU6TUTQYE16 0000927971 TPR02E530779163BAN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2019-05-23 0.00 1300.00 1298.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-06-20 0.00 1400.00 1395.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-10-10 0.00 400.00 396.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-11-07 0.00 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-12-05 0.00 300.00 296.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-01-02 0.00 200.00 197.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-23 0.00 32038600.00 31294247.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-15 0.00 4600.00 2056.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-04-15 3.380000 600.00 1146.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-02-15 2.130000 529600.00 768004.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-05-15 3.380000 15412800.00 16841128.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 69900.00 67832.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-08-31 1.880000 5232400.00 5126517.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 49999900.00 51229975.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-09-30 3.000000 26176800.00 27159608.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-01-15 0.880000 8299500.00 8566022.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-11-15 2.250000 32400000.00 32552043.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-01-15 0.630000 1489000.00 1598699.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-15 1.130000 3665800.00 4298215.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-08-15 1.630000 780000.00 766289.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-02-15 2.250000 23982400.00 23724576.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 200000000.00 200000000.00 0.0128 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 2.750000% G5GSEF7VJP5I7OUK5573 0000312070 TPR02E535779163BAR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2021-04-30 1.380000 156219500.00 153480035.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-11-30 2.130000 152259500.00 152543349.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 300000000.00 300000000.00 0.0192 N Y Y N BNP PARIBAS BNP Paribas 2.740000% R0MUWSFPU8MPRO8K5P83 0001272025 TPR02E53A7791634BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2034-11-15 0.00 126.00 81.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-05-15 0.00 60.00 57.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-08-15 0.00 29.00 26.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-08-15 0.00 196.00 168.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-11-15 0.00 76.00 64.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-05-15 0.00 345.00 289.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-11-15 0.00 99.00 79.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-15 0.00 203.00 157.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-02-15 0.00 91.00 68.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-08-15 0.00 115.00 85.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-11-15 0.00 15.00 9.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-05-15 0.00 59.00 35.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-08-15 0.00 93.00 54.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-05-15 0.00 88.00 50.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-11-15 0.00 78.00 44.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-08-15 0.00 250.00 138.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-02-15 0.00 85.00 46.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-05-15 0.00 19.00 9.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-08-15 0.00 18.00 9.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 0.00 107.00 54.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 6.00 3.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-02-15 0.00 102.00 50.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-05-15 0.00 170.00 82.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-08-15 0.00 139.00 67.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-11-15 0.00 132.00 62.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-05-15 0.00 13.00 6.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-08-15 0.00 87.00 40.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-11-15 0.00 707.00 325.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-02-15 0.00 559.00 255.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-08-15 0.00 36.00 16.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-11-15 0.00 741.00 329.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-15 0.00 6.00 3.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-05-15 0.00 452.00 192.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-08-15 0.00 1021.00 429.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 0.00 77.00 32.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 0.00 119.00 49.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-05-15 0.00 41.00 17.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-11-15 0.00 100.00 81.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-05-15 0.00 1200.00 551.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-08-15 0.00 100.00 43.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 1400000.00 1375879.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 3.000000 1273700.00 1289338.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-15 2.380000 200.00 200.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-04-15 0.630000 200.00 205.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-31 2.440000 200.00 201.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-11-15 3.130000 100.00 106.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-30 2.750000 152534200.00 155245948.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 2.510000 200.00 201.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-01-31 2.500000 100.00 101.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.380000 29011000.00 29209053.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-15 2.750000 8199200.00 8403865.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-01-31 1.250000 4308200.00 4283399.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-08-15 3.630000 2251500.00 2275569.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-15 0.130000 1806000.00 1910199.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-31 2.440000 1500.00 1508.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-08-15 0.00 12.00 8.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-11-15 0.00 44.00 30.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-11-15 0.00 50.00 33.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 200000000.00 200000000.00 0.0128 N Y Y N BNP PARIBAS BNP Paribas 2.740000% R0MUWSFPU8MPRO8K5P83 0001272025 TPR02E53C7791633BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2020-04-23 0.00 19590000.00 19134866.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-15 1.500000 400.00 398.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-15 2.750000 100.00 102.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-30 1.380000 20396000.00 20026424.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-15 2.500000 2475000.00 2507100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2034-08-15 0.00 224022.00 145231.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-15 0.00 6031.00 5815.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-08-15 0.00 29.00 27.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-15 0.00 48.00 37.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 41000000.00 41000000.00 0.0026 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 2.680000% 1VUV7VQFKUOQSJ21A208 0001330437 TPR02E542779163CRE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 1.000000 22068800.00 22499911.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-06-30 2.630000 22002800.00 22499990.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-04-30 2.380000 22524600.00 22499958.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-08-15 2.380000 22323900.00 22499923.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-15 0.130000 16762600.00 18000435.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-07-15 0.130000 21850700.00 22499948.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-07-15 0.130000 21370700.00 22499906.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. 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254900HROIFWPRGM1V77 2048-02-15 1.000000 46.33 48.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-15 2.500000 2640.80 2438.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 46.33 43.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-05-15 3.380000 195280.52 214141.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-02-15 1.380000 46.33 55.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-05-15 2.880000 313977.71 316145.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-08-15 2.750000 46.33 45.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-02-15 5.380000 46.33 60.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-15 5.250000 92.66 115.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-11-15 6.500000 277.98 363.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-08-15 6.750000 231.65 301.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-02-15 7.630000 277.98 360.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-15 6.250000 46.33 54.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-23 0.00 256667.63 250797.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-10-10 0.00 71116.39 70356.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-06-20 0.00 44337.71 44190.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-05-23 0.00 14640.25 14618.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-09-30 1.380000 46.33 44.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-31 1.380000 33681.84 33507.63 U.S. Treasuries (including strips) U.S. Treasury 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