N-MFP2 0000097098 XXXXXXXX 2017-06-30 0000097098 S000001476 6 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Philadelphia PA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Exempt Government N 35 88 50621095126.00 50812053680.00 46637343182.00 51692205972.00 50310751558.00 56729117425.00 58310519764.00 54135775894.00 56054739220.00 52284379122.00 0.8646 0.8548 0.8438 0.8728 0.9401 0.9689 0.9809 0.9795 0.9464 0.9769 2401575269.48 48360961198.96 48358426467.65 48399898.96 39697974.01 50768703662.08 50768067734.71 1.0000 0.0101 1.0001 1.0000 1.0001 1.0001 1.0001 C000003940 5000.00 607694873.82 607687233.08 1.0001 1.0000 1.0001 1.0001 1.0001 6606125.97 5433232.42 10182189.30 1232574.83 16937560.29 3841429.21 89098650.28 19162262.13 27260116.89 11300193.00 144816697.83 36245646.59 0.0074 Y BlackRock Advisors, LLC, Management Fees, 9481.16; C000003941 5000.00 573515364.36 573507654.01 1.0001 1.0000 1.0000 1.0001 1.0001 31264330.40 33713541.70 38002028.25 67821998.69 33591783.67 40627241.35 24597106.18 21080027.44 57004523.52 53857926.46 172845190.06 201626386.02 0.0034 Y BlackRock Advisors, LLC, Management Fees, 10111.97; C000003937 5000.00 75287603.33 75286643.78 1.0001 1.0000 1.0001 1.0001 1.0001 37519.12 272779.73 6708513.22 1407375.62 1082477.80 6.91 1748313.06 490977.10 191279.05 241338.46 9767917.06 2412457.78 0.0044 Y BlackRock Advisors, LLC, Management Fees, 1269.33; C000003939 5000.00 3251660934.99 3251619481.99 1.0001 1.0000 1.0001 1.0001 1.0001 47939758.87 267179932.73 301794576.56 116357297.87 113316826.75 127315989.34 91630116.52 249012752.80 217478738.10 168285949.27 725373863.07 758278967.96 0.0059 Y BlackRock Advisors, LLC, Management Fees, 57034.82; C000003938 3000000.00 46199828566.61 46199251170.61 1.0001 1.0000 1.0001 1.0001 1.0001 8138115682.91 6119246218.61 6053484102.26 5325922528.05 5675620845.01 10986242168.57 6547591414.99 4765753006.64 8356672566.96 8502199505.46 30065621868.79 33874390527.44 0.0084 Y BlackRock Advisors, LLC, Management Fees, 823597.95; C000060557 1.00 60716318.97 60715551.24 1.0001 1.0000 1.0000 1.0001 1.0001 1089312.18 60540.48 169950.47 821613.69 1623979.37 839303.19 997210.41 11786071.36 916673.47 2712116.96 3874786.33 16185025.10 0.0001 Y BlackRock Advisors, LLC, Management Fees, 1199.26; BlackRock Investments, LLC, Service/Distribution Fees, 4804.17; UNITED STATES TREASURY UNITED STATES TREASURY 1.143 912828V64 US912828V640 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-07-03 2019-01-31 2019-01-31 N N N 0.0113 705275501.88 705275501.88 0.0139 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.875 912828WT3 US912828WT31 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-07-15 2017-07-15 2017-07-15 N N N 0.0054 234380112.50 234380112.50 0.0046 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.073 912828X54 US912828X547 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-07-03 2019-04-30 2019-04-30 N N N 0.0109 577655059.69 577655059.69 0.0114 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.080 912828XN5 US912828XN51 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-07-01 2017-07-31 2017-07-31 N N N 0.0111 600101522.26 600101522.26 0.0118 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.120 ZBUT11V806EZRVTWT807 BRSHJ5R10 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 2024-07-15 0.125000 115000.00 116638.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.875000 2535000.00 2514939.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-01-15 2.375000 6325000.00 9455544.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-08-15 0.000000 795700.00 414408.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 0.000000 1000000.00 442270.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 0.000000 860000.00 405593.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 0.000000 939800.00 458208.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 0.000000 8000000.00 3937279.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-08-15 0.000000 5388300.00 3289287.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-02-15 0.000000 5388300.00 3669809.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-02-15 0.000000 5388300.00 4156696.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 0.000000 4765000.00 3963622.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 0.000000 5388300.00 4548048.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 0.000000 5388300.00 4674404.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 0.000000 5388300.00 4743104.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-15 0.000000 5388300.00 4803992.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 0.000000 5388300.00 4873286.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-05-15 0.000000 1000000.00 910239.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 0.000000 5388300.00 5065109.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 0.000000 5388300.00 5127721.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 0.000000 5388300.00 5184730.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-15 0.000000 338300.00 328266.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-12-31 2.125000 9165000.00 9254541.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-03-31 1.250000 16775000.00 16565110.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 1.500000 10785000.00 10815659.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-29 1.375000 23700000.00 23734801.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-31 1.250000 25000000.00 24987988.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-12-31 1.625000 20335600.00 20419789.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-15 0.750000 17375900.00 17213769.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-06-30 1.000000 48400.00 48052.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.875000 425000.00 422121.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-28 1.500000 4750000.00 4784403.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 3.125000 46970000.00 50385375.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-08-24 0.000000 3290000.00 3285394.02 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-07-03 2017-07-03 2017-07-03 N N N 0.0114 250000000.00 250000000.00 0.0049 N Y Y N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 1.070 CYYGQCGNHMHPSMRL3R97 0000853784 BRSM2LJW3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 2047-05-15 0.000000 5990000.00 2518615.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.000000 1165000.00 491967.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-11-15 0.000000 20969875.00 8908841.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-08-15 0.000000 3030856.25 1296175.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 0.000000 21324875.00 9202962.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 0.000000 15719356.25 6813398.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 0.000000 34428875.00 15025104.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 0.000000 48101731.25 21096939.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 0.000000 46235875.00 20415911.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 0.000000 4038731.25 1797881.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 0.000000 72860875.00 32673731.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.000000 16965731.25 7663760.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 0.000000 33892875.00 15421258.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 0.000000 16208535.06 7410380.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 0.000000 16258375.00 7491533.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 0.000000 5660956.25 2630589.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 0.000000 21197750.00 9939836.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.000000 56715106.25 26833051.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 0.000000 80039500.00 38181241.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 0.000000 12292106.25 5909798.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 0.000000 56230500.00 27201503.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.000000 32174106.25 15699998.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 0.000000 12555500.00 6165880.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-05-15 0.000000 86538500.00 43255405.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 0.000000 16973481.25 8542413.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 0.000000 6280500.00 3194199.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-08-15 0.000000 14557856.25 7458572.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-02-15 0.000000 73081781.25 40834443.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-02-15 0.000000 60162781.25 34969617.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-11-15 0.000000 67739850.00 39659651.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-08-15 0.000000 20855781.25 12324515.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-11-15 0.000000 50755100.00 30746424.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-08-15 0.000000 19265231.25 11766817.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-05-15 0.000000 32334850.00 19916328.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-02-15 0.000000 39070731.25 24260581.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-11-15 0.000000 52637100.00 32955561.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-08-15 0.000000 19862231.25 12534855.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-05-15 0.000000 37192850.00 23658001.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-02-15 0.000000 19964231.25 12798869.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-11-15 0.000000 92486100.00 59754347.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-08-15 0.000000 22178231.25 14440025.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-05-15 0.000000 69996850.00 45935432.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-02-15 0.000000 23998231.25 15868830.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-08-15 0.000000 22493231.25 15105554.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-05-15 0.000000 42249850.00 28591316.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-02-15 0.000000 12645231.25 8620506.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-05-15 0.000000 90964100.00 63419265.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-02-15 0.000000 5907781.25 4157601.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-11-15 0.000000 25540000.00 18061633.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-08-15 0.000000 4736781.25 3377893.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-05-15 0.000000 93622100.00 67349868.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-02-15 0.000000 4345781.25 3153385.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-11-15 0.000000 92804100.00 67862997.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 4074531.25 2996043.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-05-15 0.000000 64893100.00 48041007.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-02-15 0.000000 11584356.25 8644825.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-11-15 0.000000 43193475.00 32529867.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-08-15 0.000000 5700981.25 4331833.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-05-15 0.000000 91708475.00 70042349.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-02-15 0.000000 57144931.25 43983884.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-08-15 0.000000 111265.00 86960.27 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0109 1251000000.00 1251000000.00 0.0246 N Y Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 1.060 K5HU16E3LMSVCCJJJ255 0000067088 BRT7GA6R9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-04-26 0.000000 7895300.00 7819110.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-10-26 0.000000 59000000.00 58799121.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-12-07 0.000000 300.00 298.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 0.000000 300.00 138.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 8.875000 5300700.00 6121333.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 8.500000 18787500.00 22794148.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-04-30 1.625000 10400.00 10222.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-04-30 2.000000 14149300.00 14122207.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-08-31 1.875000 1000000.00 1007622.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-02-15 6.625000 726000.00 1018909.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 3.625000 4049800.00 4740973.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 2.500000 360600.00 341579.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 2.500000 5302300.00 5010398.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-05-15 6.250000 14100.00 20276.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 3.375000 4253200.00 4737336.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 8.750000 3043200.00 3806776.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-08-15 2.250000 3800.00 3394.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 3.125000 200.00 213.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 3.000000 29800.00 31000.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 3.000000 4445000.00 4616888.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-01-15 0.250000 17030000.00 17323959.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 0.625000 4468200.00 4652251.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-28 2.000000 8119400.00 8271885.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-03-31 1.500000 2239200.00 2190093.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-15 0.375000 18595400.00 19730180.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.000000 950000.00 945131.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-09-30 1.125000 6061600.00 5920832.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-09-30 1.375000 44200.00 42659.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 1.250000 15688500.00 15695853.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-11-15 2.750000 38328100.00 40112752.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-30 1.250000 5113500.00 5112551.91 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2017-07-03 2017-07-07 2017-07-07 Y MUFG SECURITIES AMERICAS INC 1.0000 7 N Fitch A Moody's NR Standard & Poor's A+ N N 0.0108 250000000.00 250000000.00 0.0049 N N Y N SOCIETE GENERALE SA SOCIETE GENERALE SA 1.060 O2RNE8IBXP4R0TD8PU41 BRT81KDN2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-06-21 0.000000 80753300.00 79792335.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-15 0.125000 15768800.00 17034597.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-31 2.250000 67407200.00 68820270.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 0.625000 7092400.00 7062069.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-15 1.875000 25992700.00 31290761.42 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-07-03 2017-07-07 2017-07-07 Y SOCIETE GENERALE SA 1.0000 7 N Fitch A Moody's A2 Standard & Poor's A N N 0.0108 200000000.00 200000000.00 0.0039 N N Y N BANK OF MONTREAL BANK OF MONTREAL 0.840 NQQ6HPCNCCU6TUTQYE16 BRT9NLE29 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-05-15 3.000000 3541900.00 3680246.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-08-15 8.875000 118429600.00 123422577.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 3.000000 2661900.00 2764835.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-15 0.875000 2402700.00 2408496.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 0.625000 119700.00 124630.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-31 1.750000 48000.00 47834.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 1.625000 44994600.00 43151174.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-03-31 1.375000 800000.00 800174.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-03-31 1.750000 12108700.00 12117870.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-31 1.500000 38260600.00 38268615.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 1.375000 1401000.00 1384800.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-15 0.125000 39482900.00 40041526.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-07-15 0.375000 2845700.00 2924476.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 0.875000 1913000.00 1900499.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-31 1.250000 164184800.00 157878389.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-09-30 1.375000 6202300.00 6227845.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-09-30 2.000000 9574100.00 9745873.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-10-31 1.250000 8267000.00 8102999.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-11-30 2.125000 54613400.00 55007192.83 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-07-07 2017-07-07 2017-07-07 Y BANK OF MONTREAL 1.0000 7 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0084 500000000.00 500000000.00 0.0098 N N Y N BANK OF MONTREAL BANK OF MONTREAL 0.850 NQQ6HPCNCCU6TUTQYE16 BRT9QAHZ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2017-08-24 0.000000 22300.00 22268.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-02-15 0.000000 51700.00 37312.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-01-15 2.375000 651800.00 928719.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.875000 623900.00 619130.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 3.000000 384200.00 399206.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-08-15 2.250000 399900.00 357204.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 3.000000 2776400.00 2883763.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-15 1.625000 2243000.00 2649347.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-15 0.875000 1508800.00 1512439.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-31 1.250000 9673300.00 9708288.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-02-15 2.250000 26221800.00 26397771.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-03-31 2.125000 100000.00 100821.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 0.625000 92200.00 91805.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 1.000000 648700.00 647990.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-15 1.375000 14400.00 16692.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-15 0.375000 817400.00 867281.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-07-15 0.125000 57113900.00 56377841.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-15 1.000000 15800.00 15805.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-31 1.375000 49236200.00 49148974.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-10-31 1.250000 2103300.00 2061574.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-30 1.500000 36310100.00 36405804.64 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-07-07 2017-07-07 2017-07-14 Y BANK OF MONTREAL 1.0000 7 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0085 187500000.00 187500000.00 0.0037 N N Y N SOCIETE GENERALE SA SOCIETE GENERALE SA 1.080 O2RNE8IBXP4R0TD8PU41 BRTA2XZV6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-05-24 0.000000 400.00 395.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-09-14 0.000000 239000.00 238519.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-09-28 0.000000 6000.00 5984.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 0.000000 100.00 93.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 0.000000 100.00 46.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.000000 100.00 45.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 6.000000 1036700.00 1370420.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-02-15 4.375000 315900.00 409098.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 1.375000 3018800.00 3478444.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-08-15 8.875000 85800.00 89417.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 6.875000 829100.00 1143584.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-08-15 5.500000 100.00 133.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-08-15 4.500000 154000.00 202880.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-15 7.625000 100.00 130.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-11-15 6.500000 1245200.00 1704909.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-15 1.375000 875700.00 879443.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-15 0.125000 19870400.00 21465442.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-15 0.625000 15269700.00 16308013.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 0.625000 60009000.00 62480856.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-31 1.179100 228100.00 228974.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-31 1.375000 458200.00 459807.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-31 1.250000 230500.00 230389.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 3.500000 383800.00 394206.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-15 2.000000 52270400.00 52781006.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 2.750000 32716800.00 34449335.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-28 2.750000 100.00 101.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-28 1.375000 74400.00 74506.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-28 1.875000 43150000.00 43539473.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-15 1.000000 30200.00 30240.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-31 2.875000 2930000.00 2986195.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-03-31 1.500000 50000000.00 48903475.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 1.500000 45600000.00 45733368.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 2.625000 18200.00 18482.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-30 1.750000 357100.00 356671.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-15 0.875000 41600.00 41271.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-05-15 2.500000 45450600.00 46808891.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-15 0.750000 307300.00 304432.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-15 0.125000 44480700.00 47325858.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 0.875000 270500.00 268732.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-31 2.250000 8682300.00 8938889.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-08-15 4.750000 189500.00 193745.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-15 1.000000 10602400.00 10606315.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-08-15 2.375000 334297600.00 343198956.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.625000 630000.00 636443.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-09-15 0.875000 84900.00 84137.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-09-30 1.875000 667400.00 671762.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-10-31 0.750000 428300.00 428297.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-10-31 1.250000 59800.00 59704.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-11-15 4.250000 17700.00 18000.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-30 1.000000 98300.00 97367.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-12-31 2.125000 32000.00 32456.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 0.000000 581.23 514.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-11-15 0.000000 205.73 124.71 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-07-03 2017-07-07 2017-07-07 Y SOCIETE GENERALE SA 1.0000 7 N Fitch A Moody's A2 Standard & Poor's A N N 0.0110 784000000.00 784000000.00 0.0154 N N Y N BANK OF MONTREAL BANK OF MONTREAL 0.880 NQQ6HPCNCCU6TUTQYE16 BRT9YK8P5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-01-15 2.375000 2696700.00 3842403.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-01-15 1.750000 490200.00 644175.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 3.000000 22964100.00 24059667.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 3.625000 4193200.00 4901132.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 3.750000 1004000.00 1190058.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 3.000000 680600.00 708007.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-15 0.875000 5044900.00 5057070.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-28 1.375000 22574400.00 22606758.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-31 0.750000 44800.00 44719.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-03-31 2.250000 19000000.00 19503390.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-30 1.375000 29821500.00 29543540.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 1.000000 16635600.00 16617404.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-05-15 1.625000 9869400.00 9403675.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 1.500000 15518600.00 14646981.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-10-31 1.250000 5793100.00 5678176.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-15 2.000000 1606400.00 1626174.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-12-31 2.125000 66100.00 66745.80 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-07-07 2017-07-07 2017-07-13 Y BANK OF MONTREAL 1.0000 7 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0088 157000000.00 157000000.00 0.0031 N N Y N SOCIETE GENERALE SA SOCIETE GENERALE SA 0.880 O2RNE8IBXP4R0TD8PU41 BRTAATX71 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-04-26 0.000000 180000.00 178263.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-24 0.000000 223357400.00 220948738.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-21 0.000000 31705100.00 31327809.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-11-09 0.000000 8100.00 8068.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-12-28 0.000000 25000.00 24858.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 0.000000 100.00 85.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-05-15 0.000000 500.00 262.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 0.000000 500.00 230.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 200.00 149.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 0.000000 800.00 403.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.000000 300.00 137.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-11-15 0.000000 200.00 85.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 8.500000 5455100.00 6618462.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-02-15 4.375000 4750700.00 6152278.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-02-15 3.500000 2808300.00 3221885.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 0.750000 3029100.00 2974825.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-04-15 3.375000 113400.00 216515.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 4.250000 1041900.00 1315557.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 3.125000 99773900.00 107051807.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 9.000000 39100.00 43674.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 4.250000 41857200.00 53014759.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-15 0.125000 11111200.00 12003121.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-15 0.125000 34295100.00 36069142.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-31 1.045000 1704700.00 1710017.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-31 1.250000 1000.00 999.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-31 1.500000 100000.00 99273.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 3.625000 16592600.00 17964121.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 1.097100 500100.00 501927.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-06-30 1.875000 3045200.00 3075652.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-07-15 0.375000 144265400.00 148259028.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-07-15 0.125000 219648200.00 216817471.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-07-31 0.984100 41000.00 41074.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-31 1.125000 3834200.00 3759362.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 3.750000 54000.00 56008.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-11-30 2.250000 119319900.00 120080625.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-12-31 2.000000 127357700.00 128461891.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 0.000000 960.98 851.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-08-15 0.000000 272.76 207.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-11-15 0.000000 603.87 366.04 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-07-05 2017-07-05 2017-07-05 Y SOCIETE GENERALE SA 1.0000 7 N Fitch A Moody's A2 Standard & Poor's A N N 0.0088 1100000000.00 1100000000.00 0.0217 N N Y N NATIXIS SA NATIXIS SA 1.080 KX1WK48MPD4Y2NCUIZ63 BRTAJB2S9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 2042-02-15 3.125000 15980000.00 17176167.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 2.500000 300.00 284.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 1.000000 4999900.00 5203931.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 8.125000 600.00 749.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 3.000000 4654000.00 4856867.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 2.750000 1000.00 995.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 3.000000 100.00 104.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 1.000000 100.00 100.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-28 1.250000 14000000.00 13973316.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.250000 5000000.00 5005589.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 0.125000 100.00 104.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-30 1.625000 34802000.00 35056180.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-31 1.250000 153100.00 152933.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 1.375000 30500000.00 30147330.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-30 1.375000 1000.00 1000.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-15 0.125000 4702300.00 5003077.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-07-15 0.375000 7639200.00 7850672.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-07-31 1.625000 4927900.00 4970346.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-31 2.000000 58210600.00 59056824.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 2.625000 418218400.00 435611837.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 1.625000 54964800.00 54645184.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 1.500000 200.00 188.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-09-30 1.375000 15000000.00 14948155.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-10-15 0.875000 800.00 800.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-11-15 2.750000 1672400.00 1750271.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-11-15 2.250000 100.00 100.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-12-31 2.375000 66681900.00 68369785.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-12-31 2.125000 1200000.00 1217112.00 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-07-03 2017-07-03 2017-07-03 N N N 0.0110 750000000.00 750000000.00 0.0148 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 0.940 R0MUWSFPU8MPRO8K5P83 BRTAQ52R6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2029-02-15 0.000000 300.00 227.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 0.000000 100.00 90.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 100.00 74.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 0.000000 100.00 48.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 1.000000 45210800.00 47055721.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-04-15 3.875000 100.00 203.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-05-15 3.000000 4709000.00 4901409.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 3.000000 29044200.00 30167339.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-15 1.375000 83238500.00 98177788.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-15 0.625000 1528000.00 1631901.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 2.750000 110302400.00 116143521.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-28 1.375000 6072500.00 6101577.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 1.500000 207485200.00 208092043.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 0.125000 22273900.00 23305834.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-31 0.875000 22152600.00 22088877.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-15 1.375000 231400.00 268246.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-08-15 4.750000 100.00 102.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-31 0.750000 100.00 99.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-09-30 1.375000 5984800.00 6009449.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 1.250000 16645800.00 16653602.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-30 2.000000 10846400.00 11001455.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 0.000000 2.56 2.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 0.000000 0.32 0.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-08-15 0.000000 1.57 1.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 0.000000 14.20 13.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-08-15 0.000000 1.77 1.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 0.000000 282.04 125.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 0.000000 28.16 15.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 0.000000 0.01 0.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 0.000000 120.59 56.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 0.000000 15.24 7.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 0.000000 141.94 69.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 0.000000 245.34 110.16 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-07-03 2017-07-03 2017-07-03 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A N N 0.0094 580000000.00 580000000.00 0.0114 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 0.940 R0MUWSFPU8MPRO8K5P83 BRTASDHN0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2017-07-20 0.000000 100.00 99.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-02-15 0.000000 100.00 75.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-01-15 2.375000 8612100.00 12873448.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 8.750000 8344400.00 10438113.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 3.750000 579000.00 686298.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-15 1.625000 82240400.00 97139259.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-15 1.125000 84147300.00 98223187.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-15 0.125000 58229900.00 62904146.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-15 0.125000 1710100.00 1798561.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 2.625000 59234600.00 60153993.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 1.375000 185649100.00 183502448.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-07-15 0.375000 24675000.00 25358066.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-31 1.250000 347200.00 333863.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-08-15 0.875000 35152400.00 35261613.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-15 0.750000 33916000.00 33556387.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-08-15 2.375000 100.00 102.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-11-15 2.750000 204515000.00 214037729.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-02-15 0.000000 0.95 0.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-05-15 0.000000 22132372.09 16917542.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-08-15 0.000000 908998.74 554898.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-11-15 0.000000 245.76 168.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-11-15 0.000000 21.63 11.78 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-07-05 2017-07-05 2017-07-05 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A N N 0.0094 837000000.00 837000000.00 0.0165 N N Y N SOCIETE GENERALE SA SOCIETE GENERALE SA 1.030 O2RNE8IBXP4R0TD8PU41 BRTAVGBP0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-05-24 0.000000 200.00 197.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-10-12 0.000000 400.00 398.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 2.750000 73212800.00 77089822.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-09-30 1.750000 43752700.00 44272967.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-30 2.000000 52227700.00 52521185.43 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-07-07 2017-07-07 2017-07-24 Y SOCIETE GENERALE SA 1.0000 7 N Fitch A Moody's A2 Standard & Poor's A N N 0.0103 170475000.00 170475000.00 0.0034 N N Y N BNP PARIBAS SA BNP PARIBAS SA 1.080 R0MUWSFPU8MPRO8K5P83 BRTB0RNL4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2029-08-15 0.000000 11610000.00 8695541.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 0.000000 100.00 48.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 2.000000 62768100.00 87588208.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 9.125000 700.00 755.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-31 2.125000 9200800.00 9433812.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-30 2.250000 27126300.00 27786001.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-15 0.125000 273600.00 291100.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-07-15 0.375000 118299600.00 121574430.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-15 2.625000 137956800.00 142936178.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-02-15 0.000000 14199582.48 7939554.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 0.000000 75.87 67.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-05-15 0.000000 20291267.17 15510238.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-05-15 0.000000 61050938.41 37573800.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-05-15 0.000000 11378999.99 6559879.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-11-15 0.000000 702.05 482.49 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-07-07 2017-07-07 2017-07-14 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A N N 0.0108 456755000.00 456755000.00 0.0090 N N Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 1.040 MBNUM2BPBDO7JBLYG310 BRTB7TCL5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-08-15 5.500000 30485800.00 40609327.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.625000 30479000.00 30790715.69 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-07-03 2017-07-03 2017-07-03 N N N 0.0104 70000000.00 70000000.00 0.0014 N Y Y N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 1.040 CYYGQCGNHMHPSMRL3R97 BRTB8U067 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-08-15 0.000000 101985106.25 50545859.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-08-15 0.000000 197440781.25 112170057.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-05-15 0.000000 115833850.00 66730727.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-05-15 0.000000 208539100.00 124439447.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-02-15 0.000000 102692231.25 61855636.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-11-15 0.000000 116824850.00 77853244.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-11-15 0.000000 112937850.00 77574756.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-08-15 0.000000 126035231.25 87220162.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-11-15 0.000000 68713850.00 48593750.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-11-15 0.000000 151045000.00 117177693.44 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-07-05 2017-07-05 2017-07-05 N N N 0.0104 808000000.00 808000000.00 0.0159 N N Y N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 1.040 CYYGQCGNHMHPSMRL3R97 BRTB8U1U3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2047-05-15 0.000000 29385000.00 12392242.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.000000 6000.00 2539.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-11-15 0.000000 2884000.00 1230660.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-08-15 0.000000 912000.00 392160.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 0.000000 89439000.00 38682367.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 0.000000 564000.00 245870.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 0.000000 34703000.00 15339766.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 0.000000 52971000.00 23787156.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.000000 56988000.00 26089675.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.000000 112668000.00 53992759.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 0.000000 52508000.00 25392344.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 0.000000 120000000.00 58519198.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 0.000000 65151000.00 32066670.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.000000 28243000.00 14015588.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 0.000000 26925000.00 13584470.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-05-15 0.000000 85673500.00 43666930.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 0.000000 111912000.00 57476888.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 0.000000 21090000.00 10907537.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-11-15 0.000000 65876800.00 51105905.36 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-07-05 2017-07-05 2017-07-05 N N N 0.0104 469500000.00 469500000.00 0.0092 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.050 1VUV7VQFKUOQSJ21A208 BRTB9Z354 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-02-15 8.500000 116640600.00 141515537.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-15 0.625000 101706500.00 113484552.16 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-07-06 2017-07-06 2017-07-06 N N N 0.0105 250000000.00 250000000.00 0.0049 N N Y N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 1.040 CYYGQCGNHMHPSMRL3R97 BRTBB3BD6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-05-15 0.000000 291364000.00 129930867.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 0.000000 1505000.00 683134.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 0.000000 265095000.00 124387879.19 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0104 250000000.00 250000000.00 0.0049 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.060 1VUV7VQFKUOQSJ21A208 BRTBB34A0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-01-31 2.250000 197292800.00 201428689.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-31 1.500000 8123000.00 8152644.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-31 1.125000 46322900.00 45418751.21 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-07-07 2017-07-07 2017-07-07 N N N 0.0106 250000000.00 250000000.00 0.0049 N N Y N NATIONAL AUSTRALIA BANK LIMITED NATIONAL AUSTRALIA BANK LIMITED 1.130 F8SB4JFBSYQFRQEH3Z21 BRTBB2AS6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-08-31 2.000000 500000000.00 508090000.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0113 498125000.00 498125000.00 0.0098 N Y Y N NATIONAL AUSTRALIA BANK LIMITED NATIONAL AUSTRALIA BANK LIMITED 1.130 F8SB4JFBSYQFRQEH3Z21 BRTBB2826 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-01-15 1.125000 350000000.00 408051000.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0113 400050000.00 400050000.00 0.0079 N Y Y N NATIONAL AUSTRALIA BANK LIMITED NATIONAL AUSTRALIA BANK LIMITED 1.130 F8SB4JFBSYQFRQEH3Z21 BRTBB2BB2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-04-15 0.125000 100000000.00 104652000.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0113 102600000.00 102600000.00 0.0020 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 1.120 R0MUWSFPU8MPRO8K5P83 BRTBB2Y84 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-05-31 1.875000 508094700.00 510000055.13 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 500000000.00 500000000.00 0.0098 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA PRUDENTIAL INSURANCE COMPANY OF AMERICA 1.160 X574KRZ6V5A7UBU45C31 BRTBB2Y68 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-03-31 2.250000 27000000.00 27712260.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0116 27168750.00 27168750.00 0.0005 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA PRUDENTIAL INSURANCE COMPANY OF AMERICA 1.160 X574KRZ6V5A7UBU45C31 BRTBB2Y92 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-08-15 2.875000 250000000.00 255320000.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0116 250312500.00 250312500.00 0.0049 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA PRUDENTIAL INSURANCE COMPANY OF AMERICA 1.160 X574KRZ6V5A7UBU45C31 BRTBB2Y19 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2035-11-15 0.000000 60000000.00 36414000.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0116 35700000.00 35700000.00 0.0007 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA PRUDENTIAL INSURANCE COMPANY OF AMERICA 1.160 X574KRZ6V5A7UBU45C31 BRTBB2YA9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2040-02-15 0.000000 70000000.00 36592500.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0116 35875000.00 35875000.00 0.0007 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA PRUDENTIAL INSURANCE COMPANY OF AMERICA 1.160 X574KRZ6V5A7UBU45C31 BRTBB2Y35 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2030-05-15 0.000000 100000000.00 72165000.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0116 70750000.00 70750000.00 0.0014 N Y Y N FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 1.000 BRTBBM376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-11-15 8.000000 746160400.00 948789583.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 3.625000 6975346100.00 7551918766.90 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0100 8500000000.00 8500000000.00 0.1674 N Y Y N NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 1.110 OXTKY6Q8X53C9ILVV871 BRTBB2909 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2017-09-14 0.000000 9947500.00 9927500.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 0.000000 29800.00 28552.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 7.625000 9430000.00 13375849.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 3.125000 105355000.00 113015784.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-08-15 8.875000 100.00 104.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-15 1.625000 98098000.00 115869658.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-15 2.000000 103971500.00 104987152.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-28 1.375000 8183900.00 8223087.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-28 1.375000 57771300.00 57854110.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-31 0.750000 11505100.00 11484330.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-03-31 1.875000 419640700.00 422482458.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.125000 350000000.00 365471930.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-04-30 2.000000 4802800.00 4793603.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-15 3.125000 14700700.00 15235897.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-06-30 1.625000 4426000.00 4436533.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 1.625000 13093600.00 13244744.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-07-31 2.000000 11148100.00 11388534.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-31 1.125000 242388500.00 237657464.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-09-15 1.000000 1537100.00 1535743.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-09-30 2.125000 13341500.00 13610510.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-10-15 1.000000 576900.00 572869.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-10-31 2.000000 193913300.00 196351801.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-11-15 4.250000 12243900.00 12451832.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-11-15 0.000000 35.20 24.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-11-15 0.000000 0.04 0.03 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's NR 2017-07-03 2017-07-03 2017-07-03 N N N 0.0111 1700000000.00 1700000000.00 0.0335 N Y Y N MORGAN STANLEY & CO LLC MORGAN STANLEY & CO LLC 1.000 9R7GPTSO7KV3UQJZQ078 BRTBB28F7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-11-15 9.000000 9131700.00 10200017.58 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2017-07-03 2017-07-03 2017-07-03 N N N 0.0100 10000000.00 10000000.00 0.0002 N Y Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 1.100 L3I9ZG2KFGXZ61BMYR72 BRTBB29C3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-08-15 2.875000 5859200.00 5981960.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 2.750000 36800.00 36651.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-04-30 1.625000 46300.00 45507.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-12-31 2.250000 55800.00 56473.51 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-07-03 2017-07-03 2017-07-03 N N N 0.0110 6000000.00 6000000.00 0.0001 N Y Y N TD SECURITIES (USA) LLC TD SECURITIES (USA) LLC 1.130 SUVUFHICNZMP2WKHG940 BRTBB29G4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-02-15 3.500000 3869600.00 4439485.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 4.625000 4374000.00 5865000.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 3.125000 17358000.00 18620169.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 4.250000 6811800.00 8600936.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-08-15 8.875000 4000000.00 4168639.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 3.625000 18200000.00 21272681.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 2.750000 80558300.00 80234254.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 0.625000 33607900.00 34992257.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-01-15 0.375000 76912800.00 76806598.67 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0113 250000000.00 250000000.00 0.0049 N Y Y N BANK OF MONTREAL BANK OF MONTREAL 1.060 NQQ6HPCNCCU6TUTQYE16 BRTBB28Z3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-02-15 2.125000 700.00 986.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 3.000000 4226500.00 4396701.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-31 1.250000 90700.00 90656.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-03-31 1.750000 440000.00 440333.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 0.125000 180200.00 188548.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-11-15 0.875000 5078700.00 5079582.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-30 1.875000 3200.00 3217.91 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-07-03 2017-07-03 2017-07-03 N N N 0.0106 10000000.00 10000000.00 0.0002 N Y Y N RBC CAPITAL MARKETS LLC RBC CAPITAL MARKETS LLC 1.060 549300LCO2FLSSVFFR64 BRTBB28Y6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2032-04-15 3.375000 528100.00 1008305.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.125000 18386800.00 19199597.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 0.125000 183600.00 192106.07 U.S. Treasuries (including strips) Y Fitch NR Moody's P-2 Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0106 20000000.00 20000000.00 0.0004 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.120 ZBUT11V806EZRVTWT807 BRTBB2966 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2040-05-15 0.000000 1818000.00 955540.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 0.000000 24592000.00 13062041.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-11-15 0.000000 18030000.00 9658310.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-08-15 0.000000 2485000.00 1344732.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-02-15 0.000000 100000.00 55320.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-05-15 0.000000 59000.00 33674.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-11-15 0.000000 2000.00 1529.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-08-15 0.000000 2155000.00 1659112.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-11-15 0.000000 15036000.00 11825363.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-08-15 0.000000 8628000.00 6834843.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 0.000000 27464000.00 22390027.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 0.000000 5500000.00 4541460.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 0.000000 3865000.00 3244242.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 0.000000 68000.00 57882.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 0.000000 9135000.00 7824949.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 0.000000 1520000.00 1346567.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-15 0.000000 176000.00 157791.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-15 0.000000 225000.00 202961.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 0.000000 690000.00 626030.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-15 0.000000 27445000.00 25392113.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-15 0.000000 10000.00 9301.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 0.000000 440000.00 413859.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 0.000000 932000.00 897693.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 0.000000 931000.00 912426.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 0.000000 1214000.00 1193556.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-05-15 0.000000 1625000.00 683296.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.000000 2900000.00 1227512.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 0.000000 8415000.00 3721702.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 0.000000 275000.00 123477.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 0.000000 1485000.00 674100.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.000000 3765000.00 1724784.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 0.000000 10140000.00 4682652.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 0.000000 200000.00 95056.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.000000 96600.00 46313.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.000000 3581600.00 1778156.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-05-15 0.000000 125000.00 99696.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-05-15 0.000000 1020000.00 835023.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-08-15 0.000000 50000.00 42989.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-05-15 0.000000 1000.00 865.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 0.000000 1725000.00 1524296.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-15 0.000000 155000.00 139827.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-15 0.000000 162000.00 149074.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-15 0.000000 1785000.00 1725791.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-15 0.000000 93000.00 90607.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 0.000000 40000.00 39139.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 0.000000 971000.00 949492.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 0.000000 4383000.00 4303667.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 0.000000 995000.00 977388.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-15 0.000000 29000.00 28582.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 0.000000 108000.00 106828.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-31 0.000000 960000.00 951340.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 0.000000 776000.00 770133.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 0.000000 998000.00 990475.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-11-15 0.000000 217600.00 216690.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-05-15 0.000000 1460800.00 758169.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 0.000000 2847500.00 1487448.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-11-15 0.000000 2668300.00 1407474.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-08-15 0.000000 2147500.00 1145089.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 0.000000 2719200.00 1461026.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-11-15 0.000000 785300.00 428514.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-05-15 0.000000 797500.00 443290.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-11-15 0.000000 14997500.00 8495333.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-05-15 0.000000 24300.00 10145.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.000000 50400.00 21283.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-11-15 0.000000 24300.00 10333.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-08-15 0.000000 50400.00 21616.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 0.000000 24300.00 10490.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 0.000000 50400.00 21975.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 0.000000 24300.00 10632.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 0.000000 50400.00 22181.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 0.000000 146300.00 64774.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 0.000000 46668800.00 20786283.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 0.000000 1730700.00 777240.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.000000 5752400.00 2601580.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 0.000000 15326100.00 6985023.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 0.000000 10823000.00 4964618.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 0.000000 3112900.00 1437039.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 0.000000 456500.00 212692.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 0.000000 67100200.00 31533068.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.000000 26890700.00 12720645.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 0.000000 15850900.00 7567694.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 0.000000 1800500.00 865500.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 0.000000 2620353.00 1272600.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 0.000000 37500.00 18487.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-05-15 0.000000 96800.00 48521.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 0.000000 419500.00 211981.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 0.000000 308900.00 157569.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-02-15 0.000000 67500.00 37862.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-02-15 0.000000 772400.00 449629.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-08-15 0.000000 4228300.00 2498248.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-02-15 0.000000 407800.00 245931.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-08-15 0.000000 347800.00 212314.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-05-15 0.000000 283400.00 174418.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-02-15 0.000000 738400.00 457593.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-08-15 0.000000 772400.00 486720.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-05-15 0.000000 2701200.00 1717044.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-11-15 0.000000 9987900.00 6450086.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-08-15 0.000000 1933200.00 1258165.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-05-15 0.000000 9967900.00 6533559.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-02-15 0.000000 677900.00 447671.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-11-15 0.000000 2675200.00 1782057.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-08-15 0.000000 592400.00 397530.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-05-15 0.000000 2700400.00 1825362.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-02-15 0.000000 680400.00 463400.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-08-15 0.000000 656400.00 454858.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-08-15 0.000000 772400.00 551246.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-02-15 0.000000 5819500.00 4223094.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 558800.00 411902.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-02-15 0.000000 2957400.00 2213495.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-08-15 0.000000 558800.00 425023.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-02-15 0.000000 16187500.00 12487522.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-05-15 0.000000 323900.00 255349.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-02-15 0.000000 690900.00 548636.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 0.000000 690900.00 557445.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 0.000000 938900.00 780995.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-05-15 0.000000 45634600.00 38185664.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 0.000000 938900.00 792487.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-08-15 0.000000 690900.00 590843.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 0.000000 680500.00 590340.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 0.000000 288500.00 253955.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 0.000000 154212.50 136565.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-15 0.000000 28019875.00 24981398.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-15 0.000000 1866200.00 1676295.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 0.000000 1142000.00 1032847.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-15 0.000000 542900.00 497470.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-15 0.000000 1274375.00 1184225.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 0.000000 73352.50 68510.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 0.000000 4801000.00 4513035.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-15 0.000000 2248800.00 2126600.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 0.000000 4715300.00 4487268.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 0.000000 2279800.00 2182042.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 0.000000 4789000.00 4608071.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-15 0.000000 90800.00 87684.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 0.000000 5131000.00 5017502.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 0.000000 2291800.00 2251235.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 0.000000 113264.13 112051.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-11-15 0.000000 299643.13 298357.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-08-15 0.000000 10380300.00 10367636.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-30 1.375000 72330000.00 71650420.61 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 468000000.00 468000000.00 0.0092 N Y Y N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 1.070 CYYGQCGNHMHPSMRL3R97 BRTBB2982 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2044-05-15 0.000000 39765000.00 18360296.58 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0107 18000000.00 18000000.00 0.0004 N Y Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 1.050 K5HU16E3LMSVCCJJJ255 BRTBB2958 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2044-05-15 0.000000 28376600.00 13104313.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 0.000000 100.00 50.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 8.875000 26486400.00 30586921.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-02-15 4.750000 1339600.00 1814399.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-02-15 4.375000 10000.00 12950.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 2.500000 750000.00 708711.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-04-15 3.875000 14486300.00 29517494.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 4.250000 80000.00 101325.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-15 0.625000 32417800.00 34622154.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-01-15 0.250000 38635300.00 39302195.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 0.625000 23157300.00 24111182.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-31 1.125000 45100.00 45148.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-28 2.000000 600.00 611.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-03-31 1.250000 100.00 98.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.875000 54255100.00 53887626.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-04-30 1.625000 37698600.00 37053713.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-04-30 2.000000 30392700.00 30334504.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-31 1.250000 4914200.00 4908866.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-31 1.500000 131500.00 131979.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-31 1.375000 1030000.00 1026731.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-05-31 1.750000 8000.00 7977.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-15 1.125000 2500000.00 2497246.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-06-15 0.875000 8118800.00 8044339.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-15 0.375000 1919500.00 2036637.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-15 0.125000 6400300.00 6490855.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-07-15 0.375000 11467300.00 11784743.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-31 1.125000 100.00 98.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 2.000000 112169200.00 111389462.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-09-30 1.375000 200.00 193.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 0.750000 87600.00 87031.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-15 2.625000 107993400.00 111891286.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-11-15 2.750000 19281100.00 20178876.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-30 1.250000 31226500.00 31220710.30 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2017-07-03 2017-07-03 2017-07-03 N N N 0.0105 595000000.00 595000000.00 0.0117 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 1.100 R0MUWSFPU8MPRO8K5P83 BRTBB28X8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2017-07-20 0.000000 200.00 199.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-01-15 2.375000 3934900.00 5606658.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 2.125000 12662300.00 17853314.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-31 1.625000 137266800.00 134639783.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-11-15 0.000000 135.04 92.81 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-07-03 2017-07-03 2017-07-03 N N N 0.0110 155000000.00 155000000.00 0.0031 N Y Y N DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 1.150 9J6MBOOO7BECTDTUZW19 BRTBB2941 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-03-31 1.375000 32613500.00 32620633.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 2.875000 8066100.00 8235098.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 3.000000 206094300.00 214144343.36 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-2 2017-07-03 2017-07-03 2017-07-03 N N N 0.0115 250000000.00 250000000.00 0.0049 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.090 VYVVCKR63DVZZN70PB21 BRTBB29B5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-02-15 3.125000 809500.00 870094.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 3.125000 8861300.00 9505640.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 9.125000 180000.00 194309.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 3.375000 3166400.00 3526827.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 3.125000 13113700.00 14070265.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 3.125000 32000.00 34140.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-15 0.125000 8429000.00 9105615.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-15 0.625000 25492800.00 27226266.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 3.625000 58860900.00 62893969.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 3.625000 1862800.00 2016776.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 2.750000 78900400.00 83078612.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.125000 3010800.00 3173266.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 3.500000 7502600.00 7952756.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 3.125000 19965000.00 21103628.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-15 0.625000 10580400.00 11805656.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-15 0.125000 48081100.00 51156554.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-15 0.375000 18508800.00 19638295.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-15 3.625000 24121900.00 25567402.36 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0109 346000000.00 346000000.00 0.0068 N Y Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 1.000 FOR8UP27PHTHYVLBNG30 BRTBB29F6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-02-15 2.000000 23080600.00 23460011.91 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2017-07-03 2017-07-03 2017-07-03 N N N 0.0100 23000000.00 23000000.00 0.0005 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 1.080 8NAV47T0Y26Q87Y0QP81 BRTBB28T7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-08-15 2.125000 9968400.00 10200013.02 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2017-07-03 2017-07-03 2017-07-03 N N N 0.0108 10000000.00 10000000.00 0.0002 N Y Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 1.080 MBNUM2BPBDO7JBLYG310 BRTBB28W0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-06-30 2.125000 50221100.00 51000029.26 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-07-03 2017-07-03 2017-07-03 N N N 0.0108 50000000.00 50000000.00 0.0010 N Y Y N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 1.070 CYYGQCGNHMHPSMRL3R97 BRTBB2974 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2044-05-15 0.000000 114890000.00 53047013.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 0.000000 54246000.00 25453308.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 0.000000 330805000.00 156100259.73 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0107 230000000.00 230000000.00 0.0045 N Y Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 1.080 MBNUM2BPBDO7JBLYG310 BRTBB28U4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2019-04-30 1.625000 91209360.00 90892892.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-31 1.375000 73623660.00 72464719.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-10-31 1.875000 25584856.00 25342430.34 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-07-03 2017-07-03 2017-07-03 N N N 0.0108 185000000.00 185000000.00 0.0036 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 1.080 8NAV47T0Y26Q87Y0QP81 BRTBB28V2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-01-15 1.750000 44781715.00 58847976.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 2.500000 134115465.00 126732167.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-15 0.125000 109709710.00 118516358.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-31 2.250000 124672075.00 127285601.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-05-15 1.625000 136037385.00 129617950.85 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2017-07-03 2017-07-03 2017-07-03 N N N 0.0108 550000000.00 550000000.00 0.0108 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.090 VYVVCKR63DVZZN70PB21 BRTBB2990 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2019-02-15 8.875000 97440.00 112748.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 8.500000 34560.00 42013.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 7.875000 790656.00 987675.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-02-15 4.375000 2090928.00 2713175.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-02-15 3.500000 24273840.00 27903942.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 3.625000 57411600.00 67343259.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 1.375000 7622832.00 8800910.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 8.750000 171744.00 208975.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 8.125000 2309472.00 2892204.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 4.250000 905376.00 1145442.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-05-15 4.375000 799056.00 1030135.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-05-15 4.375000 62928.00 81488.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-15 8.125000 142560.00 167280.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 8.750000 1865280.00 2337929.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-15 8.125000 109440.00 140736.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 7.250000 384000.00 495743.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 6.250000 3948192.00 5023636.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-08-15 3.875000 6721344.00 8141824.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 3.750000 5376960.00 6408120.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 3.625000 86767152.00 101617074.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 9.000000 126240.00 141688.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-15 8.000000 50880.00 64825.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-15 7.625000 7964592.00 10383233.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-11-15 5.250000 20025264.00 26043718.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-11-15 4.375000 1180800.00 1520288.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 4.250000 11751888.00 14914021.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 3.750000 6693072.00 7949149.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-15 1.625000 5457456.00 6458926.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-15 2.125000 1006704.00 1197636.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-15 1.375000 156518736.00 184976189.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-15 1.125000 702720.00 821895.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-07-15 2.625000 11079648.00 13268466.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-15 1.375000 5380800.00 6249981.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-15 1.875000 2341440.00 2824283.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-07-15 1.250000 313440.00 369170.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-15 0.625000 288192.00 322203.65 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0109 505000000.00 505000000.00 0.0099 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.605 912796KB4 US912796KB41 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-07-20 2017-07-20 2017-07-20 N N N 0.0061 9476506.53 9476506.53 0.0002 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.881 912796KF5 US912796KF54 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-08-17 2017-08-17 2017-08-17 N N N 0.0088 149830560.00 149830560.00 0.0030 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.953 912796KR9 US912796KR92 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-10-12 2017-10-12 2017-10-12 N N N 0.0095 868023588.28 868023588.28 0.0171 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.019 912796KX6 US912796KX60 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-11-09 2017-11-09 2017-11-09 N N N 0.0102 237835279.98 237835279.98 0.0047 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.075 912796LB3 US912796LB32 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-12-07 2017-12-07 2017-12-07 N N N 0.0108 372817133.63 372817133.63 0.0073 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.592 912796LK3 US912796LK31 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-07-13 2017-07-13 2017-07-13 N N N 0.0059 706447883.15 706447883.15 0.0139 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.625 912796LM9 US912796LM96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-08-03 2017-08-03 2017-08-03 N N N 0.0063 749449425.00 749449425.00 0.0148 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.621 912796LP2 US912796LP28 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-08-10 2017-08-10 2017-08-10 N N N 0.0062 312592219.23 312592219.23 0.0062 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.671 912796LQ0 US912796LQ01 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-08-24 2017-08-24 2017-08-24 N N N 0.0067 462411042.74 462411042.74 0.0091 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.836 912796LT4 US912796LT40 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-09-07 2017-09-07 2017-09-07 N N N 0.0084 518385568.19 518385568.19 0.0102 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.935 912796LV9 US912796LV95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-09-28 2017-09-28 2017-09-28 N N N 0.0094 345539533.10 345539533.10 0.0068 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.912 912796LW7 US912796LW78 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-10-05 2017-10-05 2017-10-05 N N N 0.0091 99730888.00 99730888.00 0.0020 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.948 912796LY3 US912796LY35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-10-19 2017-10-19 2017-10-19 N N N 0.0095 499450687.56 499450687.56 0.0098 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.958 912796LZ0 US912796LZ00 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-10-26 2017-10-26 2017-10-26 N N N 0.0096 816278626.80 816278626.80 0.0161 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.027 912796MC0 US912796MC06 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-11-16 2017-11-16 2017-11-16 N N N 0.0103 227327512.53 227327512.53 0.0045 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.054 912796MD8 US912796MD88 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-11-24 2017-11-24 2017-11-24 N N N 0.0105 1493641860.00 1493641860.00 0.0294 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.103 912796MG1 US912796MG10 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-12-14 2017-12-14 2017-12-14 N N N 0.0110 259641179.02 259641179.02 0.0051 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.875 912828D49 US912828D499 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-08-15 2017-08-15 2017-08-15 N N N 0.0066 514435035.61 514435035.61 0.0101 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.000 912828D98 US912828D986 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-09-15 2017-09-15 2017-09-15 N N N 0.0079 1140142511.27 1140142511.27 0.0225 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.875 912828F54 US912828F544 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-10-15 2017-10-15 2017-10-15 N N N 0.0074 230857965.03 230857965.03 0.0046 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.875 912828G20 US912828G203 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-11-15 2017-11-15 2017-11-15 N N N 0.0111 124887516.25 124887516.25 0.0025 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.875 912828H37 US912828H375 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-01-15 2018-01-15 2018-01-15 N N N 0.0098 159737500.80 159737500.80 0.0031 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.750 912828HA1 US912828HA15 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-08-15 2017-08-15 2017-08-15 N N N 0.0075 95203102.66 95203102.66 0.0019 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.250 912828HH6 US912828HH67 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-11-15 2017-11-15 2017-11-15 N N N 0.0089 263978584.20 263978584.20 0.0052 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.500 912828HR4 US912828HR40 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-15 2018-02-15 2018-02-15 N N N 0.0098 90905884.71 90905884.71 0.0018 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.000 912828J68 US912828J686 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-03-15 2018-03-15 2018-03-15 N N N 0.0092 499179690.00 499179690.00 0.0099 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.171 912828M23 US912828M235 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-07-01 2017-10-31 2017-10-31 N N N 0.0121 840958512.85 840958512.85 0.0166 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.875 912828M72 US912828M722 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-11-30 2017-11-30 2017-11-30 N N N 0.0081 36546808.92 36546808.92 0.0007 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.000 912828N55 US912828N555 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-12-31 2017-12-31 2017-12-31 N N N 0.0116 324918308.75 324918308.75 0.0064 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.275 912828N97 US912828N977 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-07-01 2018-01-31 2018-01-31 N N N 0.0121 589895977.23 589895977.23 0.0116 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.375 912828NR7 US912828NR75 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-07-31 2017-07-31 2017-07-31 N N N 0.0090 225258466.50 225258466.50 0.0044 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.875 912828NW6 US912828NW60 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-08-31 2017-08-31 2017-08-31 N N N 0.0074 422790641.27 422790641.27 0.0083 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.625 912828PT1 US912828PT14 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-01-31 2018-01-31 2018-01-31 N N N 0.0094 364941250.00 364941250.00 0.0072 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.193 912828Q86 US912828Q863 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-07-03 2018-04-30 2018-04-30 N N N 0.0119 2273437287.38 2273437287.38 0.0447 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.875 912828QB9 US912828QB96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-03-31 2018-03-31 2018-03-31 N N N 0.0109 384423435.60 384423435.60 0.0076 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.177 912828S84 US912828S844 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-07-03 2018-07-31 2018-07-31 N N N 0.0118 871549963.82 871549963.82 0.0171 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.173 912828T75 US912828T750 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-07-01 2018-10-31 2018-10-31 N N N 0.0119 1161432369.57 1161432369.57 0.0228 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.500 912828TG5 US912828TG56 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-07-31 2017-07-31 2017-07-31 N N N 0.0054 383931645.28 383931645.28 0.0076 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.625 912828TM2 US912828TM25 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-08-31 2017-08-31 2017-08-31 N N N 0.0066 1039002029.10 1039002029.10 0.0205 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.750 912828UE8 US912828UE89 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-12-31 2017-12-31 2017-12-31 N N N 0.0116 285214834.59 285214834.59 0.0056 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.750 912828UR9 US912828UR92 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-28 2018-02-28 2018-02-28 N N N 0.0099 418228937.50 418228937.50 0.0083 N Y Y N BlackRock Liquidity Funds 2017-07-07 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer