N-MFP LIVE N 2014-11-30 0000097098 S000001476 6 N N N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Philadelphia PA BlackRock Advisors, LLC BNY Mellon Investment Servicing (US) Inc. BNY Mellon Investment Servicing (US) Inc. 0000849542 84-01761 N N N Treasury 49 88 20785345351.00 479041724.88 1716508.99 21262670566.89 0.0007 1.0000 2014-11-30 1.0000 2014-11-30 C000003935 1.00 1485.56 1.00 626.18 626.18 0.00 0.0001 1.0000 2014-11-30 1.0000 2014-11-30 C000003938 3000000.00 19610271162.99 1.00 1104365152.86 10888772119.85 9784406966.99 0.0001 1.0000 2014-11-30 1.0000 2014-11-30 C000003939 5000.00 775239740.10 1.00 19763341.05 109956474.45 90193133.40 0.0001 1.0000 2014-11-30 1.0000 2014-11-30 C000003940 5000.00 3.86 1.00 0.00 0.00 0.00 0.0001 1.0000 2014-11-30 1.0000 2014-11-30 C000003941 5000.00 666966423.40 1.00 37222103.08 100770333.12 63548230.04 0.0001 1.0000 2014-11-30 1.0000 2014-11-30 C000060557 1.00 210191750.98 1.00 13664285.68 31616144.07 17951858.39 0.0001 1.0000 2014-11-30 1.0000 2014-11-30 BARCLAYS CAPITAL INC TRI-PARTY BARCLAYS CAPITAL INC. 0.070000% BRSQR5A43 0001484219 Treasury Repurchase Agreement Y 2 3/8 NOTE E 24 2024-08-15 2.375000 Treasury Debt 339234300.00 345695524.25 8 7/8 TPRN 19 2019-02-15 0.00 Treasury Debt 46000.00 43371.56 TINT 02/15/27 2027-02-15 0.00 Treasury Debt 31778.00 22972.95 TINT 02/15/31 2031-02-15 0.00 Treasury Debt 5329748.00 3374370.05 TINT 02/15/34 2034-02-15 0.00 Treasury Debt 27999899.00 16047862.11 TINT 02/15/37 2037-02-15 0.00 Treasury Debt 24696503.00 12811063.97 TINT 02/15/43 2043-02-15 0.00 Treasury Debt 3969349.00 1656687.19 TINT 05/15/26 2026-05-15 0.00 Treasury Debt 6934500.00 5157881.10 TINT 05/15/29 2029-05-15 0.00 Treasury Debt 1271400.00 850808.17 TINT 05/15/34 2034-05-15 0.00 Treasury Debt 7387000.00 4198844.67 TINT 05/15/41 2041-05-15 0.00 Treasury Debt 634375.00 282595.03 TINT 08/15/32 2032-08-15 0.00 Treasury Debt 3553387.00 2137824.22 TINT 08/15/37 2037-08-15 0.00 Treasury Debt 11156.00 5671.71 TINT 08/15/43 2043-08-15 0.00 Treasury Debt 85000.00 34857.65 TINT 11/15/17 2017-11-15 0.00 Treasury Debt 62880.00 61059.00 TINT 11/15/29 2029-11-15 0.00 Treasury Debt 6751937.00 4446488.11 TINT 11/15/30 2030-11-15 0.00 Treasury Debt 4441158.00 2839054.66 TINT 11/15/31 2031-11-15 0.00 Treasury Debt 167000.00 103054.03 TINT 11/15/34 2034-11-15 0.00 Treasury Debt 26150000.00 14615235.00 TINT 11/15/41 2041-11-15 0.00 Treasury Debt 697000.00 303926.85 TPRX 02/15/29 5.2500 2029-02-15 0.00 Treasury Debt 308000.00 212224.32 TPRX 02/15/37 4.7500 2037-02-15 0.00 Treasury Debt 227200.00 121261.18 UNITED STATES TREAS BD 2041-05-15 0.00 Treasury Debt 91000.00 41587.00 UNITED STATES TREAS BD STRIPPED PRIN PMT 2020-08-15 0.00 Treasury Debt 3393400.00 3063459.72 UNITED STATES TREAS BD STRIPPED PRIN PMT 2041-02-15 0.00 Treasury Debt 4056000.00 1871925.12 UNITED STATES TREAS SEC STRIPPED INT PMT 2018-08-15 0.00 Treasury Debt 24080843.00 22971197.75 UNITED STATES TREAS SEC STRIPPED INT PMT 2020-11-15 0.00 Treasury Debt 42043.00 37592.33 UNITED STATES TREASURY 2021-10-31 2.000000 Treasury Debt 66649000.00 66991639.94 First Tier Security N/A N/A 2014-12-03 2014-12-03 N N N 500000000.00 500000000.00 0.0235 N 499995200.00 499995200.00 BARCLAYS CAPITAL INC TRI-PARTY BARCLAYS CAPITAL INC. 0.070000% BRSQS4YK3 0001484219 Treasury Repurchase Agreement Y NOTY 08/15/15 4.2500 2015-08-15 4.250000 Treasury Debt 71481800.00 74448391.83 UNITED STATES TREAS NTS 2021-11-15 2.000000 Treasury Debt 128993200.00 129609946.42 UNITED STATES TREASURY 2019-01-31 1.500000 Treasury Debt 339907900.00 343376423.66 UNITED STATES TREASURY 2019-08-31 1.625000 Treasury Debt 370435300.00 373883373.17 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 903253000.00 903253000.00 0.0425 N 903253000.00 903253000.00 BNP PARIBAS SECURITIES CORP. TRI-PARTY BNP PARIBAS SECURITIES C 0.070000% BRSQS4RR6 0000753835 Treasury Repurchase Agreement Y NOTE 07/31/19 0.8750 2019-07-31 0.875000 Treasury Debt 8251600.00 8043067.72 NOTY 05/15/17 4.5000 2017-05-15 4.500000 Treasury Debt 10638600.00 11633213.59 TINT 05/15/26 2026-05-15 0.00 Treasury Debt 19905300.00 14805562.14 TINT 05/15/34 2034-05-15 0.00 Treasury Debt 402725.00 228912.92 TINT 05/15/37 2037-05-15 0.00 Treasury Debt 6709330.00 3456781.00 TINT 08/15/23 2023-08-15 0.00 Treasury Debt 6462378.00 5296500.39 TINT 08/15/30 2030-08-15 0.00 Treasury Debt 37672995.00 24248223.23 TINT 11/15/29 2029-11-15 0.00 Treasury Debt 12111830.00 7976245.65 TINT 11/15/33 2033-11-15 0.00 Treasury Debt 218958.00 126559.91 TPRX 02/15/29 5.2500 2029-02-15 0.00 Treasury Debt 3204800.00 2208235.39 TPRX 02/15/39 3.5000 2039-02-15 0.00 Treasury Debt 25449000.00 12381701.97 TPRX 05/15/38 4.5000 2038-05-15 0.00 Treasury Debt 38800.00 19519.12 TPRX 08/15/19 8.1250 2019-08-15 0.00 Treasury Debt 31300.00 29093.66 UNITED STATES TREAS BD STRIPPED PRIN PMT 2040-05-15 0.00 Treasury Debt 35815000.00 16833766.30 UNITED STATES TREAS BDS 2031-02-15 5.375000 Treasury Debt 16917400.00 23460073.80 UNITED STATES TREAS NTS 2017-07-31 0.500000 Treasury Debt 11027300.00 10947026.05 UNITED STATES TREAS NTS 2019-11-15 3.375000 Treasury Debt 96000000.00 104456353.59 UNITED STATES TREASURY 2015-05-07 0.00 Treasury Debt 10006000.00 10002848.11 UNITED STATES TREASURY 2015-11-12 0.00 Treasury Debt 144550600.00 144367454.39 UNITED STATES TREASURY 2016-09-15 0.875000 Treasury Debt 11833000.00 11946616.61 UNITED STATES TREASURY 2019-03-31 1.625000 Treasury Debt 75000000.00 75877269.64 UNITED STATES TREASURY 2020-05-31 1.375000 Treasury Debt 8736000.00 8653443.61 UNITED STATES TREASURY 2024-05-15 2.500000 Treasury Debt 69303000.00 71070766.37 UNITED STATES TREASURY 2043-11-15 0.00 Treasury Debt 117568100.00 48191164.19 UNITED STATES TREASURY 2044-02-15 0.00 Treasury Debt 248475000.00 101037389.25 UNITED STATES TREASURY 2044-05-15 3.375000 Treasury Debt 244065700.00 264992629.36 UNITED STATES TREASURY 2044-11-15 3.000000 Treasury Debt 149029800.00 150960085.85 First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 1111000000.00 1111000000.00 0.0523 N 1111000000.00 1111000000.00 CITIGROUP GLOBAL MARKETS INC. TRI-PARTY CITIGROUP GLOBAL MARKETS 0.080000% BRSQS4XW8 0000315030 Treasury Repurchase Agreement Y 3 7/8 TPRN 40 2040-08-15 0.00 Treasury Debt 7007023.00 3244671.88 6 3/8 TPRN 27 2027-08-15 0.00 Treasury Debt 20576890.00 14913101.38 TINT 02/15/28 2028-02-15 0.00 Treasury Debt 7363401.00 5150257.51 TINT 02/15/30 2030-02-15 0.00 Treasury Debt 7213024.00 4716307.76 TINT 02/15/33 2033-02-15 0.00 Treasury Debt 9745330.00 5765629.56 TINT 05/15/33 2033-05-15 0.00 Treasury Debt 20717887.00 12160570.95 TINT 08/15/26 2026-08-15 0.00 Treasury Debt 22440250.00 16537566.54 TINT 08/15/30 2030-08-15 0.00 Treasury Debt 7863006.00 5061023.76 TINT 08/15/34 2034-08-15 0.00 Treasury Debt 32487696.00 18307466.53 TINT 11/15/23 2023-11-15 0.00 Treasury Debt 11217786.00 9112319.65 TINT 11/15/28 2028-11-15 0.00 Treasury Debt 9487490.00 6460411.27 TRIN 01/15/18 1.6250 2018-01-15 1.625000 Treasury Debt 12572476.00 15269411.57 TRIN 01/15/20 1.3750 2020-01-15 1.375000 Treasury Debt 10399652.00 12286457.67 TRIN 07/15/18 1.3750 2018-07-15 1.375000 Treasury Debt 2254291.00 2661457.40 UNITED STATES OF AMERICA 2024-01-15 0.625000 Treasury Debt 8983709.00 9337943.19 UNITED STATES TREAS BD STRIPPED PRIN PMT 2026-11-15 0.00 Treasury Debt 839046.00 623587.27 UNITED STATES TREAS BD STRIPPED PRIN PMT 2028-08-15 0.00 Treasury Debt 10869.00 7619.18 UNITED STATES TREAS BDS 2026-02-15 6.000000 Treasury Debt 4543781.00 6269397.43 UNITED STATES TREAS BDS 2029-01-15 2.500000 Treasury Debt 3134568.00 4366870.82 UNITED STATES TREAS BDS 2041-02-15 2.125000 Treasury Debt 23717043.00 33282464.62 UNITED STATES TREAS NTS 2016-07-15 2.500000 Treasury Debt 12464286.00 15647895.38 UNITED STATES TREAS SEC STRIPPED INT PMT 2019-05-15 0.00 Treasury Debt 15336306.00 14318589.17 UNITED STATES TREAS SEC STRIPPED INT PMT 2020-05-15 0.00 Treasury Debt 14957143.00 13577496.04 UNITED STATES TREASURY 2017-09-15 1.000000 Treasury Debt 6907209.00 6948307.86 UNITED STATES TREASURY 2019-10-31 1.500000 Treasury Debt 65772839.00 65694978.83 UNITED STATES TREASURY 2020-07-31 2.000000 Treasury Debt 47226830.00 48302266.75 UNITED STATES TREASURY 2021-06-30 2.125000 Treasury Debt 5825059.00 5955945.06 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 349000000.00 349000000.00 0.0164 N 349000000.00 349000000.00 CREDIT SUISSE SECURITIES (USA) LLC TRI-PARTY CREDIT SUISSE SECURITIES 0.100000% BRSQS4XV0 0001230485 Treasury Repurchase Agreement Y UNITED STATES TREAS BDS 2026-01-15 2.000000 Treasury Debt 93334000.00 130354938.19 UNITED STATES TREAS BDS 2040-02-15 2.125000 Treasury Debt 16035000.00 22649642.42 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 150000000.00 150000000.00 0.0071 N 150000000.00 150000000.00 DEUTSCHE BANK SECURITIES INC TRI-PARTY DEUTSCHE BANK SECURITIES 0.100000% BRSQS4YC1 0001074042 Treasury Repurchase Agreement Y TINT 02/15/15 2015-02-15 0.00 Treasury Debt 7524725.00 7522994.21 TINT 02/15/23 2023-02-15 0.00 Treasury Debt 10375838.00 8640478.68 TINT 02/15/25 2025-02-15 0.00 Treasury Debt 13112750.00 10184935.18 TINT 02/15/27 2027-02-15 0.00 Treasury Debt 114800.00 82991.22 TINT 02/15/28 2028-02-15 0.00 Treasury Debt 114800.00 80295.71 TINT 02/15/29 2029-02-15 0.00 Treasury Debt 6782459.00 4575107.41 TINT 02/15/30 2030-02-15 0.00 Treasury Debt 11043550.00 7220935.60 TINT 02/15/32 2032-02-15 0.00 Treasury Debt 14655550.00 8977257.15 TINT 02/15/33 2033-02-15 0.00 Treasury Debt 11276573.00 6671558.88 TINT 02/15/35 2035-02-15 0.00 Treasury Debt 14683550.00 8134686.70 TINT 02/15/37 2037-02-15 0.00 Treasury Debt 14719355.00 7635518.21 TINT 02/15/38 2038-02-15 0.00 Treasury Debt 2761065.00 1373188.04 TINT 02/15/43 2043-02-15 0.00 Treasury Debt 23204650.00 9684924.77 TINT 05/15/25 2025-05-15 0.00 Treasury Debt 56700.00 43667.50 TINT 05/15/28 2028-05-15 0.00 Treasury Debt 14588980.00 10113956.28 TINT 05/15/31 2031-05-15 0.00 Treasury Debt 9714145.00 6098734.51 TINT 05/15/34 2034-05-15 0.00 Treasury Debt 56700.00 32228.85 TINT 05/15/36 2036-05-15 0.00 Treasury Debt 56700.00 30199.55 TINT 05/15/37 2037-05-15 0.00 Treasury Debt 56700.00 29212.97 TINT 08/15/27 2027-08-15 0.00 Treasury Debt 114800.00 81609.02 TINT 08/15/31 2031-08-15 0.00 Treasury Debt 114800.00 71434.30 TINT 08/15/32 2032-08-15 0.00 Treasury Debt 13549550.00 8151815.77 TINT 08/15/33 2033-08-15 0.00 Treasury Debt 114800.00 66934.14 TINT 08/15/36 2036-08-15 0.00 Treasury Debt 20195350.00 10663952.61 TINT 08/15/43 2043-08-15 0.00 Treasury Debt 13971650.00 5729633.95 TINT 11/15/17 2017-11-15 0.00 Treasury Debt 341950.00 332047.13 TINT 11/15/23 2023-11-15 0.00 Treasury Debt 11797975.00 9583613.07 TINT 11/15/29 2029-11-15 0.00 Treasury Debt 11440135.00 7533900.91 TINT 11/15/32 2032-11-15 0.00 Treasury Debt 56700.00 33836.29 TINT 11/15/33 2033-11-15 0.00 Treasury Debt 56700.00 32773.17 TINT 11/15/34 2034-11-15 0.00 Treasury Debt 68950.00 38536.15 TINT 11/15/35 2035-11-15 0.00 Treasury Debt 56700.00 30696.81 TINT 11/15/36 2036-11-15 0.00 Treasury Debt 14964074.00 7836236.79 TINT 11/15/42 2042-11-15 0.00 Treasury Debt 18667600.00 7842258.76 TINY 02/15/39 2039-02-15 0.00 Treasury Debt 114800.00 54909.99 TINY 08/15/38 2038-08-15 0.00 Treasury Debt 114800.00 56020.10 TINY 11/15/37 2037-11-15 0.00 Treasury Debt 19562200.00 9836069.78 TINY 11/15/39 2039-11-15 0.00 Treasury Debt 20357050.00 9467046.10 TPRN 11/15/42 2.7500 2042-11-15 0.00 Treasury Debt 14260890.00 6037347.78 TPRX 02/15/25 7.6250 2025-02-15 0.00 Treasury Debt 76650.00 60394.83 TPRX 02/15/26 6.0000 2026-02-15 0.00 Treasury Debt 11550.00 8795.67 TPRX 02/15/37 4.7500 2037-02-15 0.00 Treasury Debt 90195.00 48138.87 TPRX 02/15/38 4.3750 2038-02-15 0.00 Treasury Debt 16181900.00 8202281.47 TPRX 08/15/29 6.1250 2029-08-15 0.00 Treasury Debt 1750.00 1186.59 TPRX 11/15/28 5.2500 2028-11-15 0.00 Treasury Debt 4480.00 3117.50 TRIN 07/15/22 0.1250 2022-07-15 0.125000 Treasury Debt 667208.00 683560.65 UNITED STATES OF AMERICA 2043-05-15 0.00 Treasury Debt 91630.00 38146.49 UNITED STATES OF AMERICA 2043-05-15 0.00 Treasury Debt 56700.00 23440.35 UNITED STATES OF AMERICA 2044-05-15 0.00 Treasury Debt 15860250.00 6369317.80 UNITED STATES TREAS BD STRIPPED PRIN PMT 2026-11-15 0.00 Treasury Debt 75600.00 56186.68 UNITED STATES TREAS BD STRIPPED PRIN PMT 2028-08-15 0.00 Treasury Debt 34930.00 24486.28 UNITED STATES TREAS BD STRIPPED PRIN PMT 2042-02-15 0.00 Treasury Debt 101500.00 44344.33 UNITED STATES TREAS NTS 2023-01-15 0.125000 Treasury Debt 67515.00 68270.59 UNITED STATES TREAS SEC STRIPPED INT PMT 2015-08-15 0.00 Treasury Debt 6526188.00 6519204.48 UNITED STATES TREAS SEC STRIPPED INT PMT 2017-02-15 0.00 Treasury Debt 5748312.00 5664502.11 UNITED STATES TREAS SEC STRIPPED INT PMT 2020-05-15 0.00 Treasury Debt 10964450.00 9953089.13 UNITED STATES TREAS SEC STRIPPED INT PMT 2020-11-15 0.00 Treasury Debt 10590661.00 9469533.80 UNITED STATES TREAS SEC STRIPPED INT PMT 2028-08-15 0.00 Treasury Debt 14138594.00 9718728.40 UNITED STATES TREASURY 2020-03-31 1.125000 Treasury Debt 831705.00 811389.36 UNITED STATES TREASURY 2021-08-31 2.000000 Treasury Debt 1189510.00 1200563.08 UNITED STATES TREASURY 2043-08-15 0.00 Treasury Debt 185500.00 76589.24 UNITED STATES TREASURY 2043-11-15 0.00 Treasury Debt 8400.00 3443.16 UNITED STATES TREASURY 2044-08-15 0.00 Treasury Debt 25560500.00 10236213.44 UNITED STATES TREASURY 2044-08-15 0.00 Treasury Debt 3850.00 1531.68 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 245000000.00 245000000.00 0.0115 N 245000000.00 245000000.00 FEDERAL RESERVE BANK OF NEW YORK TRI-PARTY FEDERAL RESERVE BANK OF 0.070000% BRSQSEKF7 0001457970 Treasury Repurchase Agreement Y BOND 02/15/40 4.6250 2040-02-15 4.625000 Treasury Debt 264915700.00 353225966.25 BOND 05/15/42 3.0000 2042-05-15 3.000000 Treasury Debt 792787900.00 804419167.22 UNITED STATES TREAS NTS 2018-05-15 3.875000 Treasury Debt 371692600.00 407172359.01 UNITED STATES TREASURY 2023-08-15 2.500000 Treasury Debt 613006900.00 635195391.03 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 2200000000.00 2200000000.00 0.1035 N 2200000000.00 2200000000.00 HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) IN 0.070000% BRSM2LJW3 0000853784 Treasury Repurchase Agreement Y TINT 02/15/25 2025-02-15 0.00 Treasury Debt 61222971.88 47869018.55 TINT 02/15/27 2027-02-15 0.00 Treasury Debt 42899471.25 31283151.27 TINT 02/15/31 2031-02-15 0.00 Treasury Debt 87400675.00 55868259.41 TINT 02/15/34 2034-02-15 0.00 Treasury Debt 77337787.50 44855915.46 TINT 02/15/35 2035-02-15 0.00 Treasury Debt 73125787.50 41030147.56 TINT 02/15/42 2042-02-15 0.00 Treasury Debt 71289137.50 31222504.44 TINT 05/15/28 2028-05-15 0.00 Treasury Debt 61166787.50 42788003.19 TINT 05/15/29 2029-05-15 0.00 Treasury Debt 68480225.00 46288525.80 TINT 05/15/37 2037-05-15 0.00 Treasury Debt 81485000.00 42410499.84 TINT 05/15/41 2041-05-15 0.00 Treasury Debt 77712812.50 34934241.03 TINT 08/15/41 2041-08-15 0.00 Treasury Debt 72653762.50 32375969.67 TINT 11/15/31 2031-11-15 0.00 Treasury Debt 63623850.00 39695556.88 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 481000000.00 481000000.00 0.0226 N 481000000.00 481000000.00 HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) IN 0.070000% BRSQS4QL0 0000853784 Treasury Repurchase Agreement Y TINT 02/15/27 2027-02-15 0.00 Treasury Debt 8825000.00 6435366.26 TINT 02/15/28 2028-02-15 0.00 Treasury Debt 12417712.50 8756473.68 TINT 02/15/30 2030-02-15 0.00 Treasury Debt 27214675.00 17961686.21 TINT 02/15/32 2032-02-15 0.00 Treasury Debt 6752787.50 4178287.10 TINT 02/15/33 2033-02-15 0.00 Treasury Debt 37885787.50 22678054.16 TINT 02/15/36 2036-02-15 0.00 Treasury Debt 37494787.50 20376168.97 TINT 02/15/37 2037-02-15 0.00 Treasury Debt 40945237.50 21502801.52 TINT 02/15/38 2038-02-15 0.00 Treasury Debt 2617862.50 1321601.75 TINT 02/15/41 2041-02-15 0.00 Treasury Debt 2295812.50 1039934.18 TINT 02/15/43 2043-02-15 0.00 Treasury Debt 41669387.50 17631150.91 TINT 05/15/25 2025-05-15 0.00 Treasury Debt 6870537.50 5328926.18 TINT 05/15/26 2026-05-15 0.00 Treasury Debt 8696037.50 6511157.83 TINT 05/15/27 2027-05-15 0.00 Treasury Debt 14370537.50 10387167.78 TINT 05/15/30 2030-05-15 0.00 Treasury Debt 37545200.00 24580468.01 TINT 05/15/31 2031-05-15 0.00 Treasury Debt 50132850.00 31795256.33 TINT 05/15/32 2032-05-15 0.00 Treasury Debt 45727850.00 28065467.07 TINT 05/15/33 2033-05-15 0.00 Treasury Debt 30710850.00 18229654.10 TINT 05/15/34 2034-05-15 0.00 Treasury Debt 19450850.00 11190268.35 TINT 05/15/35 2035-05-15 0.00 Treasury Debt 21261850.00 11833494.81 TINT 05/15/36 2036-05-15 0.00 Treasury Debt 40603850.00 21894409.42 TINT 05/15/42 2042-05-15 0.00 Treasury Debt 4884750.00 2122570.37 TINT 08/15/25 2025-08-15 0.00 Treasury Debt 8399446.88 6459678.25 TINT 08/15/27 2027-08-15 0.00 Treasury Debt 1926921.25 1380754.70 TINT 08/15/29 2029-08-15 0.00 Treasury Debt 7269687.50 4872943.94 TINT 08/15/30 2030-08-15 0.00 Treasury Debt 10348675.00 6720222.86 TINT 08/15/31 2031-08-15 0.00 Treasury Debt 47604787.50 29939127.15 TINT 08/15/32 2032-08-15 0.00 Treasury Debt 6778787.50 4125502.33 TINT 08/15/33 2033-08-15 0.00 Treasury Debt 7245787.50 4268203.65 TINT 08/15/34 2034-08-15 0.00 Treasury Debt 7734787.50 4413624.45 TINT 08/15/35 2035-08-15 0.00 Treasury Debt 17072787.50 9429983.97 TINT 08/15/36 2036-08-15 0.00 Treasury Debt 8344237.50 4462831.88 TINT 08/15/40 2040-08-15 0.00 Treasury Debt 2863812.50 1317353.77 TINT 08/15/42 2042-08-15 0.00 Treasury Debt 7109387.50 3060378.18 TINT 08/15/43 2043-08-15 0.00 Treasury Debt 6483762.50 2698866.08 TINT 11/15/27 2027-11-15 0.00 Treasury Debt 1609475.00 1143982.68 TINT 11/15/30 2030-11-15 0.00 Treasury Debt 28036850.00 18070592.55 TINT 11/15/32 2032-11-15 0.00 Treasury Debt 6818850.00 4114767.16 TINT 11/15/33 2033-11-15 0.00 Treasury Debt 10049850.00 5876047.14 TINT 11/15/34 2034-11-15 0.00 Treasury Debt 7304850.00 4135202.45 TINT 11/15/35 2035-11-15 0.00 Treasury Debt 9462850.00 5185357.89 TINT 11/15/36 2036-11-15 0.00 Treasury Debt 36132850.00 19156192.11 TINT 11/15/40 2040-11-15 0.00 Treasury Debt 12952437.50 5913564.68 TINT 11/15/41 2041-11-15 0.00 Treasury Debt 36955875.00 16324149.43 TINT 11/15/42 2042-11-15 0.00 Treasury Debt 399750.00 170705.24 UNITED STATES OF AMERICA 2043-05-15 0.00 Treasury Debt 1001000.00 420109.70 UNITED STATES OF AMERICA 2044-02-15 0.00 Treasury Debt 7266937.50 2973776.24 UNITED STATES OF AMERICA 2044-05-15 0.00 Treasury Debt 359000.00 145901.18 UNITED STATES TREAS SEC STRIPPED INT PMT 2025-11-15 0.00 Treasury Debt 50909037.50 38818140.49 UNITED STATES TREAS SEC STRIPPED INT PMT 2028-08-15 0.00 Treasury Debt 5796712.50 4017817.04 UNITED STATES TREASURY 2043-11-15 0.00 Treasury Debt 15908000.00 6564595.32 First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 500000000.00 500000000.00 0.0235 N 500000000.00 500000000.00 HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) IN 0.070000% BRSQS4Y80 0000853784 Treasury Repurchase Agreement Y TINT 08/15/37 2037-08-15 0.00 Treasury Debt 11880000.00 6121882.67 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 6000000.00 6000000.00 0.0003 N 6000000.00 6000000.00 HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) IN 0.070000% BRSQS4YM9 0000853784 Treasury Repurchase Agreement Y TINT 05/15/37 2037-05-15 0.00 Treasury Debt 10154850.00 5285295.01 TINT 11/15/26 2026-11-15 0.00 Treasury Debt 107236037.50 78935375.32 TINT 11/15/28 2028-11-15 0.00 Treasury Debt 94750000.00 65125467.00 TINT 11/15/29 2029-11-15 0.00 Treasury Debt 103637225.00 68935336.61 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 214000000.00 214000000.00 0.0101 N 214000000.00 214000000.00 JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES LLC 0.080000% BRSHJ5R10 0000782124 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2015-01-15 0.00 Treasury Debt 69841000.00 69840300.64 UNITED STATES TREASURY 2015-01-22 0.00 Treasury Debt 67388500.00 67387154.42 UNITED STATES TREASURY 2015-04-09 0.00 Treasury Debt 50335000.00 50326443.43 UNITED STATES TREASURY 2015-04-16 0.00 Treasury Debt 59721000.00 59711445.90 UNITED STATES TREASURY 2015-07-23 0.00 Treasury Debt 7741000.00 7736433.07 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 250000000.00 250000000.00 0.0118 N 250000000.00 250000000.00 JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES L 0.080000% BRSQS4Y23 0000782124 Treasury Repurchase Agreement Y TINT 02/15/15 2015-02-15 0.00 Treasury Debt 18679300.00 18675003.49 TINT 02/15/16 2016-02-15 0.00 Treasury Debt 15935800.00 15885920.65 TINT 02/15/18 2018-02-15 0.00 Treasury Debt 1489200.00 1438314.08 TINT 02/15/19 2019-02-15 0.00 Treasury Debt 4953930.00 4659914.48 TINT 02/15/21 2021-02-15 0.00 Treasury Debt 2804100.00 2485133.68 TINT 02/15/22 2022-02-15 0.00 Treasury Debt 7036900.00 6049341.66 TINT 02/15/23 2023-02-15 0.00 Treasury Debt 12027300.00 10015734.34 TINT 02/15/24 2024-02-15 0.00 Treasury Debt 8193300.00 6597982.42 TINT 02/15/25 2025-02-15 0.00 Treasury Debt 8041800.00 6246226.79 TINT 02/15/27 2027-02-15 0.00 Treasury Debt 7941600.00 5741141.48 TINT 02/15/28 2028-02-15 0.00 Treasury Debt 7942300.00 5555162.33 TINT 02/15/29 2029-02-15 0.00 Treasury Debt 7620300.00 5140273.34 TINT 02/15/30 2030-02-15 0.00 Treasury Debt 15734700.00 10288291.45 TINT 02/15/31 2031-02-15 0.00 Treasury Debt 8136200.00 5151190.95 TINT 02/15/38 2038-02-15 0.00 Treasury Debt 13061700.00 6496106.19 TINT 02/15/41 2041-02-15 0.00 Treasury Debt 3287900.00 1470151.63 TINT 02/15/42 2042-02-15 0.00 Treasury Debt 4428100.00 1911655.07 TINT 02/15/43 2043-02-15 0.00 Treasury Debt 6267000.00 2615657.74 TINT 05/15/16 2016-05-15 0.00 Treasury Debt 7373300.00 7336286.31 TINT 05/15/17 2017-05-15 0.00 Treasury Debt 8268500.00 8114788.31 TINT 05/15/21 2021-05-15 0.00 Treasury Debt 132900.00 116789.86 TINT 05/15/26 2026-05-15 0.00 Treasury Debt 74800.00 55636.24 TINT 05/15/28 2028-05-15 0.00 Treasury Debt 8746100.00 6063320.89 TINT 05/15/29 2029-05-15 0.00 Treasury Debt 3435600.00 2299069.13 TINT 05/15/30 2030-05-15 0.00 Treasury Debt 10535200.00 6838714.86 TINT 05/15/31 2031-05-15 0.00 Treasury Debt 160400.00 100702.33 TINT 05/15/32 2032-05-15 0.00 Treasury Debt 160400.00 97306.66 TINT 05/15/33 2033-05-15 0.00 Treasury Debt 1472200.00 864122.54 TINT 05/15/34 2034-05-15 0.00 Treasury Debt 1065900.00 605868.20 TINT 05/15/35 2035-05-15 0.00 Treasury Debt 2741500.00 1506262.38 TINT 05/15/36 2036-05-15 0.00 Treasury Debt 7670100.00 4085248.76 TINT 05/15/37 2037-05-15 0.00 Treasury Debt 6903600.00 3556872.70 TINT 05/15/41 2041-05-15 0.00 Treasury Debt 3887400.00 1731720.10 TINT 05/15/42 2042-05-15 0.00 Treasury Debt 3965500.00 1694458.17 TINT 08/15/19 2019-08-15 0.00 Treasury Debt 5024700.00 4663273.37 TINT 08/15/21 2021-08-15 0.00 Treasury Debt 2777700.00 2426293.11 TINT 08/15/22 2022-08-15 0.00 Treasury Debt 10844000.00 9178578.37 TINT 08/15/23 2023-08-15 0.00 Treasury Debt 12474800.00 10224220.99 TINT 08/15/25 2025-08-15 0.00 Treasury Debt 5158300.00 3941199.15 TINT 08/15/26 2026-08-15 0.00 Treasury Debt 7636800.00 5628016.08 TINT 08/15/27 2027-08-15 0.00 Treasury Debt 7942300.00 5646022.08 TINT 08/15/29 2029-08-15 0.00 Treasury Debt 5359000.00 3555910.57 TINT 08/15/30 2030-08-15 0.00 Treasury Debt 23230900.00 14952568.68 TINT 08/15/31 2031-08-15 0.00 Treasury Debt 294800.00 183439.29 TINT 08/15/37 2037-08-15 0.00 Treasury Debt 7458200.00 3791749.05 TINT 08/15/40 2040-08-15 0.00 Treasury Debt 3242600.00 1472334.92 TINT 08/15/41 2041-08-15 0.00 Treasury Debt 11000.00 4839.89 TINT 08/15/42 2042-08-15 0.00 Treasury Debt 4425800.00 1869369.41 TINT 08/15/43 2043-08-15 0.00 Treasury Debt 4410900.00 1808865.98 TINT 11/15/15 2015-11-15 0.00 Treasury Debt 7175200.00 7163002.27 TINT 11/15/16 2016-11-15 0.00 Treasury Debt 8269300.00 8180735.79 TINT 11/15/17 2017-11-15 0.00 Treasury Debt 7586400.00 7366697.48 TINT 11/15/21 2021-11-15 0.00 Treasury Debt 74800.00 64793.26 TINT 11/15/22 2022-11-15 0.00 Treasury Debt 1108400.00 930601.57 TINT 11/15/26 2026-11-15 0.00 Treasury Debt 7174400.00 5240612.14 TINT 11/15/27 2027-11-15 0.00 Treasury Debt 14113600.00 9962931.76 TINT 11/15/28 2028-11-15 0.00 Treasury Debt 7285600.00 4961056.70 TINT 11/15/29 2029-11-15 0.00 Treasury Debt 8190200.00 5393656.41 TINT 11/15/30 2030-11-15 0.00 Treasury Debt 2640700.00 1688093.87 TINT 11/15/31 2031-11-15 0.00 Treasury Debt 1254500.00 774139.39 TINT 11/15/32 2032-11-15 0.00 Treasury Debt 1051000.00 627194.73 TINT 11/15/33 2033-11-15 0.00 Treasury Debt 4672300.00 2700635.95 TINT 11/15/34 2034-11-15 0.00 Treasury Debt 720900.00 402911.01 TINT 11/15/35 2035-11-15 0.00 Treasury Debt 3508000.00 1899196.13 TINT 11/15/36 2036-11-15 0.00 Treasury Debt 7670100.00 4016601.40 TINT 11/15/40 2040-11-15 0.00 Treasury Debt 12610100.00 5677697.90 TINT 11/15/41 2041-11-15 0.00 Treasury Debt 3887400.00 1695100.76 TINY 02/15/39 2039-02-15 0.00 Treasury Debt 261800.00 125221.56 TINY 05/15/38 2038-05-15 0.00 Treasury Debt 8860700.00 4371337.61 TINY 05/15/39 2039-05-15 0.00 Treasury Debt 23917700.00 11343926.25 TINY 08/15/38 2038-08-15 0.00 Treasury Debt 3172800.00 1548262.97 TINY 08/15/39 2039-08-15 0.00 Treasury Debt 9388400.00 4403910.68 TINY 11/15/37 2037-11-15 0.00 Treasury Debt 4915200.00 2471411.72 TINY 11/15/38 2038-11-15 0.00 Treasury Debt 25507100.00 12321204.37 TINY 11/15/39 2039-11-15 0.00 Treasury Debt 10925800.00 5081043.42 UNITED STATES OF AMERICA 2043-05-15 0.00 Treasury Debt 5510400.00 2278054.51 UNITED STATES OF AMERICA 2044-02-15 0.00 Treasury Debt 4674800.00 1889741.21 UNITED STATES OF AMERICA 2044-05-15 0.00 Treasury Debt 4144200.00 1664269.24 UNITED STATES TREAS SEC STRIPPED INT PMT 2015-05-15 0.00 Treasury Debt 8372500.00 8367978.70 UNITED STATES TREAS SEC STRIPPED INT PMT 2015-08-15 0.00 Treasury Debt 15935800.00 15918748.33 UNITED STATES TREAS SEC STRIPPED INT PMT 2016-08-15 0.00 Treasury Debt 4260000.00 4226729.41 UNITED STATES TREAS SEC STRIPPED INT PMT 2017-02-15 0.00 Treasury Debt 16562800.00 16321314.19 UNITED STATES TREAS SEC STRIPPED INT PMT 2018-05-15 0.00 Treasury Debt 74800.00 71810.24 UNITED STATES TREAS SEC STRIPPED INT PMT 2018-08-15 0.00 Treasury Debt 43700.00 41686.30 UNITED STATES TREAS SEC STRIPPED INT PMT 2018-11-15 0.00 Treasury Debt 75600.00 71573.55 UNITED STATES TREAS SEC STRIPPED INT PMT 2019-05-15 0.00 Treasury Debt 26000200.00 24274826.81 UNITED STATES TREAS SEC STRIPPED INT PMT 2019-11-15 0.00 Treasury Debt 202400.00 186420.52 UNITED STATES TREAS SEC STRIPPED INT PMT 2020-02-15 0.00 Treasury Debt 3539700.00 3239781.33 UNITED STATES TREAS SEC STRIPPED INT PMT 2020-05-15 0.00 Treasury Debt 74800.00 67900.45 UNITED STATES TREAS SEC STRIPPED INT PMT 2020-08-15 0.00 Treasury Debt 2804100.00 2525568.72 UNITED STATES TREAS SEC STRIPPED INT PMT 2020-11-15 0.00 Treasury Debt 74800.00 66881.67 UNITED STATES TREAS SEC STRIPPED INT PMT 2022-05-15 0.00 Treasury Debt 15206000.00 12970260.98 UNITED STATES TREAS SEC STRIPPED INT PMT 2025-11-15 0.00 Treasury Debt 179200.00 135688.45 UNITED STATES TREAS SEC STRIPPED INT PMT 2028-08-15 0.00 Treasury Debt 23522900.00 16169405.52 UNITED STATES TREASURY 2017-09-30 0.00 Treasury Debt 13800.00 13442.72 UNITED STATES TREASURY 2043-11-15 0.00 Treasury Debt 5282100.00 2151557.83 UNITED STATES TREASURY 2044-08-15 0.00 Treasury Debt 2000.00 795.68 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 445000000.00 445000000.00 0.0209 N 445000000.00 445000000.00 MERRILL LYNCH PIERCE FENNER & SMITH INC TRI-PARTY MERRILL LYNCH, PIERCE, F 0.080000% BRSQS4XR9 0000728612 Treasury Repurchase Agreement Y NOTE 11/30/17 0.6250 2017-11-30 0.625000 Treasury Debt 108778600.00 108027032.01 NOTY 05/15/19 3.1250 2019-05-15 3.125000 Treasury Debt 235156600.00 252469355.07 UNITED STATES TREASURY 2016-09-30 0.500000 Treasury Debt 91604600.00 91772276.68 UNITED STATES TREASURY 2017-05-15 0.875000 Treasury Debt 257458500.00 258424542.61 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 696758000.00 696758000.00 0.0328 N 696758000.00 696758000.00 MERRILL LYNCH PIERCE FENNER & SMITH INC TRI-PARTY MERRILL LYNCH, PIERCE, F 0.080000% BRSQS4YL1 0000728612 Treasury Repurchase Agreement Y TPRX 08/15/22 7.2500 2022-08-15 0.00 Treasury Debt 25355300.00 21626549.58 UNITED STATES TREASURY 2017-08-15 0.875000 Treasury Debt 29097600.00 29192970.39 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 49823000.00 49823000.00 0.0023 N 49823000.00 49823000.00 MORGAN STANLEY & CO LLC TRI-PARTY MORGAN STANLEY & CO LLC 0.080000% BRSQS4YB3 0001359291 Treasury Repurchase Agreement Y 2 1/2 NOTE L 15 2015-04-30 2.500000 Treasury Debt 16817500.00 17020818.56 CASH & EQUIVALENTS 2014-12-01 0.00 Other Instrument CASH 130991955.86 130991955.86 NOTE 04/15/16 0.2500 2016-04-15 0.250000 Treasury Debt 100.00 100.05 NOTE 06/30/16 1.5000 2016-06-30 1.500000 Treasury Debt 22767100.00 23325232.99 NOTE 09/30/18 1.3750 2018-09-30 1.375000 Treasury Debt 55396900.00 55762725.00 NOTE 12/31/18 1.3750 2018-12-31 1.375000 Treasury Debt 22318900.00 22472721.50 NOTY 05/31/16 3.2500 2016-05-31 3.250000 Treasury Debt 1466000.00 1554615.89 UNITED STATES TREAS BDS 2029-08-15 6.125000 Treasury Debt 300.00 437.99 UNITED STATES TREAS BDS 2038-02-15 4.375000 Treasury Debt 37000.00 47370.95 UNITED STATES TREAS BDS 2041-11-15 3.125000 Treasury Debt 33285200.00 34705986.67 UNITED STATES TREAS NTS 2015-04-15 0.375000 Treasury Debt 43526162.00 43593335.79 UNITED STATES TREAS NTS 2015-06-15 0.375000 Treasury Debt 324999.00 326032.76 UNITED STATES TREAS NTS 2016-11-30 0.875000 Treasury Debt 100.00 101.12 UNITED STATES TREAS NTS 2016-11-30 0.875000 Treasury Debt 100.00 101.12 UNITED STATES TREAS NTS 2017-02-28 3.000000 Treasury Debt 46795400.00 49611953.85 UNITED STATES TREAS NTS 2017-08-31 0.625000 Treasury Debt 51810300.00 51549932.63 UNITED STATES TREAS NTS 2018-01-31 2.625000 Treasury Debt 4695500.00 4969002.46 UNITED STATES TREAS NTS 2018-01-31 2.625000 Treasury Debt 460900.00 487746.40 UNITED STATES TREAS NTS 2018-03-31 0.750000 Treasury Debt 890000.00 881208.28 UNITED STATES TREAS NTS 2018-03-31 2.875000 Treasury Debt 30900.00 32859.37 UNITED STATES TREAS NTS 2018-11-30 1.375000 Treasury Debt 100.00 100.93 UNITED STATES TREAS NTS 2019-02-28 1.375000 Treasury Debt 45167100.00 45277466.93 UNITED STATES TREAS NTS 2023-02-15 2.000000 Treasury Debt 100.00 99.88 UNITED STATES TREASURY 2015-02-15 0.250000 Treasury Debt 100.00 100.11 UNITED STATES TREASURY 2015-08-31 0.375000 Treasury Debt 73000.00 73187.02 UNITED STATES TREASURY 2015-09-30 0.250000 Treasury Debt 929900.00 930927.74 UNITED STATES TREASURY 2016-01-31 0.375000 Treasury Debt 100.00 100.31 UNITED STATES TREASURY 2017-06-15 0.875000 Treasury Debt 1183000.00 1190652.33 UNITED STATES TREASURY 2017-08-15 0.875000 Treasury Debt 299900.00 300882.95 UNITED STATES TREASURY 2018-06-30 1.375000 Treasury Debt 10506600.00 10641399.51 UNITED STATES TREASURY 2019-01-31 1.500000 Treasury Debt 45826500.00 46294127.55 UNITED STATES TREASURY 2020-10-31 1.750000 Treasury Debt 13798800.00 13782980.93 UNITED STATES TREASURY 2020-12-31 2.375000 Treasury Debt 8000.00 8334.21 UNITED STATES TREASURY 2020-12-31 2.375000 Treasury Debt 100.00 104.17 UNITED STATES TREASURY 2021-04-30 2.250000 Treasury Debt 226000.00 231478.31 UNITED STATES TREASURY 2023-11-15 2.750000 Treasury Debt 2193000.00 2301390.27 UNITED STATES TREASURY 2043-08-15 3.625000 Treasury Debt 11000.00 12588.46 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 550000000.00 550000000.00 0.0259 N 550000000.00 550000000.00 NOTE 03/15/15 0.3750 TREASURY NOTE 0.050000% 912828SK7 Treasury Debt N First Tier Security N/A N/A 2015-03-15 2015-03-15 N N N 203994000.00 204182952.00 0.0096 N 204169230.85 204169230.85 NOTE 05/15/15 0.2500 TREASURY NOTE 0.090000% 912828SU5 Treasury Debt N First Tier Security N/A N/A 2015-05-15 2015-05-15 N N N 355000000.00 355266105.00 0.0167 N 355360680.00 355360680.00 SG AMERICAS SECURITIES LLC TRI-PARTY SG AMERICAS SECURITIES L 0.070000% BRSQS4Y49 0001313360 Treasury Repurchase Agreement Y UNITED STATES TREAS NTS 2017-05-31 0.625000 Treasury Debt 50719600.00 50702043.25 UNITED STATES TREASURY 2021-09-30 2.125000 Treasury Debt 293400.00 298032.31 Second Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 50000000.00 50000000.00 0.0024 N 50000000.00 50000000.00 SG AMERICAS SECURITIES LLC TRI-PARTY SG AMERICAS SECURITIES L 0.070000% BRSQS4Y72 0001313360 Treasury Repurchase Agreement Y 0 7/8 NOTE AP 17 2017-07-15 0.875000 Treasury Debt 3450000.00 3467625.00 3 5/8 NOTE E 19 2019-08-15 3.625000 Treasury Debt 37000000.00 40955524.61 BOND 02/15/40 4.6250 2040-02-15 4.625000 Treasury Debt 27000.00 36000.51 BOND 05/15/37 5.0000 2037-05-15 5.000000 Treasury Debt 2124000.00 2938916.31 BOND 05/15/42 3.0000 2042-05-15 3.000000 Treasury Debt 19362500.00 19646573.97 BOND 11/15/21 8.0000 2021-11-15 8.000000 Treasury Debt 175200.00 245345.34 NOTE 02/15/22 2.0000 2022-02-15 2.000000 Treasury Debt 6000000.00 6048303.13 NOTE 02/29/20 1.2500 2020-02-29 1.250000 Treasury Debt 25000000.00 24608080.11 NOTE 04/15/16 0.2500 2016-04-15 0.250000 Treasury Debt 270000.00 270123.71 NOTE 05/15/15 0.2500 2015-05-15 0.250000 Treasury Debt 20046000.00 20058825.01 NOTE 08/31/15 1.2500 2015-08-31 1.250000 Treasury Debt 55000.00 55624.43 NOTE 08/31/16 1.0000 2016-08-31 1.000000 Treasury Debt 7712400.00 7809688.56 NOTE 09/30/17 1.8750 2017-09-30 1.875000 Treasury Debt 1000000.00 1030227.15 NOTE 10/31/17 1.8750 2017-10-31 1.875000 Treasury Debt 10000000.00 10286382.76 NOTE 10/31/18 1.7500 2018-10-31 1.750000 Treasury Debt 2500000.00 2547133.98 NOTY 04/30/17 3.1250 2017-04-30 3.125000 Treasury Debt 9994000.00 10599058.02 NOTY 05/15/19 3.1250 2019-05-15 3.125000 Treasury Debt 1000.00 1073.62 NOTY 05/31/15 2.1250 2015-05-31 2.125000 Treasury Debt 5000.00 5103.69 NOTY 05/31/16 3.2500 2016-05-31 3.250000 Treasury Debt 35000.00 37115.66 NOTY 06/30/15 1.8750 2015-06-30 1.875000 Treasury Debt 675000.00 687152.44 NOTY 12/31/16 3.2500 2016-12-31 3.250000 Treasury Debt 100000.00 106880.46 TRIN 01/15/22 0.1250 2022-01-15 0.125000 Treasury Debt 17488700.00 18188905.31 TRIN 07/15/15 1.8750 2015-07-15 1.875000 Treasury Debt 100000.00 124985.77 TRIN 07/15/18 1.3750 2018-07-15 1.375000 Treasury Debt 25000.00 29515.46 TRIN 07/15/21 0.6250 2021-07-15 0.625000 Treasury Debt 105000.00 114408.22 UNITED STATES OF AMERICA 2019-04-15 0.125000 Treasury Debt 18120300.00 18525726.74 UNITED STATES OF AMERICA 2023-07-15 0.375000 Treasury Debt 110000.00 112899.28 UNITED STATES TREAS BDS 2021-05-15 8.125000 Treasury Debt 10700.00 14830.66 UNITED STATES TREAS BDS 2022-08-15 7.250000 Treasury Debt 213000.00 297946.78 UNITED STATES TREAS BDS 2022-11-15 7.625000 Treasury Debt 154000.00 218283.64 UNITED STATES TREAS BDS 2023-02-15 7.125000 Treasury Debt 184200.00 258804.22 UNITED STATES TREAS BDS 2025-02-15 7.625000 Treasury Debt 24000.00 36368.41 UNITED STATES TREAS BDS 2026-01-15 2.000000 Treasury Debt 26781800.00 37402934.54 UNITED STATES TREAS BDS 2029-01-15 2.500000 Treasury Debt 261100.00 363747.04 UNITED STATES TREAS BDS 2039-08-15 4.500000 Treasury Debt 104000.00 135950.33 UNITED STATES TREAS BDS 2040-02-15 2.125000 Treasury Debt 150000.00 211867.29 UNITED STATES TREAS BDS 2040-11-15 4.250000 Treasury Debt 5147000.00 6468951.58 UNITED STATES TREAS BDS 2041-05-15 4.375000 Treasury Debt 55000.00 70735.62 UNITED STATES TREAS BDS 2041-11-15 3.125000 Treasury Debt 8630000.00 8998373.60 UNITED STATES TREAS BDS 2042-02-15 0.750000 Treasury Debt 9000.00 9049.62 UNITED STATES TREAS BDS 2042-08-15 2.750000 Treasury Debt 105000.00 101902.76 UNITED STATES TREAS NTS 2015-02-28 2.375000 Treasury Debt 12000.00 12139.44 UNITED STATES TREAS NTS 2015-04-15 0.500000 Treasury Debt 117145728.00 128169663.79 UNITED STATES TREAS NTS 2015-12-15 0.250000 Treasury Debt 20000.00 20035.18 UNITED STATES TREAS NTS 2015-12-31 2.125000 Treasury Debt 29600000.00 30475551.11 UNITED STATES TREAS NTS 2016-01-31 2.000000 Treasury Debt 40000.00 41095.27 UNITED STATES TREAS NTS 2016-02-15 0.375000 Treasury Debt 3030000.00 3039395.95 UNITED STATES TREAS NTS 2016-03-15 0.375000 Treasury Debt 947000.00 949501.58 UNITED STATES TREAS NTS 2016-04-15 0.125000 Treasury Debt 21100000.00 22939478.90 UNITED STATES TREAS NTS 2017-01-15 2.375000 Treasury Debt 5075000.00 6428959.63 UNITED STATES TREAS NTS 2017-03-31 3.250000 Treasury Debt 956000.00 1018097.80 UNITED STATES TREAS NTS 2017-08-31 0.625000 Treasury Debt 40000.00 39798.98 UNITED STATES TREAS NTS 2018-03-31 0.750000 Treasury Debt 50000.00 49506.08 UNITED STATES TREAS NTS 2019-06-30 1.000000 Treasury Debt 72000.00 70765.43 UNITED STATES TREAS NTS 2019-11-30 1.000000 Treasury Debt 300000.00 293233.61 UNITED STATES TREAS NTS 2020-02-15 3.625000 Treasury Debt 912000.00 1013772.88 UNITED STATES TREAS NTS 2020-05-15 3.500000 Treasury Debt 10000.00 10968.82 UNITED STATES TREAS NTS 2020-07-15 1.250000 Treasury Debt 500000.00 585482.03 UNITED STATES TREASURY 2014-11-30 2.125000 Treasury Debt 10000.00 10105.49 UNITED STATES TREASURY 2014-12-04 0.00 Treasury Debt 400000.00 399996.40 UNITED STATES TREASURY 2014-12-18 0.00 Treasury Debt 58811700.00 58810288.52 UNITED STATES TREASURY 2014-12-26 0.00 Treasury Debt 300000.00 299985.00 UNITED STATES TREASURY 2015-01-29 0.00 Treasury Debt 300000.00 300000.00 UNITED STATES TREASURY 2015-02-12 0.00 Treasury Debt 200000.00 200000.00 UNITED STATES TREASURY 2015-02-15 0.250000 Treasury Debt 31000.00 31034.20 UNITED STATES TREASURY 2015-02-26 0.00 Treasury Debt 23770000.00 23768787.73 UNITED STATES TREASURY 2015-03-12 0.00 Treasury Debt 10000000.00 9999410.00 UNITED STATES TREASURY 2015-03-19 0.00 Treasury Debt 450000.00 449959.50 UNITED STATES TREASURY 2015-03-26 0.00 Treasury Debt 43000000.00 42995270.00 UNITED STATES TREASURY 2015-04-23 0.00 Treasury Debt 300000.00 299925.90 UNITED STATES TREASURY 2015-04-30 0.00 Treasury Debt 3700000.00 3699045.40 UNITED STATES TREASURY 2015-05-21 0.00 Treasury Debt 610000.00 609821.27 UNITED STATES TREASURY 2015-05-28 0.00 Treasury Debt 19293000.00 19285147.75 UNITED STATES TREASURY 2015-06-30 0.375000 Treasury Debt 2800000.00 2808676.42 UNITED STATES TREASURY 2015-07-23 0.00 Treasury Debt 311000.00 310814.33 UNITED STATES TREASURY 2015-09-17 0.00 Treasury Debt 500000.00 499549.50 UNITED STATES TREASURY 2016-02-29 0.250000 Treasury Debt 23030000.00 23051294.48 UNITED STATES TREASURY 2016-03-31 0.375000 Treasury Debt 1366000.00 1369178.45 UNITED STATES TREASURY 2016-08-15 0.625000 Treasury Debt 900000.00 905120.36 UNITED STATES TREASURY 2018-04-30 0.625000 Treasury Debt 21615000.00 21270833.55 UNITED STATES TREASURY 2018-05-31 1.000000 Treasury Debt 20000000.00 19995787.10 UNITED STATES TREASURY 2019-03-31 1.625000 Treasury Debt 13000000.00 13152060.07 UNITED STATES TREASURY 2019-06-30 1.625000 Treasury Debt 1670000.00 1692616.47 UNITED STATES TREASURY 2020-03-31 1.125000 Treasury Debt 17300000.00 16877421.36 UNITED STATES TREASURY 2020-06-30 1.875000 Treasury Debt 19528600.00 19864972.60 UNITED STATES TREASURY 2020-07-31 2.000000 Treasury Debt 569600.00 582570.78 UNITED STATES TREASURY 2043-02-15 3.125000 Treasury Debt 105000.00 109545.61 UNITED STATES TREASURY 2043-11-15 3.750000 Treasury Debt 1065000.00 1236002.46 UNITED STATES TREASURY 2044-08-15 3.125000 Treasury Debt 10000.00 10440.72 Second Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 709000000.00 709000000.00 0.0333 N 709000000.00 709000000.00 TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 0.090000% BRSQS4Y15 0000803012 Treasury Repurchase Agreement Y NOTE 09/30/18 1.3750 2018-09-30 1.375000 Treasury Debt 8863100.00 8921629.33 UNITED STATES TREASURY 2018-05-31 1.000000 Treasury Debt 7400000.00 7398441.23 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 16000000.00 16000000.00 0.0008 N 16000000.00 16000000.00 UNITED STATES TREAS NTS TREASURY NOTE 0.090000% 912828NP1 Treasury Debt N First Tier Security N/A N/A 2015-07-31 2015-07-31 N N N 177604000.00 179992288.00 0.0085 N 179546632.55 179546632.55 UNITED STATES TREAS NTS TREASURY NOTE 0.060000% 912828UT5 Treasury Debt N First Tier Security N/A N/A 2015-03-31 2015-03-31 N N N 23515000.00 23529673.00 0.0011 N 23533365.22 23533365.22 UNITED STATES TREASURY TREASURY BILL 0.060000% 912796DF3 Treasury Debt N First Tier Security N/A N/A 2015-01-08 2015-01-08 N N N 250000000.00 249983507.00 0.0118 N 249998000.00 249998000.00 UNITED STATES TREASURY TREASURY BILL 0.060000% 912796DG1 Treasury Debt N First Tier Security N/A N/A 2015-02-05 2015-02-05 N N N 657720000.00 657652859.00 0.0309 N 657708161.04 657708161.04 UNITED STATES TREASURY TREASURY BILL 0.050000% 912796DP1 Treasury Debt N First Tier Security N/A N/A 2015-03-05 2015-03-05 N N N 189500000.00 189475260.00 0.0089 N 189492609.50 189492609.50 UNITED STATES TREASURY TREASURY BILL 0.060000% 912796DU0 Treasury Debt N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 531793000.00 531686291.00 0.0250 N 531720676.15 531720676.15 UNITED STATES TREASURY TREASURY BILL 0.070000% 912796EC9 Treasury Debt N First Tier Security N/A N/A 2015-05-28 2015-05-28 N N N 400000000.00 399861556.00 0.0188 N 399861600.00 399861600.00 UNITED STATES TREASURY TREASURY BILL 0.060000% 912796EM7 Treasury Debt N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 325000000.00 324982002.00 0.0153 N 324996425.00 324996425.00 UNITED STATES TREASURY TREASURY BILL 0.060000% 912796EP0 Treasury Debt N First Tier Security N/A N/A 2015-01-15 2015-01-15 N N N 349450000.00 349423791.00 0.0164 N 349445457.15 349445457.15 UNITED STATES TREASURY TREASURY BILL 0.060000% 912796EQ8 Treasury Debt N First Tier Security N/A N/A 2015-01-22 2015-01-22 N N N 794495000.00 794428271.00 0.0374 N 794486260.56 794486260.56 UNITED STATES TREASURY TREASURY BILL 0.060000% 912796EV7 Treasury Debt N First Tier Security N/A N/A 2015-02-19 2015-02-19 N N N 300000000.00 299963333.00 0.0141 N 299998200.00 299998200.00 UNITED STATES TREASURY TREASURY BILL 0.050000% 912796EW5 Treasury Debt N First Tier Security N/A N/A 2015-02-26 2015-02-26 N N N 200000000.00 199977042.00 0.0094 N 199995200.00 199995200.00 UNITED STATES TREASURY TREASURY BILL 0.050000% 912796EY1 Treasury Debt N First Tier Security N/A N/A 2015-03-12 2015-03-12 N N N 359000000.00 358949640.00 0.0169 N 358977383.00 358977383.00 UNITED STATES TREASURY TREASURY BILL 0.050000% 912796EZ8 Treasury Debt N First Tier Security N/A N/A 2015-03-19 2015-03-19 N N N 200000000.00 199971500.00 0.0094 N 199985000.00 199985000.00 UNITED STATES TREASURY TREASURY BILL 0.040000% 912796FA2 Treasury Debt N First Tier Security N/A N/A 2015-03-26 2015-03-26 N N N 44750000.00 44744139.00 0.0021 N 44745346.00 44745346.00 UNITED STATES TREASURY TREASURY BILL 0.090000% 912796FB0 Treasury Debt N First Tier Security N/A N/A 2015-10-15 2015-10-15 N N N 50000000.00 49961133.00 0.0023 N 49955850.00 49955850.00 UNITED STATES TREASURY TREASURY BILL 0.040000% 912796FD6 Treasury Debt N First Tier Security N/A N/A 2015-04-16 2015-04-16 N N N 344881000.00 344827741.00 0.0162 N 344822370.23 344822370.23 UNITED STATES TREASURY TREASURY BILL 0.050000% 912796FE4 Treasury Debt N First Tier Security N/A N/A 2015-04-23 2015-04-23 N N N 196500000.00 196460973.00 0.0092 N 196457163.00 196457163.00 UNITED STATES TREASURY TREASURY BILL 0.060000% 912796FF1 Treasury Debt N First Tier Security N/A N/A 2015-05-07 2015-05-07 N N N 250000000.00 249937309.00 0.0118 N 249934500.00 249934500.00 UNITED STATES TREASURY TREASURY BILL 0.060000% 912796FH7 Treasury Debt N First Tier Security N/A N/A 2015-05-14 2015-05-14 N N N 710500000.00 710305227.00 0.0334 N 710289692.00 710289692.00 UNITED STATES TREASURY TREASURY BILL 0.070000% 912796FJ3 Treasury Debt N First Tier Security N/A N/A 2015-05-21 2015-05-21 N N N 364125000.00 364014099.00 0.0171 N 364012485.38 364012485.38 UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.090000% 912828D31 Treasury Debt N First Tier Security N/A N/A 2014-11-29 2016-04-30 N N N 312236000.00 312236434.00 0.0147 N 312265037.95 312265037.95 UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.090000% 912828F70 Treasury Debt N First Tier Security N/A N/A 2014-11-29 2016-10-31 N N N 397679000.00 397610779.00 0.0187 N 397528279.66 397528279.66 UNITED STATES TREASURY TREASURY NOTE 0.210000% 912828LZ1 Treasury Debt N First Tier Security N/A N/A 2014-11-30 2014-11-30 N N N 125000000.00 125000000.00 0.0059 N 125000000.00 125000000.00 UNITED STATES TREASURY TREASURY NOTE 0.060000% 912828MH0 Treasury Debt N First Tier Security N/A N/A 2015-01-31 2015-01-31 N N N 330059000.00 331255541.00 0.0156 N 331245232.05 331245232.05 UNITED STATES TREASURY TREASURY NOTE 0.060000% 912828MW7 Treasury Debt N First Tier Security N/A N/A 2015-03-31 2015-03-31 N N N 249750000.00 251754452.00 0.0118 N 251740257.75 251740257.75 UNITED STATES TREASURY TREASURY NOTE 0.140000% 912828RZ5 Treasury Debt N First Tier Security N/A N/A 2015-01-15 2015-01-15 N N N 314360000.00 314403032.00 0.0148 N 314421300.20 314421300.20 UNITED STATES TREASURY TREASURY NOTE 0.040000% 912828SE1 Treasury Debt N First Tier Security N/A N/A 2015-02-15 2015-02-15 N N N 383000000.00 383164831.00 0.0180 N 383149753.00 383149753.00 UNITED STATES TREASURY TREASURY NOTE 0.160000% 912828TD2 Treasury Debt N First Tier Security N/A N/A 2015-07-15 2015-07-15 N N N 50000000.00 50027293.00 0.0024 N 50042950.00 50042950.00 UNITED STATES TREASURY TREASURY NOTE 0.110000% 912828TZ3 Treasury Debt N First Tier Security N/A N/A 2014-11-30 2014-11-30 N N N 27095000.00 27095000.00 0.0013 N 27095000.00 27095000.00 UNITED STATES TREASURY TREASURY NOTE 0.080000% 912828UK4 Treasury Debt N First Tier Security N/A N/A 2015-01-31 2015-01-31 N N N 313708000.00 313795789.00 0.0148 N 313793642.28 313793642.28 UNITED STATES TREASURY TREASURY NOTE 0.050000% 912828UP3 Treasury Debt N First Tier Security N/A N/A 2015-02-28 2015-02-28 N N N 447000000.00 447224270.00 0.0210 N 447209643.00 447209643.00 UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.090000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2014-11-29 2016-01-31 N N N 175950000.00 175900091.00 0.0083 N 175926422.70 175926422.70 UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.060000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2014-11-29 2016-07-31 N N N 486293000.00 486467148.00 0.0229 N 486313424.31 486313424.31 WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES L 0.090000% BRSPES5H6 0000276523 Treasury Repurchase Agreement Y 0 7/8 NOTE AP 17 2017-07-15 0.875000 Treasury Debt 1583000.00 1591087.07 0 7/8 NOTE U 17 2017-01-31 0.875000 Treasury Debt 4963400.00 5006255.30 0 7/8 NOTE V 17 2017-02-28 0.875000 Treasury Debt 5455000.00 5495717.45 1 1/2 NOTE J 19 2019-03-31 1.500000 Treasury Debt 64000.00 64395.60 1 1/8 NOTE L 19 2019-05-31 1.125000 Treasury Debt 62000.00 61453.69 1 NOTE AC 16 2016-09-30 1.000000 Treasury Debt 3063000.00 3098594.75 1 NOTE W 17 2017-03-31 1.000000 Treasury Debt 449800.00 453832.40 2 1/2 NOTE L 15 2015-04-30 2.500000 Treasury Debt 3561900.00 3604962.31 3 5/8 NOTE E 19 2019-08-15 3.625000 Treasury Debt 378500.00 418963.95 8 3/4 BOND 20/08 2020-08-15 8.750000 Treasury Debt 64000.00 90177.86 9 1/4 BOND 16 2016-02-15 9.250000 Treasury Debt 46000.00 52209.38 BOND 02/15/20 8.5000 2020-02-15 8.500000 Treasury Debt 40000.00 54820.11 BOND 02/15/39 3.5000 2039-02-15 3.500000 Treasury Debt 7426000.00 8334990.02 BOND 02/15/40 4.6250 2040-02-15 4.625000 Treasury Debt 3422100.00 4562865.02 BOND 05/15/16 7.2500 2016-05-15 7.250000 Treasury Debt 247000.00 272420.40 BOND 05/15/37 5.0000 2037-05-15 5.000000 Treasury Debt 50500.00 69875.37 BOND 08/15/15 10.625 2015-08-15 10.625000 Treasury Debt 4769000.00 5269014.85 BOND 08/15/17 8.8750 2017-08-15 8.875000 Treasury Debt 456900.00 566989.00 BOND 08/15/27 6.3750 2027-08-15 6.375000 Treasury Debt 10000.00 14511.59 BOND 08/15/41 3.7500 2041-08-15 3.750000 Treasury Debt 108000.00 126975.57 BOND 11/15/16 7.5000 2016-11-15 7.500000 Treasury Debt 100000.00 113800.64 BOND 11/15/18 9.0000 2018-11-15 9.000000 Treasury Debt 13000.00 16947.09 BOND 11/15/21 8.0000 2021-11-15 8.000000 Treasury Debt 285000.00 399106.28 NOTE 01/31/19 1.2500 2019-01-31 1.250000 Treasury Debt 241000.00 240777.34 NOTE 07/31/19 0.8750 2019-07-31 0.875000 Treasury Debt 2251000.00 2194113.32 NOTE 08/31/15 1.2500 2015-08-31 1.250000 Treasury Debt 216200.00 218654.57 NOTE 08/31/17 1.8750 2017-08-31 1.875000 Treasury Debt 849800.00 876954.34 NOTE 08/31/19 1.0000 2019-08-31 1.000000 Treasury Debt 414000.00 405120.77 NOTE 10/31/16 1.0000 2016-10-31 1.000000 Treasury Debt 624900.00 631582.36 NOTE 10/31/17 1.8750 2017-10-31 1.875000 Treasury Debt 591000.00 607925.22 NOTE 10/31/18 1.7500 2018-10-31 1.750000 Treasury Debt 1745200.00 1778103.29 NOTE 10/31/19 1.2500 2019-10-31 1.250000 Treasury Debt 547000.00 540177.19 NOTE 11/30/17 0.6250 2017-11-30 0.625000 Treasury Debt 698000.00 693177.41 NOTE 12/31/16 0.8750 2016-12-31 0.875000 Treasury Debt 821000.00 829078.93 NOTE 12/31/19 1.1250 2019-12-31 1.125000 Treasury Debt 931000.00 914059.68 NOTY 02/15/17 4.6250 2017-02-15 4.625000 Treasury Debt 3162000.00 3482378.05 NOTY 02/15/18 3.5000 2018-02-15 3.500000 Treasury Debt 837000.00 910488.11 NOTY 04/30/17 3.1250 2017-04-30 3.125000 Treasury Debt 260000.00 275740.95 NOTY 05/15/15 4.1250 2015-05-15 4.125000 Treasury Debt 2509400.00 2559390.65 NOTY 05/15/17 4.5000 2017-05-15 4.500000 Treasury Debt 91500.00 100054.43 NOTY 05/15/19 3.1250 2019-05-15 3.125000 Treasury Debt 793000.00 851382.43 NOTY 05/31/16 3.2500 2016-05-31 3.250000 Treasury Debt 851600.00 903077.01 NOTY 06/30/15 1.8750 2015-06-30 1.875000 Treasury Debt 2730000.00 2779149.87 NOTY 07/31/16 3.2500 2016-07-31 3.250000 Treasury Debt 463000.00 490042.82 NOTY 08/15/15 4.2500 2015-08-15 4.250000 Treasury Debt 1027800.00 1070455.10 NOTY 08/15/16 4.8750 2016-08-15 4.875000 Treasury Debt 80500.00 87744.97 NOTY 08/15/18 4.0000 2018-08-15 4.000000 Treasury Debt 185000.00 205987.14 NOTY 08/31/16 3.0000 2016-08-31 3.000000 Treasury Debt 433400.00 456099.62 NOTY 11/15/17 4.2500 2017-11-15 4.250000 Treasury Debt 273000.00 299778.36 TINT 02/15/21 2021-02-15 0.00 Treasury Debt 1181000.00 1046661.25 TINT 02/15/33 2033-02-15 0.00 Treasury Debt 2500000.00 1479075.00 TINT 05/15/16 2016-05-15 0.00 Treasury Debt 2000000.00 1989960.00 TINT 05/15/26 2026-05-15 0.00 Treasury Debt 5000000.00 3719000.00 TINT 05/15/34 2034-05-15 0.00 Treasury Debt 2500000.00 1421025.00 TINT 08/15/17 2017-08-15 0.00 Treasury Debt 40000.00 39074.80 TINT 08/15/23 2023-08-15 0.00 Treasury Debt 1001000.00 820409.59 TINT 11/15/30 2030-11-15 0.00 Treasury Debt 1000000.00 639260.00 TINT 11/15/31 2031-11-15 0.00 Treasury Debt 1955000.00 1206410.95 TRIN 01/15/20 1.3750 2020-01-15 1.375000 Treasury Debt 4250000.00 5021076.39 TRIN 01/15/22 0.1250 2022-01-15 0.125000 Treasury Debt 32000.00 33281.20 TRIN 07/15/15 1.8750 2015-07-15 1.875000 Treasury Debt 799900.00 999761.14 TRIN 07/15/17 2.6250 2017-07-15 2.625000 Treasury Debt 2735500.00 3447122.90 TRIN 07/15/18 1.3750 2018-07-15 1.375000 Treasury Debt 820000.00 968107.20 TRIN 07/15/21 0.6250 2021-07-15 0.625000 Treasury Debt 36000.00 39225.68 UNITED STATES OF AMERICA 2017-01-31 0.00 Treasury Debt 424000.00 418322.64 UNITED STATES OF AMERICA 2019-03-31 0.00 Treasury Debt 9000.00 8434.35 UNITED STATES TREAS BD STRIPPED PRIN PMT 2026-11-15 0.00 Treasury Debt 63000.00 46822.23 UNITED STATES TREAS BDS 2020-05-15 8.750000 Treasury Debt 962000.00 1323367.86 UNITED STATES TREAS BDS 2021-02-15 7.875000 Treasury Debt 502000.00 693058.40 UNITED STATES TREAS BDS 2021-05-15 8.125000 Treasury Debt 910000.00 1261298.96 UNITED STATES TREAS BDS 2021-08-15 8.125000 Treasury Debt 3000.00 4257.36 UNITED STATES TREAS BDS 2022-08-15 7.250000 Treasury Debt 1626000.00 2274466.92 UNITED STATES TREAS BDS 2022-11-15 7.625000 Treasury Debt 6090800.00 8633259.86 UNITED STATES TREAS BDS 2023-02-15 7.125000 Treasury Debt 466000.00 654738.15 UNITED STATES TREAS BDS 2023-08-15 6.250000 Treasury Debt 1174400.00 1584179.72 UNITED STATES TREAS BDS 2024-11-15 7.500000 Treasury Debt 10000.00 14770.68 UNITED STATES TREAS BDS 2025-01-15 2.375000 Treasury Debt 100000.00 150957.16 UNITED STATES TREAS BDS 2025-02-15 7.625000 Treasury Debt 872000.00 1321385.30 UNITED STATES TREAS BDS 2025-08-15 6.875000 Treasury Debt 82000.00 119509.20 UNITED STATES TREAS BDS 2026-01-15 2.000000 Treasury Debt 3000.00 4189.74 UNITED STATES TREAS BDS 2026-02-15 6.000000 Treasury Debt 460000.00 634696.76 UNITED STATES TREAS BDS 2026-08-15 6.750000 Treasury Debt 6000.00 8817.44 UNITED STATES TREAS BDS 2026-11-15 6.500000 Treasury Debt 960000.00 1375040.88 UNITED STATES TREAS BDS 2027-02-15 6.625000 Treasury Debt 10000.00 14676.53 UNITED STATES TREAS BDS 2028-01-15 1.750000 Treasury Debt 2000.00 2601.70 UNITED STATES TREAS BDS 2028-08-15 5.500000 Treasury Debt 10000.00 13658.49 UNITED STATES TREAS BDS 2028-11-15 5.250000 Treasury Debt 147000.00 195006.58 UNITED STATES TREAS BDS 2029-01-15 2.500000 Treasury Debt 156400.00 217886.01 UNITED STATES TREAS BDS 2029-02-15 5.250000 Treasury Debt 82000.00 110006.50 UNITED STATES TREAS BDS 2029-08-15 6.125000 Treasury Debt 70000.00 102198.34 UNITED STATES TREAS BDS 2030-05-15 6.250000 Treasury Debt 583000.00 861140.25 UNITED STATES TREAS BDS 2031-02-15 5.375000 Treasury Debt 993000.00 1377035.08 UNITED STATES TREAS BDS 2032-04-15 3.375000 Treasury Debt 942000.00 1802478.89 UNITED STATES TREAS BDS 2036-02-15 4.500000 Treasury Debt 2762200.00 3604313.78 UNITED STATES TREAS BDS 2037-02-15 4.750000 Treasury Debt 88000.00 118755.20 UNITED STATES TREAS BDS 2038-02-15 4.375000 Treasury Debt 96100.00 123036.45 UNITED STATES TREAS BDS 2038-05-15 4.500000 Treasury Debt 74000.00 95672.09 UNITED STATES TREAS BDS 2039-05-15 4.250000 Treasury Debt 20200.00 25242.96 UNITED STATES TREAS BDS 2039-08-15 4.500000 Treasury Debt 1392000.00 1819642.83 UNITED STATES TREAS BDS 2039-11-15 4.375000 Treasury Debt 394000.00 502045.49 UNITED STATES TREAS BDS 2040-02-15 2.125000 Treasury Debt 921000.00 1300865.17 UNITED STATES TREAS BDS 2040-05-15 4.375000 Treasury Debt 750500.00 960177.80 UNITED STATES TREAS BDS 2040-08-15 3.875000 Treasury Debt 2446000.00 2922496.42 UNITED STATES TREAS BDS 2040-11-15 4.250000 Treasury Debt 660000.00 829513.90 UNITED STATES TREAS BDS 2041-11-15 3.125000 Treasury Debt 1341500.00 1398762.24 UNITED STATES TREAS BDS 2042-02-15 0.750000 Treasury Debt 10000.00 10055.13 UNITED STATES TREAS BDS 2042-02-15 3.125000 Treasury Debt 11500.00 12053.56 UNITED STATES TREAS BDS 2042-08-15 2.750000 Treasury Debt 1208000.00 1172366.98 UNITED STATES TREAS NTS 2014-12-15 0.250000 Treasury Debt 818000.00 818927.51 UNITED STATES TREAS NTS 2015-03-31 0.250000 Treasury Debt 651000.00 651621.85 UNITED STATES TREAS NTS 2015-04-15 0.500000 Treasury Debt 7520000.00 8227665.56 UNITED STATES TREAS NTS 2015-11-30 1.375000 Treasury Debt 2681200.00 2731686.63 UNITED STATES TREAS NTS 2016-01-15 0.375000 Treasury Debt 310700.00 311736.45 UNITED STATES TREAS NTS 2016-01-31 2.000000 Treasury Debt 815500.00 837829.81 UNITED STATES TREAS NTS 2016-02-15 0.375000 Treasury Debt 676700.00 678798.43 UNITED STATES TREAS NTS 2016-02-29 2.125000 Treasury Debt 725000.00 746006.47 UNITED STATES TREAS NTS 2016-02-29 2.625000 Treasury Debt 514000.00 532737.22 UNITED STATES TREAS NTS 2016-03-15 0.375000 Treasury Debt 614900.00 616524.31 UNITED STATES TREAS NTS 2016-03-31 2.250000 Treasury Debt 735200.00 757639.76 UNITED STATES TREAS NTS 2016-03-31 2.375000 Treasury Debt 698000.00 720482.29 UNITED STATES TREAS NTS 2016-04-30 2.625000 Treasury Debt 534500.00 553373.40 UNITED STATES TREAS NTS 2016-05-15 5.125000 Treasury Debt 299000.00 320620.53 UNITED STATES TREAS NTS 2016-05-31 1.750000 Treasury Debt 295000.00 303984.04 UNITED STATES TREAS NTS 2016-07-15 2.500000 Treasury Debt 1500000.00 1883127.81 UNITED STATES TREAS NTS 2016-11-15 4.625000 Treasury Debt 152300.00 164760.72 UNITED STATES TREAS NTS 2016-11-30 0.875000 Treasury Debt 9040500.00 9141773.36 UNITED STATES TREAS NTS 2017-01-15 2.375000 Treasury Debt 630000.00 798077.75 UNITED STATES TREAS NTS 2017-01-31 3.125000 Treasury Debt 3499000.00 3724913.70 UNITED STATES TREAS NTS 2017-02-28 3.000000 Treasury Debt 9028000.00 9571383.49 UNITED STATES TREAS NTS 2017-03-31 3.250000 Treasury Debt 413000.00 439826.76 UNITED STATES TREAS NTS 2017-05-31 0.625000 Treasury Debt 4500800.00 4499242.03 UNITED STATES TREAS NTS 2017-07-31 0.500000 Treasury Debt 538300.00 534381.41 UNITED STATES TREAS NTS 2017-08-15 4.750000 Treasury Debt 981000.00 1097147.44 UNITED STATES TREAS NTS 2018-01-31 0.875000 Treasury Debt 610000.00 608690.49 UNITED STATES TREAS NTS 2018-01-31 2.625000 Treasury Debt 619500.00 655584.51 UNITED STATES TREAS NTS 2018-02-28 2.750000 Treasury Debt 534000.00 566480.04 UNITED STATES TREAS NTS 2018-04-30 2.625000 Treasury Debt 120000.00 126318.65 UNITED STATES TREAS NTS 2018-05-31 2.375000 Treasury Debt 143600.00 151344.81 UNITED STATES TREAS NTS 2018-06-30 2.375000 Treasury Debt 715000.00 752019.30 UNITED STATES TREAS NTS 2018-07-31 2.250000 Treasury Debt 62000.00 64770.22 UNITED STATES TREAS NTS 2018-11-30 1.375000 Treasury Debt 8760000.00 8841466.80 UNITED STATES TREAS NTS 2019-02-15 2.750000 Treasury Debt 1190000.00 1265903.52 UNITED STATES TREAS NTS 2019-02-28 1.375000 Treasury Debt 944000.00 946306.69 UNITED STATES TREAS NTS 2019-04-30 1.250000 Treasury Debt 717000.00 712092.03 UNITED STATES TREAS NTS 2019-06-30 1.000000 Treasury Debt 848000.00 833459.57 UNITED STATES TREAS NTS 2019-07-15 1.875000 Treasury Debt 47000.00 57659.32 UNITED STATES TREAS NTS 2019-11-15 3.375000 Treasury Debt 403000.00 438499.07 UNITED STATES TREAS NTS 2019-11-30 1.000000 Treasury Debt 180000.00 175940.16 UNITED STATES TREAS NTS 2020-02-15 3.625000 Treasury Debt 3248000.00 3610454.29 UNITED STATES TREAS NTS 2020-04-30 1.125000 Treasury Debt 1944000.00 1891016.60 UNITED STATES TREAS NTS 2020-05-15 3.500000 Treasury Debt 2645500.00 2901801.09 UNITED STATES TREAS NTS 2020-07-15 1.250000 Treasury Debt 210000.00 245902.45 UNITED STATES TREAS NTS 2020-11-15 2.625000 Treasury Debt 6565000.00 6876874.78 UNITED STATES TREAS NTS 2021-02-15 3.625000 Treasury Debt 3590900.00 4007329.74 UNITED STATES TREAS NTS 2021-11-15 2.000000 Treasury Debt 1036200.00 1041154.31 UNITED STATES TREAS NTS 2022-11-15 1.625000 Treasury Debt 3537300.00 3424401.99 UNITED STATES TREAS SEC STRIPPED INT PMT 2015-08-15 0.00 Treasury Debt 40985.00 40941.15 UNITED STATES TREAS SEC STRIPPED INT PMT 2017-02-15 0.00 Treasury Debt 50000.00 49271.00 UNITED STATES TREAS SEC STRIPPED INT PMT 2018-08-15 0.00 Treasury Debt 41000.00 39110.72 UNITED STATES TREAS SEC STRIPPED INT PMT 2019-05-15 0.00 Treasury Debt 500.00 466.82 UNITED STATES TREAS SEC STRIPPED INT PMT 2019-11-15 0.00 Treasury Debt 10470000.00 9643393.50 UNITED STATES TREAS SEC STRIPPED INT PMT 2020-05-15 0.00 Treasury Debt 1769000.00 1605827.44 UNITED STATES TREASURY 2014-11-30 2.125000 Treasury Debt 216700.00 218985.94 UNITED STATES TREASURY 2014-12-04 0.00 Treasury Debt 987000.00 986991.12 UNITED STATES TREASURY 2014-12-11 0.00 Treasury Debt 682500.00 682488.40 UNITED STATES TREASURY 2014-12-18 0.00 Treasury Debt 6833000.00 6832836.01 UNITED STATES TREASURY 2015-01-02 0.00 Treasury Debt 21500.00 21499.79 UNITED STATES TREASURY 2015-01-08 0.00 Treasury Debt 1563000.00 1562981.24 UNITED STATES TREASURY 2015-01-15 0.00 Treasury Debt 979600.00 979586.29 UNITED STATES TREASURY 2015-01-15 0.250000 Treasury Debt 244500.00 244782.13 UNITED STATES TREASURY 2015-01-22 0.00 Treasury Debt 1595000.00 1594968.10 UNITED STATES TREASURY 2015-01-29 0.00 Treasury Debt 600000.00 600000.00 UNITED STATES TREASURY 2015-02-05 0.00 Treasury Debt 638300.00 638287.23 UNITED STATES TREASURY 2015-02-12 0.00 Treasury Debt 4810000.00 4810000.00 UNITED STATES TREASURY 2015-02-15 0.250000 Treasury Debt 5384000.00 5389940.25 UNITED STATES TREASURY 2015-02-19 0.00 Treasury Debt 517200.00 517200.00 UNITED STATES TREASURY 2015-02-28 0.250000 Treasury Debt 1597400.00 1599068.71 UNITED STATES TREASURY 2015-03-05 0.00 Treasury Debt 161500.00 161491.12 UNITED STATES TREASURY 2015-03-12 0.00 Treasury Debt 121000.00 120992.86 UNITED STATES TREASURY 2015-03-19 0.00 Treasury Debt 170000.00 169984.70 UNITED STATES TREASURY 2015-03-31 2.500000 Treasury Debt 311500.00 315293.20 UNITED STATES TREASURY 2015-04-02 0.00 Treasury Debt 810000.00 809857.44 UNITED STATES TREASURY 2015-04-16 0.00 Treasury Debt 802000.00 801842.81 UNITED STATES TREASURY 2015-04-23 0.00 Treasury Debt 229000.00 228943.44 UNITED STATES TREASURY 2015-05-14 0.00 Treasury Debt 5560000.00 5558170.76 UNITED STATES TREASURY 2015-05-21 0.00 Treasury Debt 246000.00 245927.92 UNITED STATES TREASURY 2015-05-28 0.00 Treasury Debt 504000.00 503794.87 UNITED STATES TREASURY 2015-05-31 0.250000 Treasury Debt 331000.00 331640.93 UNITED STATES TREASURY 2015-06-25 0.00 Treasury Debt 270100.00 269957.66 UNITED STATES TREASURY 2015-07-23 0.00 Treasury Debt 7843300.00 7838617.55 UNITED STATES TREASURY 2015-07-31 0.250000 Treasury Debt 8390700.00 8402826.38 UNITED STATES TREASURY 2015-08-20 0.00 Treasury Debt 976000.00 975275.81 UNITED STATES TREASURY 2015-08-31 0.375000 Treasury Debt 443900.00 445037.26 UNITED STATES TREASURY 2015-09-30 0.250000 Treasury Debt 884700.00 885677.79 UNITED STATES TREASURY 2015-10-15 0.00 Treasury Debt 367000.00 366637.77 UNITED STATES TREASURY 2015-10-15 0.250000 Treasury Debt 18600.00 18620.13 UNITED STATES TREASURY 2015-11-12 0.00 Treasury Debt 46000.00 45941.72 UNITED STATES TREASURY 2015-11-30 0.250000 Treasury Debt 15555000.00 15585119.75 UNITED STATES TREASURY 2016-02-29 0.250000 Treasury Debt 896000.00 896828.48 UNITED STATES TREASURY 2016-03-31 0.00 Treasury Debt 100.00 99.65 UNITED STATES TREASURY 2016-03-31 0.375000 Treasury Debt 788700.00 790535.18 UNITED STATES TREASURY 2016-05-15 0.250000 Treasury Debt 579000.00 578826.17 UNITED STATES TREASURY 2016-06-15 0.500000 Treasury Debt 361200.00 363091.51 UNITED STATES TREASURY 2016-06-30 0.500000 Treasury Debt 884000.00 888023.64 UNITED STATES TREASURY 2016-07-15 0.625000 Treasury Debt 805000.00 810381.26 UNITED STATES TREASURY 2016-07-31 0.090000 Treasury Debt 1490000.00 1490226.40 UNITED STATES TREASURY 2016-07-31 0.500000 Treasury Debt 5404000.00 5425077.95 UNITED STATES TREASURY 2016-08-31 0.500000 Treasury Debt 6000000.00 6016753.69 UNITED STATES TREASURY 2016-10-15 0.625000 Treasury Debt 9378900.00 9413090.73 UNITED STATES TREASURY 2016-10-31 0.375000 Treasury Debt 466000.00 465114.63 UNITED STATES TREASURY 2017-03-15 0.750000 Treasury Debt 51000.00 51205.69 UNITED STATES TREASURY 2017-04-15 0.875000 Treasury Debt 3429000.00 3447628.71 UNITED STATES TREASURY 2017-06-15 0.875000 Treasury Debt 500000.00 503234.29 UNITED STATES TREASURY 2017-09-15 1.000000 Treasury Debt 357100.00 359224.81 UNITED STATES TREASURY 2017-09-30 0.00 Treasury Debt 9000.00 8766.99 UNITED STATES TREASURY 2017-10-15 0.875000 Treasury Debt 178500.00 178605.08 UNITED STATES TREASURY 2018-03-31 0.00 Treasury Debt 9000.00 8675.55 UNITED STATES TREASURY 2018-04-15 0.125000 Treasury Debt 6133000.00 6390445.55 UNITED STATES TREASURY 2018-07-31 1.375000 Treasury Debt 9886000.00 9992113.32 UNITED STATES TREASURY 2018-09-30 0.00 Treasury Debt 9000.00 8553.15 UNITED STATES TREASURY 2018-10-31 1.250000 Treasury Debt 7578000.00 7573489.96 UNITED STATES TREASURY 2018-12-31 1.500000 Treasury Debt 8609100.00 8715894.95 UNITED STATES TREASURY 2019-01-31 1.500000 Treasury Debt 71700.00 72431.65 UNITED STATES TREASURY 2019-03-31 1.625000 Treasury Debt 376000.00 380398.05 UNITED STATES TREASURY 2019-04-30 1.625000 Treasury Debt 1694600.00 1710498.58 UNITED STATES TREASURY 2019-06-30 1.625000 Treasury Debt 981000.00 994285.49 UNITED STATES TREASURY 2019-07-31 1.625000 Treasury Debt 587000.00 593687.64 UNITED STATES TREASURY 2019-08-31 1.625000 Treasury Debt 6000000.00 6055848.99 UNITED STATES TREASURY 2019-09-30 1.000000 Treasury Debt 130000.00 126960.71 UNITED STATES TREASURY 2020-05-31 1.375000 Treasury Debt 5476000.00 5424251.05 UNITED STATES TREASURY 2020-06-30 1.875000 Treasury Debt 21000.00 21361.72 UNITED STATES TREASURY 2020-07-31 2.000000 Treasury Debt 63000.00 64434.62 UNITED STATES TREASURY 2020-08-31 2.125000 Treasury Debt 805000.00 825808.81 UNITED STATES TREASURY 2020-09-30 2.000000 Treasury Debt 236000.00 239788.92 UNITED STATES TREASURY 2020-10-31 1.750000 Treasury Debt 205000.00 204764.99 UNITED STATES TREASURY 2020-11-30 2.000000 Treasury Debt 1009000.00 1030016.17 UNITED STATES TREASURY 2020-12-31 2.375000 Treasury Debt 253000.00 263569.39 UNITED STATES TREASURY 2021-01-31 2.125000 Treasury Debt 696000.00 712515.63 UNITED STATES TREASURY 2021-02-28 2.000000 Treasury Debt 668000.00 677129.64 UNITED STATES TREASURY 2021-03-31 2.250000 Treasury Debt 5841000.00 5996463.93 UNITED STATES TREASURY 2021-04-30 2.250000 Treasury Debt 4409000.00 4515875.62 UNITED STATES TREASURY 2021-08-31 2.000000 Treasury Debt 1491600.00 1505460.14 UNITED STATES TREASURY 2021-10-31 2.000000 Treasury Debt 151000.00 151776.28 UNITED STATES TREASURY 2023-05-15 1.750000 Treasury Debt 1526300.00 1482186.04 UNITED STATES TREASURY 2024-07-15 0.125000 Treasury Debt 7910000.00 7719687.98 UNITED STATES TREASURY 2042-11-15 2.750000 Treasury Debt 872000.00 839344.10 UNITED STATES TREASURY 2043-02-15 3.125000 Treasury Debt 881400.00 919557.08 UNITED STATES TREASURY 2043-08-15 3.625000 Treasury Debt 810200.00 927197.80 UNITED STATES TREASURY 2043-11-15 0.00 Treasury Debt 1000000.00 407330.00 UNITED STATES TREASURY 2043-11-15 3.750000 Treasury Debt 1300400.00 1509199.62 UNITED STATES TREASURY 2044-02-15 1.375000 Treasury Debt 1175000.00 1334556.85 UNITED STATES TREASURY 2044-02-15 3.625000 Treasury Debt 1618000.00 1852406.25 UNITED STATES TREASURY 2044-08-15 0.00 Treasury Debt 1000000.00 400470.00 UNITED STATES TREASURY 2044-11-15 3.000000 Treasury Debt 8698000.00 8810659.52 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 414000000.00 414000000.00 0.0195 N 414000000.00 414000000.00 WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES L 0.090000% BRSQS4Y98 0000276523 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2044-08-15 3.125000 Treasury Debt 48847200.00 51000015.30 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 50000000.00 50000000.00 0.0024 N 50000000.00 50000000.00