N-MFP2 0000097098 XXXXXXXX 2017-10-31 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 32 64 54753633802.00 54722487979.00 55967961947.00 55278587220.00 63653692762.00 64295570258.00 66342295084.00 65654128016.00 0.8602 0.8511 0.8436 0.8420 1.0000 1.0000 1.0000 1.0000 2624877198.65 58162010581.16 58157031800.72 23298812.32 3406737639.65 57398470172.04 57396547720.30 1.0000 0.0110 1.0001 1.0001 1.0001 1.0001 C000003940 5000.00 685078380.62 685055435.23 1.0001 1.0001 1.0001 1.0001 3900996.95 2976219.25 1373120.12 2626285.95 6870677.70 3467158.91 3468375.37 25110277.21 17439355.61 35180916.90 0.0083 Y BlackRock Advisors, LLC, Management Fees, 11184.39; C000003941 5000.00 576142103.13 576122806.35 1.0001 1.0001 1.0001 1.0001 530606015.01 432134368.67 15330468.10 139315050.17 292663470.86 290782578.60 49305755.95 33430112.61 905031053.67 917746965.68 0.0043 Y BlackRock Advisors, LLC, Management Fees, 9976.68; BlackRock Investments, LLC, Service/Distribution Fees, 0.03; C000003937 5000.00 57893508.64 57891569.61 1.0001 1.0001 1.0001 1.0001 89787.34 1220265.82 1461161.47 13664758.12 2804880.09 923248.71 479495.81 999930.88 4841098.11 16808278.11 0.0053 Y BlackRock Advisors, LLC, Management Fees, 985.92; C000003939 5000.00 2927343115.00 2927245069.23 1.0001 1.0001 1.0001 1.0001 1074561282.79 76885333.46 172315892.83 289539863.48 304914951.73 878673104.88 319483708.41 112709570.59 1886710281.23 1836209666.49 0.0068 Y BlackRock Advisors, LLC, Management Fees, 56636.41; BlackRock Investments, LLC, Service/Distribution Fees, 0.06; C000003938 3000000.00 53076253598.05 53074475910.70 1.0001 1.0001 1.0001 1.0001 10864083543.43 9886611594.69 8423937241.66 6541107489.03 8038892858.64 8228574531.47 7218337195.05 7324946085.92 38120916852.43 36364922251.35 0.0093 Y BlackRock Advisors, LLC, Management Fees, 854716.45; C000060557 1.00 75759466.60 75756929.18 1.0001 1.0001 1.0001 1.0001 369038.80 9795625.50 132360.19 187136.72 1174720.46 1606823.67 760015.78 371264.77 2600214.63 11960955.98 0.0010 Y BlackRock Advisors, LLC, Management Fees, 1224.97; BlackRock Investments, LLC, Service/Distribution Fees, 1299.96; U.S. Treasury Bills U.S. Treasury Bills 1.240 912796NY1 US912796NY17 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-04-05 2018-04-05 2018-04-05 N N N 0.0124 1195347455.93 1195347455.93 0.0208 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.439 912796NZ8 US912796NZ81 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-10-11 2018-10-11 2018-10-11 N N N 0.0144 125906630.03 125906630.03 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.254 912796PA1 US912796PA13 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-04-12 2018-04-12 2018-04-12 N N N 0.0125 981534684.90 981534684.90 0.0171 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.286 912796PC7 US912796PC78 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-05-03 2018-05-03 2018-05-03 N N N 0.0129 824712900.00 824712900.00 0.0144 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.056 912796RK7 US912796RK76 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-01-02 2018-01-02 2018-01-02 N N N 0.0106 831303372.55 831303372.55 0.0145 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.045 912796RX9 US912796RX97 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-12-08 2017-12-08 2017-12-08 N N N 0.0105 2442590154.14 2442590154.14 0.0426 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.193 9128282M1 US9128282M19 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-11-01 2019-07-31 2019-07-31 N N N 0.0117 200070056.00 200070056.00 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 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 0.0119 459702518.00 459702518.00 0.0080 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 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 0.0105 261314551.98 261314551.98 0.0046 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 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 0.0121 90231952.43 90231952.43 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 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 0.0128 499607585.00 499607585.00 0.0087 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 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 0.0112 36577784.71 36577784.71 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 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 0.0118 325059654.50 325059654.50 0.0057 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.405 912828N97 US912828N977 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-11-01 2018-01-31 2018-01-31 N N N 0.0109 589351960.65 589351960.65 0.0103 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.750 912828P20 US912828P204 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 0.0120 706381441.80 706381441.80 0.0123 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 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 0.0120 434984422.81 434984422.81 0.0076 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.323 912828Q86 US912828Q863 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-11-01 2018-04-30 2018-04-30 N N N 0.0110 2071921584.90 2071921584.90 0.0361 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 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 0.0127 382492093.20 382492093.20 0.0067 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828RE2 US912828RE27 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-08-31 2018-08-31 2018-08-31 N N N 0.0145 85039843.75 85039843.75 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.307 912828S84 US912828S844 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-11-01 2018-07-31 2018-07-31 N N N 0.0111 871250619.38 871250619.38 0.0152 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.303 912828T75 US912828T750 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-11-01 2018-10-31 2018-10-31 N N N 0.0110 1161704268.54 1161704268.54 0.0202 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 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 0.0118 285572646.50 285572646.50 0.0050 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.875 912828UJ7 US912828UJ76 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 0.0120 71412264.39 71412264.39 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 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 0.0122 418889713.00 418889713.00 0.0073 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.273 912828V64 US912828V640 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-11-01 2019-01-31 2019-01-31 N N N 0.0112 705697407.24 705697407.24 0.0123 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.203 912828X54 US912828X547 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-11-01 2019-04-30 2019-04-30 N N N 0.0116 578164876.79 578164876.79 0.0101 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.050 ZBUT11V806EZRVTWT807 BRSHJ5R10 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 2024-11-15 2.250000 133748800.00 135355502.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-29 2.125000 119475000.00 119645953.09 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 250000000.00 250000000.00 0.0044 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.030 CYYGQCGNHMHPSMRL3R97 0000853784 BRSM2LJW3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 2031-02-15 0.000000 8134500.00 5744990.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 7858425.00 5818927.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-05-15 0.000000 7560537.50 4968709.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-02-15 0.000000 7120250.00 4566999.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-05-15 0.000000 6934500.00 2902712.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-08-15 0.000000 5964250.00 3887975.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-08-15 0.000000 5516050.00 3364790.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 0.000000 4706812.50 2142352.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-02-15 0.000000 4598200.00 2766093.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 0.000000 4592175.00 2134626.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-05-15 0.000000 4526537.50 2879285.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 0.000000 4404812.50 1895434.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 0.000000 4373312.50 2015134.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 0.000000 3574375.00 1635848.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-02-15 0.000000 3237800.00 1816697.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 0.000000 1514562.50 723915.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 0.000000 1414562.50 698666.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 0.000000 1240312.50 582562.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-08-15 0.000000 994000.00 413484.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-05-15 0.000000 52353537.50 30184953.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 0.000000 51492812.50 22785569.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 0.000000 49612812.50 21651526.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-11-15 0.000000 46135537.50 30809771.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-02-15 0.000000 45860550.00 26692215.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.000000 44325000.00 21691324.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 0.000000 39765500.00 20143610.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 0.000000 38020562.50 18451758.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-05-15 0.000000 37868537.50 25691531.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.000000 37746075.00 17888241.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-11-15 0.000000 35787987.50 27087213.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-11-15 0.000000 33091237.50 20707834.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 0.000000 32986875.00 14715115.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-02-15 0.000000 30889250.00 20464128.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-11-15 0.000000 29913312.50 12685038.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-11-15 0.000000 29619037.50 19155223.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-05-15 0.000000 29618237.50 20728027.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-08-15 0.000000 29200400.00 17228235.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-02-15 0.000000 29102500.00 21863253.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 0.000000 28995000.00 12567593.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-02-15 0.000000 26917550.00 19624508.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-11-15 0.000000 26872537.50 19087831.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-08-15 0.000000 25763250.00 17341757.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-05-15 0.000000 25588537.50 15744881.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-05-15 0.000000 25407537.50 15137303.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-08-15 0.000000 24148250.00 15236097.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.000000 23633375.00 10682994.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-02-15 0.000000 23622940.00 16152184.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-08-15 0.000000 21796225.00 11238569.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-11-15 0.000000 18123437.50 10593692.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-08-15 0.000000 13102050.00 9388405.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-08-15 0.000000 12238375.00 9339347.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 0.000000 12162125.00 5862509.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 0.000000 11955062.50 6113938.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.000000 9848000.00 4131039.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-08-15 0.000000 9820000.00 4195005.86 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0103 651000000.00 651000000.00 0.0113 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 6 5/8 BOND 27 2027-02-15 6.625000 4328600.00 5952310.20 U.S. Treasuries (including strips) 4 5/8 BOND 40 2040-02-15 4.625000 2109200.00 2784707.81 U.S. Treasuries (including strips) 3 1/8 BOND 42 2042-02-15 3.125000 4150000.00 4397915.70 U.S. Treasuries (including strips) 8 3/4 BOND 20 2020-05-15 8.750000 17100.00 20827.73 U.S. Treasuries (including strips) 3 BOND 42 2042-05-15 3.000000 100000.00 104424.59 U.S. Treasuries (including strips) 1 3/8 TRIN A 20 2020-01-15 1.375000 9632500.00 11346286.91 U.S. Treasuries (including strips) 0 1/8 TRIN A 23 2023-01-15 0.125000 3563600.00 3775368.58 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 2027-01-15 0.375000 11440000.00 11480831.49 U.S. Treasuries (including strips) 2 1/8 NOTE G 21 2021-01-31 2.125000 1067500.00 1085009.67 U.S. Treasuries (including strips) 1 1/2 NOTE H 23 2023-02-28 1.500000 2029200.00 1977257.81 U.S. Treasuries (including strips) 1 5/8 NOTE K 23 2023-04-30 1.625000 11400600.00 11132457.89 U.S. Treasuries (including strips) 1 3/4 NOTE C 23 2023-05-15 1.750000 2934900.00 2907713.10 U.S. Treasuries (including strips) 2 NOTE L 24 2024-05-31 2.000000 10000000.00 9971106.56 U.S. Treasuries (including strips) 1 1/8 NOTE AA 21 2021-06-30 1.125000 945800.00 925711.39 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 18007400.00 18640575.61 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 2027-08-15 2.250000 11708700.00 11639828.02 U.S. Treasuries (including strips) 1 3/8 NOTE Q 23 2023-09-30 1.375000 7782000.00 7470105.35 U.S. Treasuries (including strips) 1 5/8 NOTE AS 20 2020-10-15 1.625000 4544500.00 4537094.90 U.S. Treasuries (including strips) 0 3/4 NOTE BH 18 2018-10-31 0.750000 11717800.00 11633578.31 U.S. Treasuries (including strips) 2 NOTE R 21 2021-10-31 2.000000 200000.00 200860.00 U.S. Treasuries (including strips) 3 3/4 TPRN 43 2043-11-15 0.000000 249900.00 116815.76 U.S. Treasuries (including strips) 2 TRIB 26 2026-01-15 2.000000 338800.00 472635.00 U.S. Treasuries (including strips) 1 3/4 TRIB 28 2028-01-15 1.750000 3846700.00 5059781.14 U.S. Treasuries (including strips) 7 1/8 BOND 23 2023-02-15 7.125000 249600.00 316813.11 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 4049800.00 4664417.57 U.S. Treasuries (including strips) 3 7/8 TRIB 29 2029-04-15 3.875000 1211400.00 2454921.77 U.S. Treasuries (including strips) 4 3/8 BOND 41 2041-05-15 4.375000 200000.00 258706.34 U.S. Treasuries (including strips) 3 3/8 BOND 44 2044-05-15 3.375000 484100.00 538744.88 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 31594900.00 31794836.48 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 129800.00 134975.25 U.S. Treasuries (including strips) 0 5/8 TRIN A 24 2024-01-15 0.625000 100.00 107.37 U.S. Treasuries (including strips) 0 5/8 TRIN A 26 2026-01-15 0.625000 4468200.00 4681113.34 U.S. Treasuries (including strips) 2 NOTE B 23 2023-02-15 2.000000 2329400.00 2333138.18 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 2027-02-15 2.250000 14361900.00 14296522.91 U.S. Treasuries (including strips) 1 7/8 NOTE V 22 2022-02-28 1.875000 8152500.00 8160078.00 U.S. Treasuries (including strips) 1 5/8 NOTE AK 20 2020-03-15 1.625000 875000.00 876395.55 U.S. Treasuries (including strips) 1 3/4 NOTE J 22 2022-03-31 1.750000 875700.00 869753.24 U.S. Treasuries (including strips) 0 7/8 NOTE AL 19 2019-04-15 0.875000 500.00 495.58 U.S. Treasuries (including strips) 1 1/2 NOTE AL 20 2020-04-15 1.500000 750000.00 747682.01 U.S. Treasuries (including strips) 1 1/4 NOTE K 19 2019-04-30 1.250000 73000.00 72703.44 U.S. Treasuries (including strips) 1 3/8 NOTE Y 21 2021-04-30 1.375000 100.00 98.53 U.S. Treasuries (including strips) 3 1/2 NOTE C 20 2020-05-15 3.500000 100.00 106.19 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 109000.00 103899.09 U.S. Treasuries (including strips) 1 5/8 NOTE AA 20 2020-06-30 1.625000 1374900.00 1380219.33 U.S. Treasuries (including strips) 1 3/8 NOTE M 23 2023-06-30 1.375000 1033700.00 998632.54 U.S. Treasuries (including strips) 0 3/8 TRIN D 23 2023-07-15 0.375000 10090700.00 10773528.92 U.S. Treasuries (including strips) 1 7/8 NOTE AB 22 2022-07-31 1.875000 1000.00 999.46 U.S. Treasuries (including strips) 1 1/4 NOTE N 23 2023-07-31 1.250000 72900.00 69764.94 U.S. Treasuries (including strips) 2 5/8 NOTE E 20 2020-08-15 2.625000 14520400.00 14965432.50 U.S. Treasuries (including strips) 1 1/4 NOTE BF 19 2019-08-31 1.250000 4635100.00 4618066.49 U.S. Treasuries (including strips) 1 NOTE P 19 2019-08-31 1.000000 950000.00 941803.95 U.S. Treasuries (including strips) 1 3/4 NOTE AD 19 2019-09-30 1.750000 200.00 200.92 U.S. Treasuries (including strips) 1 1/8 NOTE AD 21 2021-09-30 1.125000 2000000.00 1945666.21 U.S. Treasuries (including strips) 1 5/8 NOTE R 23 2023-10-31 1.625000 300.00 291.61 U.S. Treasuries (including strips) 3 3/8 NOTE F 19 2019-11-15 3.375000 565700.00 594621.03 U.S. Treasuries (including strips) 2 5/8 NOTE F 20 2020-11-15 2.625000 1631800.00 1694561.11 U.S. Treasuries (including strips) 2 NOTE S 22 2022-11-30 2.000000 14177000.00 14280022.92 U.S. Treasuries (including strips) 2 NOTE AG 21 2021-12-31 2.000000 100.00 101.03 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.000000 3155387.74 2797566.77 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2017-11-01 2017-11-07 2017-11-07 Y MUFG SECURITIES AMERICAS INC 1.0000 7 N Fitch A Moody's NR Standard & Poor's A+ N N 0.0106 250000000.00 250000000.00 0.0044 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 2044-02-15 3.625000 108822000.00 125337361.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.125000 73239700.00 77770465.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-11-02 0.000000 890900.00 890833.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-21 0.000000 1000.00 991.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-01 0.000000 400.00 398.41 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-07 2017-11-07 Y SOCIETE GENERALE SA 1.0000 7 N Fitch A Moody's A2 Standard & Poor's A N N 0.0106 200000000.00 200000000.00 0.0035 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 2024-10-31 2.250000 282720000.00 283294275.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-15 0.625000 106961200.00 119713892.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-31 1.375000 94434300.00 93460446.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-28 1.875000 89614200.00 89697499.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 3.000000 69294600.00 71992476.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 1.500000 56510400.00 52941688.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-28 1.750000 38101300.00 37927896.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-15 0.375000 31899300.00 34057897.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 2.500000 16481000.00 15398090.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-15 8.000000 936100.00 1193692.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-01 0.000000 2200.00 2191.28 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-07 2017-11-07 Y SOCIETE GENERALE SA 1.0000 7 N Fitch A Moody's A2 Standard & Poor's A N N 0.0108 784000000.00 784000000.00 0.0137 N N Y N Natixis SA Natixis SA 1.040 KX1WK48MPD4Y2NCUIZ63 BRTAJB2S9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 2018-12-31 1.250000 100.00 100.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-03-31 1.750000 100.00 99.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 2.750000 100.00 99.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 8.750000 100.00 121.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 1.750000 157066700.00 155611741.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 1.500000 147933000.00 138590822.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.125000 86397000.00 90744403.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 3.625000 76578900.00 88200890.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 0.125000 58637300.00 61685753.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 3.625000 47500000.00 54630933.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 3.125000 32174000.00 34087427.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 1.625000 25260800.00 24038180.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-01-15 2.375000 18500000.00 27626803.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 3.000000 16268500.00 16893652.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-30 1.625000 15999900.00 16053548.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 2.750000 11097200.00 10986384.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-30 1.875000 5999900.00 6045787.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.125000 4390800.00 4662424.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-15 2.000000 4232000.00 4290707.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 0.750000 3195100.00 3183053.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-07-15 0.375000 3150800.00 3128694.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-31 2.125000 3000000.00 3049207.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 1.625000 2869000.00 2833478.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-28 1.125000 2441600.00 2393963.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-30 1.000000 2297700.00 2278942.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-31 0.750000 2256800.00 2246878.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-31 2.125000 1999700.00 2001184.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 1.375000 1553300.00 1808821.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-28 1.750000 1533900.00 1526919.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-04-15 3.625000 1512500.00 3001726.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 2.750000 1109900.00 1154922.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-15 2.125000 1057200.00 1250509.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 2.000000 999900.00 987366.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 2.500000 1800.00 1676.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 2.500000 1600.00 1498.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 6.000000 700.00 906.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-15 0.125000 200.00 207.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 2.500000 200.00 186.86 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0104 750000000.00 750000000.00 0.0131 N Y Y N Societe Generale SA Societe Generale SA 1.080 O2RNE8IBXP4R0TD8PU41 BRTCM2K51 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-05-15 2.500000 111394000.00 114835069.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-18 0.000000 94777500.00 94552140.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-09-30 1.750000 17935800.00 17746741.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 3.125000 15551200.00 16437734.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-30 1.625000 9295700.00 9326868.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-24 0.000000 2114400.00 2099276.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-31 1.500000 1000.00 1005.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-05-15 3.000000 1000.00 1037.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-01 0.000000 100.00 99.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-05-15 0.000000 33.05 26.92 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 Y SOCIETE GENERALE SA 1.0000 7 N Fitch A Moody's A2 Standard & Poor's A N N 0.0108 250000000.00 250000000.00 0.0044 N Y Y N BNP Paribas SA BNP Paribas SA 1.040 R0MUWSFPU8MPRO8K5P83 BRTCZFMY3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2019-09-30 1.375000 2977600.00 2969455.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-12-31 0.750000 1941000.00 1944349.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-15 3.625000 600.00 626.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 0.000000 316.78 279.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 0.000000 315.19 140.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 9.125000 300.00 324.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.625000 200.00 199.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-08-15 0.000000 93.05 62.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 0.000000 86.14 38.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-02-15 0.000000 38.07 27.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-08-15 0.000000 0.65 0.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 0.000000 0.34 0.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-03-31 1.500000 265100200.00 257734383.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-31 1.500000 51144700.00 51401118.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-04 0.000000 49751300.00 49656440.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 0.750000 12136700.00 12039597.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-03-31 1.750000 10277000.00 10207210.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-04-15 3.375000 6999100.00 13306893.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-30 2.250000 6000000.00 6089062.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 0.000000 4975100.00 2649788.01 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A N N 0.0104 400000000.00 400000000.00 0.0070 N Y Y N BNP Paribas SA BNP Paribas SA 1.050 R0MUWSFPU8MPRO8K5P83 BRTD1HWF4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-01-31 1.375000 268304900.00 265822408.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-28 1.750000 132503300.00 131900263.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 2.125000 124082200.00 177774641.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 0.750000 16111000.00 16068205.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 9.125000 27100.00 29353.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-08-15 0.000000 2010.88 1265.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 0.000000 906.37 462.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 8.875000 900.00 1001.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-11-15 0.000000 689.90 376.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 0.000000 489.83 263.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-11-15 0.000000 365.91 193.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-08-15 0.000000 277.27 152.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 237.19 175.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 0.000000 208.99 109.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-02-15 0.000000 200.00 152.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-02-15 0.000000 174.59 97.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-05-15 0.000000 143.49 74.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 0.000000 131.30 63.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-08-15 0.000000 116.83 59.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 0.000000 110.03 51.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-08-15 0.000000 103.36 62.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 8.750000 100.00 121.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 0.000000 100.00 43.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 0.000000 100.00 51.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 100.00 75.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 0.000000 100.00 98.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-11-15 0.000000 89.35 67.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-11-15 0.000000 52.24 40.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-02-15 0.000000 45.00 26.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 0.000000 32.73 16.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-02-15 0.000000 20.00 13.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-15 0.000000 6.72 6.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 0.000000 4.77 2.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-11-15 0.000000 3.75 2.26 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-03 2017-11-03 2017-11-03 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A N N 0.0105 580000000.00 580000000.00 0.0101 N N Y N BNP Paribas SA BNP Paribas SA 1.050 R0MUWSFPU8MPRO8K5P83 BRTD33CS7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-08-31 1.500000 242427400.00 243144409.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-15 3.125000 173232300.00 179886797.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-15 0.625000 157319900.00 168918674.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-15 0.125000 117491800.00 125891630.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-12-31 2.375000 83229100.00 85463337.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-04 0.000000 34222900.00 34157648.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-15 1.625000 27072100.00 32013356.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-28 1.125000 15353000.00 15053454.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-28 1.500000 6883100.00 6898346.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-04-15 3.375000 2867100.00 5451014.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 3.000000 41000.00 42634.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 3.750000 400.00 473.70 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-03 2017-11-03 2017-11-03 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A N N 0.0105 879335000.00 879335000.00 0.0153 N N Y N Societe Generale SA Societe Generale SA 1.100 O2RNE8IBXP4R0TD8PU41 BRTD3TQS5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-10-31 2.250000 421370000.00 422225907.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-01-15 0.250000 150893800.00 154752816.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-07-15 0.375000 131800200.00 136434554.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-10-31 1.625000 14502000.00 14096379.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 1.750000 14186600.00 14055185.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 2.125000 2750800.00 3911192.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-09-15 1.000000 2570600.00 2563609.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-10-31 1.500000 82100.00 81958.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-01 0.000000 6900.00 6872.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-24 0.000000 800.00 794.28 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-07 2017-11-07 2018-01-05 Y SOCIETE GENERALE SA 1.0000 7 N Fitch A Moody's A2 Standard & Poor's A N N 0.0110 733460000.00 733460000.00 0.0128 N N Y N Societe Generale SA Societe Generale SA 1.100 O2RNE8IBXP4R0TD8PU41 BRTD4ZRF7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-11-15 1.625000 51173000.00 50619379.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 3.750000 43569200.00 51596943.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.625000 3281500.00 3291160.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 0.750000 61900.00 61404.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 0.000000 1300.00 656.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 1.500000 500.00 468.43 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-07 2017-11-07 2018-01-10 Y SOCIETE GENERALE SA 1.0000 7 N Fitch A Moody's A2 Standard & Poor's A N N 0.0110 103500000.00 103500000.00 0.0018 N N Y N Societe Generale SA Societe Generale SA 1.080 O2RNE8IBXP4R0TD8PU41 BRTD5PCN7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-11-15 2.250000 228999000.00 231749937.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.125000 65258700.00 68542446.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-15 0.625000 34591700.00 38715974.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-15 0.125000 27421400.00 29794507.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-07-15 0.375000 11678300.00 11596365.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-10-31 2.000000 7677000.00 7710011.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-01 0.000000 800.00 796.83 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-07 2017-11-07 2017-12-12 Y SOCIETE GENERALE SA 1.0000 7 N Fitch A Moody's A2 Standard & Poor's A N N 0.0108 380500000.00 380500000.00 0.0066 N N Y N BNP Paribas SA BNP Paribas SA 1.040 R0MUWSFPU8MPRO8K5P83 BRTD75P13 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-04-15 0.125000 142842000.00 151678514.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.125000 156234000.00 164095525.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-15 0.125000 182161600.00 197926257.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-15 0.875000 193007300.00 191995867.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-11 0.000000 193759600.00 191189701.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-15 0.625000 245232800.00 274471239.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 0.000000 649.77 349.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-08-15 0.000000 644.15 366.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-15 8.000000 600.00 765.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 8.750000 600.00 726.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-02-15 4.750000 500.00 665.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 0.000000 460.07 226.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 0.000000 441.20 224.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-05-15 0.000000 400.00 203.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 0.000000 283.99 137.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-11-15 0.000000 268.59 141.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-28 1.500000 200.00 194.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 0.000000 200.00 102.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-05-15 0.000000 141.61 84.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-02-15 0.000000 129.14 77.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-05-15 0.000000 128.51 84.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 0.000000 116.25 53.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 0.750000 100.00 99.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 0.000000 100.00 43.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-02-15 0.000000 100.00 57.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 0.000000 82.18 36.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-05-15 0.000000 66.56 34.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-02-15 0.000000 47.11 34.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.000000 43.30 20.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 0.000000 25.79 23.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-15 0.000000 25.42 23.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-11-15 0.000000 24.32 18.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 0.000000 19.29 18.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 0.000000 15.90 15.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-11-15 0.000000 15.64 8.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-11-15 0.000000 12.13 7.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-15 0.000000 1.05 0.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-15 0.000000 1.02 0.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-08-15 0.000000 0.32 0.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-08-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 0.000000 694.58 316.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 0.000000 733.16 352.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 0.000000 1021.41 477.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 0.000000 1023.29 457.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-12-31 1.125000 153400.00 152394.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 2.000000 219400.00 222537.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.000000 656900.00 651232.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 0.000000 1666500.00 811602.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-08-15 0.000000 1750699.64 1030881.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-05-15 0.000000 2624548.14 2077146.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-05-15 4.375000 3152000.00 4077211.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-19 0.000000 4530000.00 4503533.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 1.750000 42721300.00 42834778.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 11610000.00 8731997.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-31 2.125000 13747300.00 13757507.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-02-15 0.000000 14197973.65 7949019.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.625000 15286200.00 15339999.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-10-31 1.500000 15517400.00 15490729.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.750000 19258700.00 20239208.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-10-31 1.250000 21877900.00 21734326.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-12-31 2.125000 27221100.00 27535573.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-11-15 4.375000 29346100.00 37784621.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-04-15 3.625000 34950100.00 69362405.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-30 1.875000 59036500.00 58822197.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 2.125000 75000000.00 107453753.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-01 0.000000 79202800.00 78888760.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.875000 111010600.00 110029778.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 2.500000 121377000.00 113401739.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 3.000000 131795500.00 136926750.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-01-15 2.375000 133070200.00 198719152.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-31 1.250000 139798400.00 139776556.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 3.125000 140000000.00 147981046.20 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-07 2017-11-07 2017-11-10 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A N N 0.0104 2507500000.00 2507500000.00 0.0437 N N Y N Bank of Montreal Bank of Montreal 1.130 NQQ6HPCNCCU6TUTQYE16 BRTDAQJ51 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-01-04 0.000000 300.00 299.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-11-30 0.625000 29800.00 29863.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-07-15 1.500000 40000.00 39982.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.625000 58000.00 58204.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-10-31 1.875000 89000.00 88405.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-31 1.125000 99000.00 96695.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-31 1.250000 100000.00 100136.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-29 0.000000 112400.00 111838.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 2.000000 124500.00 173680.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.750000 135600.00 142503.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-06-30 1.000000 145600.00 144789.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-31 0.875000 150000.00 150151.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 1.500000 156100.00 155784.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.250000 157500.00 157064.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 1.500000 165000.00 165466.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-03-31 1.375000 171400.00 170475.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-31 2.625000 180200.00 182002.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 0.625000 192200.00 191561.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.625000 196700.00 196357.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-15 1.000000 215100.00 214835.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-01-15 2.375000 250000.00 356894.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-31 1.250000 263000.00 262958.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-31 1.875000 295000.00 294839.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-08-15 3.875000 308800.00 368227.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-03-15 1.625000 311000.00 311496.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-12-31 2.125000 344000.00 347974.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-30 1.750000 397900.00 394386.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-28 0.750000 511200.00 511043.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-31 1.250000 532900.00 533353.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-06-30 1.250000 600000.00 599600.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-31 1.625000 603000.00 594475.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-15 0.750000 675400.00 666828.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 1.375000 680000.00 680161.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-04-15 3.625000 736400.00 1461468.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-05-15 2.375000 1257200.00 1271943.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 2.125000 1467000.00 2085836.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 2.625000 1932000.00 1944673.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-31 1.125000 2000000.00 1996250.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-30 1.875000 2298000.00 2289658.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-30 1.875000 2485000.00 2504005.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 0.000000 2612000.00 2315799.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 3.625000 2648100.00 3045645.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 3.625000 2693200.00 2834400.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-09-30 1.750000 3204200.00 3170424.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-31 1.500000 4944000.00 4958622.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.250000 5000000.00 4981625.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-30 1.750000 7041100.00 7052475.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-31 1.125000 7400000.00 7212822.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 2.000000 9291800.00 9145219.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-15 0.125000 12470700.00 12569487.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 1.000000 13799600.00 13839237.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-12-31 2.250000 18648200.00 18902009.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 3.750000 55342000.00 65538913.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-09-30 1.375000 89887500.00 86284900.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 0.000000 96869300.00 42102303.86 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-11-07 2017-11-07 2018-01-16 Y BANK OF MONTREAL 1.0000 7 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0113 300000000.00 300000000.00 0.0052 N N Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.030 CYYGQCGNHMHPSMRL3R97 BRTDCZYF0 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 121256162.50 87796736.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-08-15 0.000000 140003500.00 79911194.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-08-15 0.000000 140949050.00 97872207.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-02-15 0.000000 226250000.00 175060939.12 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0103 432000000.00 432000000.00 0.0075 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.040 1VUV7VQFKUOQSJ21A208 BRTDCZYD5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-11-30 1.625000 10083800.00 10117611.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 0.000000 39571200.00 18201169.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-31 1.875000 94915500.00 95171534.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 0.750000 95000500.00 94317683.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 1.000000 97260200.00 97539569.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-06-15 0.875000 101098000.00 100353835.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 2.500000 101255800.00 94298613.04 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0104 500000000.00 500000000.00 0.0087 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.040 1VUV7VQFKUOQSJ21A208 BRTDDVZ83 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 161698800.00 74374980.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 3.000000 73380900.00 76627705.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 3.125000 84000000.00 88788627.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-30 1.625000 89912800.00 90053063.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 0.750000 90000100.00 89280035.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.875000 90546000.00 90875630.96 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-02 2017-11-02 2017-11-02 N N N 0.0104 500000000.00 500000000.00 0.0087 N N Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.030 CYYGQCGNHMHPSMRL3R97 BRTDDVZ91 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 7520000.00 5444931.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.000000 9733425.00 4763246.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-05-15 0.000000 56991037.50 43731502.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 0.000000 60307875.00 26497471.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-02-15 0.000000 61649200.00 38251478.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-11-15 0.000000 76875537.50 46509701.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-11-15 0.000000 80469162.50 59131962.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 0.000000 82989812.50 37254956.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-05-15 0.000000 92037862.50 68611464.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-05-15 0.000000 93028562.50 46689174.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-11-15 0.000000 103786537.50 71515148.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 0.000000 123701125.00 61599451.05 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-11-02 2017-11-02 2017-11-02 N N N 0.0103 500000000.00 500000000.00 0.0087 N N Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.050 1VUV7VQFKUOQSJ21A208 BRTDELVH8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-05-31 2.375000 100000400.00 101602234.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 2.000000 100000800.00 101430627.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-06-30 1.125000 111920000.00 109542840.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-31 1.375000 5914200.00 5932681.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-30 1.625000 90084900.00 90386957.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-12-31 2.125000 99950000.00 101104680.52 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-03 2017-11-03 2017-11-03 N N N 0.0105 500000000.00 500000000.00 0.0087 N N Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.060 1VUV7VQFKUOQSJ21A208 BRTDGJLD1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2046-05-15 2.500000 71131600.00 66635441.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.625000 137586900.00 137991946.01 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-07 2017-11-07 2017-11-07 N N N 0.0106 200615000.00 200615000.00 0.0035 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.040 MBNUM2BPBDO7JBLYG310 BRTDGJNG2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2046-02-15 2.500000 24719300.00 23020861.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-15 0.125000 47347300.00 48379202.36 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-07 2017-11-07 2017-11-07 N N N 0.0104 70000000.00 70000000.00 0.0012 N N Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.040 CYYGQCGNHMHPSMRL3R97 BRTDGJPM7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-02-15 0.000000 63981075.00 49505357.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-11-15 0.000000 330095000.00 257318971.32 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-11-07 2017-11-07 2017-11-07 N N N 0.0104 300805000.00 300805000.00 0.0052 N N Y N BNP Paribas SA BNP Paribas SA 1.070 R0MUWSFPU8MPRO8K5P83 BRTDGJKE0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-10-31 1.750000 510000000.00 510000000.00 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 500000000.00 500000000.00 0.0087 N Y Y N BNP Paribas SA BNP Paribas SA 1.070 R0MUWSFPU8MPRO8K5P83 BRTDGJKJ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-02-28 1.125000 520408200.00 510000036.00 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 500000000.00 500000000.00 0.0087 N Y Y N BNP Paribas SA BNP Paribas SA 1.070 R0MUWSFPU8MPRO8K5P83 BRTDGJKN0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-02-15 2.000000 1032911400.00 1020000007.50 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 1000000000.00 1000000000.00 0.0174 N Y Y N BNP Paribas SA BNP Paribas SA 1.070 R0MUWSFPU8MPRO8K5P83 BRTDGJKP5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-11-30 1.625000 508728200.00 510000020.50 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 500000000.00 500000000.00 0.0087 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.090 X574KRZ6V5A7UBU45C31 BRTDGJKK6 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 251812500.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0109 246875000.00 246875000.00 0.0043 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.090 X574KRZ6V5A7UBU45C31 BRTDGJKQ3 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 36184200.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0109 35475000.00 35475000.00 0.0006 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.090 X574KRZ6V5A7UBU45C31 BRTDGJKH3 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 36771000.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0109 36050000.00 36050000.00 0.0006 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.090 X574KRZ6V5A7UBU45C31 BRTDGJKF7 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 72293000.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0109 70875000.00 70875000.00 0.0012 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.090 X574KRZ6V5A7UBU45C31 BRTDGJKM2 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 27471150.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0109 26932500.00 26932500.00 0.0005 N Y Y N National Australia Bank Ltd. National Australia Bank Ltd. 1.070 F8SB4JFBSYQFRQEH3Z21 BRTDGLGK6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-06-30 1.375000 550000000.00 530706000.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 520300000.00 520300000.00 0.0091 N Y Y N National Australia Bank Ltd. National Australia Bank Ltd. 1.070 F8SB4JFBSYQFRQEH3Z21 BRTDGLK88 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-03-31 1.875000 500000000.00 498525000.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 488750000.00 488750000.00 0.0085 N Y Y N BNP Paribas SA BNP Paribas SA 1.070 R0MUWSFPU8MPRO8K5P83 BRTDGMTD6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-12-31 1.750000 507462700.00 510000013.50 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 500000000.00 500000000.00 0.0087 N Y Y N Deutsche Bank AG Deutsche Bank AG 1.050 7LTWFZYICNSX8D621K86 BRTDH4WS8 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 100.00 127.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.750000 100.00 105.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 3.000000 100.00 104.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-01-15 0.375000 100.00 100.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-30 1.250000 200.00 200.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-06-30 1.375000 3200.00 3091.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-11-15 6.125000 81700.00 111597.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-08-15 2.750000 83800.00 82108.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-11-15 2.250000 760500.00 765863.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 0.750000 1648000.00 1636155.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-15 2.000000 2000000.00 2015869.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-31 1.000000 2213300.00 2218402.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 2.250000 2715900.00 2748525.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-29 2.125000 2776000.00 2779867.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 1.375000 3836000.00 3825171.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 1.375000 3965800.00 3926629.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-09-30 2.000000 4284900.00 4327013.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 2.625000 5897900.00 6078663.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 3.625000 10671800.00 12291404.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-15 1.375000 16295000.00 16273577.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 2.000000 17861500.00 18116886.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-15 0.625000 24277500.00 27172040.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-10-31 1.250000 26404100.00 26230823.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.875000 28100000.00 27851725.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-12-31 2.250000 43911000.00 44508645.42 U.S. Treasuries (including strips) Y Fitch F2 Moody's P-2 Standard & Poor's A-2 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 198985000.00 198985000.00 0.0035 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 1.000 254900Y8NKGV541U8Q32 BRTDH1MY2 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 127926900.00 150190699.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 6.250000 202059500.00 250544171.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 4.750000 1929217700.00 2599348558.45 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0100 3000000000.00 3000000000.00 0.0523 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 1.050 OXTKY6Q8X53C9ILVV871 BRTDGJD08 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-12-31 2.125000 100.00 101.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 2.500000 100.00 102.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 2.000000 800.00 787.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 8.125000 17000.00 21326.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.125000 129400.00 137404.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.875000 155800.00 154423.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-09-30 1.375000 228700.00 219533.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-31 0.750000 747300.00 747856.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-31 1.500000 797000.00 799988.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-09-30 1.125000 933800.00 908431.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-09-30 0.750000 2317000.00 2303627.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-09-30 1.000000 4004700.00 3964934.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-15 1.000000 6509300.00 6461895.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-15 2.625000 6564000.00 6816459.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-12-31 2.375000 7880000.00 8091534.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-06-15 0.875000 8819600.00 8754680.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-07-15 0.125000 9513700.00 9469284.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-11-30 0.875000 9619800.00 9651980.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-30 1.750000 9999900.00 9911600.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 0.125000 11944800.00 12565789.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-08-15 5.500000 12259200.00 16043561.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 1.625000 18209700.00 18302979.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 4.250000 18370200.00 23253139.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-02-15 6.625000 21182700.00 29128586.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 3.500000 74998900.00 76040324.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 3.625000 83901400.00 96497090.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-09-30 2.125000 118507000.00 118054866.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-11-15 2.875000 119846000.00 121310892.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 1.375000 122248000.00 121902898.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-11-15 4.250000 123280000.00 125820975.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-04-30 2.000000 124713000.00 123368593.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-31 1.875000 125400000.00 125738266.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-30 1.375000 125611100.00 123765872.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-31 1.625000 541444500.00 533790239.70 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's NR 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 1700000000.00 1700000000.00 0.0296 N Y Y N Deutsche Bank AG Deutsche Bank AG 1.050 7LTWFZYICNSX8D621K86 BRTDGJCD1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-05-15 9.125000 100.00 108.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 3.375000 100.00 111.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-15 0.625000 5013700.00 5611469.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-15 1.125000 35504000.00 41466412.63 U.S. Treasuries (including strips) Y Fitch F2 Moody's P-2 Standard & Poor's A-2 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 46155000.00 46155000.00 0.0008 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 1.020 K5HU16E3LMSVCCJJJ255 BRTDGJCF6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2038-02-15 4.375000 100.00 127.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-05-15 4.500000 5071000.00 6625392.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-05-15 4.375000 100.00 129.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 2.875000 100.00 101.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 2.500000 100.00 93.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 1.250000 50000100.00 50162124.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-15 2.625000 100.00 103.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-06-30 1.375000 100.00 96.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-05-15 1.750000 100.00 99.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-31 1.250000 100.00 100.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 1.750000 100.00 99.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-15 1.125000 100.00 100.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-06-30 1.625000 100.00 100.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 0.625000 200.00 209.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-11-30 2.250000 200.00 202.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-10-31 1.625000 200.00 194.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-15 0.125000 200.00 211.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-07-31 2.000000 200.00 202.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-03-31 2.125000 21000200.00 20978354.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-02-15 5.375000 300.00 403.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-30 2.250000 300.00 304.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-18 0.000000 400.00 399.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 0.000000 589.00 522.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 0.000000 600.00 258.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-30 2.000000 800.00 805.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-01 0.000000 900.00 896.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 1.375000 1100.00 1100.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 0.750000 1200.00 1191.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-31 1.500000 1800.00 1775.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-03-31 1.500000 107953600.00 104954106.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.125000 6900.00 7247.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-15 0.625000 7800.00 8375.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-07-15 0.375000 10100.00 10455.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 1.500000 6449100.00 6436063.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-10-15 1.000000 40400.00 39968.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 2.000000 40700.00 56777.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-30 1.125000 55900.00 55175.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-30 1.000000 12374700.00 12362576.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-03-31 1.750000 70600.00 70120.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 2.750000 55371800.00 57617905.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-12-31 2.750000 99000.00 100157.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-28 1.125000 99100.00 97166.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-28 1.500000 106100.00 103384.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 1.500000 188900.00 188316.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 6.875000 199600.00 268807.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-15 0.000000 269000.00 250697.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-01-15 0.375000 367000.00 368309.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-10-31 2.000000 500000.00 502150.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-15 2.000000 500000.00 500802.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-31 1.875000 100049100.00 99802431.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-31 2.000000 700000.00 703937.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 3.000000 703400.00 724740.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-09-15 0.875000 739600.00 730977.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-31 2.875000 762800.00 769673.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-15 1.375000 907000.00 905807.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-31 1.750000 938000.00 928033.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 1.625000 960300.00 913821.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-08-15 2.250000 971000.00 855031.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-31 1.875000 1000000.00 999457.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 3.625000 1165800.00 1340815.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-31 2.125000 1395400.00 1418288.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-08-31 1.875000 1857100.00 1824084.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-11-15 4.375000 2127200.00 2738880.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-31 1.250000 2366900.00 2354695.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 3.750000 2461900.00 2561228.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-30 1.375000 4316200.00 4252795.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-30 1.000000 4511900.00 4475067.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-31 2.625000 4840700.00 4889107.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-31 1.375000 4921100.00 4888673.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-03-31 1.250000 4975600.00 4890714.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-30 2.375000 5999000.00 6085989.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-12-31 2.125000 6000000.00 6094177.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-31 1.375000 6000000.00 5938125.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-31 1.500000 6185600.00 6197324.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-28 1.875000 6660000.00 6666190.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-08-15 2.250000 6974100.00 6933077.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-31 1.375000 7000000.00 6987735.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-09-30 1.375000 8437000.00 8413922.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-31 2.125000 8802000.00 8808535.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-05-15 2.375000 8828200.00 8931727.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-31 1.000000 48110400.00 48221310.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-30 1.500000 11000000.00 11044912.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.625000 58950400.00 59157876.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-30 1.875000 15111100.00 15056246.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-05-15 2.125000 16381500.00 16385903.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-09-30 2.125000 17447200.00 17380634.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 3.125000 19712200.00 21054624.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 4.625000 19715700.00 26029994.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 1.500000 22722400.00 21287448.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-10-31 1.875000 25000000.00 24833000.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-29 1.250000 26000000.00 25827265.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-31 1.250000 28056500.00 26849930.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.250000 28626100.00 28520902.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 1.250000 31847000.00 31773751.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 1.500000 32072700.00 32163340.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 3.625000 48151200.00 50675703.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-15 1.000000 51220000.00 50846984.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-05-31 1.750000 69474800.00 69339711.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-10-31 2.000000 77601000.00 77601000.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-15 3.375000 87766100.00 92253082.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 2.250000 299203700.00 302797998.28 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0102 1495000000.00 1495000000.00 0.0260 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 1.050 AC28XWWI3WIBK2824319 BRTDGJCB5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-11-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 0.000000 0.03 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-11-15 0.000000 0.45 0.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 0.000000 22.80 10.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-11-15 0.000000 32.56 13.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-08-15 0.000000 46.98 19.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-11-15 0.000000 54992.90 42866.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 0.000000 1295300.00 630824.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-08-15 0.000000 1558166.55 857209.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-15 0.000000 2086980.31 1862838.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.000000 2691073.86 1128851.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 0.000000 2927376.00 1453149.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-02-15 0.000000 3257316.60 2148819.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 0.000000 3510000.00 1600946.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-02-15 0.000000 3781750.00 2925372.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 0.000000 3795625.09 1662977.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-08-15 0.000000 3808943.87 2242858.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 0.000000 3810000.00 1694002.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-08-15 0.000000 5058788.75 3183192.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 0.000000 5247007.54 5226439.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-15 0.000000 5371710.11 4937622.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-08-15 0.000000 5560346.55 3855433.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-02-15 0.000000 5978125.17 4766957.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-08-15 0.000000 6203760.28 4733469.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-08-15 0.000000 6620255.92 4302702.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.000000 6663707.15 2997935.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-08-15 0.000000 6888378.70 4194196.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-15 0.000000 6928962.84 6457516.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 0.000000 6984150.89 6066014.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-02-15 0.000000 7210331.23 4175574.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 0.000000 7924266.24 6684594.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 0.000000 8388119.42 7606262.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-02-15 0.000000 8764192.00 5605840.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 0.000000 9359362.00 8830838.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 0.000000 9373737.00 7803729.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-02-15 0.000000 9388112.00 5800069.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-15 0.000000 9388112.00 9129845.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 0.000000 9388112.00 9056993.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 0.000000 9388112.00 8958418.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-08-15 0.000000 9388112.00 8034815.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 0.000000 9388133.32 8270006.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-08-15 0.000000 10308522.64 8097653.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-02-15 0.000000 11358117.00 6157575.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-08-15 0.000000 11853116.76 6306569.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 0.000000 13153117.00 6881579.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-02-15 0.000000 16515250.22 11252665.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 2.000000 213746700.00 210374799.34 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 400000000.00 400000000.00 0.0070 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 1.050 9J6MBOOO7BECTDTUZW19 BRTDHAF95 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-11-15 0.000000 0.02 0.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-31 1.500000 10217300.00 10247518.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-12-31 1.625000 14066300.00 14144897.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.625000 66117400.00 66312044.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-11-15 2.875000 66224000.00 67033464.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 9.125000 68196800.00 73867743.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-15 3.125000 71642300.00 74394347.45 U.S. Treasuries (including strips) Y Fitch F2 Moody's NR Standard & Poor's A-2 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 300000000.00 300000000.00 0.0052 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.050 ZBUT11V806EZRVTWT807 BRTDGJCA7 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 721700.00 375255.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-11-15 0.000000 871500.00 491648.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-11-15 0.000000 871500.00 476030.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 0.000000 871500.00 468893.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-11-15 0.000000 871500.00 460291.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-02-15 0.000000 2922600.00 1585539.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-08-15 0.000000 2922600.00 1554998.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 0.000000 3511100.00 1841115.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-08-15 0.000000 6902936.00 3797581.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-05-15 0.000000 8400000.00 4673592.28 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 15415000.00 15415000.00 0.0003 N Y Y N Credit Suisse Securities USA LLC Credit Suisse Securities USA LLC 1.030 1V8Y6QCX6YMJ2OELII46 BRTDGFCB3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-08-15 1.625000 97490900.00 96283973.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 2.500000 444240000.00 413716706.80 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0103 500000000.00 500000000.00 0.0087 N Y Y N Societe Generale SA Societe Generale SA 1.080 O2RNE8IBXP4R0TD8PU41 BRTDGJD65 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-05-15 0.000000 32.09 26.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 0.000000 45.18 40.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 0.000000 100.00 50.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 0.750000 5600.00 5585.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-01 0.000000 7700.00 7669.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 3.000000 30000.00 31327.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-30 1.000000 45700.00 45326.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 3.125000 54000.00 57677.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-31 2.000000 74300.00 74921.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-31 1.875000 101000.00 100750.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-05-15 4.500000 111400.00 145546.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-08-31 1.875000 223000.00 219035.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 1.500000 231100.00 230632.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 0.625000 336600.00 352639.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 4.625000 505100.00 666867.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-28 1.500000 2679400.00 2610814.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-05-15 1.750000 3345000.00 3344704.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 1.000000 10614400.00 10629975.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-10-31 1.875000 12269900.00 12187937.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-30 1.000000 14884700.00 14870117.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-15 3.625000 22501700.00 23490760.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-04-30 2.000000 22612200.00 22368440.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-09-30 1.375000 25000000.00 24787087.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-31 1.875000 55109900.00 55080002.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-05-15 0.000000 112452285.48 64622954.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-10-31 2.250000 477100000.00 478069109.38 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0108 700000000.00 700000000.00 0.0122 N Y Y N TD Securities USA LLC TD Securities USA LLC 1.050 SUVUFHICNZMP2WKHG940 BRTDGJCW9 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 531500.00 528241.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-31 1.625000 15597200.00 15376706.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-08-15 2.375000 20029000.00 20344470.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-31 1.875000 21433600.00 21491417.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-11 0.000000 21834000.00 21544408.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-03-31 1.875000 21841000.00 21807623.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 1.625000 22445500.00 22167599.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-30 1.375000 22469800.00 22311809.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-10-31 2.000000 24390100.00 24494977.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-07-31 2.000000 25000000.00 25328125.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-31 1.250000 25000000.00 25021260.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-31 1.125000 25194000.00 24556735.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-31 2.125000 28520300.00 28541476.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-08-31 1.875000 30615200.00 30070923.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 3.125000 68911100.00 72839547.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-01-15 2.375000 99438000.00 148494817.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 4.625000 100546800.00 132748653.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 2.750000 141040500.00 140397225.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 2.875000 142969000.00 145425654.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-19 0.000000 143079000.00 141714900.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-15 0.625000 254764900.00 273548032.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-15 0.375000 327578500.00 349745453.17 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 1675000000.00 1675000000.00 0.0292 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.050 8NAV47T0Y26Q87Y0QP81 BRTDGFCL1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-07-31 1.125000 250635100.00 244800001.58 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 240000000.00 240000000.00 0.0042 N Y Y N RBC Capital Markets LLC RBC Capital Markets LLC 1.030 549300LCO2FLSSVFFR64 BRTDGJCL3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 1/8 NOTE S 23 2023-11-30 2.125000 20224200.00 20400012.95 U.S. Treasuries (including strips) Y Fitch NR Moody's P-2 Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0103 20000000.00 20000000.00 0.0003 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.050 1VUV7VQFKUOQSJ21A208 BRTDGJC66 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2031-02-15 5.375000 374423500.00 503364321.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-10-31 2.000000 456155400.00 458116868.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 3.750000 456222100.00 474629050.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-30 2.000000 460280900.00 463625717.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-31 1.125000 472500400.00 460548841.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 3.500000 476354100.00 482968690.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-08-15 2.375000 480019400.00 487580031.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-06-30 1.625000 498509900.00 500438577.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 1.500000 504433300.00 472577624.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 1.625000 515080100.00 490150293.14 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 4700000000.00 4700000000.00 0.0819 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.050 8NAV47T0Y26Q87Y0QP81 BRTDGJCG4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-12-31 2.375000 1986700.00 2040031.83 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 2000000.00 2000000.00 0.0000 N Y Y N BNP Paribas SA BNP Paribas SA 1.050 R0MUWSFPU8MPRO8K5P83 BRTDGJCR0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-11-15 0.000000 200.00 157.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.625000 107286900.00 107099903.05 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 105000000.00 105000000.00 0.0018 N Y Y N Credit Suisse Securities USA LLC Credit Suisse Securities USA LLC 1.030 1V8Y6QCX6YMJ2OELII46 BRTDGJCY5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-06-30 1.375000 109610000.00 105891572.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-28 1.875000 120045000.00 120156593.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-06-30 2.125000 296004800.00 301147175.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-07-31 1.625000 302548000.00 303256743.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-15 1.250000 305493000.00 306120220.38 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0103 1114285000.00 1114285000.00 0.0194 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.050 VYVVCKR63DVZZN70PB21 BRTDGJCU3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 0 7/8 TRIB 47 2047-02-15 0.875000 2553000.00 2562294.15 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 2027-01-15 0.375000 89570000.00 89889692.02 U.S. Treasuries (including strips) 1 1/2 NOTE U 19 2019-01-31 1.500000 86500.00 86824.38 U.S. Treasuries (including strips) 1 7/8 NOTE U 22 2022-01-31 1.875000 99298400.00 99566257.43 U.S. Treasuries (including strips) 1 1/2 NOTE V 19 2019-02-28 1.500000 71606000.00 71764616.19 U.S. Treasuries (including strips) 1 5/8 NOTE W 19 2019-03-31 1.625000 6009000.00 6026690.07 U.S. Treasuries (including strips) 1 NOTE AM 18 2018-05-15 1.000000 9015000.00 9040894.61 U.S. Treasuries (including strips) 1 1/2 NOTE AM 20 2020-05-15 1.500000 6707500.00 6726455.98 U.S. Treasuries (including strips) 1 NOTE Z 18 2018-05-31 1.000000 222900.00 223413.86 U.S. Treasuries (including strips) 1 7/8 NOTE L 22 2022-05-31 1.875000 24456000.00 24560870.13 U.S. Treasuries (including strips) 1 1/8 NOTE AN 18 2018-06-15 1.125000 546100.00 547564.53 U.S. Treasuries (including strips) 1 5/8 NOTE AA 20 2020-06-30 1.625000 1110900.00 1115197.95 U.S. Treasuries (including strips) 1 3/8 NOTE AB 18 2018-07-31 1.375000 101075100.00 101390959.69 U.S. Treasuries (including strips) 1 5/8 NOTE AB 20 2020-07-31 1.625000 185695100.00 186101308.03 U.S. Treasuries (including strips) 1 1/2 NOTE P 18 2018-08-31 1.500000 137000.00 137405.19 U.S. Treasuries (including strips) 1 5/8 NOTE AC 19 2019-08-31 1.625000 19647800.00 19716950.62 U.S. Treasuries (including strips) 1 3/4 NOTE AD 19 2019-09-30 1.750000 115208500.00 115740231.54 U.S. Treasuries (including strips) 1 3/4 NOTE R 18 2018-10-31 1.750000 19872000.00 19924785.00 U.S. Treasuries (including strips) 2 NOTE R 21 2021-10-31 2.000000 6594400.00 6622755.92 U.S. Treasuries (including strips) 0 7/8 NOTE AT 17 2017-11-15 0.875000 76480700.00 76776075.53 U.S. Treasuries (including strips) 1 1/4 NOTE AT 18 2018-11-15 1.250000 4917800.00 4933736.08 U.S. Treasuries (including strips) 0 7/8 NOTE BK 17 2017-11-30 0.875000 25869800.00 25956341.90 U.S. Treasuries (including strips) 1 1/4 NOTE AF 18 2018-11-30 1.250000 23640700.00 23705130.60 U.S. Treasuries (including strips) 1 3/8 NOTE S 18 2018-11-30 1.375000 760000.00 763418.44 U.S. Treasuries (including strips) 1 1/2 NOTE AF 19 2019-11-30 1.500000 17490800.00 17562214.79 U.S. Treasuries (including strips) 1 5/8 NOTE AF 20 2020-11-30 1.625000 22304400.00 22379187.38 U.S. Treasuries (including strips) 1 NOTE AU 17 2017-12-15 1.000000 12743500.00 12788873.13 U.S. Treasuries (including strips) 1 NOTE BL 17 2017-12-31 1.000000 22723000.00 22791848.22 U.S. Treasuries (including strips) 1 3/8 NOTE T 18 2018-12-31 1.375000 20954500.00 21018061.03 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 971000000.00 971000000.00 0.0169 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 1.000 FOR8UP27PHTHYVLBNG30 BRTDGJCJ8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-01-04 0.000000 11452600.00 11430763.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-01 0.000000 1600.00 1593.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-02-15 0.000000 7200.00 4483.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 0.000000 600.00 289.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 9.125000 100.00 108.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 9.000000 1435700.00 1605746.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-12-31 1.625000 9344800.00 9397015.34 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0100 22000000.00 22000000.00 0.0004 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.050 8NAV47T0Y26Q87Y0QP81 BRTDGJCK5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-12-31 2.375000 4966700.00 5100028.23 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 5000000.00 5000000.00 0.0001 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.050 MBNUM2BPBDO7JBLYG310 BRTDGJCQ2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-07-31 1.125000 10443200.00 10200069.25 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 10000000.00 10000000.00 0.0002 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.050 VYVVCKR63DVZZN70PB21 BRTDGJCV1 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 2062729.00 2079993.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 2.625000 2777233.00 2795451.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-30 2.000000 6478600.00 6525679.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-31 1.500000 6893024.00 6931938.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-31 2.000000 7981560.00 8026455.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-30 1.375000 8125662.00 8164275.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-30 1.875000 10528795.00 10609320.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-11-30 2.125000 11428417.00 11527766.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-15 0.125000 13794333.00 13903606.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-06-30 1.625000 17355188.00 17468433.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 1.625000 18980017.00 19077241.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-12-31 1.625000 49632050.00 49909375.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 2.875000 60096355.00 60476651.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-15 2.000000 69977414.00 70532669.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-31 1.500000 77434350.00 77822573.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-11-15 2.250000 83381836.00 83969917.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-09-30 1.750000 132896781.00 133510150.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-12-31 1.750000 155314402.00 156168504.88 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 725000000.00 725000000.00 0.0126 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.050 8NAV47T0Y26Q87Y0QP81 BRTDGJC17 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-05-31 2.000000 135599770.00 135207975.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 3.125000 245282780.00 259170377.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.875000 269812160.00 270794405.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-15 1.625000 304323190.00 303827306.24 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 950000000.00 950000000.00 0.0166 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.050 MBNUM2BPBDO7JBLYG310 BRTDGJCN9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-07-15 0.125000 32105858.00 31955967.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-04-30 2.000000 66919158.00 66197769.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-28 1.500000 90346165.00 90546293.18 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 185000000.00 185000000.00 0.0032 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.050 1VUV7VQFKUOQSJ21A208 BRTDGJC33 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-02-15 2.750000 10912206.00 11354849.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-04-30 1.625000 190034780.00 185565161.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-31 2.250000 235345538.00 237984937.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-07-15 0.125000 243806949.00 242668703.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-31 1.250000 245901371.00 235326382.49 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 895000000.00 895000000.00 0.0156 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.058 912796LC1 US912796LC15 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-01-04 2018-01-04 2018-01-04 N N N 0.0106 41902290.40 41902290.40 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.154 912796LJ6 US912796LJ67 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0115 84753452.40 84753452.40 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.188 912796LN7 US912796LN79 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-03-01 2018-03-01 2018-03-01 N N N 0.0119 183344094.95 183344094.95 0.0032 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.236 912796LS6 US912796LS66 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-03-29 2018-03-29 2018-03-29 N N N 0.0124 2357489300.12 2357489300.12 0.0411 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.974 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 0.0097 2207716.56 2207716.56 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.059 912796ML0 US912796ML05 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-01-11 2018-01-11 2018-01-11 N N N 0.0106 806109192.57 806109192.57 0.0140 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.103 912796NN5 US912796NN51 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-01-18 2018-01-18 2018-01-18 N N N 0.0110 95574802.94 95574802.94 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.139 912796NR6 US912796NR65 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-02-08 2018-02-08 2018-02-08 N N N 0.0114 31457810.60 31457810.60 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.140 912796NS4 US912796NS49 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-02-15 2018-02-15 2018-02-15 N N N 0.0114 515348801.23 515348801.23 0.0090 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.207 912796NU9 US912796NU94 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-03-08 2018-03-08 2018-03-08 N N N 0.0121 253734304.10 253734304.10 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.209 912796NW5 US912796NW50 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-03-15 2018-03-15 2018-03-15 N N N 0.0121 544552879.40 544552879.40 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.224 912796NX3 US912796NX34 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-03-22 2018-03-22 2018-03-22 N N N 0.0122 185900992.77 185900992.77 0.0032 N Y Y N BlackRock Liquidity Funds 2017-11-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer