N-MFP2 0000097098 XXXXXXXX 2018-01-31 0000097098 S000001476 7 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 42 83 71885120201.98 72844090003.10 70833858827.58 71972630574.62 79650736872.57 79306068595.72 77720539309.82 78986551109.67 0.9025 0.9185 0.9114 0.8998 1.0000 1.0000 1.0000 0.9875 1561374476.15 68272353917.45 68270124269.46 63250518.43 1668906007.83 68225843256.21 68224758991.10 1.0000 0.0138 1.0001 1.0001 1.0001 1.0001 C000003936 50000.00 75083.59 75082.40 1.0001 1.0001 1.0001 1.0001 65.06 0.04 0.05 0.03 0.02 0.05 0.06 0.02 65.22 0.15 0.0116 Y BlackRock Advisors, LLC, Management Fees, 1.24; C000003940 5000.00 698975749.38 698964641.05 1.0001 1.0001 1.0001 1.0001 5840747.96 3615191.84 4634910.71 5917375.46 14224634.58 453076.53 8520860.84 12320148.68 35828002.40 24297857.77 0.0111 Y BlackRock Advisors, LLC, Management Fees, 11478.34; C000003941 5000.00 607064827.61 607055179.96 1.0001 1.0001 1.0001 1.0001 55115588.62 24699190.83 49273846.09 66759001.19 22162248.29 24514186.93 42283368.15 42656256.65 205600672.12 196003139.79 0.0071 Y BlackRock Advisors, LLC, Management Fees, 10155.97; C000003937 5000.00 56870592.97 56869689.17 1.0001 1.0001 1.0001 1.0001 11781.67 5446960.11 1106023.21 3048.18 1062783.19 131748.68 1513381.36 1020447.08 3694465.86 6602213.26 0.0081 Y BlackRock Advisors, LLC, Management Fees, 924.79; C000003939 5000.00 2992855944.30 2992808380.98 1.0001 1.0001 1.0001 1.0001 275916963.70 287330688.63 197923003.19 80432726.76 109541100.42 129815151.44 149952588.70 95357258.31 901124267.34 728797561.51 0.0096 Y BlackRock Advisors, LLC, Management Fees, 47622.04; C000003938 3000000.00 63784695303.79 63783681618.67 1.0001 1.0001 1.0001 1.0001 10548649795.75 10060881176.41 10159811939.96 11547494252.07 10110467413.89 10211731431.34 12080107199.58 11908574168.53 50401582281.33 52507256712.11 0.0121 Y BlackRock Advisors, LLC, Management Fees, 1081767.96; C000060557 1.00 85305754.57 85304398.87 1.0001 1.0001 1.0001 1.0001 908535.31 1936768.54 2746064.57 1722949.09 85581.75 2322472.68 3767011.31 165735.99 14342294.14 7991229.33 0.0038 Y BlackRock Advisors, LLC, Management Fees, 1303.50; BlackRock Investments, LLC, Service/Distribution Fees, 1338.45; Citigroup Global Markets Citigroup Global Markets 1.300 MBNUM2BPBDO7JBLYG310 BRTF374Y9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-04-30 0.625000 21426100.00 21416611.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-31 1.250000 53574600.00 49983427.59 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-06 2018-02-06 2018-02-06 N N N 0.0130 70000000.00 70000000.00 0.0010 N N Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.320 CYYGQCGNHMHPSMRL3R97 BRTF49192 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-08-15 0.000000 13150000.00 6515430.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-11-15 0.000000 39778162.50 25862170.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 0.000000 70685937.50 31145638.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-05-15 0.000000 70728162.50 48128392.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.000000 71218125.00 34707441.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-05-15 0.000000 82025187.50 57699798.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-05-15 0.000000 88450412.50 65964553.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-08-15 0.000000 88585175.00 49455330.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-11-15 0.000000 92660162.50 62111029.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 0.000000 100429937.50 44832928.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 0.000000 102602562.50 49602184.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-11-15 0.000000 107674287.50 76784686.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-08-15 0.000000 129942375.00 87751379.55 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2018-02-07 2018-02-07 2018-02-07 N N N 0.0132 628000000.00 628000000.00 0.0092 N N Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.340 1VUV7VQFKUOQSJ21A208 BRTF49028 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-04-15 0.125000 4133700.00 4266870.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-05-15 1.750000 256963900.00 250733135.89 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-07 2018-02-07 2018-02-07 N N N 0.0134 250000000.00 250000000.00 0.0037 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.330 ZBUT11V806EZRVTWT807 BRTF4AKA5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-01-31 2.250000 73646700.00 72205434.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-15 2.000000 74650300.00 73501789.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-31 1.750000 70706500.00 68179452.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-31 1.375000 76214700.00 74201871.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-31 1.500000 69103300.00 68194930.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 0.750000 70922100.00 70494869.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 2.500000 68399200.00 62956737.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 7.250000 20625000.00 25576131.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 3.500000 42465800.00 44024497.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 1.625000 52427400.00 48734854.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 2.000000 43810900.00 43497942.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-15 1.750000 48006900.00 47533186.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-28 1.375000 46920000.00 46901298.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-31 1.500000 63169800.00 63011533.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-09-30 0.750000 41624700.00 41448807.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-08-15 3.875000 45047100.00 52954016.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-02-15 3.500000 44018600.00 48962918.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-11-15 5.250000 16154500.00 20126198.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 8.500000 40704500.00 47497485.79 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0133 1000000000.00 1000000000.00 0.0147 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.370 X574KRZ6V5A7UBU45C31 US912834FB91 BRTF4E8A1 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 36324400.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0137 35612500.00 35612500.00 0.0005 N Y Y N BNP Paribas SA BNP Paribas SA 1.360 R0MUWSFPU8MPRO8K5P83 US912828RH57 BRTF4E845 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-09-30 1.375000 1017456400.00 1020000041.00 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 1000000000.00 1000000000.00 0.0147 N Y Y N BNP Paribas SA BNP Paribas SA 1.360 R0MUWSFPU8MPRO8K5P83 US912828WE61 BRTF4E7W4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-11-15 2.750000 502463100.00 510000046.50 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 500000000.00 500000000.00 0.0073 N Y Y N BNP Paribas SA BNP Paribas SA 1.360 R0MUWSFPU8MPRO8K5P83 US912828RP73 BRTF4E7U8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-10-31 1.750000 1016189400.00 1020000110.25 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 1000000000.00 1000000000.00 0.0147 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.370 X574KRZ6V5A7UBU45C31 US912833XU97 BRTF4E886 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 70252000.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0137 68875000.00 68875000.00 0.0010 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.370 X574KRZ6V5A7UBU45C31 US912834AE85 BRTF4E811 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2038-05-15 0.000000 75000000.00 40927500.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0137 40125000.00 40125000.00 0.0006 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.370 X574KRZ6V5A7UBU45C31 US912833X968 BRTF4E852 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 35419200.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0137 34725000.00 34725000.00 0.0005 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.370 X574KRZ6V5A7UBU45C31 US912810RN00 BRTF4E803 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 150000000.00 149175000.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0137 146250000.00 146250000.00 0.0021 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.370 X574KRZ6V5A7UBU45C31 US912834EV64 BRTF4E837 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-11-15 0.000000 100000000.00 52403000.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0137 51375000.00 51375000.00 0.0008 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.370 X574KRZ6V5A7UBU45C31 US912828C574 BRTF4E7Z7 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 27161460.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0137 26628750.00 26628750.00 0.0004 N Y Y N National Australia Bank Ltd. National Australia Bank Ltd. 1.360 F8SB4JFBSYQFRQEH3Z21 US912828NT32 BRTF4ECW8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-08-15 2.625000 500000000.00 510510000.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 500500000.00 500500000.00 0.0073 N Y Y N National Australia Bank Ltd. National Australia Bank Ltd. 1.360 F8SB4JFBSYQFRQEH3Z21 US912828LJ77 BRTF4EEA4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2019-08-15 3.625000 500000000.00 519945000.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 509750000.00 509750000.00 0.0075 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 1.250 254900Y8NKGV541U8Q32 BRTF4Y205 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 165200.00 159748.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-06-30 1.125000 22116000.00 21255320.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-11-15 2.000000 62859000.00 59590592.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-30 2.000000 4537000000.00 4519154134.30 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0125 4600000000.00 4600000000.00 0.0674 N Y Y N Deutsche Bank AG Deutsche Bank AG 1.350 7LTWFZYICNSX8D621K86 BRTF4C8C1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-04-30 1.375000 100.00 97.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-31 1.625000 100.00 95.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-06-15 0.875000 100.00 98.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-07-15 0.125000 100.00 99.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 0.750000 100.00 99.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-09-30 1.000000 100.00 98.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-15 1.625000 100.00 96.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 0.750000 200.00 200.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-09-30 0.750000 200.00 199.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-15 2.000000 200.00 196.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-09-30 1.125000 1000.00 959.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-15 0.750000 10700.00 10505.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-31 1.250000 653500.00 650245.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-03-31 1.500000 1628900.00 1556151.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-05-15 2.500000 2715300.00 2710222.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-12-31 2.250000 17237500.00 16831695.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 3.750000 18821400.00 21768764.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-11-15 2.250000 20258000.00 19723511.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-05-15 1.625000 30641800.00 28285644.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.125000 35379900.00 37241473.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-08-15 3.875000 37953900.00 44615777.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 2.000000 38015100.00 36742536.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-11-15 2.875000 40236300.00 39677632.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-15 1.375000 41619500.00 48639448.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-15 0.125000 41637800.00 42268159.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-31 2.125000 45232000.00 45018052.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-28 1.875000 50000000.00 49324236.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-15 0.375000 50039800.00 52969978.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-28 0.750000 58375500.00 58524059.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-05-31 2.000000 81496300.00 78806950.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.125000 276258000.00 295349565.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-07-15 1.250000 329146300.00 383353149.33 U.S. Treasuries (including strips) Y Fitch F2 Moody's P-2 Standard & Poor's A-2 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 1278500000.00 1278500000.00 0.0187 N Y Y N Standard Chartered Bank Standard Chartered Bank 1.490 US912828S430 BRTF4GKZ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2019-07-15 0.750000 150000000.00 147207000.00 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-04-05 2018-04-05 2018-04-05 N N N 0.0149 144321190.22 144321190.22 0.0021 N N N N Standard Chartered Bank Standard Chartered Bank 1.490 US912828L401 BRTF4GQ57 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-09-15 1.000000 150000000.00 149820000.00 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-04-05 2018-04-05 2018-04-05 N N N 0.0149 146882808.61 146882808.61 0.0022 N N N N Standard Chartered Bank Standard Chartered Bank 1.490 US912828A834 BRTF4GRK3 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 213000000.00 213913770.00 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-04-05 2018-04-05 2018-04-05 N N N 0.0149 209719009.34 209719009.34 0.0031 N N N N BNP Paribas SA BNP Paribas SA 1.360 R0MUWSFPU8MPRO8K5P83 US912828ND89 BRTF4MVK5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-05-15 3.500000 984318600.00 1020000149.25 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 1000000000.00 1000000000.00 0.0147 N Y Y N BNP Paribas SA BNP Paribas SA 1.360 R0MUWSFPU8MPRO8K5P83 US912828PC88 BRTF4MSL7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-11-15 2.625000 502463100.00 510000046.50 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 500000000.00 500000000.00 0.0073 N Y Y N Citibank NA Citibank NA 1.330 E57ODZWZ7FF32TWEFA76 BRTF48MG5 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 6461200.00 6439590.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 1.375000 5431600.00 6500257.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-05-15 4.500000 678000.00 854172.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-01-15 0.500000 62309900.00 61519864.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-15 0.125000 4188000.00 4322919.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-05-15 2.500000 1427100.00 1424431.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-06-30 2.125000 7580700.00 7538824.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-31 1.125000 10007200.00 9594002.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.250000 3281000.00 3256566.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-09-15 1.375000 128800.00 126693.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-12-31 1.875000 424000.00 422692.24 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0133 100000000.00 100000000.00 0.0015 N Y Y N Credit Suisse AG Credit Suisse AG 1.350 ANGGYXNX0JLX3X63JN86 BRTF48LV3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-10-31 2.000000 419800.00 412601.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-30 2.125000 3105000.00 3014115.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-15 0.125000 3140000.00 3304272.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-30 1.875000 5224500.00 5144427.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-15 1.000000 6119100.00 6124254.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-08-15 4.500000 6615600.00 8453782.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-11-15 6.125000 7185100.00 9379200.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-31 2.250000 7271000.00 7128706.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-31 1.375000 8344300.00 7876781.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 4.750000 8520600.00 11317263.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-15 3.125000 8610000.00 8788633.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-31 1.375000 9673000.00 9531290.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 1.500000 24083600.00 22023695.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 4.250000 50650000.00 62304572.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-09-30 2.125000 53096900.00 52994986.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-09-30 1.875000 105425000.00 103236678.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-10-31 1.625000 123403500.00 117666462.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 2.250000 159293200.00 156066863.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-15 0.125000 224305000.00 231519942.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-31 2.000000 270880000.00 270213634.41 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 1075000000.00 1075000000.00 0.0158 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.330 1VUV7VQFKUOQSJ21A208 BRTF48M26 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 212233100.00 211836262.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 2.500000 373405500.00 376583546.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-12-31 2.000000 592686600.00 584580251.83 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0133 1150000000.00 1150000000.00 0.0169 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 1.340 OXTKY6Q8X53C9ILVV871 BRTF48LG6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-02-22 0.000000 2664800.00 2662722.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-26 0.000000 125000.00 124016.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-02-15 0.000000 659700.00 359318.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-05-15 0.000000 57600.00 32223.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-11-15 0.000000 42600.00 31742.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 0.000000 13000000.00 5657730.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 8.125000 5382100.00 6459031.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-15 8.125000 400000.00 493175.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 7.500000 49500000.00 65263425.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-15 2.000000 9299000.00 9238221.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-01-15 0.500000 24835000.00 24520113.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-31 2.000000 116724900.00 116433087.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-31 1.435200 95710300.00 95703600.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 3.625000 115037600.00 120345137.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 1.375000 290000.00 287391.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 3.625000 30397100.00 32085884.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-31 2.875000 197000.00 199344.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.125000 141374200.00 151144251.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 3.500000 176915000.00 183401323.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 1.375000 5000000.00 4857610.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-06-30 1.875000 66575700.00 66170631.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-31 1.875000 66362400.00 64669495.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-31 2.125000 201133500.00 194996916.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 2.625000 173505000.00 177270930.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-15 2.125000 100000000.00 100159883.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-09-30 2.125000 109772200.00 107061444.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 1.250000 103176100.00 103060212.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 0.000000 1164217.60 961736.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 0.000000 0.18 0.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-15 0.000000 169936.24 165475.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 0.000000 76910755.91 73252880.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 0.000000 207391.00 180813.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-05-15 0.000000 206250.00 168920.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-05-15 0.000000 0.82 0.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-05-15 0.000000 206250.64 140347.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 0.000000 4320061.44 3858290.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-08-15 0.000000 2433111.16 1402810.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-15 0.000000 176603.00 170204.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-15 0.000000 206260.16 193566.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-11-15 0.000000 206252.00 177087.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 0.000000 224527.78 186914.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-11-15 0.000000 275000.00 221729.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-11-15 0.000000 275046.00 184319.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.000000 2367933.44 1146648.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 0.000000 7299420.16 3136122.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.000000 4159936.26 1730699.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-05-15 0.000000 22321216.00 11478685.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 0.000000 3510537.55 1496823.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-05-15 0.000000 0.40 0.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-08-15 0.000000 1446771.87 759670.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-08-15 0.000000 91.11 37.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-11-15 0.000000 568480.64 297321.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-11-15 0.000000 60.65 25.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-11-15 0.000000 0.64 0.26 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's NR 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 1700000000.00 1700000000.00 0.0249 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.370 ZBUT11V806EZRVTWT807 BRTF48LL5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2019-11-15 3.375000 19795000.00 20378733.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 7.250000 55775900.00 69165175.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 4.625000 76914800.00 100054601.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-11-15 2.000000 78474000.00 74393675.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 3.625000 80453600.00 84165514.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-28 1.500000 80911000.00 77492492.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 2.750000 82658700.00 84351474.38 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0137 500000000.00 500000000.00 0.0073 N Y Y N BNP Paribas SA BNP Paribas SA 1.330 R0MUWSFPU8MPRO8K5P83 BRTF48MF7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2030-08-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-08-15 0.000000 0.80 0.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 0.000000 1.03 0.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-11-15 0.000000 2.42 1.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 0.000000 9.07 7.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-05-15 0.000000 11.81 7.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-11-15 0.000000 14.31 9.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-05-15 0.000000 22.95 17.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-15 0.000000 25.19 22.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-11-15 0.000000 26.20 14.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 0.000000 28.24 26.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 0.000000 33.38 16.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.000000 37.80 17.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-05-15 0.000000 38.61 32.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-11-15 0.000000 42.43 24.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 0.000000 48.57 23.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-05-15 0.000000 50.01 35.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 0.000000 56.18 53.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-11-15 0.000000 56.37 31.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-11-15 0.000000 60.38 47.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-02-15 0.000000 65.09 38.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-02-15 0.000000 69.12 43.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-05-15 0.000000 82.80 54.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-05-15 0.000000 92.48 53.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-11-15 0.000000 94.09 49.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-15 0.000000 100.00 88.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-02-15 0.000000 100.00 58.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 0.000000 100.00 50.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 0.000000 100.00 43.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 2.500000 100.00 92.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 2.500000 200000100.00 182688627.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-08-15 2.250000 100.00 87.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-06-15 1.500000 100.00 98.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-15 0.000000 112.24 103.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-05-15 0.000000 113.87 82.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-08-15 0.000000 128.34 98.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 0.000000 132.45 106.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 0.000000 135.30 65.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-02-15 0.000000 137.47 88.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 0.000000 151.28 130.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-05-15 0.000000 161.21 132.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 0.000000 200.00 93.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-05-15 0.000000 217.27 111.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-02-15 0.000000 229.20 167.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-08-15 0.000000 237.48 132.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-05-15 0.000000 420.83 378.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 0.000000 500.00 231.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 0.000000 563.33 298.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-11-15 0.000000 593.17 449.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 0.000000 651.56 297.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-02-15 0.000000 688.64 487.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 0.000000 730.87 348.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 0.000000 868.55 410.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-05-15 0.000000 1299.45 646.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 0.000000 1366.07 635.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 0.000000 1495.67 689.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.000000 2058.90 997.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-30 1.505188 19400.00 19494.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 0.000000 35945.76 28341.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 0.000000 182016.19 92009.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-04-15 3.875000 310000.00 629079.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-15 0.125000 438400.00 452523.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-11-15 0.000000 500788.52 314870.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 0.000000 600000.00 265386.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 0.000000 720700.00 348141.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-15 1.125000 902000.00 895683.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-29 2.125000 1033300.00 1014487.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.000000 1217600.00 510430.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-28 1.500000 4044200.00 4049780.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-15 2.000000 5021300.00 4972833.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-15 0.750000 8000000.00 7870054.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 3.000000 9400000.00 9569161.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 11428492.67 8217314.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-11-15 0.000000 12840878.08 8861361.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 3.125000 18489300.00 19204412.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-11-15 0.000000 18679164.21 11029859.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-15 0.125000 21257400.00 22369501.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 1.375000 23026100.00 27556445.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-30 2.000000 23064100.00 22973379.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-10-15 1.000000 24498100.00 24130555.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-06-30 1.625000 25000000.00 24894164.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 3.125000 25598000.00 26737398.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-05-15 0.000000 26516561.92 16424093.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-15 1.375000 31732600.00 36795812.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 0.750000 50000000.00 49698803.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-15 1.375000 56753000.00 66325511.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-12-31 1.625000 62765000.00 62261723.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-03-31 1.375000 62844700.00 62093472.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.875000 79883300.00 82559990.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-04-15 3.375000 91816100.00 174343729.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.250000 107556400.00 106755443.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-31 1.125000 136361100.00 131177310.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-31 1.750000 150000000.00 144632812.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-09-30 1.125000 166805400.00 160103411.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 3.750000 178154400.00 182164258.15 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0133 1652000000.00 1652000000.00 0.0242 N Y Y N Barclays Capital Inc. Barclays Capital Inc. 1.350 AC28XWWI3WIBK2824319 BRTF48LM3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-02-15 0.000000 99800.00 44422.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 0.000000 100.00 92.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 0.000000 499700.00 418029.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 0.000000 39999900.00 17408356.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 3.750000 162482300.00 187926454.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 2.875000 231035800.00 229763514.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-11-15 4.375000 165503200.00 206383473.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-30 1.875000 234777700.00 230459009.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-31 1.125000 238712200.00 228855773.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-15 1.625000 219840000.00 217345130.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 0.000000 910625.00 891756.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 0.000000 14374.94 13416.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-02-15 0.000000 14366.01 11163.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-02-15 0.000000 235000.00 166462.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-02-15 0.000000 6.90 4.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-02-15 0.000000 434371.84 262760.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-05-15 0.000000 10000.00 7244.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-15 0.000000 372000.00 368633.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-15 0.000000 14374.96 13914.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 0.000000 338953.00 320307.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-15 0.000000 24997.30 22986.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 0.000000 695000.00 601355.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 0.000000 14374.98 11682.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 0.000000 499999.36 394229.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-08-15 0.000000 499015.00 336944.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-08-15 0.000000 9374.81 5405.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-15 0.000000 400000.00 385508.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 0.000000 19998.48 16648.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-11-15 0.000000 600000.00 483774.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-11-15 0.000000 543999.00 364555.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-11-15 0.000000 3884990.00 2370310.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-11-15 0.000000 215000.00 122924.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-02-15 0.000000 14375.00 7661.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 0.000000 14374.98 7459.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 0.000000 14374.98 7200.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.000000 14374.98 6960.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 0.000000 14375.00 6345.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.000000 14375.00 6425.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 0.000000 14375.00 6255.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 0.000000 184999.68 82267.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 0.000000 215000.00 93185.30 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 1300000000.00 1300000000.00 0.0191 N Y Y N Bank of Montreal Bank of Montreal 1.310 NQQ6HPCNCCU6TUTQYE16 BRTF48LK7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-02-15 0.750000 2671600.00 2877591.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 3.125000 18288000.00 18865299.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-30 1.375000 19122500.00 18621576.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-15 0.125000 19137800.00 20350305.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.875000 44612000.00 46106837.04 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0131 104727000.00 104727000.00 0.0015 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.350 8NAV47T0Y26Q87Y0QP81 BRTF48LP6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-01-31 2.500000 10301500.00 10200094.61 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 10000000.00 10000000.00 0.0001 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.350 VYVVCKR63DVZZN70PB21 BRTF48LB7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2019-09-30 1.750000 87300.00 87345.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-31 1.000000 122600.00 122588.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-28 2.750000 217800.00 220535.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-01 0.000000 245200.00 244911.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-22 0.000000 268000.00 267791.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 1.000000 291700.00 291917.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-28 2.000000 489700.00 489476.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-15 0.000000 506000.00 505171.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-30 2.250000 591200.00 593262.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-30 1.375000 611600.00 611842.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-15 2.125000 799100.00 800377.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 1.000000 835200.00 838774.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 0.750000 976300.00 976482.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-31 0.750000 996200.00 997635.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-28 1.375000 1003900.00 1003459.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-22 0.000000 1327800.00 1325279.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 3.000000 1858400.00 1881293.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-31 2.250000 2187900.00 2194310.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 3.875000 3284400.00 3333538.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-15 0.125000 3905700.00 3908511.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-30 2.375000 4008500.00 4029640.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.625000 4279000.00 4284438.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 1.250000 5485600.00 5474238.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-30 1.375000 7163000.00 7150121.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.750000 8673400.00 8680503.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 2.500000 9302200.00 9381370.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-31 2.375000 9753000.00 9819469.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-15 1.000000 10403700.00 10438483.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-31 2.875000 10751600.00 10879570.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-31 0.875000 10843000.00 10837135.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 3.000000 12237300.00 12378487.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-09-30 2.000000 12244800.00 12252002.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-09-15 1.000000 12380200.00 12369363.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-31 0.875000 13088600.00 13115028.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-28 1.500000 13989700.00 14009002.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-15 1.000000 14206700.00 14218667.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-15 1.125000 14226900.00 14227079.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-31 2.125000 15176300.00 15272841.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.500000 15243900.00 15235419.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-12-31 2.375000 15657000.00 15732879.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-03-31 2.250000 16088500.00 16178161.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 2.625000 16819200.00 16978709.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 3.000000 16864700.00 17142313.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-05-15 2.500000 17101600.00 17069623.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.625000 17825800.00 17825676.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 1.250000 18213300.00 18192842.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-29 0.000000 19274700.00 19234019.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-31 1.375000 19881100.00 19852471.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 0.000000 20292400.00 20281397.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-15 0.125000 20893900.00 21210215.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-31 1.500000 21765800.00 21874841.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 1.750000 22019700.00 22103870.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-09-30 2.125000 22152200.00 22109681.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-15 2.625000 24370600.00 24741851.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-01-15 0.375000 25007900.00 24971578.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 3.500000 30141100.00 30644407.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 3.000000 38944300.00 39408952.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-08 0.000000 50920100.00 50849448.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-11-15 2.750000 54700100.00 55515785.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-28 0.750000 65521000.00 65687743.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 0.625000 77040200.00 77006082.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-30 1.625000 89844300.00 89790378.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-09-30 1.375000 124775400.00 125014506.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-08 0.000000 174360300.00 174307120.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-05-15 3.000000 350398200.00 353948159.66 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 1571000000.00 1571000000.00 0.0230 N Y Y N Deutsche Bank AG Deutsche Bank AG 1.350 7LTWFZYICNSX8D621K86 BRTF48M00 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-03-31 1.375000 100.00 98.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-31 1.750000 100.00 96.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-31 2.375000 100.00 100.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-05-31 1.750000 100.00 97.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 8.750000 200.00 240.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 3.500000 44300.00 45039.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-30 1.750000 113000.00 112595.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 1.375000 188300.00 186432.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 2.750000 304300.00 310520.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 3.125000 334000.00 344543.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 2.500000 433700.00 399171.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-08-15 2.375000 539000.00 536288.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-15 0.625000 834400.00 888477.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.875000 2181000.00 2254079.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-15 8.125000 2299700.00 2594638.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 6.000000 2388100.00 3028165.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-11-15 2.875000 2810000.00 2770984.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-01-15 0.250000 5216800.00 5315199.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 1.500000 6834000.00 6249478.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 8.875000 11653100.00 12954692.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-31 0.750000 16809000.00 16767732.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-11-15 6.500000 18221700.00 23891741.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.625000 18684800.00 18708549.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-15 8.000000 19645000.00 23957403.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-15 7.125000 26770000.00 33476776.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-15 0.125000 33950000.00 33974442.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-07-15 0.375000 34156000.00 33730159.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.125000 35379900.00 37241473.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-28 1.750000 36132600.00 35459681.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-31 1.500000 40489500.00 39075606.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-12-31 1.625000 41671600.00 41337459.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-01-15 2.375000 42656900.00 62808934.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 3.750000 45319800.00 52416720.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-30 0.625000 49999700.00 49836962.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-15 1.375000 50373600.00 58411146.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 3.625000 57737600.00 65645336.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-31 2.000000 70615700.00 70307853.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-01-15 2.375000 73260100.00 103329702.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-30 1.375000 92087800.00 90783327.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 2.000000 177017500.00 171091800.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 2.500000 302981600.00 276756324.56 U.S. Treasuries (including strips) Y Fitch F2 Moody's P-2 Standard & Poor's A-2 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 1350000000.00 1350000000.00 0.0198 N Y Y N TD Securities USA LLC TD Securities USA LLC 1.330 SUVUFHICNZMP2WKHG940 BRTF48LQ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2019-01-15 1.125000 47250900.00 46920013.17 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0133 46000000.00 46000000.00 0.0007 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 1.310 K5HU16E3LMSVCCJJJ255 BRTF48M67 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-02-15 7.625000 100.00 135.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-01-15 0.375000 100.00 99.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-08-15 6.375000 300.00 401.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 0.000000 900.00 385.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-02-15 6.625000 4600.00 6192.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 3.750000 101300.00 116483.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-04-15 3.375000 323500.00 614273.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 0.000000 400685.48 349337.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-15 0.000000 443372.05 407698.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 2.000000 495300.00 682921.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-02-15 4.500000 3424200.00 4311421.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-04-15 3.875000 3921400.00 7957657.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-01-15 0.250000 7052600.00 7185626.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 0.000000 8200800.00 4102942.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-15 0.375000 9413500.00 9964725.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-15 1.375000 9600400.00 11219696.62 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0131 46000000.00 46000000.00 0.0007 N Y Y N Societe Generale SA Societe Generale SA 1.320 O2RNE8IBXP4R0TD8PU41 BRTF4C3C6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-05-15 0.000000 2.32 2.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-05-15 0.000000 94.58 75.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-31 2.000000 400.00 398.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-05-15 0.000000 13499785.04 9483328.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 1.500000 13942700.00 13803838.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 3.000000 140034800.00 141759848.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 0.000000 158149200.00 79123626.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-05-15 0.000000 184390000.00 133588711.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-08-15 0.000000 237300000.00 132240171.00 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-07 2018-02-07 2018-02-07 N N N 0.0132 500000000.00 500000000.00 0.0073 N N Y N RBC Capital Markets LLC RBC Capital Markets LLC 1.310 549300LCO2FLSSVFFR64 BRTF48M34 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2047-02-15 0.000000 9.47 3.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-08-15 0.000000 79.84 32.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 3.750000 100.00 115.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.625000 100.00 100.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-11-15 2.750000 900.00 913.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-15 0.125000 47000.00 49458.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-05-15 1.750000 75000.00 73181.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 3.875000 90000.00 91346.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-11-15 4.375000 237100.00 295665.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-31 0.750000 400000.00 400576.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 9.000000 498600.00 535488.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-15 2.125000 646000.00 758784.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-09-30 1.375000 649000.00 637562.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-28 1.500000 694800.00 665333.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-31 1.500000 750000.00 748120.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-28 1.125000 751700.00 728994.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-31 1.875000 756700.00 742951.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 1.250000 1035000.00 1033837.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-15 0.625000 1067000.00 1184275.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-31 1.000000 1211400.00 1211282.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 3.125000 1667200.00 1744210.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-03-31 1.875000 1725000.00 1697513.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 0.625000 4209700.00 4376974.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-04-15 3.375000 4681000.00 8888452.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-10-31 1.250000 14651800.00 14103116.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-31 1.375000 15706500.00 14825938.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-15 1.125000 20999900.00 24275413.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-05-15 2.125000 25784500.00 24970387.35 U.S. Treasuries (including strips) Y Fitch NR Moody's P-2 Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0131 102000000.00 102000000.00 0.0015 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.370 ZBUT11V806EZRVTWT807 BRTF48MH3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-02-15 0.000000 15400.00 6798.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-02-15 0.000000 18900.00 12972.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-02-15 0.000000 24700.00 17496.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-02-15 0.000000 25000.00 15587.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-02-15 0.000000 27500.00 17702.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-08-15 0.000000 27800.00 19388.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-08-15 0.000000 32000.00 20928.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 38400.00 27610.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-02-15 0.000000 42000.00 25406.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 0.000000 42700.00 20202.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-05-15 0.000000 67000.00 45635.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-08-15 0.000000 76300.00 48368.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-02-15 0.000000 78400.00 52120.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-05-15 0.000000 80700.00 53214.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-02-15 0.000000 128186.00 75204.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-11-15 0.000000 237700.00 154234.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-02-15 0.000000 270000.00 152188.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-02-15 0.000000 271800.00 204646.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 0.000000 315900.00 146931.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-02-15 0.000000 317500.00 174548.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-05-15 0.000000 319500.00 191872.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-08-15 0.000000 324800.00 240800.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 0.000000 328400.00 166006.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-02-15 0.000000 331100.00 241709.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-08-15 0.000000 339700.00 202284.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-11-15 0.000000 358900.00 218972.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 0.000000 376953.00 181171.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-05-15 0.000000 378300.00 213001.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-05-15 0.000000 422000.00 296446.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-11-15 0.000000 430400.00 231456.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-05-15 0.000000 441000.00 182181.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-05-15 0.000000 444700.00 258566.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-05-15 0.000000 465700.00 239486.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-15 0.000000 480000.00 438887.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-11-15 0.000000 491300.00 361523.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-08-15 0.000000 491600.00 302171.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-11-15 0.000000 511900.00 365312.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-02-15 0.000000 512200.00 358765.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-02-15 0.000000 520000.00 283228.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-08-15 0.000000 534636.00 289430.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-05-15 0.000000 537700.00 267564.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-11-15 0.000000 648100.00 382696.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-08-15 0.000000 740500.00 413554.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 0.000000 778300.00 334388.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-05-15 0.000000 795599.00 508276.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.000000 830000.00 345313.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 0.000000 915200.00 398240.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 0.000000 1000000.00 985440.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-11-15 0.000000 1043000.00 721703.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-08-15 0.000000 1248500.00 719822.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-11-15 0.000000 1261900.00 699408.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-11-15 0.000000 1310000.00 976107.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-05-15 0.000000 1487000.00 1111398.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-02-15 0.000000 1528500.00 867194.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-05-15 0.000000 1546700.00 958010.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-15 0.000000 2000000.00 1779140.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 0.000000 2177000.00 1950134.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-05-15 0.000000 2208367.00 1204885.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 0.000000 2265000.00 1855691.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.000000 2734800.00 1222455.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 0.000000 3170000.00 1563982.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.000000 3195100.00 1547195.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 3360000.00 2452128.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 0.000000 3518400.00 1762436.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-08-15 0.000000 3824000.00 2052225.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-11-15 0.000000 3855000.00 2046812.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 0.000000 3910000.00 1670469.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 0.000000 4195000.00 3487009.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-08-15 0.000000 4253700.00 2168323.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 0.000000 4750000.00 4403107.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 0.000000 4847000.00 2234660.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 0.000000 5251000.00 2365680.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-02-15 0.000000 6230000.00 4609265.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 0.000000 6293500.00 3002188.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 0.000000 6339700.00 2874927.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.000000 6510600.00 3057117.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 0.000000 7047200.00 3728391.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 0.000000 7391700.00 3245177.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-08-15 0.000000 8540000.00 6406024.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 0.000000 8699200.00 3770407.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 0.000000 8966000.00 7291061.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 0.000000 10404300.00 4628145.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-11-15 0.000000 10490500.00 6595902.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-05-15 0.000000 10681000.00 5571850.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-08-15 0.000000 12010000.00 8118159.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 0.000000 20125400.00 15868073.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-11-15 0.000000 23664300.00 18509506.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-11-15 0.000000 24364500.00 12742877.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-08-15 0.000000 25605400.00 13444882.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-02-15 0.000000 25648400.00 19932653.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 0.000000 31564900.00 29461414.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-05-15 0.000000 40510000.00 28934268.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-02-15 0.000000 41171400.00 21943943.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-11-15 0.000000 42748000.00 32766769.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 0.000000 56060000.00 30321734.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-08-15 0.000000 57359700.00 43848049.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 0.000000 63071600.00 33244410.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 0.000000 75694200.00 39277718.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-11-15 0.000000 80734000.00 63745147.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-02-15 0.000000 125280000.00 75710462.81 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0137 583000000.00 583000000.00 0.0085 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.340 CYYGQCGNHMHPSMRL3R97 BRTF48LW1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2046-02-15 0.000000 13669000.00 5926742.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.000000 17440000.00 8333006.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.000000 86822400.00 36396819.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 0.000000 101884000.00 48283843.80 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 97000000.00 97000000.00 0.0014 N Y Y N Goldman Sachs Co. LLC Goldman Sachs Co. LLC 1.250 FOR8UP27PHTHYVLBNG30 BRTF48LH4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-06-30 1.625000 22718100.00 22440066.23 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0125 22000000.00 22000000.00 0.0003 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.280 CYYGQCGNHMHPSMRL3R97 BRTF52KU8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2046-08-15 0.000000 6000.00 2565.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-11-15 0.000000 339000.00 139467.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.000000 355000.00 175558.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 0.000000 825000.00 363643.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 0.000000 1185000.00 596197.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 0.000000 1692400.00 782735.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 0.000000 3191000.00 1566078.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 0.000000 20302000.00 10392187.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.000000 27056000.00 12323196.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-05-15 0.000000 42168000.00 17592068.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-02-15 0.000000 45161650.00 33962916.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 0.000000 55595000.00 24105437.42 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0128 100000000.00 100000000.00 0.0015 N Y Y N The Bank of Nova Scotia The Bank of Nova Scotia 1.330 L3I9ZG2KFGXZ61BMYR72 BRTF535A7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-01-31 2.250000 500.00 490.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.250000 15414900.00 15300107.54 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0133 15000000.00 15000000.00 0.0002 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.350 8NAV47T0Y26Q87Y0QP81 BRTF48MD2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-01-31 2.500000 19572700.00 19380031.23 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 19000000.00 19000000.00 0.0003 N Y Y N Citigroup Global Markets Citigroup Global Markets 1.330 MBNUM2BPBDO7JBLYG310 BRTF48LN1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-06-30 2.125000 5553200.00 5522524.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-08-15 2.375000 45707500.00 45477565.19 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0133 50000000.00 50000000.00 0.0007 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.350 VYVVCKR63DVZZN70PB21 BRTF48LX9 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 113333.00 117906.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-15 0.375000 392498.00 415481.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 3.125000 418929.00 438279.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 3.125000 457098.00 477443.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.625000 822152.00 842138.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 9.000000 968595.00 1040255.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 3.375000 1054971.00 1141794.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 2.750000 1256421.00 1282300.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 3.625000 2055381.00 2150210.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-15 0.125000 2081245.00 2246461.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-15 3.625000 2214007.00 2303101.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 2.625000 2320864.00 2371238.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.125000 2966783.00 3122885.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 3.125000 3272662.00 3399238.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 3.500000 4685483.00 4857269.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 3.750000 4846214.00 4955291.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-15 3.375000 5231750.00 5386028.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 3.500000 5450888.00 5541908.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 0.625000 6026419.00 6265882.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-15 0.625000 6055562.00 6721136.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-15 3.125000 6189700.00 6317886.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-15 0.125000 6279881.00 6482192.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 3.625000 6340393.00 6692648.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 2.750000 7051640.00 7195787.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.125000 7438674.00 7952743.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.875000 7477248.00 7727791.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 8.875000 8036143.00 8933739.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 1.000000 8201286.00 8900575.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 3.125000 9073143.00 9359555.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-15 4.000000 9146850.00 9426350.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.750000 9528338.00 10263011.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 0.750000 9592331.00 9846139.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-07-15 0.375000 11809819.00 12137616.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-01-15 0.250000 12418986.00 12653233.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-15 0.625000 18469690.00 19666708.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-15 0.125000 19473095.00 20706843.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 3.125000 19884293.00 20748289.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 3.000000 20292657.00 20657842.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 0.125000 23593288.00 24767044.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-15 0.125000 23771059.00 25014664.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-01 0.000000 122981641.00 122973101.02 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 425000000.00 425000000.00 0.0062 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.340 CYYGQCGNHMHPSMRL3R97 BRTF48LT8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-05-15 0.000000 59620000.00 30275632.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.000000 96746000.00 46226205.82 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 75000000.00 75000000.00 0.0011 N Y Y N Goldman Sachs Co. LLC Goldman Sachs Co. LLC 0.700 FOR8UP27PHTHYVLBNG30 BRTF52D44 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2047-08-15 0.000000 297000.00 122577.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-02-15 0.000000 434000.00 236386.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-15 0.000000 525000.00 519807.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 0.000000 547000.00 457598.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 0.000000 1325429.76 670004.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 0.000000 1424000.00 1357954.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 0.000000 1624300.00 1617234.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-15 0.000000 2009300.00 1837062.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-02-15 0.000000 2216000.00 1552175.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 0.000000 2447300.00 2400776.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 2665600.00 1945354.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-02-15 0.000000 3567000.00 2800808.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-08-15 0.000000 6345200.00 2609019.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 0.000000 7228000.00 6474770.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-02-15 0.000000 8536100.00 4996093.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.000000 8843700.00 4005311.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-11-15 0.000000 9439000.00 7235087.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-02-15 0.000000 9675500.00 5847194.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 0.000000 10258186.24 9574580.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-11-15 0.000000 12747550.72 8271375.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-15 0.000000 13431255.04 12944640.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 0.000000 18662500.00 15289999.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-05-15 0.000000 19512800.00 13937017.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-05-15 0.000000 24366900.00 10094719.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-08-15 0.000000 43332000.00 33486536.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 0.000000 43399905.28 35851793.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 0.000000 50154946.56 46433951.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-02-15 0.000000 60758917.12 47216362.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 0.000000 67117056.00 67078799.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-02-15 0.000000 92698009.60 59672489.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-05-15 0.000000 100221400.00 50578733.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 0.000000 123618000.00 52883780.40 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0070 500000000.00 500000000.00 0.0073 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.330 1VUV7VQFKUOQSJ21A208 BRTF48M42 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 76312.00 73793.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-06-30 1.125000 125415601.00 120534852.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 2.500000 178162378.00 179678714.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-09-30 1.375000 320506104.00 301787359.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-12-31 2.000000 511622931.00 504625313.97 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0133 1085000000.00 1085000000.00 0.0159 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.350 8NAV47T0Y26Q87Y0QP81 BRTF48M59 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-09-30 1.875000 27218620.00 26655319.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-15 1.625000 62695105.00 61983605.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-15 1.125000 70038210.00 80962598.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 3.000000 82879885.00 83836108.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-15 0.125000 91919795.00 93311380.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 3.625000 100828145.00 114523371.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-01-15 0.500000 101008325.00 99727627.07 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 550000000.00 550000000.00 0.0081 N Y Y N Citigroup Global Markets Citigroup Global Markets 1.330 MBNUM2BPBDO7JBLYG310 BRTF48MC4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-03-31 2.875000 88.00 89.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-07-31 1.625000 88.00 86.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-01 0.000000 352.00 351.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-31 1.375000 352.00 332.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-31 1.875000 352.00 343.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-06-30 1.375000 352.00 331.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-30 1.750000 704.00 701.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-10-31 1.483188 4312.00 4331.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-11-15 2.250000 5104.00 4920.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-11 0.000000 5984.00 5914.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-28 1.750000 13288.00 13040.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-15 1.125000 28160.00 27962.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-02-15 5.375000 53328.00 69951.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-15 0.875000 64240.00 64046.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-29 2.125000 185680.00 182299.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 6.250000 209440.00 255506.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-12-31 2.250000 236280.00 232267.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-29 0.000000 353584.00 352837.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-28 0.000000 528000.00 524634.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-06-30 1.250000 550000.00 544637.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 3.625000 583528.00 615947.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-12-31 2.125000 598576.00 593374.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-07 0.000000 629200.00 625911.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-22 0.000000 762080.00 761486.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-01 0.000000 772376.00 771468.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-30 2.125000 807400.00 783703.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-05 0.000000 941248.00 939021.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-15 8.125000 1004960.00 1133846.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-30 1.375000 1145584.00 1115574.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 0.750000 1166440.00 1166658.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 7.250000 1243000.00 1540754.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 1.625188 1279080.00 1284655.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-19 0.000000 1320000.00 1316031.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-30 1.375000 1391896.00 1372179.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 8.875000 1435192.00 1595495.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-31 2.000000 1448920.00 1445297.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 6.125000 1750584.00 2384629.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-09-15 1.000000 1760264.00 1758723.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-15 1.000000 1770560.00 1772051.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 9.000000 1833040.00 1968654.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-15 0.000000 1912768.00 1909635.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-10-31 1.500000 2037200.00 2024125.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-31 1.125000 2066240.00 2049524.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-06-30 1.625000 2183632.00 2156907.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-08-31 1.875000 2207920.00 2124335.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-05-15 3.000000 2332880.00 2356514.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-08 0.000000 2347928.00 2347211.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 6.000000 2392720.00 3034024.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-31 0.000000 2396064.00 2384225.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-10-31 2.250000 2496824.00 2449354.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-10-31 1.250000 2587200.00 2490314.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-06 0.000000 2684880.00 2646029.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-09-30 1.375000 2872320.00 2852691.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 4.625000 2889920.00 3759351.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-11-15 2.750000 2949760.00 2993746.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 0.875000 2978800.00 2927594.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-02-15 4.500000 3118720.00 3926790.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-28 2.750000 3131040.00 3170367.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 1.750000 3131040.00 3143008.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.625000 3141600.00 3145593.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-03 0.000000 3414048.00 3401518.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-31 1.375000 3520000.00 3506967.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-31 0.750000 3876400.00 3859305.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-15 8.125000 4074576.00 5023700.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-15 1.000000 4257352.00 4227517.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 3.125000 4400000.00 4595849.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 1.500000 4400000.00 4356178.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 3.500000 4959680.00 5042498.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-06-15 0.875000 5173520.00 5098916.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-15 7.625000 5280000.00 6594885.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-03-31 1.250000 5287128.00 5138051.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-08-15 5.500000 5835632.00 7460173.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-31 1.375000 5865640.00 5775083.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-31 1.375000 6215880.00 6206929.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 6.875000 6265160.00 8269096.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 1.375000 6440192.00 6376305.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-31 0.875000 6657992.00 6671436.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-29 1.250000 6777936.00 6690894.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.500000 6878080.00 6874253.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-26 0.000000 7116208.00 7060227.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 1.500000 7394640.00 7314767.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 3.000000 7396400.00 7481735.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 6.750000 7450520.00 9996957.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-10-31 2.000000 7873360.00 7738354.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-30 1.250000 8013280.00 7989313.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-15 4.000000 8123984.00 8372229.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-31 1.500000 8578240.00 8556747.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 8.125000 9149976.00 10980840.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-01-31 2.500000 9173120.00 9082822.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.250000 9211752.00 9172177.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-31 0.750000 9586456.00 9562920.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 7.500000 9919976.00 13079022.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-09-30 1.875000 10174120.00 9963562.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-15 1.000000 10258952.00 10084827.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-31 1.125000 10262824.00 10163440.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-26 0.000000 10399664.00 10364882.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-30 2.375000 10878120.00 10935489.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-22 0.000000 11188672.00 11167432.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-05-15 2.375000 11309056.00 11042818.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-14 0.000000 11737264.00 11671682.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 3.125000 11757768.00 12268657.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-24 0.000000 12027048.00 11971442.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-30 2.250000 12080288.00 12122426.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-31 2.250000 12106160.00 12141631.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-15 2.000000 12464584.00 12344274.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 1.000000 12950432.00 13005858.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-06-30 2.125000 13245848.00 13083185.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-12 0.000000 13455024.00 13418695.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-15 1.000000 13930312.00 13976886.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-31 0.875000 14434200.00 14426393.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-12-31 2.250000 14612048.00 14268051.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 0.750000 14622608.00 14534522.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-15 2.125000 15340248.00 15364774.47 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0133 550000000.00 550000000.00 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.170 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 0.0117 255000000.00 255000000.00 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.373 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 0.0137 183859400.37 183859400.37 0.0027 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.315 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 0.0132 3620283464.22 3620283464.22 0.0531 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.429 912796LX5 US912796LX51 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-04-26 2018-04-26 2018-04-26 N N N 0.0143 202436397.87 202436397.87 0.0030 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.370 ZBUT11V806EZRVTWT807 BRSHJ5R10 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 2020-01-31 1.435188 255020000.00 255002139.56 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0137 250000000.00 250000000.00 0.0037 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.340 CYYGQCGNHMHPSMRL3R97 0000853784 BRSM2LJW3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 2047-11-15 0.000000 606000.00 248556.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-05-15 0.000000 2045000.00 1481663.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-08-15 0.000000 3666375.00 2329284.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-11-15 0.000000 4012662.50 2529863.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 0.000000 5018687.50 2303125.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-02-15 0.000000 6950065.00 4622905.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 0.000000 6959937.50 3149371.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 0.000000 7302062.50 3414882.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-08-15 0.000000 7382500.00 3047569.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-08-15 0.000000 8014250.00 3407338.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-02-15 0.000000 8155500.00 5778906.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-02-15 0.000000 8754375.00 5148622.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-05-15 0.000000 8910162.50 5529825.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 0.000000 9214475.00 4273212.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 10575000.00 7607443.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-02-15 0.000000 10923175.00 6011131.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-02-15 0.000000 11222375.00 7019258.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-08-15 0.000000 11228375.00 6701880.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-02-15 0.000000 11357175.00 6462913.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-11-15 0.000000 11562162.50 6621187.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.000000 12206500.00 5078392.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-02-15 0.000000 12576375.00 8113773.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-05-15 0.000000 12823500.00 5349836.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-02-15 0.000000 13287500.00 9120673.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.000000 13487625.00 6063092.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-05-15 0.000000 14829162.50 9495260.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-02-15 0.000000 15090075.00 11018169.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-08-15 0.000000 15909175.00 9190093.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-11-15 0.000000 16777412.50 12339283.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-08-15 0.000000 17046450.00 12632953.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-05-15 0.000000 17745162.50 10006674.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-11-15 0.000000 18861162.50 11525867.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-11-15 0.000000 25725937.50 10865092.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 0.000000 27130875.00 12374120.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-11-15 0.000000 27520000.00 17892403.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 0.000000 27884750.00 12033942.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 0.000000 27973562.50 14213926.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-08-15 0.000000 28212500.00 19634207.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-05-15 0.000000 28912162.50 17392400.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-02-15 0.000000 29556375.00 17918551.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 0.000000 29853000.00 13247268.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-05-15 0.000000 30064162.50 19847157.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-08-15 0.000000 35433937.50 18132254.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-11-15 0.000000 36026162.50 24863815.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 0.000000 36433937.50 15598097.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-08-15 0.000000 37795375.00 23273635.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 0.000000 38570625.00 18477643.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 0.000000 40947562.50 19462784.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-08-15 0.000000 41944375.00 27473564.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-05-15 0.000000 47376162.50 27611300.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.000000 49767125.00 23476148.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 0.000000 51362000.00 22486795.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-11-15 0.000000 54264162.50 32126011.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 0.000000 57445375.00 28928915.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 0.000000 66779937.50 29069973.01 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 651000000.00 651000000.00 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.534 912796MF3 US912796MF37 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-06-21 2018-06-21 2018-06-21 N N N 0.0153 48888485.06 48888485.06 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.624 912796MK2 US912796MK22 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-07-19 2018-07-19 2018-07-19 N N N 0.0162 869047323.89 869047323.89 0.0127 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.134 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 0.0113 516814259.19 516814259.19 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.331 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 0.0133 254465878.21 254465878.21 0.0037 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 1.310 K5HU16E3LMSVCCJJJ255 0000067088 BRT7GA6R9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-03-01 0.000000 847000.00 846004.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 0.000000 52329500.00 26180972.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-02-15 6.625000 3682400.00 4957268.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-02-15 4.500000 4780000.00 6018513.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-02-15 4.375000 100.00 124.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 4.625000 176800.00 229990.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 3.000000 1100000.00 1119795.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-04-15 3.375000 217000.00 412047.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 8.750000 17100.00 19943.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-05-15 5.000000 5466900.00 7270404.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-05-15 4.500000 100.00 125.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-05-15 4.375000 200100.00 250924.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 3.000000 200000.00 203292.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 2.500000 7573000.00 6917501.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-08-15 2.250000 3411000.00 2968432.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-08-15 2.750000 20000.00 19340.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-15 1.375000 1456300.00 1701933.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-15 0.125000 3563800.00 3750243.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-15 0.625000 4194800.00 4466664.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-01-15 0.250000 2104600.00 2144297.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-01-15 0.375000 8685400.00 8672785.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 3.625000 4605900.00 4818404.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-15 2.000000 500000.00 496701.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 2.750000 370000.00 377563.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-28 1.750000 355000.00 348388.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.125000 5611800.00 5907074.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-30 2.250000 1100.00 1103.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-04-30 2.000000 100.00 96.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 1.750000 2934900.00 2831070.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-31 1.500000 100.00 99.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-31 1.500000 1800.00 1776.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-06-30 1.375000 6478300.00 6101052.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-07-15 1.500000 500.00 491.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-15 0.125000 20224100.00 20530275.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-07-15 0.375000 9420200.00 9681670.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 1.500000 6460700.00 5908107.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.250000 500.00 496.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-31 1.375000 900.00 849.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-09-30 1.375000 6995500.00 6586936.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 3.750000 200.00 204.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-30 2.000000 828000.00 812000.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-30 2.125000 720000.00 698868.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-12-31 1.875000 1926000.00 1920059.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-12-31 2.000000 5980000.00 5898209.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 0.000000 47616500.00 21721218.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 2.000000 10535900.00 14526946.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-15 7.125000 249600.00 312133.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-04-15 3.875000 1211400.00 2458281.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 3.125000 3883700.00 4033910.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 3.000000 18136600.00 18360019.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 0.625000 4468200.00 4645746.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 2.000000 12871200.00 12440333.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-28 1.500000 14585400.00 13966829.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.875000 500.00 494.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-30 1.375000 100.00 97.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-05-15 2.125000 521600.00 505131.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-05-15 1.625000 109000.00 100618.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 1.375000 100000.00 97152.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-15 0.375000 4826600.00 5109231.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.000000 950000.00 938397.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-11-15 2.750000 4106200.00 4167431.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-15 0.000000 591600.50 544000.32 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2018-02-01 2018-02-07 2018-02-07 Y MUFG SECURITIES AMERICAS INC 1.0000 7 N Fitch A Moody's NR Standard & Poor's A N N 0.0131 250000000.00 250000000.00 0.0037 N N Y N Societe Generale SA Societe Generale SA 1.320 O2RNE8IBXP4R0TD8PU41 BRT81KDN2 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 51.83 30.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 0.000000 100.00 45.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-31 1.375000 100.00 98.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 0.000000 187.12 163.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-05-15 0.000000 672.45 534.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-03-31 1.500000 273400.00 261189.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-30 2.375000 668100.00 671623.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 1.605188 999400.00 1004835.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-05-15 3.000000 9929000.00 10029592.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 2.750000 85451300.00 87198059.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-08-15 0.000000 141415079.62 104833826.82 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-07 2018-02-07 Y SOCIETE GENERALE SA 1.0000 7 N Fitch A Moody's A2 Standard & Poor's A N N 0.0132 200000000.00 200000000.00 0.0029 N N Y N U.S. Treasury Bills U.S. Treasury Bills 1.316 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 0.0132 546123345.14 546123345.14 0.0080 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.320 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 0.0132 163474416.44 163474416.44 0.0024 N Y Y N Societe Generale SA Societe Generale SA 1.340 O2RNE8IBXP4R0TD8PU41 BRTA2XZV6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2036-08-15 0.000000 54.19 31.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-05-15 0.000000 80.95 64.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-15 1.250000 100.00 99.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 0.000000 200.00 167.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-01-15 1.750000 200.00 260.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-30 2.375000 200.00 201.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 0.000000 300.00 137.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 0.000000 732.50 638.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 1.000000 20000.00 20085.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-15 0.000000 43900.00 42790.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-09-30 1.375000 94200.00 88698.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-11-15 0.000000 139600.00 58844.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-09-30 2.125000 200000.00 199616.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 1.625000 208400.00 202465.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 3.750000 1310000.00 1515141.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-15 8.000000 2594700.00 3164279.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 2.875000 4420500.00 4396156.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-15 1.000000 9880600.00 9913634.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-30 1.000000 13267400.00 13197259.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-30 1.250000 13916000.00 13830789.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-15 1.125000 20010800.00 23132035.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 0.750000 24050700.00 23836661.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-09-30 2.000000 29641600.00 29659036.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-10-31 1.250000 31409100.00 31057374.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-12-31 2.000000 43963400.00 43362099.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-15 1.375000 50000000.00 57977935.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-05-15 3.000000 52240000.00 52769254.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-07-15 0.375000 54410600.00 55920839.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-31 1.875000 55847500.00 54832805.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-31 1.375000 57010000.00 56129849.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-15 2.625000 59474900.00 60380914.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 0.625000 60008900.00 62393387.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-01-15 0.500000 62100000.00 61312625.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-12-15 1.375000 63543000.00 62804338.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-11-15 2.250000 79579200.00 77479575.36 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-07 2018-02-07 Y SOCIETE GENERALE SA 1.0000 7 N Fitch A Moody's A2 Standard & Poor's A N N 0.0134 784000000.00 784000000.00 0.0115 N N Y N U.S. Treasury Bills U.S. Treasury Bills 1.330 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 0.0133 1922156939.92 1922156939.92 0.0282 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.717 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 0.0172 126115231.30 126115231.30 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.370 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 0.0137 1262276802.17 1262276802.17 0.0185 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.457 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 0.0146 926597167.20 926597167.20 0.0136 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.459 912796PF0 US912796PF00 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-05-10 2018-05-10 2018-05-10 N N N 0.0146 1318224322.96 1318224322.96 0.0193 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.466 912796PG8 US912796PG82 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-05-17 2018-05-17 2018-05-17 N N N 0.0147 72381777.68 72381777.68 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.503 912796PH6 US912796PH65 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-05-31 2018-05-31 2018-05-31 N N N 0.0150 351945941.47 351945941.47 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.515 912796PJ2 US912796PJ22 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-06-07 2018-06-07 2018-06-07 N N N 0.0151 1171177860.36 1171177860.36 0.0172 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.528 912796PL7 US912796PL77 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-06-14 2018-06-14 2018-06-14 N N N 0.0153 142480946.07 142480946.07 0.0021 N Y Y N Natixis SA Natixis SA 1.320 KX1WK48MPD4Y2NCUIZ63 BRTAJB2S9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 2018-06-14 0.000000 100.00 99.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-31 1.875000 100.00 97.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-12-31 1.625000 100.00 99.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-03-31 1.375000 100.00 98.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-31 1.250000 100.00 93.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 0.750000 100.00 99.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-29 1.250000 100.00 98.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-15 0.375000 100.00 105.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.125000 200.00 213.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-06-30 1.625000 200.00 197.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-26 0.000000 400.00 398.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-28 1.125000 700.00 697.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-15 0.125000 800.00 812.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-05-31 2.000000 800.00 773.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 8.750000 1000.00 1200.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-21 0.000000 1600.00 1590.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 3.125000 740800.00 775018.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-05-15 1.750000 960400.00 937112.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 1.500000 1585200.00 1449615.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-07-15 0.125000 3999900.00 3962006.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-11-15 2.875000 4875400.00 4807706.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-31 0.750000 4999900.00 4987624.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-09-15 0.875000 6000000.00 5905893.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 2.750000 6612900.00 6414707.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-05-31 1.750000 6873000.00 6695338.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-15 1.125000 7000000.00 8091842.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-05-15 2.125000 13391900.00 12969067.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 1.625000 14028000.00 13040606.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 1.375000 35145500.00 34796856.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-12-31 2.125000 36808500.00 36488624.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 8.500000 37325600.00 43541630.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.250000 38780000.00 38613397.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-31 2.250000 40645100.00 39849675.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-29 2.125000 41566700.00 40809930.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 1.375000 49999900.00 59837293.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-04-30 2.000000 87597100.00 84921698.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-11-30 2.125000 114528500.00 112097719.11 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0132 550000000.00 550000000.00 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.564 912796PM5 US912796PM50 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-06-28 2018-06-28 2018-06-28 N N N 0.0156 2676581656.32 2676581656.32 0.0392 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.591 912796PN3 US912796PN34 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-07-05 2018-07-05 2018-07-05 N N N 0.0159 397316224.00 397316224.00 0.0058 N Y Y N Bank of Montreal Bank of Montreal 1.300 NQQ6HPCNCCU6TUTQYE16 BRTE660K5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2019-07-31 1.625000 200.00 198.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 1.500000 1400.00 1384.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.625000 4300.00 4404.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-30 1.750000 39000.00 38191.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-30 1.875000 43000.00 42209.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-31 0.875000 101000.00 101203.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-31 1.125000 328500.00 314936.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-01 0.000000 450800.00 450768.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 1.625000 648800.00 603132.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.875000 2388000.00 2468015.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.500000 2794600.00 2793045.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 2.000000 4690000.00 4515431.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 3.000000 6487100.00 6567012.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-04-15 3.375000 9611600.00 18250853.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-30 2.125000 20591300.00 19986960.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 7.875000 39966000.00 47999518.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 3.000000 43915200.00 44705494.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-05-15 1.625000 115000000.00 106157246.55 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2018-02-07 2018-02-07 2018-02-12 Y BANK OF MONTREAL 1.0000 7 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0130 250000000.00 250000000.00 0.0037 N N Y N BNP Paribas SA BNP Paribas SA 1.320 R0MUWSFPU8MPRO8K5P83 BRTEL2JD3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2031-02-15 0.000000 83.91 57.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 100.00 72.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 0.000000 456.02 359.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.000000 900.00 377.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 0.000000 1500.00 700.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 0.000000 1800.00 923.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-15 3.125000 11200.00 11431.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-31 1.250000 13900.00 13830.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-15 0.125000 233400.00 236933.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-31 1.250000 1011100.00 1004148.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-31 1.375000 4510600.00 4493899.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 0.000000 4703600.00 2479220.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-06-30 1.625000 4985700.00 4964593.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-31 1.250000 5046000.00 5006283.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-08-15 2.750000 6264600.00 6057893.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-15 0.125000 8820700.00 9520915.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 3.625000 11374300.00 12932123.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-01-15 2.500000 12169800.00 16686608.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.250000 12446800.00 12393327.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 3.625000 15000000.00 15833361.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 3.125000 18947900.00 19680749.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 1.375000 35871900.00 42929634.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-01-15 0.625000 109499900.00 113850940.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 2.875000 140676300.00 139901613.20 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A N N 0.0132 400000000.00 400000000.00 0.0059 N Y Y N BNP Paribas SA BNP Paribas SA 1.350 R0MUWSFPU8MPRO8K5P83 BRTELS8X4 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 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-02-15 0.000000 48.38 34.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-08-15 2.375000 100.00 99.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.125000 100.00 106.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-11-15 0.000000 100.00 69.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 0.000000 200.00 105.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-15 2.125000 200.00 234.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 0.000000 1314.96 600.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-08-15 7.250000 9000.00 11155.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 3.000000 40900.00 41403.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 194606.81 139926.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 1.000000 207200.00 208086.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-08 0.000000 258000.00 254624.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-11-15 0.000000 1125169.92 643304.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-04-15 3.625000 1249800.00 2481449.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-11-15 0.000000 1457500.00 1117188.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 0.000000 2690086.19 1423217.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 0.000000 2798571.02 2274426.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-31 2.000000 4235000.00 4216537.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 2.125000 4934800.00 7170025.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 3.625000 5228900.00 5519404.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-02-15 2.250000 82742600.00 80468864.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-08-15 2.250000 135346400.00 117785594.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 1.375000 160283500.00 191819000.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-10-31 1.500000 403011000.00 400424537.75 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-02 2018-02-02 2018-02-02 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A N N 0.0135 800000000.00 800000000.00 0.0117 N N Y N U.S. Treasury Bills U.S. Treasury Bills 1.606 912796PQ6 US912796PQ64 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-07-12 2018-07-12 2018-07-12 N N N 0.0161 589455864.57 589455864.57 0.0086 N Y Y N Societe Generale SA Societe Generale SA 1.370 O2RNE8IBXP4R0TD8PU41 BRTENZZ16 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-10-15 1.625000 100.00 98.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-30 2.000000 100.00 99.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-15 1.250000 100.00 99.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 7.500000 2126800.00 2804085.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 4.250000 2749700.00 3382406.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-28 2.000000 10999900.00 10994873.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 3.500000 38366700.00 39773357.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 0.125000 107473000.00 112819739.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-15 0.125000 113026100.00 118939167.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-05 0.000000 115357200.00 114577385.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-01-15 0.375000 147876700.00 147661924.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 3.000000 194927000.00 197175963.53 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-07 2018-02-07 2018-03-05 Y SOCIETE GENERALE SA 1.0000 7 N Fitch A Moody's A2 Standard & Poor's A N N 0.0137 733460000.00 733460000.00 0.0108 N N Y N BNP Paribas SA BNP Paribas SA 1.340 R0MUWSFPU8MPRO8K5P83 BRTESGJY9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2034-08-15 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 2038-08-15 0.000000 0.32 0.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-11-15 0.000000 12.13 7.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-05-15 0.000000 18.92 13.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-05-15 0.000000 38.08 23.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-02-15 0.000000 44.80 28.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2038-11-15 0.000000 45.21 24.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 0.000000 63.01 31.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-05-15 0.000000 66.56 34.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 0.000000 100.00 51.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-08-15 5.500000 100.00 127.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-30 1.505188 100.00 100.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-02-15 0.000000 181.35 106.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 0.000000 200.00 93.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-11-15 0.000000 268.59 140.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.000000 300.00 142.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-02-15 4.750000 500.00 651.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 0.000000 858.11 453.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-08-15 0.000000 79300.00 33707.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 3.500000 319000.00 324326.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 2.250000 659600.00 646240.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-03-31 1.375000 3050000.00 3013541.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-14 0.000000 3546100.00 3526286.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 11610000.00 8472978.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 3.625000 58642600.00 66607872.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-30 2.000000 81928000.00 81605743.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.750000 142708100.00 153711471.36 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-07 2018-02-07 2018-02-09 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A N N 0.0134 311710000.00 311710000.00 0.0046 N N Y N U.S. Treasury Bills U.S. Treasury Bills 1.654 912796PS2 US912796PS21 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-08-02 2018-08-02 2018-08-02 N N N 0.0165 1487658120.00 1487658120.00 0.0218 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.495 9128282M1 US9128282M19 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-01 2019-07-31 2019-07-31 N N N 0.0140 200266594.00 200266594.00 0.0029 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.310 1VUV7VQFKUOQSJ21A208 BRTF0GU98 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-11-15 2.000000 42779500.00 40555143.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 1.375000 168146600.00 163358126.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-15 1.125000 264786100.00 306086787.85 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0131 500000000.00 500000000.00 0.0073 N Y Y N BNP Paribas SA BNP Paribas SA 1.310 R0MUWSFPU8MPRO8K5P83 BRTF0GTW9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2034-05-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.000000 2.03 0.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-05-15 0.000000 2.75 1.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 0.000000 8.14 4.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-11-15 0.000000 12.79 7.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-02-15 0.000000 12.80 8.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-08-15 0.000000 31.59 22.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-11-15 0.000000 37.74 20.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-11-15 0.000000 52.64 32.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-05-15 0.000000 64.34 37.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 0.000000 67.44 53.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-02-15 0.000000 100.00 58.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-05-15 0.000000 100.00 54.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-02-15 0.000000 100.00 50.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.000000 100.00 45.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 0.000000 100.00 44.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 0.000000 100.00 43.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-15 1.000000 100.00 99.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-02-15 0.000000 104.87 74.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 0.000000 112.86 54.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2035-11-15 0.000000 118.07 69.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 0.000000 126.32 59.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 0.000000 200.00 93.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 0.000000 211.80 196.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-05-15 0.000000 213.01 105.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 0.000000 235.12 112.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.000000 300.00 142.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 0.000000 311.12 157.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 0.000000 359.58 165.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 0.000000 424.50 197.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2033-02-15 0.000000 425.04 273.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2029-02-15 0.000000 513.93 375.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 0.000000 678.81 331.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.000000 968.12 468.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-05-31 1.875000 1100.00 1077.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-28 2.000000 25000.00 24988.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-16 0.000000 299900.00 297227.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2047-02-15 0.000000 2028400.00 850325.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-02-15 4.625000 3871100.00 5035719.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-31 1.125000 4634000.00 4457837.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-15 0.125000 9786600.00 10298595.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 8.750000 23871400.00 28664978.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2032-05-15 0.000000 28385038.22 18717378.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 1.250000 39798500.00 39753798.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-12-31 2.125000 45000000.00 44278638.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-15 1.000000 52733500.00 52777922.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-10-31 2.000000 81535800.00 80137695.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 1.000000 89247000.00 89628967.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-07-15 0.375000 394996000.00 390071385.63 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-01 2018-02-01 N N N 0.0131 750000000.00 750000000.00 0.0110 N Y Y N Societe Generale SA Societe Generale SA 1.380 O2RNE8IBXP4R0TD8PU41 BRTF0N435 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 0.04 0.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-31 1.250000 100.00 98.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-30 1.375000 100.00 100.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 0.000000 200.00 91.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 0.000000 259.79 226.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-05-15 0.000000 455.46 361.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-09-15 1.000000 10600.00 10590.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-09-30 2.125000 11000.00 10728.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-31 1.125000 17100.00 16934.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-15 2.000000 107800.00 106128.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-08-31 1.875000 284300.00 273537.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-31 0.750000 1000000.00 1001440.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 4.250000 1093100.00 1344622.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 3.750000 2641600.00 2701056.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-15 2.125000 2690200.00 2694501.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2039-11-15 4.375000 4195000.00 5231189.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-03-31 1.250000 5051000.00 4908581.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-11-15 2.250000 7611300.00 7410482.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 9.125000 8290800.00 8625309.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-31 1.500000 16000000.00 15441280.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.125000 21673700.00 23171520.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-12-31 2.000000 24156200.00 23825808.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 2.000000 24423500.00 23514421.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-06-30 2.000000 28000000.00 27004395.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-30 2.000000 47323000.00 47136859.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-15 1.250000 51042400.00 50841497.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 3.125000 68042000.00 71070632.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 2.875000 69503500.00 68888764.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-15 1.000000 73606000.00 73852094.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-31 1.875000 78025700.00 76035264.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 1.500000 80615500.00 73720342.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-08-15 0.000000 97550000.00 67910408.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-15 2.000000 119629800.00 118840665.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2034-11-15 0.000000 119750000.00 73061870.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.125000 143782900.00 151348283.07 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-26 2018-02-26 2018-02-26 N N N 0.0138 1000000000.00 1000000000.00 0.0147 N N N Y U.S. Treasury Notes U.S. Treasury Notes 1.483 9128283B4 US9128283B45 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-01 2019-10-31 2019-10-31 N N N 0.0143 1833096451.26 1833096451.26 0.0268 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.430 9128283T5 US9128283T52 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-04-30 2020-01-31 2020-01-31 N N N 0.0144 499974905.00 499974905.00 0.0073 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828A75 US912828A750 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-12-31 2018-12-31 2018-12-31 N N N 0.0192 594354389.97 594354389.97 0.0087 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828B33 US912828B337 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-01-31 2019-01-31 2019-01-31 N N N 0.0196 31458046.80 31458046.80 0.0005 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 0.0145 89718928.44 89718928.44 0.0013 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 0.0134 401434761.68 401434761.68 0.0059 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.875 912828L81 US912828L815 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-10-15 2018-10-15 2018-10-15 N N N 0.0181 651745460.27 651745460.27 0.0096 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 912828Q86 US912828Q863 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-01 2018-04-30 2018-04-30 N N N 0.0138 2070789772.99 2070789772.99 0.0303 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 0.0142 380882831.20 380882831.20 0.0056 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 0.0174 84883788.85 84883788.85 0.0012 N Y Y N BNP Paribas SA BNP Paribas SA 1.300 R0MUWSFPU8MPRO8K5P83 BRTF35VK3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-05-15 0.000000 0.39 0.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 0.000000 0.95 0.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-05-15 0.000000 5.28 4.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 0.000000 20.41 18.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 0.000000 25.81 20.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2027-05-15 0.000000 39.66 30.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-15 0.000000 40.00 38.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-15 0.000000 62.11 57.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-15 0.000000 67.11 63.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-08-15 0.000000 68.24 53.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-15 0.000000 101.38 95.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2037-08-15 0.000000 117.96 65.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 0.000000 125.92 123.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-15 0.000000 271.17 256.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 0.000000 291.99 129.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-15 0.000000 297.80 288.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 9.125000 300.00 312.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 0.000000 900.00 420.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2031-02-15 0.000000 36657.48 25159.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 0.000000 102600.00 52618.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-31 0.875000 123300.00 123548.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.750000 1000000.00 1000819.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-15 1.875000 2571200.00 3063344.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-19 0.000000 5232700.00 5216968.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-31 2.375000 27938600.00 27763983.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-15 1.625000 34456200.00 34065171.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-31 1.500000 105304500.00 105832052.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-30 1.750000 123528000.00 123085555.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-31 1.375000 136883900.00 133268796.20 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-06 2018-02-06 2018-02-06 N N N 0.0130 425000000.00 425000000.00 0.0062 N N Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828RH5 US912828RH57 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-09-30 2018-09-30 2018-09-30 N N N 0.0179 244668759.60 244668759.60 0.0036 N Y Y N Societe Generale SA Societe Generale SA 1.310 O2RNE8IBXP4R0TD8PU41 BRTF363U0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-05-15 1.750000 25000.00 24393.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-31 1.375000 886500.00 872060.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-06-30 1.375000 5000000.00 4708837.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2030-11-15 0.000000 6551162.62 4520891.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-28 1.500000 27960600.00 26774784.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 2.000000 219684900.00 218099125.07 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-06 2018-02-06 2018-02-06 N N N 0.0131 250000000.00 250000000.00 0.0037 N N Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.300 CYYGQCGNHMHPSMRL3R97 BRTF35WK2 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 127650000.00 95996631.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-08-15 0.000000 128913125.00 63872588.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-05-15 0.000000 142674562.50 71247397.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2041-11-15 0.000000 163963562.50 80496272.13 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2018-02-06 2018-02-06 2018-02-06 N N N 0.0130 305500000.00 305500000.00 0.0045 N N Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828RT9 US912828RT95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-11-30 2018-11-30 2018-11-30 N N N 0.0189 94683860.16 94683860.16 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828RY8 US912828RY80 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-12-31 2018-12-31 2018-12-31 N N N 0.0192 155877843.94 155877843.94 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.609 912828S84 US912828S844 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-01 2018-07-31 2018-07-31 N N N 0.0140 870876499.73 870876499.73 0.0128 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.250 912828SD3 US912828SD35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-01-31 2019-01-31 2019-01-31 N N N 0.0195 78461840.63 78461840.63 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.605 912828T75 US912828T750 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-01 2018-10-31 2018-10-31 N N N 0.0139 1161204191.00 1161204191.00 0.0170 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.250 912828U99 US912828U998 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-12-31 2018-12-31 2018-12-31 N N N 0.0192 13303957.97 13303957.97 0.0002 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 0.0135 271432366.80 271432366.80 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.125 912828V56 US912828V566 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-01-31 2019-01-31 2019-01-31 N N N 0.0195 163178315.63 163178315.63 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.575 912828V64 US912828V640 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-01 2019-01-31 2019-01-31 N N N 0.0139 705647132.45 705647132.45 0.0103 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828VQ0 US912828VQ01 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-07-31 2018-07-31 2018-07-31 N N N 0.0167 561480316.48 561480316.48 0.0082 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.505 912828X54 US912828X547 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-01 2019-04-30 2019-04-30 N N N 0.0140 578509820.02 578509820.02 0.0085 N Y Y N BlackRock Liquidity Funds 2018-02-07 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer