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U.S. Treasuries (including strips) T Note 1.5 09/15/2022 2021-03-01 0.030000 91075600.00 93565841.88 U.S. Treasuries (including strips) T Bond 6.625 02/15/2027 2021-03-01 0.030000 100000000.00 132974712.00 U.S. Treasuries (including strips) T Note 2.625 06/30/2023 2021-03-01 0.030000 83948400.00 88971560.81 U.S. Treasuries (including strips) T Note .375 11/30/2025 2021-03-01 0.030000 389271800.00 382265137.27 U.S. Treasuries (including strips) T Bond 1.125 05/15/2040 2021-03-01 0.030000 400000000.00 332373988.00 U.S. Treasuries (including strips) T Note 2.875 09/30/2023 2021-03-01 0.030000 12290800.00 13259788.73 U.S. Treasuries (including strips) T Note 2 10/31/2022 2021-03-01 0.030000 75000000.00 77782900.50 U.S. Treasuries (including strips) T Bond 3.75 11/15/2043 2021-03-01 0.030000 375099600.00 482840167.05 U.S. Treasuries (including strips) T Bond 4.25 05/15/2039 2021-03-01 0.030000 100000000.00 135271754.00 U.S. Treasuries (including strips) T Note .375 09/30/2027 2021-03-01 0.030000 250000000.00 238040007.50 U.S. Treasuries (including strips) T Note .25 06/15/2023 2021-03-01 0.030000 99000000.00 99076662.63 U.S. Treasuries (including strips) T Note 2.375 02/29/2024 2021-03-01 0.030000 700019700.00 750378263.19 U.S. Treasuries (including strips) T Note 2.875 11/30/2023 2021-03-01 0.030000 78156400.00 84201137.12 U.S. Treasuries (including strips) T Note 2.125 12/31/2022 2021-03-01 0.030000 60000000.00 62335919.40 U.S. Treasuries (including strips) T Bond 3.625 08/15/2043 2021-03-01 0.030000 550000000.00 689803136.00 U.S. Treasuries (including strips) T Bond 2.75 11/15/2042 2021-03-01 0.030000 750000000.00 826239442.50 U.S. Treasuries (including strips) T Bond 4.5 08/15/2039 2021-03-01 0.030000 150000000.00 207503910.00 U.S. Treasuries (including strips) T Note 1.625 11/15/2022 2021-03-01 0.030000 150000000.00 154425993.00 U.S. Treasuries (including strips) T Bond 4.375 05/15/2041 2021-03-01 0.030000 250000000.00 345875800.00 U.S. Treasuries (including strips) T Bond 1.125 08/15/2040 2021-03-01 0.030000 350000000.00 288596297.50 U.S. Treasuries (including strips) T Note 2.875 05/15/2028 2021-03-01 0.030000 250000000.00 280492312.50 U.S. Treasuries (including strips) T Note 1.125 02/28/2025 2021-03-01 0.030000 150498600.00 154439834.76 U.S. Treasuries (including strips) T Bond 4.375 05/15/2040 2021-03-01 0.030000 500000000.00 688528600.00 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2021-03-01 2021-03-01 2021-03-01 N N N 0.0003 7000000000.00 7000000000.00 0.0590 N Y Y N Natixis SA Natixis SA 0.010 KX1WK48MPD4Y2NCUIZ63 BRWHXBYX8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-05-15 1.250000 100.00 77.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.625000 100.00 103.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-04-30 0.500000 100.00 96.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.625000 100.00 92.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-09-30 0.375000 100.00 95.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.125000 100.00 99.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 1.125000 200.00 167.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 1.000000 300.00 398.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-08-15 1.375000 300.00 239.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 300.00 321.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-15 0.250000 300.00 299.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 500.00 576.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.000000 600.00 688.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.250000 900.00 952.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 2.750000 1000.00 1094.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 0.125000 1000.00 999.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 3.000000 1200.00 1376.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 1900.00 1887.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 4.500000 18500.00 25622.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 3.625000 166600.00 209198.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 760800.00 870750.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-11-15 1.625000 1089100.00 932442.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 3.625000 3083700.00 3868367.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-15 0.125000 3260500.00 3243221.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 4995300.00 6330933.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 4.250000 6999700.00 9524152.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 7156000.00 8096099.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 11000000.00 18864058.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 13990100.00 17803052.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 2.250000 15180700.00 16290389.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 1.375000 19893800.00 28758407.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 25001200.00 32181141.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-05-15 3.000000 27491800.00 31577381.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-11-15 2.750000 27524000.00 30311674.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 30903600.00 32245362.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-13 0.000000 42998000.00 42989185.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 43784100.00 56382295.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 44043000.00 51236392.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.375000 45899100.00 49204467.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.250000 47696600.00 56645494.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-31 0.125000 48973700.00 48941221.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 1.125000 51744000.00 52304534.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 52801200.00 59401627.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-08-15 2.250000 53851700.00 53341762.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 0.250000 75000100.00 77417642.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 2.750000 100939600.00 108593654.68 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2021-03-01 2021-03-01 2021-03-01 N N N 0.0001 880000000.00 880000000.00 0.0074 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.010 CYYGQCGNHMHPSMRL3R97 BRWHXBYD2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 3/8 TPRN 50 2050-08-15 0.000000 26684100.00 13560859.62 U.S. Treasuries (including strips) 1 7/8 NOTE V 22 2022-02-28 1.875000 31476300.00 32321797.76 U.S. Treasuries (including strips) 0 3/8 NOTE AY 22 2022-03-31 0.375000 37363600.00 37526020.60 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 2027-06-30 0.500000 12962700.00 12495100.32 U.S. Treasuries (including strips) 0 1/8 NOTE AQ 23 2023-08-15 0.125000 60035400.00 59847007.92 U.S. Treasuries (including strips) TINT 02/15/32 2032-02-15 0.000000 17800740.00 14634522.38 U.S. Treasuries (including strips) TINT 08/15/35 2035-08-15 0.000000 10889600.00 8114701.24 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2021-03-01 2021-03-01 2021-03-01 N N N 0.0001 175000000.00 175000000.00 0.0015 N Y Y N Societe Generale SA Societe Generale SA 0.010 O2RNE8IBXP4R0TD8PU41 BRWHXBZ17 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 12/02/21 2021-12-02 0.000000 100.00 99.94 U.S. Treasuries (including strips) 3 TPRN 47 2047-05-15 0.000000 590000.00 316528.51 U.S. Treasuries (including strips) 8 1/8 BOND 21 2021-05-15 8.125000 102900.00 107060.05 U.S. Treasuries (including strips) 8 BOND 21 2021-11-15 8.000000 100.00 107.93 U.S. Treasuries (including strips) 4 3/8 BOND 40 2040-05-15 4.375000 123.00 169.75 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 2989200.00 3430067.88 U.S. Treasuries (including strips) 0 3/4 TRIB 45 2045-02-15 0.750000 100.00 127.25 U.S. Treasuries (including strips) 2 BOND 50 2050-02-15 2.000000 4449400.00 4166408.08 U.S. Treasuries (including strips) 1 3/8 BOND 50 2050-08-15 1.375000 100.00 79.82 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-02-15 1.875000 100.00 90.71 U.S. Treasuries (including strips) 2 1/8 NOTE N 24 2024-07-31 2.125000 100.00 105.86 U.S. Treasuries (including strips) 1 7/8 NOTE AB 22 2022-07-31 1.875000 1482500.00 1520743.59 U.S. Treasuries (including strips) 2 7/8 NOTE AT 21 2021-11-15 2.875000 5473000.00 5626190.63 U.S. Treasuries (including strips) 1 3/4 NOTE AA 24 2024-06-30 1.750000 144034300.00 150771579.98 U.S. Treasuries (including strips) 1 3/4 NOTE AP 22 2022-07-15 1.750000 100.00 102.41 U.S. Treasuries (including strips) 1 5/8 NOTE E 22 2022-08-15 1.625000 47521000.00 48566641.84 U.S. Treasuries (including strips) 2 1/8 NOTE H 24 2024-02-29 2.125000 100.00 106.35 U.S. Treasuries (including strips) 0 1/2 NOTE AK 23 2023-03-15 0.500000 2318900.00 2338924.15 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 2027-07-31 0.375000 100.00 95.51 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 2027-09-30 0.375000 100.00 95.33 U.S. Treasuries (including strips) 0 1/4 NOTE AT 23 2023-11-15 0.250000 135163900.00 135054596.46 U.S. Treasuries (including strips) TINT 05/15/25 2025-05-15 0.000000 103.69 100.69 U.S. Treasuries (including strips) TINT 05/15/27 2027-05-15 0.000000 18.15 16.87 U.S. Treasuries (including strips) TINT 02/15/28 2028-02-15 0.000000 1.00 0.91 U.S. Treasuries (including strips) TINT 08/15/39 2039-08-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) TINT 02/15/46 2046-02-15 0.000000 0.04 0.02 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2021-03-01 2021-03-01 2021-03-01 N N N 0.0001 345000000.00 345000000.00 0.0029 N Y Y N BlackRock Liquidity Funds 2021-03-04 /s/Ann Frechette Ann Frechette Assistant Treasurer