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4845000.00 4844176.35 U.S. Treasuries (including strips) BILL 11/18/21 2021-11-18 0.000000 8599300.00 8597881.12 U.S. Treasuries (including strips) BILL 11/26/21 2021-11-26 0.000000 6587800.00 6586594.43 U.S. Treasuries (including strips) BILL 01/06/22 2022-01-06 0.000000 183600.00 183559.42 U.S. Treasuries (including strips) BILL 09/07/21 2021-09-07 0.000000 3781000.00 3780844.98 U.S. Treasuries (including strips) BILL 10/05/21 2021-10-05 0.000000 5994000.00 5993508.49 U.S. Treasuries (including strips) 8 1/8 BOND 21/08 2021-08-15 8.125000 8847000.00 9200161.98 U.S. Treasuries (including strips) 7 1/8 BOND 23 2023-02-15 7.125000 6956300.00 7928706.07 U.S. Treasuries (including strips) 6 1/4 BOND 23 2023-08-15 6.250000 12507600.00 14402746.16 U.S. Treasuries (including strips) 7 1/2 BOND 24 2024-11-15 7.500000 1951100.00 2436305.66 U.S. Treasuries (including strips) 7 5/8 BOND 25 2025-02-15 7.625000 25446800.00 32749136.74 U.S. Treasuries (including strips) 6 7/8 BOND 25 2025-08-15 6.875000 2985300.00 3833159.01 U.S. Treasuries (including strips) 6 BOND 26 2026-02-15 6.000000 35366700.00 44847524.35 U.S. Treasuries (including strips) 6 1/2 BOND 26 2026-11-15 6.500000 12205200.00 16011451.58 U.S. Treasuries (including strips) 6 5/8 BOND 27 2027-02-15 6.625000 3795100.00 5112207.76 U.S. Treasuries (including strips) 6 1/8 BOND 27 2027-11-15 6.125000 23225900.00 30977740.54 U.S. Treasuries (including strips) 5 1/2 BOND 28 2028-08-15 5.500000 27983300.00 37300089.59 U.S. Treasuries (including strips) 5 1/4 BOND 29 2029-02-15 5.250000 30562900.00 40615452.18 U.S. Treasuries (including strips) 6 1/8 BOND 29 2029-08-15 6.125000 19631600.00 27848402.60 U.S. Treasuries (including strips) 5 3/8 BOND 31 2031-02-15 5.375000 12904700.00 18124526.10 U.S. Treasuries (including strips) 4 3/4 BOND 37 2037-02-15 4.750000 2593900.00 3822235.00 U.S. Treasuries (including strips) 4 5/8 BOND 40 2040-02-15 4.625000 33455800.00 49989582.79 U.S. Treasuries (including strips) 4 3/4 BOND 41 2041-02-15 4.750000 8135200.00 12425546.27 U.S. Treasuries (including strips) 3 1/8 BOND 43 2043-02-15 3.125000 5377400.00 6697098.84 U.S. Treasuries (including strips) 3 5/8 BOND 43 2043-08-15 3.625000 9760300.00 13096671.06 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 34910600.00 43711938.75 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 4340300.00 4903085.12 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 5647700.00 6814771.79 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 7946800.00 9871928.46 U.S. Treasuries (including strips) 3 1/8 BOND 48 2048-05-15 3.125000 2099800.00 2663602.19 U.S. Treasuries (including strips) 3 3/8 BOND 48 2048-11-15 3.375000 12609100.00 16743234.38 U.S. Treasuries (including strips) 3 BOND 49 2049-02-15 3.000000 19978200.00 25038379.05 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-08-15 1.125000 19450600.00 17417968.78 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 5467400.00 4896867.90 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-02-15 1.875000 44908100.00 44963618.57 U.S. Treasuries (including strips) 1 7/8 BOND 41 2041-02-15 1.875000 41274300.00 42096660.33 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 22398500.00 23432011.96 U.S. Treasuries (including strips) 1 7/8 NOTE AB 22 2022-07-31 1.875000 15955300.00 16388409.88 U.S. Treasuries (including strips) 1 5/8 NOTE AC 22 2022-08-31 1.625000 40155200.00 41087120.14 U.S. Treasuries (including strips) 1 7/8 NOTE AD 22 2022-09-30 1.875000 11994000.00 12315016.66 U.S. Treasuries (including strips) 2 1/8 NOTE Q 24 2024-09-30 2.125000 31270500.00 33198866.47 U.S. Treasuries (including strips) 2 1/4 NOTE R 24 2024-10-31 2.250000 8111200.00 8639521.87 U.S. Treasuries (including strips) 2 1/8 NOTE S 24 2024-11-30 2.125000 20802600.00 22047939.46 U.S. Treasuries (including strips) 2 3/8 NOTE U 23 2023-01-31 2.375000 33219700.00 34726957.26 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 18462100.00 20013302.98 U.S. Treasuries (including strips) 2 5/8 NOTE V 23 2023-02-28 2.625000 23485300.00 24659691.62 U.S. Treasuries (including strips) 2 3/4 NOTE Y 23 2023-04-30 2.750000 12327100.00 12966214.18 U.S. Treasuries (including strips) 2 7/8 NOTE L 25 2025-05-31 2.875000 36623000.00 40096183.03 U.S. Treasuries (including strips) 2 3/4 NOTE Z 23 2023-05-31 2.750000 16496900.00 17347450.42 U.S. Treasuries (including strips) 2 3/4 NOTE AC 23 2023-08-31 2.750000 23398200.00 24897853.71 U.S. Treasuries (including strips) 2 3/4 NOTE P 25 2025-08-31 2.750000 43694400.00 48066666.84 U.S. Treasuries (including strips) 2 3/4 NOTE AR 21 2021-09-15 2.750000 13065700.00 13241757.33 U.S. Treasuries (including strips) 2 7/8 NOTE AE 23 2023-10-31 2.875000 8721300.00 9299403.36 U.S. Treasuries (including strips) 2 7/8 NOTE AF 23 2023-11-30 2.875000 36973600.00 39410830.01 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 2025-12-31 2.625000 3905100.00 4256855.58 U.S. Treasuries (including strips) 2 5/8 NOTE G 26 2026-01-31 2.625000 8704600.00 9591359.24 U.S. Treasuries (including strips) 2 3/8 NOTE AK 22 2022-03-15 2.375000 6004800.00 6143785.37 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 2026-03-31 2.250000 8480000.00 9167774.85 U.S. Treasuries (including strips) 2 1/4 NOTE AL 22 2022-04-15 2.250000 9531600.00 9739831.08 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 2026-04-30 2.375000 2465400.00 2677757.14 U.S. Treasuries (including strips) 2 1/8 NOTE AM 22 2022-05-15 2.125000 20047500.00 20458485.52 U.S. Treasuries (including strips) 1 3/4 NOTE AP 22 2022-07-15 1.750000 9936100.00 10100972.84 U.S. Treasuries (including strips) 2 3/8 NOTE E 24 2024-08-15 2.375000 4421300.00 4738136.00 U.S. Treasuries (including strips) 2 NOTE P 21 2021-08-31 2.000000 30873700.00 31176628.72 U.S. Treasuries (including strips) 2 1/8 NOTE Q 21 2021-09-30 2.125000 6813400.00 6883981.87 U.S. Treasuries (including strips) 2 NOTE R 21 2021-10-31 2.000000 16798600.00 16961103.81 U.S. Treasuries (including strips) 1 7/8 NOTE S 21 2021-11-30 1.875000 24034400.00 24251328.98 U.S. Treasuries (including strips) 1 1/2 NOTE G 22 2022-01-31 1.500000 5459100.00 5538423.80 U.S. Treasuries (including strips) 1 3/4 NOTE H 22 2022-02-28 1.750000 5587300.00 5681922.38 U.S. Treasuries (including strips) 1 7/8 NOTE P 22 2022-08-31 1.875000 3810700.00 3913274.77 U.S. Treasuries (including strips) 1 7/8 NOTE R 22 2022-10-31 1.875000 4048300.00 4156076.06 U.S. Treasuries (including strips) 2 NOTE S 22 2022-11-30 2.000000 13827700.00 14220595.96 U.S. Treasuries (including strips) 1 5/8 NOTE L 23 2023-05-31 1.625000 3380800.00 3479552.95 U.S. Treasuries (including strips) 2 1/8 NOTE E 21 2021-08-15 2.125000 45920200.00 46398999.52 U.S. Treasuries (including strips) 1 3/8 NOTE M 23 2023-06-30 1.375000 6272500.00 6423152.43 U.S. Treasuries (including strips) 2 NOTE B 22 2022-02-15 2.000000 4093900.00 4173583.76 U.S. Treasuries (including strips) 1 3/8 NOTE Q 23 2023-09-30 1.375000 38509900.00 39646472.14 U.S. Treasuries (including strips) 1 1/8 NOTE AD 21 2021-09-30 1.125000 30172500.00 30337038.56 U.S. Treasuries (including strips) 1 5/8 NOTE E 22 2022-08-15 1.625000 14656600.00 14997479.80 U.S. Treasuries (including strips) 1 5/8 NOTE F 22 2022-11-15 1.625000 44493500.00 45511332.34 U.S. Treasuries (including strips) 1 3/4 NOTE AF 21 2021-11-30 1.750000 16144900.00 16280595.50 U.S. Treasuries (including strips) 2 1/4 NOTE T 23 2023-12-31 2.250000 7206500.00 7566639.35 U.S. Treasuries (including strips) 1 7/8 NOTE U 22 2022-01-31 1.875000 22302600.00 22711009.77 U.S. Treasuries (including strips) 2 1/4 NOTE G 24 2024-01-31 2.250000 20787400.00 22048817.79 U.S. Treasuries (including strips) 1 3/4 NOTE C 23 2023-05-15 1.750000 6116300.00 6311282.33 U.S. Treasuries (including strips) 2 1/2 NOTE E 23 2023-08-15 2.500000 22792700.00 24117617.49 U.S. Treasuries (including strips) 1 7/8 NOTE V 22 2022-02-28 1.875000 7069600.00 7198207.09 U.S. Treasuries (including strips) 2 1/8 NOTE J 24 2024-03-31 2.125000 4873000.00 5143681.86 U.S. Treasuries (including strips) 1 7/8 NOTE W 22 2022-03-31 1.875000 8832700.00 8993020.31 U.S. Treasuries (including strips) 2 3/4 NOTE F 23 2023-11-15 2.750000 22669100.00 24100366.85 U.S. Treasuries (including strips) 2 1/2 NOTE C 24 2024-05-15 2.500000 9416400.00 10039144.61 U.S. Treasuries (including strips) 1 3/4 NOTE K 22 2022-04-30 1.750000 4136100.00 4205939.89 U.S. Treasuries (including strips) 1 7/8 NOTE Y 22 2022-04-30 1.875000 8229200.00 8378021.37 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 36356700.00 38218877.53 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 2027-05-15 2.375000 23808100.00 26036273.68 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 2025-05-15 2.125000 20397600.00 21728494.18 U.S. Treasuries (including strips) 1 7/8 NOTE L 22 2022-05-31 1.875000 24027300.00 24459161.18 U.S. Treasuries (including strips) 2 NOTE L 24 2024-05-31 2.000000 46307300.00 48643257.32 U.S. Treasuries (including strips) 2 NOTE M 24 2024-06-30 2.000000 40278900.00 42282712.23 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 2025-06-30 2.750000 11097000.00 12078472.48 U.S. Treasuries (including strips) 2 3/4 NOTE AB 23 2023-07-31 2.750000 33778300.00 35962000.66 U.S. Treasuries (including strips) 1 3/4 NOTE AB 24 2024-07-31 1.750000 13105000.00 13766142.76 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 2026-07-31 1.875000 29113000.00 31074931.02 U.S. Treasuries (including strips) 1 1/2 NOTE AQ 22 2022-08-15 1.500000 47602300.00 48624131.76 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 7331600.00 7685670.59 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 2026-08-31 1.375000 46627000.00 48443604.14 U.S. Treasuries (including strips) 1 3/8 NOTE AS 22 2022-10-15 1.375000 30322300.00 30906405.76 U.S. Treasuries (including strips) 1 5/8 NOTE AU 22 2022-12-15 1.625000 3698800.00 3782803.26 U.S. Treasuries (including strips) 1 3/4 NOTE AH 24 2024-12-31 1.750000 19861000.00 20777756.56 U.S. Treasuries (including strips) 1 5/8 NOTE BL 21 2021-12-31 1.625000 7138700.00 7194015.85 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 2027-01-31 1.500000 10326600.00 10810758.13 U.S. Treasuries (including strips) 1 3/8 NOTE AJ 23 2023-02-15 1.375000 15786100.00 16186329.18 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 2030-02-15 1.500000 10000000.00 10357230.17 U.S. Treasuries (including strips) 0 1/2 NOTE AK 23 2023-03-15 0.500000 32089100.00 32337129.91 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 2027-03-31 0.625000 7792900.00 7738834.86 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 2025-03-31 0.500000 22601600.00 22659030.79 U.S. Treasuries (including strips) 0 3/8 NOTE AY 22 2022-03-31 0.375000 15395300.00 15445854.38 U.S. Treasuries (including strips) 0 1/8 NOTE AZ 22 2022-04-30 0.125000 15084200.00 15094353.22 U.S. 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BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-02 2021-08-02 2021-08-02 N N N 0.0006 2000000000.00 2000000000.00 0.0166 N Y Y N ING Financial Markets LLC ING Financial Markets LLC 0.055 KBVRJ5K57JZ3E2AVWX40 BRWQUCYH4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 10/14/21 2021-10-14 0.000000 27922000.00 27918928.58 U.S. Treasuries (including strips) BILL 11/26/21 2021-11-26 0.000000 5200.00 5198.99 U.S. Treasuries (including strips) BILL 12/23/21 2021-12-23 0.000000 36235900.00 36227819.39 U.S. Treasuries (including strips) BILL 01/20/22 2022-01-20 0.000000 100.00 99.97 U.S. Treasuries (including strips) 2 1/8 TRIB 41 2041-02-15 2.125000 5057700.00 9702474.62 U.S. Treasuries (including strips) 0 5/8 TRIB 43 2043-02-15 0.625000 869300.00 1258343.25 U.S. Treasuries (including strips) 1 3/8 BOND 50 2050-08-15 1.375000 907400.00 798246.37 U.S. Treasuries (including strips) 2 1/8 NOTE S 24 2024-11-30 2.125000 100.00 105.92 U.S. Treasuries (including strips) 2 5/8 NOTE J 25 2025-03-31 2.625000 41400.00 44954.24 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 2025-12-31 2.625000 100.00 108.87 U.S. Treasuries (including strips) 2 3/8 NOTE V 24 2024-02-29 2.375000 575000.00 611365.75 U.S. Treasuries (including strips) 2 1/4 NOTE T 23 2023-12-31 2.250000 793800.00 833120.28 U.S. Treasuries (including strips) 2 1/4 NOTE G 24 2024-01-31 2.250000 100.00 106.03 U.S. Treasuries (including strips) 1 3/4 NOTE C 23 2023-05-15 1.750000 100.00 103.18 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 7004900.00 8812984.62 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 2025-06-30 2.750000 14160600.00 15396577.49 U.S. Treasuries (including strips) 1 3/4 NOTE AB 24 2024-07-31 1.750000 369100.00 387507.63 U.S. Treasuries (including strips) 1 1/8 NOTE AX 22 2022-02-28 1.125000 1600.00 1617.39 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 2025-03-31 0.500000 100.00 100.13 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 2030-07-15 0.125000 200.00 237.70 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-08-04 2021-08-04 2021-08-04 N N N 0.0006 100000000.00 100000000.00 0.0008 N N Y N BNP Paribas SA BNP Paribas SA 0.070 R0MUWSFPU8MPRO8K5P83 BRWQ33BA4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-30 0.164010 100.00 100.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 2.000000 1020800.00 1050602.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-07-15 0.125000 6680800.00 7606681.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-09 0.000000 20282800.00 20281785.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.625000 63647300.00 73062505.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-30 0.000000 102022800.00 101998416.55 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-06 2021-08-06 2022-01-20 Y BNP PARIBAS SA 1.0000 7 N Fitch - BR A+ Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0007 200000000.00 200000000.00 0.0017 N N Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 0.050 549300H47WTHXPU08X20 BRWQY5835 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N T Bond 2.25 08/15/2049 2021-08-02 0.050000 75000000.00 81060189.00 U.S. Treasuries (including strips) T Bond 2 02/15/2050 2021-08-02 0.050000 75000000.00 76864351.50 U.S. Treasuries (including strips) T US GOV Bond 4.25 05/15/39 2021-08-02 0.050000 350000000.00 489972700.00 U.S. Treasuries (including strips) T Note .5 10/31/2027 2021-08-02 0.050000 1216433800.00 1185958982.75 U.S. Treasuries (including strips) TII US GOV Bond 2.5 01/15/2 2021-08-02 0.050000 125000000.00 206143861.25 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 2000000000.00 2000000000.00 0.0166 N Y Y N BNP Paribas SA BNP Paribas SA 0.050 R0MUWSFPU8MPRO8K5P83 BRWQY5SJ8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 88725938.00 127500000.37 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 125000000.00 125000000.00 0.0010 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.050 254900BN8XS34XZDJ223 BRWQY5S33 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 3/8 TRIB 27 2027-01-15 2.375000 5591600.00 9297494.61 U.S. Treasuries (including strips) 2 1/2 TRIB 29 2029-01-15 2.500000 50296900.00 83021032.51 U.S. Treasuries (including strips) 0 3/4 TRIB 45 2045-02-15 0.750000 6625500.00 9681473.59 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 100000000.00 100000000.00 0.0008 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.050 MBNUM2BPBDO7JBLYG310 BRWQY5S09 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 0 1/2 TRIN X 24 2024-04-15 0.500000 318700.00 368440.73 U.S. Treasuries (including strips) 2 1/8 NOTE J 24 2024-03-31 2.125000 100.00 105.51 U.S. Treasuries (including strips) 0 1/4 NOTE AL 24 2024-03-15 0.250000 100.00 99.96 U.S. Treasuries (including strips) 0 3/8 NOTE AM 24 2024-04-15 0.375000 7300.00 7317.89 U.S. Treasuries (including strips) 0 1/4 NOTE AN 24 2024-05-15 0.250000 50721900.00 50624072.89 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 50000000.00 50000000.00 0.0004 N Y Y N HSBC Securities USA, Inc. 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Citigroup Global Markets, Inc. 0.055 MBNUM2BPBDO7JBLYG310 BRWQY9NM8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 6 7/8 BOND 25 2025-08-15 6.875000 11853200.00 15209449.30 U.S. Treasuries (including strips) 2 3/8 BOND 49 2049-11-15 2.375000 9200.00 10156.41 U.S. Treasuries (including strips) 2 3/4 NOTE P 25 2025-08-31 2.750000 58904800.00 64727698.27 U.S. Treasuries (including strips) 3 NOTE Q 25 2025-09-30 3.000000 4065300.00 4508267.42 U.S. Treasuries (including strips) 2 NOTE E 25 2025-08-15 2.000000 432007100.00 460517850.12 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 2700.00 3396.92 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 2025-06-30 2.750000 100.00 108.73 U.S. Treasuries (including strips) 2 7/8 NOTE N 25 2025-07-31 2.875000 8167200.00 9029677.39 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 2025-06-30 0.250000 100.00 98.83 U.S. Treasuries (including strips) 0 1/4 NOTE AB 25 2025-07-31 0.250000 179200.00 177134.20 U.S. Treasuries (including strips) 0 1/4 NOTE AD 25 2025-09-30 0.250000 24999900.00 24659313.93 U.S. Treasuries (including strips) 0 1/8 TRIN AE 25 2025-10-15 0.125000 377921000.00 431522498.53 U.S. Treasuries (including strips) 0 1/4 NOTE AF 25 2025-10-31 0.250000 9780000.00 9634358.26 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-06 2021-08-06 2021-08-06 N N N 0.0006 1000000000.00 1000000000.00 0.0083 N N Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWQY62Z8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2050-05-15 1.250000 50000000.00 42562673.87 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 41727941.18 41727941.18 0.0003 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWQY6395 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2049-08-15 2.250000 80000000.00 86700354.17 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 85000000.00 85000000.00 0.0007 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWQY6338 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2048-11-15 3.375000 158400000.00 210078858.16 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 205958823.53 205958823.53 0.0017 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWQY6361 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2048-05-15 3.125000 551880000.00 699510757.47 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 685792058.82 685792058.82 0.0057 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWQY62X3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2049-05-15 2.875000 136000000.00 165410675.69 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 162166666.67 162166666.67 0.0013 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWQY63F1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2047-05-15 3.000000 153773000.00 189910430.77 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 186185936.27 186185936.27 0.0015 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWQY63A2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2049-11-15 2.375000 436365000.00 483821670.14 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 474333033.09 474333033.09 0.0039 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWQY6387 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2048-08-15 3.000000 130000000.00 162013161.82 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 158835784.31 158835784.31 0.0013 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWQY5NZ7 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 88868435.63 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-02 2021-08-02 2021-08-02 N N N 0.0006 87125000.00 87125000.00 0.0007 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWQY5P10 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-05-15 0.000000 12000000.00 8552681.93 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-02 2021-08-02 2021-08-02 N N N 0.0006 8385000.00 8385000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWQY5NY0 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 50000000.00 29580145.00 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-02 2021-08-02 2021-08-02 N N N 0.0006 29000000.00 29000000.00 0.0002 N Y Y N BlackRock Liquidity Funds 2021-08-05 /s/Ann Frechette Ann Frechette Assistant Treasurer