N-MFP2 0000097098 XXXXXXXX 2022-03-31 0000097098 5493007YVNX55LTRQ706 S000001476 8 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Boston MA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Exempt Government Treasury N 31 68 110936000337.88 112425023154.28 108352005341.34 115540489526.03 115932082487.19 117423804993.95 113162213094.85 121200765723.98 0.9536 0.9489 0.9520 0.9482 0.9966 0.9911 0.9943 0.9947 4404782814.99 117774782841.18 117793900959.81 304010949.83 1169124198.57 121333570526.06 121333497146.51 1.0000 0.0037 1.0000 0.9999 0.9999 0.9998 C000003936 50000.00 471167825.31 471167261.48 1.0000 0.9999 0.9999 0.9998 270714288.31 572746012.21 339330061.09 1028600316.51 9366467.39 23024233634.95 6963050.97 2206998.94 634121277.35 24382163356.21 0.0016 Y BlackRock Advisors, LLC, Management Fees, 523063.89; BlackRock Investments, LLC, Service/Distribution Fees, 486271.97; C000003940 5000.00 23026487014.03 23026473342.00 1.0000 0.9999 0.9999 0.9998 5281626.57 21561875.63 40701959.62 79305198.83 23188109269.19 224414418.22 556549761.95 332387356.83 23872308979.95 1260448391.15 0.0011 Y BlackRock Advisors, LLC, Management Fees, 280678.98; BlackRock Investments, LLC, Service/Distribution Fees, 72198.24; C000003941 5000.00 1015958257.03 1015957642.37 1.0000 0.9999 0.9999 0.9998 125352052.84 75764609.21 100279597.29 54813203.87 76791900.93 62024885.55 86857152.97 111730685.88 430520798.56 345931226.78 0.0000 Y BlackRock Advisors, LLC, Management Fees, 33111.33; BlackRock Investments, LLC, Service/Distribution Fees, 343736.08; C000003937 5000.00 143826357.58 143826269.28 1.0000 0.9999 0.9999 0.9998 157521.97 700004.80 1741466.86 559284.81 2451573.98 149194640.08 595861.91 401654.15 47955491.61 150920272.00 0.0000 Y BlackRock Advisors, LLC, Management Fees, 6155.11; BlackRock Investments, LLC, Service/Distribution Fees, 47261.83; C000003939 5000.00 1747318388.13 1747317342.27 1.0000 0.9999 0.9999 0.9998 361346726.80 700917529.01 643612391.42 347978627.44 399191581.89 525023398.88 113075005.21 494379817.83 1730521325.27 1791652424.56 0.0000 Y BlackRock Advisors, LLC, Management Fees, 62869.17; BlackRock Investments, LLC, Service/Distribution Fees, 250359.51; C000003938 3000000.00 94848260710.15 94848203364.39 1.0000 0.9999 0.9999 0.9998 20506148119.19 25195050218.01 24392717998.09 22071520119.41 21892156289.82 25757005316.72 28813417085.28 21715027647.11 113364900201.15 110151757091.57 0.0021 Y BlackRock Advisors, LLC, Management Fees, 2969203.92; C000060557 1.00 46246494.96 46246466.57 1.0000 0.9999 0.9999 0.9998 20160873.60 493532.92 863089.87 7977088.43 193026.05 1713147.12 1376225.14 1386680.66 22776192.79 22288095.25 0.0000 Y BlackRock Advisors, LLC, Management Fees, 1953.33; BlackRock Investments, LLC, Service/Distribution Fees, 37239.18; C000003935 3000000.00 34305478.87 34305458.15 1.0000 0.9999 0.9999 0.9998 4583207.22 298217.35 3126571.52 171660.55 1025707.86 8253.12 1891205.45 111356.44 7314995.38 2375166.94 0.0021 Y BlackRock Advisors, LLC, Management Fees, 1069.65; HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.310 CYYGQCGNHMHPSMRL3R97 BRTT87X89 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 0.125000 7600.00 7603.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-30 2.125000 27400.00 27651.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 290500.00 535531.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.000000 300000.00 281116.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.000000 497000.00 468851.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 0.750000 5038400.00 4704873.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 6966500.00 7410928.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 1.750000 10356200.00 15983258.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 15145100.00 15680283.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 18953100.00 20492251.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-28 2.500000 19963500.00 19999753.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 2.375000 21118800.00 35149788.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 23832000.00 23601264.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 0.750000 27254700.00 25319665.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 1.375000 40843700.00 40834970.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-31 0.250000 41663800.00 38691273.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 3.000000 50821000.00 56079622.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-06-30 1.250000 60216100.00 56280600.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 1.750000 170469800.00 168373227.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 2.125000 207163200.00 206517554.71 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-04-01 2022-04-07 2022-04-07 Y HSBC SECURITIES (USA) INC 1.0000 7 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A+ N N 0.0031 722000000.00 722000000.00 0.0060 N N Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828YK0 254900HROIFWPRGM1V77 US912828YK04 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-10-15 2022-10-15 2022-10-15 N N N 0.0114 97357751.81 97357751.81 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 912828YW4 254900HROIFWPRGM1V77 US912828YW42 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-12-15 2022-12-15 2022-12-15 N N N 0.0134 368704375.00 368704375.00 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.720 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-04-01 2022-04-30 2022-04-30 N N N 0.0052 1757395582.34 1757395582.34 0.0145 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.125 912828ZM5 254900HROIFWPRGM1V77 US912828ZM50 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-04-30 2022-04-30 2022-04-30 N N N 0.0028 26031556.35 26031556.35 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.125 912828ZX1 254900HROIFWPRGM1V77 US912828ZX16 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-06-30 2022-06-30 2022-06-30 N N N 0.0056 100236322.52 100236322.52 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.661 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-04-01 2022-07-31 2022-07-31 N N N 0.0049 2063241703.67 2063241703.67 0.0170 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.661 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-04-01 2022-10-31 2022-10-31 N N N 0.0050 3273071968.80 3273071968.80 0.0270 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.125 91282CBD2 254900HROIFWPRGM1V77 US91282CBD20 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-12-31 2022-12-31 2022-12-31 N N N 0.0142 215180051.56 215180051.56 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.655 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-04-01 2023-01-31 2023-01-31 N N N 0.0051 3669471151.90 3669471151.90 0.0302 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.270 ZBUT11V806EZRVTWT807 BRWHVHNW1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 6.375000 17000.00 20473.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 6.125000 165000.00 200455.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-28 1.875000 27330800.00 26461885.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 82840800.00 93444946.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-08-15 3.125000 147919200.00 160609682.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-03-23 0.000000 232910400.00 229262557.32 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-07 2022-04-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0027 500000000.00 500000000.00 0.0041 N N Y N Natixis SA Natixis SA 0.270 KX1WK48MPD4Y2NCUIZ63 BRWHVHQB4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 4.500000 100.00 126.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-08-15 2.000000 100.00 89.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.625000 100.00 100.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 100.00 101.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.625000 100.00 127.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 2.375000 100.00 100.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 100.00 98.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.660930 100.00 100.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 0.660930 100.00 100.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 0.875000 100.00 93.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 1.500000 100.00 98.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-16 0.000000 200.00 199.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 2.750000 200.00 201.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 2.250000 200.00 200.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 2.000000 200.00 196.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-10-31 1.625000 200.00 199.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-31 0.500000 200.00 180.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-15 0.125000 200.00 216.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-31 1.750000 200.00 191.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 1.000000 300.00 419.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 0.125000 300.00 297.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-12-31 0.625000 300.00 270.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 0.375000 400.00 370.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-31 2.000000 900.00 897.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-03-31 2.500000 900.00 902.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 2.750000 3000.00 3056.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-31 1.250000 3000.00 2802.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 3.125000 174900.00 188832.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-28 1.875000 695500.00 671713.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-15 0.250000 797700.00 773488.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-12-31 1.750000 1000000.00 984115.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 0.750000 1000400.00 976084.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-30 2.625000 1188100.00 1205548.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-05-15 1.250000 1495200.00 1115806.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 1.375000 1721200.00 2668831.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-05-15 1.625000 2000000.00 1891349.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 2.125000 2327800.00 2307329.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-08-15 1.375000 2840800.00 2179522.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 4999800.00 6985395.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-28 0.500000 5000000.00 4624285.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-31 1.125000 5759200.00 5444141.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 1.125000 6999200.00 6733949.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 7145000.00 9800076.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-11-15 1.375000 12146400.00 11180405.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 2.375000 14847400.00 14301011.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 15278700.00 16588355.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-06-30 1.250000 15699500.00 14639858.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 0.750000 15700000.00 14639888.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 2.000000 19518100.00 17510428.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-30 0.250000 19881800.00 18477638.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.125000 19940300.00 19416706.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 20109300.00 22579331.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-15 1.625000 21173000.00 21312342.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 1.375000 24289800.00 24284487.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 0.750000 25000200.00 23359498.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-09-30 0.375000 40524000.00 36159159.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 1.500000 77315500.00 75896521.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-05-15 2.375000 133382000.00 131092184.78 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-07 2022-04-07 Y NATIXIS SA 1.0000 7 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A N N 0.0027 500000000.00 500000000.00 0.0041 N N Y N U.S. Treasury Notes U.S. Treasury Notes 0.125 91282CBU4 254900HROIFWPRGM1V77 US91282CBU45 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2023-03-31 2023-03-31 2023-03-31 N N N 0.0168 49218750.00 49218750.00 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.640 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-04-01 2023-04-30 2023-04-30 N N N 0.0052 1047125095.91 1047125095.91 0.0086 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.414 912796J42 254900HROIFWPRGM1V77 US912796J420 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-06-16 2022-06-16 2022-06-16 N N N 0.0041 2561848570.73 2561848570.73 0.0211 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 0.270 K5HU16E3LMSVCCJJJ255 BRWPXUP59 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 200.00 197.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-09-30 0.375000 900.00 803.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 1531400.00 1877514.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 9359400.00 11814935.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 19004000.00 18801623.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 25000000.00 25002739.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-15 0.125000 33481800.00 38466362.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.375000 85000000.00 108035828.51 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-04-01 2022-04-07 2022-04-07 Y MUFG SECURITIES AMERICAS INC 1.0000 7 N Fitch - BR A Moody's - BR NR Standard & Poor's - BR A N N 0.0027 200000000.00 200000000.00 0.0016 N N Y N U.S. Treasury Notes U.S. Treasury Notes 0.635 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-04-01 2023-07-31 2023-07-31 N N N 0.0052 2670119613.95 2670119613.95 0.0220 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.839 912796L64 254900HROIFWPRGM1V77 US912796L640 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-08-11 2022-08-11 2022-08-11 N N N 0.0084 37884353.46 37884353.46 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.914 912796M71 254900HROIFWPRGM1V77 US912796M713 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-09-08 2022-09-08 2022-09-08 N N N 0.0091 3167534814.67 3167534814.67 0.0261 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.016 912796N96 254900HROIFWPRGM1V77 US912796N968 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-11-03 2022-11-03 2022-11-03 N N N 0.0102 2107943950.77 2107943950.77 0.0175 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.133 912796P94 254900HROIFWPRGM1V77 US912796P948 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-12-01 2022-12-01 2022-12-01 N N N 0.0113 579586535.94 579586535.94 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.250 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-12-29 2022-12-29 2022-12-29 N N N 0.0125 266741401.20 266741401.20 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.470 912796R43 254900HROIFWPRGM1V77 US912796R431 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-06-23 2022-06-23 2022-06-23 N N N 0.0047 516319374.88 516319374.88 0.0043 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.577 912796R68 254900HROIFWPRGM1V77 US912796R688 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-07-07 2022-07-07 2022-07-07 N N N 0.0058 607471114.47 607471114.47 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.362 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2023-01-26 2023-01-26 2023-01-26 N N N 0.0136 80649618.77 80649618.77 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.591 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-04-01 2024-01-31 2024-01-31 N N N 0.0053 933645109.67 933645109.67 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.344 912796V30 254900HROIFWPRGM1V77 US912796V300 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-05-31 2022-05-31 2022-05-31 N N N 0.0034 422372281.88 422372281.88 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.764 912796S59 254900HROIFWPRGM1V77 US912796S595 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-07-28 2022-07-28 2022-07-28 N N N 0.0076 329831733.83 329831733.83 0.0027 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.845 912796T41 254900HROIFWPRGM1V77 US912796T411 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-08-18 2022-08-18 2022-08-18 N N N 0.0085 307017025.28 307017025.28 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.925 912796T66 254900HROIFWPRGM1V77 US912796T668 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-09-01 2022-09-01 2022-09-01 N N N 0.0092 808266703.14 808266703.14 0.0067 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.547 912796W39 254900HROIFWPRGM1V77 US912796W399 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-06-28 2022-06-28 2022-06-28 N N N 0.0055 1789356408.59 1789356408.59 0.0147 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.439 912796T33 254900HROIFWPRGM1V77 US912796T338 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2023-02-23 2023-02-23 2023-02-23 N N N 0.0144 804525028.18 804525028.18 0.0067 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.598 912796W96 254900HROIFWPRGM1V77 US912796W969 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-07-12 2022-07-12 2022-07-12 N N N 0.0060 258780044.09 258780044.09 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.578 912796W88 254900HROIFWPRGM1V77 US912796W886 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-07-05 2022-07-05 2022-07-05 N N N 0.0058 137442951.00 137442951.00 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.938 912796U49 254900HROIFWPRGM1V77 US912796U492 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-09-15 2022-09-15 2022-09-15 N N N 0.0094 578091157.73 578091157.73 0.0048 N Y Y N BNP Paribas SA BNP Paribas SA 0.250 R0MUWSFPU8MPRO8K5P83 BRWZE94U3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.000000 0.12 0.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-02-15 0.000000 2.00 1.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-11-15 0.000000 29.29 21.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 0.000000 31.05 28.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-05-15 0.000000 59.03 43.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.000000 89.95 54.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-05-15 0.000000 92.92 70.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-11-15 0.000000 95.51 48.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-01 0.000000 100.00 99.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-05 0.000000 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 0.000000 100.00 73.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 2.000000 100.00 101.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-10-31 1.625000 100.00 99.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.250000 100.00 95.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-05-15 0.000000 166.75 119.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.000000 176.31 93.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-15 0.000000 200.00 199.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 200.00 217.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 0.000000 461.28 289.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-08-15 0.000000 524.81 342.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.000000 1086.09 713.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-15 1.625000 2000.00 2016.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-16 0.000000 2300.00 2297.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.875000 446000.00 448479.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 1646500.00 2258338.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-15 0.125000 2009000.00 2175828.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.000000 3559900.00 2105869.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-08-15 0.000000 13429020.98 8993549.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 0.750000 15006500.00 13993216.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-31 2.875000 16564500.00 16822007.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 0.875000 17864800.00 16724229.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-28 2.500000 23905900.00 23920219.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 2.000000 25812100.00 41166654.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 27436868.00 35200499.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-11-15 0.000000 32658143.91 22421350.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 0.000000 37135500.00 23582342.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 38924800.00 36364786.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-30 2.750000 50000000.00 50655200.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 98076800.00 117136843.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-15 0.375000 107204700.00 101851116.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 4.250000 191634800.00 241782149.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 2.000000 288733100.00 262390192.66 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-07 2022-04-07 2022-04-08 Y BNP PARIBAS SA 1.0000 7 N Fitch - BR A+ Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0025 1000000000.00 1000000000.00 0.0082 N N Y N Societe Generale SA Societe Generale SA 0.250 O2RNE8IBXP4R0TD8PU41 BRWZE7DR4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-05-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.000000 2.24 1.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.000000 31.21 25.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 0.000000 45.34 28.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-06 0.000000 100.00 99.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-02 0.000000 100.00 99.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-09 0.000000 100.00 99.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-11-15 0.000000 100.00 52.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-15 7.625000 100.00 106.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 6.875000 100.00 114.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 2.000000 100.00 159.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 100.00 160.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-11-15 1.625000 100.00 82.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 2.125000 100.00 99.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 100.00 98.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 100.00 96.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-31 1.250000 100.00 99.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.250000 100.00 100.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-31 2.000000 100.00 99.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 1.500000 100.00 98.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 1.500000 100.00 97.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-12-31 1.750000 100.00 98.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-31 1.375000 100.00 97.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 1.375000 100.00 99.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 100.00 93.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-11-15 0.000000 107.16 82.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.000000 164.67 162.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 0.000000 168.90 144.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 4.500000 200.00 257.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 200.00 364.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 4.375000 200.00 256.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 2.750000 200.00 203.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-31 2.750000 200.00 201.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-12-31 1.750000 200.00 194.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.000000 267.05 142.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.000000 267.19 261.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-19 0.000000 300.00 299.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-11 0.000000 300.00 299.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 7.125000 300.00 316.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-30 0.500000 300.00 292.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 4.375000 400.00 505.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-30 2.875000 400.00 408.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 500.00 1115.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 0.125000 500.00 494.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 3.625000 600.00 696.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-30 1.375000 600.00 593.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 0.125000 700.00 680.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 900.00 968.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 2.125000 1000.00 996.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 1.500000 1000.00 976.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 3.625000 1600.00 1861.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 6.250000 1700.00 1808.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-05 0.000000 1800.00 1799.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-08-15 1.375000 3900.00 2992.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-15 0.000000 4000.00 3982.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-05-15 1.250000 4100.00 3059.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-30 1.750000 6200.00 6252.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-28 0.000000 17300.00 17254.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 29100.00 27186.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.625000 63100.00 74737.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-31 0.250000 69200.00 64040.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.000000 169936.03 153538.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-28 0.000000 259400.00 259371.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 0.250000 278500.00 319813.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-11-15 0.000000 299848.87 211615.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 1.875000 315100.00 318783.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.125000 350900.00 341686.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-24 0.000000 354900.00 354745.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-15 0.375000 408800.00 388385.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.125000 498200.00 486342.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.625000 649900.00 825789.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-01-15 0.125000 732600.00 843066.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 975300.00 1326877.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 1035700.00 1269780.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 2.000000 1416000.00 1270347.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-31 0.375000 1509000.00 1391044.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 0.000000 1901829.23 1144920.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 4002600.00 5033486.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 5788000.00 6284134.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-15 0.125000 8763400.00 10908737.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 9194800.00 9500583.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 3.000000 9249400.00 9878717.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-07-15 0.125000 16620400.00 19345892.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 22154300.00 23940670.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 22614600.00 26973053.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-30 0.375000 22643100.00 21233255.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 2.000000 23552000.00 21403205.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-31 0.250000 25661000.00 23795995.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 27800500.00 33203192.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.250000 36615200.00 45676637.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 0.750000 62011000.00 57823831.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-15 0.125000 147356800.00 167942533.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 3.000000 154981100.00 168931942.06 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-07 2022-04-07 2022-04-07 N N N 0.0025 650000000.00 650000000.00 0.0054 N N Y N U.S. Treasury Bills U.S. Treasury Bills 1.022 912796U64 254900HROIFWPRGM1V77 US912796U641 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-09-29 2022-09-29 2022-09-29 N N N 0.0102 2063744902.16 2063744902.16 0.0170 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.736 912796X38 254900HROIFWPRGM1V77 US912796X389 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-07-26 2022-07-26 2022-07-26 N N N 0.0074 1090386474.52 1090386474.52 0.0090 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.960 912796U56 254900HROIFWPRGM1V77 US912796U567 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-09-22 2022-09-22 2022-09-22 N N N 0.0096 942694160.90 942694160.90 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.593 912796U31 254900HROIFWPRGM1V77 US912796U310 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2023-03-23 2023-03-23 2023-03-23 N N N 0.0159 78755780.00 78755780.00 0.0006 N Y Y N Barclays Bank plc Barclays Bank plc 0.300 G5GSEF7VJP5I7OUK5573 BRY0SLB04 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-31 1.000000 1104700.00 1013869.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.250000 50029200.00 49986224.92 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 50000000.00 50000000.00 0.0004 N Y Y N BNP Paribas SA BNP Paribas SA 0.290 R0MUWSFPU8MPRO8K5P83 BRY0TNF05 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 0.000000 23.66 15.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 0.000000 36.00 21.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-11-15 0.000000 45.87 30.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-02-15 0.000000 79.97 51.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-11-15 0.000000 819.20 562.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-10-31 0.640930 11500.00 11524.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-05-15 0.000000 2151650.45 1582452.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.000000 3799000.00 2371221.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-05-15 0.000000 4362000.00 3037762.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-05-15 0.000000 5515000.00 3947857.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-05-15 0.000000 6095196.48 4117091.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 0.000000 7196000.00 4756843.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 0.660930 25000000.00 25037463.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-11-15 0.000000 30000000.00 19397100.00 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0029 63000000.00 63000000.00 0.0005 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.300 MBNUM2BPBDO7JBLYG310 BRY0SLBH7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 6.125000 100.00 121.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-30 0.625000 1200.00 1085.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-12-31 0.625000 59500.00 53711.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 4.375000 478300.00 604864.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-30 1.250000 522100.00 488780.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 1.750000 1776600.00 2738129.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 28719100.00 64047222.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 34055600.00 35188156.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-03-31 1.250000 37054100.00 34541609.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-29 1.125000 129376200.00 120005829.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-15 2.750000 134711100.00 137179888.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-31 0.750000 297638200.00 270190712.29 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 652000000.00 652000000.00 0.0054 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.270 549300HN4UKV1E2R3U73 BRY0SLB12 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-15 0.125000 13638700.00 13260053.51 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0027 13000000.00 13000000.00 0.0001 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.290 L3I9ZG2KFGXZ61BMYR72 BRY0SLBV6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 1.000000 2115400.00 3060122.59 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0029 3000000.00 3000000.00 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.752 912796X46 254900HROIFWPRGM1V77 US912796X462 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-08-02 2022-08-02 2022-08-02 N N N 0.0075 736394814.73 736394814.73 0.0061 N Y Y N BNP Paribas SA BNP Paribas SA 0.290 R0MUWSFPU8MPRO8K5P83 BRY0SLC37 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 1.125000 100.00 90.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 300.00 378.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.250000 3053700.00 3073064.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 38670000.00 48605074.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-03-31 2.500000 49940800.00 50321398.84 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0029 100000000.00 100000000.00 0.0008 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.300 254900BN8XS34XZDJ223 BRY0SLC29 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 40400600.00 51000114.20 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 50000000.00 50000000.00 0.0004 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.300 MBNUM2BPBDO7JBLYG310 BRY0SLCL7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-09-30 0.250000 100.00 92.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-09-30 3.000000 200.00 203.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 4.375000 500.00 632.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 3.000000 22377900.00 23008818.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 0.250000 488000.00 450368.28 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 23000000.00 23000000.00 0.0002 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.300 CYYGQCGNHMHPSMRL3R97 BRY0SLBN4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 63200.00 63665.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.000000 905000.00 646874.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-02-15 0.000000 1768458.24 862314.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.000000 5738526.72 3595898.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 7466300.00 7813536.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.000000 9936300.00 8653414.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.000000 24098365.44 19164297.41 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 40000000.00 40000000.00 0.0003 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY0T18C5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-02-15 1.875000 50000000.00 44645864.75 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 43770000.00 43770000.00 0.0004 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY0T18D3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-02-15 1.875000 50000000.00 44645864.75 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 43770000.00 43770000.00 0.0004 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY0T18K7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-02-15 1.875000 50000000.00 44645864.75 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 43770000.00 43770000.00 0.0004 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY0T18F8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2031-07-15 0.125000 50000000.00 55811955.98 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 54717000.00 54717000.00 0.0005 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY0T18M3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-02-15 1.875000 50000000.00 44645864.75 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 43770000.00 43770000.00 0.0004 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY0T18H4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-02-15 1.875000 50000000.00 44645864.75 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 43770000.00 43770000.00 0.0004 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY0T18G6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2031-07-15 0.125000 7112000.00 7938692.62 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 7783000.00 7783000.00 0.0001 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY0T1892 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-02-15 1.875000 50000000.00 44645864.75 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 43770000.00 43770000.00 0.0004 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY0T18E1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-02-15 1.875000 50000000.00 44645864.75 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 43770000.00 43770000.00 0.0004 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY0T18A9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-02-15 1.875000 50000000.00 44645864.75 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 43770000.00 43770000.00 0.0004 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY0T18B7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-02-15 1.875000 50000000.00 44645864.75 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 43770000.00 43770000.00 0.0004 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY0T18L5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-02-15 1.875000 50000000.00 44645864.75 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 43770000.00 43770000.00 0.0004 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.280 549300H47WTHXPU08X20 BRY0STUJ5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2046-02-15 2.500000 210000000.00 205022463.33 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 201000000.00 201000000.00 0.0017 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 0.280 549300H47WTHXPU08X20 BRY0STUA4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-05-15 2.125000 278875000.00 277697476.25 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 272250000.00 272250000.00 0.0022 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.280 549300H47WTHXPU08X20 BRY0STUD8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2040-02-15 4.625000 400000000.00 524792001.67 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 514500000.00 514500000.00 0.0042 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 0.280 549300H47WTHXPU08X20 BRY0STTD0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-12-31 1.750000 527813700.00 520206593.12 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 510000000.00 510000000.00 0.0042 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 0.280 549300H47WTHXPU08X20 BRY0STUG1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-04-15 0.125000 200000000.00 232307771.39 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 227750000.00 227750000.00 0.0019 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 0.280 549300H47WTHXPU08X20 BRY0STTH1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-08-15 2.500000 500000000.00 504903850.00 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 495000000.00 495000000.00 0.0041 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.280 549300H47WTHXPU08X20 BRY0STUC0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-01-31 0.750000 450000000.00 408513115.00 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 400500000.00 400500000.00 0.0033 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STSM1 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 63112532.81 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 61875000.00 61875000.00 0.0005 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STTR9 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 110000000.00 72369610.96 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 70950000.00 70950000.00 0.0006 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STTM0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2040-05-15 0.000000 22000000.00 13660575.32 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 13392500.00 13392500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STSP4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2031-05-15 0.000000 19000000.00 15189108.23 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 14891250.00 14891250.00 0.0001 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 0.280 549300H47WTHXPU08X20 BRY0STTK4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-06-30 1.750000 509652500.00 504906388.70 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 495000000.00 495000000.00 0.0041 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.280 549300H47WTHXPU08X20 BRY0STUE6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-06-30 1.875000 400000000.00 391682986.67 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 384000000.00 384000000.00 0.0032 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STTQ1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2038-02-15 0.000000 24000000.00 15942614.59 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 15630000.00 15630000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STT57 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2046-11-15 2.875000 45000000.00 47736403.00 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 46800000.00 46800000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STTU2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-11-15 0.000000 40000000.00 23306996.76 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 22850000.00 22850000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STSL3 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 82110693.19 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 80500000.00 80500000.00 0.0007 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STSN9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2037-02-15 0.000000 80000000.00 54672461.56 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 53600000.00 53600000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STSK5 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 72000000.00 50949790.13 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 49950000.00 49950000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STSR0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2033-08-15 0.000000 35000000.00 26284171.90 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 25768750.00 25768750.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STU06 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2031-08-15 1.250000 30000000.00 27272330.24 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 26737500.00 26737500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STTA6 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 7680664.84 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 7530000.00 7530000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STSH2 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 43732869.20 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 42875000.00 42875000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STSQ2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2044-05-15 3.375000 18000000.00 20402812.24 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 20002500.00 20002500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STTX6 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 150000000.00 78795665.21 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 77250000.00 77250000.00 0.0006 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STST6 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 15000000.00 9046126.37 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 8868750.00 8868750.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STSS8 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 28000000.00 18135753.11 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 17780000.00 17780000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STTN8 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 25755217.43 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 25250000.00 25250000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STTL2 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 50000000.00 49151414.95 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 48187500.00 48187500.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STT73 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 20000000.00 14739124.43 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 14450000.00 14450000.00 0.0001 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY0SLLD5 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 528895000.00 521626955.37 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 511394797.79 511394797.79 0.0042 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY0SLLA1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2052-02-15 0.125000 84120000.00 88852475.91 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 87109558.82 87109558.82 0.0007 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY0SLLB9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2051-05-15 2.375000 759662000.00 750172353.81 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 735457083.33 735457083.33 0.0061 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY0SLLJ2 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 100000000.00 95375779.21 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 93504901.96 93504901.96 0.0008 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY0SLL03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2050-11-15 1.625000 300000000.00 247877025.12 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 243014705.88 243014705.88 0.0020 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY0SLLL7 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 368008000.00 435173015.31 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 426636725.49 426636725.49 0.0035 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY0SLL60 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 547920000.00 410943357.35 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 402882352.94 402882352.94 0.0033 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.305 MBNUM2BPBDO7JBLYG310 BRY0QVFT7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 0.750000 100.00 92.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 1.375000 1600.00 1526.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-09-30 0.875000 85200.00 79309.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 4.375000 558900.00 706792.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-31 1.625000 1515900.00 1469324.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-09-30 1.625000 4204300.00 4047958.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-28 1.875000 4508100.00 4394764.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 6.625000 21582400.00 25820287.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-12-31 1.750000 7418800.00 7210011.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-31 1.500000 7593300.00 7276270.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 2.375000 8812000.00 14322251.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-03-31 2.500000 70261800.00 70431833.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-12-31 1.250000 118637500.00 112458590.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 120784200.00 149207185.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-31 1.125000 123977500.00 117195271.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 146608400.00 144492666.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 2.250000 155655900.00 154439730.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-15 0.125000 190617200.00 206446146.64 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-06 2022-04-06 2022-04-06 N N N 0.0031 1000000000.00 1000000000.00 0.0082 N N Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.270 549300HN4UKV1E2R3U73 BRY0SLC52 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.000000 1334535.00 1230718.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-08-15 0.000000 2081940.00 1010550.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-11-15 0.000000 3077770.00 1491105.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2052-02-15 0.000000 3095316.00 1490762.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-02-15 0.000000 4796764.00 2338940.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-08-15 0.000000 6348741.00 3100255.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-11-15 0.000000 9419644.00 7447265.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-08-15 0.000000 10776276.00 5368654.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-05-15 0.000000 11196244.00 5440579.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 0.000000 11659305.00 5764570.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.000000 13190090.00 7073673.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.000000 13202175.00 6832785.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 0.000000 13814556.00 6971460.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.000000 14467173.00 7444228.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-11-15 0.000000 14576048.00 7466041.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.000000 14688597.00 7967653.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.000000 14799992.00 7540181.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-05-15 0.000000 15032220.00 7363412.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.000000 15059961.00 8770138.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 0.000000 15178832.00 7779834.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-11-15 0.000000 15199138.00 7701418.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.000000 15727520.00 8743651.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 0.000000 15739272.00 9020098.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-05-15 0.000000 15762674.00 8376284.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.000000 16033384.00 9038804.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-11-15 0.000000 16074912.00 12361479.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-11-15 0.000000 16089450.00 11718686.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.000000 16634594.00 8757947.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.000000 16795649.00 13356790.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.000000 16844614.00 8976865.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.000000 16853823.00 8826515.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 0.000000 16877500.00 8913210.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 0.000000 16932509.00 13997868.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 0.000000 16949023.00 11934739.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 0.000000 16975517.00 13678345.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-11-15 0.000000 17050055.00 12760397.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.000000 17142646.00 10741993.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.000000 17154348.00 14939533.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-08-15 0.000000 17166531.00 12932388.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.000000 17227728.00 8776338.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-02-15 0.000000 17297411.00 12851007.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 0.000000 17338913.00 15383274.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 0.000000 17383883.00 9480005.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-02-15 0.000000 17386723.00 11221756.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 0.000000 17402511.00 10240420.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 0.000000 17436918.00 10538245.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-08-15 0.000000 17574963.00 9486455.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 0.000000 17730604.00 11353615.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-05-15 0.000000 17973196.00 12914460.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-05-15 0.000000 19817428.00 15867636.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-11-15 0.000000 22228720.00 15751049.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 0.000000 25066776.00 12712465.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.000000 26077611.00 14427594.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.000000 27575552.00 15454772.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-05-15 0.000000 714181188.00 353671094.47 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0027 840000000.00 840000000.00 0.0069 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.300 254900BN8XS34XZDJ223 BRY0SLCB9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 0.750000 24513440.00 22858218.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 0.125000 65349550.00 64601541.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 85551340.00 89973346.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 2.000000 88040050.00 86670229.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 2.250000 93876580.00 92896696.26 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 350000000.00 350000000.00 0.0029 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.300 MBNUM2BPBDO7JBLYG310 BRY0SLCE3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 0.750000 70.00 65.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 2.250000 211.00 209.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 2.375000 43492486.00 43665750.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 4.375000 222957.00 281954.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 0.750000 924000.00 863360.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 1.875000 7039507.00 6894391.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 0.750000 11133267.00 10381795.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 163615654.00 157078424.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 0.875000 14864749.00 13915715.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 2.125000 70753408.00 70146334.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 1.625000 74302906.00 72138311.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-31 0.625000 79493357.00 73433709.09 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 440000000.00 440000000.00 0.0036 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.270 549300HN4UKV1E2R3U73 BRY0SLB20 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 NOTE B 25 2025-02-15 2.000000 45334500.00 44837585.79 U.S. Treasuries (including strips) 0 1/8 NOTE BF 23 2023-08-31 0.125000 6331800.00 6162470.57 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0027 50000000.00 50000000.00 0.0004 N Y Y N Natixis SA Natixis SA 0.300 KX1WK48MPD4Y2NCUIZ63 BRY0SLCH6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-11 0.000000 100.00 99.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 3.000000 100.00 109.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-08-15 2.000000 100.00 89.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 3.000000 100.00 102.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 2.250000 100.00 98.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-15 2.125000 100.00 99.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 1.750000 100.00 98.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 0.250000 100.00 92.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 0.125000 100.00 99.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-12-31 0.625000 100.00 90.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 0.750000 100.00 93.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 1.375000 200.00 310.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-30 0.625000 200.00 180.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-31 0.750000 200.00 181.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 300.00 546.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-29 0.000000 600.00 596.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 1.625000 600.00 602.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 3.125000 700.00 755.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-05-15 3.000000 700.00 749.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-15 0.125000 700.00 675.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-05-15 3.375000 900.00 1018.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 1100.00 1117.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 1.375000 1300.00 1066.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-05-15 1.250000 1600.00 1194.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 2100.00 2189.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-09-30 0.375000 113000.00 100828.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 1.875000 136900.00 121761.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 2.375000 367800.00 354264.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 4.500000 877200.00 1109919.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 1222300.00 1731543.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 0.125000 1247000.00 1232726.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 1.625000 2000000.00 1898250.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 1.125000 2352400.00 1855764.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-06-30 1.250000 2669900.00 2489694.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-29 1.125000 2907200.00 2696639.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 1.750000 6583400.00 5695280.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 7076000.00 7017062.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-30 1.250000 7815100.00 7316348.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 8033100.00 8630904.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 8322000.00 8233377.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-28 0.500000 9999700.00 9248294.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-31 0.500000 31705300.00 28558143.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-15 2.375000 52857500.00 53088627.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 2.750000 61457000.00 62608365.15 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 200000000.00 200000000.00 0.0016 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.300 254900BN8XS34XZDJ223 BRY0SLCP8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 0 1/8 TRIN D 22 2022-07-15 0.125000 4057600.00 5100076.27 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 5000000.00 5000000.00 0.0000 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.300 CYYGQCGNHMHPSMRL3R97 BRY0SLBZ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-02-15 1.875000 10800.00 10397.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 0.000000 314000.00 313871.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-01-15 0.125000 4263400.00 4898831.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.000000 5001800.00 2652424.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 7949800.00 9983156.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 0.000000 10673552.00 8871119.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-09-30 1.625000 15763500.00 15199450.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-31 1.625000 21283800.00 20661149.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 2.625000 57555900.00 58201232.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-31 1.250000 58169400.00 57708366.37 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 175000000.00 175000000.00 0.0014 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 0.300 OXTKY6Q8X53C9ILVV871 BRY0SLCM5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 06/30/22 2022-06-30 0.000000 264056400.00 263685928.87 U.S. Treasuries (including strips) BILL 01/26/23 2023-01-26 0.000000 3828100.00 3782105.38 U.S. Treasuries (including strips) BILL 07/21/22 2022-07-21 0.000000 96251800.00 96031190.87 U.S. Treasuries (including strips) BILL 03/23/23 2023-03-23 0.000000 121943900.00 119999992.29 U.S. Treasuries (including strips) BILL 07/26/22 2022-07-26 0.000000 13043000.00 13011879.40 U.S. Treasuries (including strips) 7 5/8 BOND 22 2022-11-15 7.625000 17000100.00 18156555.75 U.S. Treasuries (including strips) 2 1/2 TRIB 29 2029-01-15 2.500000 6636200.00 10618174.74 U.S. Treasuries (including strips) 0 3/4 TRIB 42 2042-02-15 0.750000 3095300.00 4387221.99 U.S. Treasuries (including strips) 1 3/8 TRIB 44 2044-02-15 1.375000 655800.00 1016860.32 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 1151400.00 1232575.68 U.S. Treasuries (including strips) 1 TRIB 46 2046-02-15 1.000000 1535400.00 2221098.72 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 41527400.00 40917373.51 U.S. Treasuries (including strips) 1 TRIB 48 2048-02-15 1.000000 3707100.00 5251577.71 U.S. Treasuries (including strips) 3 BOND 48 2048-08-15 3.000000 459200.00 500535.53 U.S. Treasuries (including strips) 2 BOND 50 2050-02-15 2.000000 19198200.00 17223433.58 U.S. Treasuries (including strips) 1 5/8 BOND 50 2050-11-15 1.625000 100000000.00 82126497.24 U.S. Treasuries (including strips) 1 7/8 NOTE AD 22 2022-09-30 1.875000 14100.00 14158.37 U.S. Treasuries (including strips) 2 1/2 NOTE W 23 2023-03-31 2.500000 3500000.00 3526673.50 U.S. Treasuries (including strips) 2 3/4 NOTE Y 23 2023-04-30 2.750000 86030600.00 87880945.67 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 2028-05-15 2.875000 50000000.00 51662805.25 U.S. Treasuries (including strips) 2 7/8 NOTE AF 23 2023-11-30 2.875000 39009000.00 39780520.22 U.S. Treasuries (including strips) 1 3/4 NOTE AA 24 2024-06-30 1.750000 30000000.00 29680524.86 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 2029-07-15 0.250000 109300.00 128048.29 U.S. Treasuries (including strips) 0 3/8 TRIN D 23 2023-07-15 0.375000 44810700.00 56954836.48 U.S. Treasuries (including strips) 0 1/8 TRIN X 22 2022-04-15 0.125000 15492400.00 17987418.72 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 252000.00 316903.69 U.S. Treasuries (including strips) 1 1/4 NOTE AC 24 2024-08-31 1.250000 627900.00 610642.16 U.S. Treasuries (including strips) 0 1/8 TRIN X 25 2025-04-15 0.125000 84857000.00 96711516.31 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 2025-06-30 0.250000 22234000.00 20663713.68 U.S. Treasuries (including strips) 0 1/8 TRIN AE 25 2025-10-15 0.125000 26045800.00 29645220.73 U.S. Treasuries (including strips) 0 1/8 TRIN A 31 2031-01-15 0.125000 2133600.00 2441783.10 U.S. Treasuries (including strips) 0 1/8 NOTE AV 23 2023-01-31 0.125000 24736600.00 24453458.18 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 2028-01-31 0.750000 32559500.00 29556940.26 U.S. Treasuries (including strips) 0 1/8 NOTE BB 23 2023-05-31 0.125000 52400000.00 51347049.35 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 2026-05-31 0.750000 938000.00 874687.00 U.S. Treasuries (including strips) 0 1/4 NOTE BG 23 2023-09-30 0.250000 2291100.00 2227249.33 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 2028-10-31 1.375000 1483600.00 1393998.72 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 2026-12-31 1.250000 50177000.00 47563668.18 U.S. Treasuries (including strips) 1 1/2 NOTE AK 25 2025-02-15 1.500000 155501000.00 151459249.80 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 2029-03-31 2.375000 103374900.00 102954991.16 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 1500000000.00 1500000000.00 0.0124 N Y Y N Bank of Montreal Bank of Montreal 0.280 NQQ6HPCNCCU6TUTQYE16 BRY0SLBT1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-21 0.000000 300.00 299.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-31 1.125000 61300.00 57946.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-11-15 0.000000 227000.00 111775.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.000000 321856.59 279703.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-15 0.375000 366400.00 348102.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-15 0.000000 412000.00 376844.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-05-15 0.000000 628645.93 501751.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 0.000000 742000.00 363631.20 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 2000000.00 2000000.00 0.0000 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 0.300 FOR8UP27PHTHYVLBNG30 BRY0SLBG9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.000000 27400.00 25499.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.000000 200000.00 118168.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-02-15 3.500000 490000.00 560443.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 0.000000 805500.00 466160.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.000000 17922800.00 9211423.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 0.750000 43515200.00 40576923.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 4.375000 134730000.00 170381401.05 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 217000000.00 217000000.00 0.0018 N Y Y N Credit Suisse AG Credit Suisse AG 0.300 549300D0YARF5HYP1809 BRY0SLCC7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 500.00 1116.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 500.00 1147.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 4.500000 800.00 1035.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 4.375000 800.00 1030.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 800.00 1139.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 800.00 1004.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 0.250000 900.00 1048.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.875000 1000.00 1004.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 2.000000 1000.00 1012.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 2.250000 1000.00 1003.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 2.625000 1000.00 1011.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 1000.00 1035.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-28 2.500000 1000.00 1001.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.375000 1000.00 1003.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-15 2.250000 1000.00 1011.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.875000 1000.00 1005.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.750000 2000.00 2007.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 1000.00 1011.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-15 1.625000 1000.00 1004.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 2.000000 1000.00 1005.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-30 1.875000 1000.00 1009.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.875000 1000.00 1008.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-30 2.125000 1000.00 1009.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 2.000000 81500.00 82105.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 1100.00 1032.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 1.375000 1100.00 1090.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 2.125000 1100.00 1091.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-12-31 2.250000 1100.00 1099.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-03-31 1.500000 1100.00 1097.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-30 1.375000 1100.00 1096.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-31 1.250000 1100.00 1091.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 1100.00 1085.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.125000 1100.00 1098.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 1.625000 1100.00 1046.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-31 1.625000 1100.00 1067.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-03-31 0.125000 1100.00 1082.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-15 0.375000 1100.00 1058.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 0.750000 1100.00 1074.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 0.875000 1100.00 1074.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-30 1.375000 1200.00 1187.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-08-15 1.375000 1300.00 1004.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 1328377.00 1710737.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.625000 2571900.00 3264109.63 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 5000000.00 5000000.00 0.0000 N Y Y N Societe Generale SA Societe Generale SA 0.300 O2RNE8IBXP4R0TD8PU41 BRY0SLCS2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 0.250000 100.00 114.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.625000 8611700.00 10199887.74 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 10000000.00 10000000.00 0.0001 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 0.300 K5HU16E3LMSVCCJJJ255 BRY0SLBK0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 0 3/8 TRIN D 25 2025-07-15 0.375000 24333000.00 30600069.57 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 30000000.00 30000000.00 0.0002 N Y Y N Barclays Bank plc Barclays Bank plc 0.300 G5GSEF7VJP5I7OUK5573 BRY0SLB79 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 1704700.00 2040066.31 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 2000000.00 2000000.00 0.0000 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.290 L3I9ZG2KFGXZ61BMYR72 BRY0SLC78 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-26 0.000000 100.00 99.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-23 0.000000 100.00 99.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 100.00 93.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 2.750000 100.00 101.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 1.500000 100.00 100.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 0.250000 100.00 92.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-31 0.750000 100.00 90.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-03-23 0.000000 200.00 196.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 2.375000 300.00 288.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-07-15 0.250000 1700.00 1991.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 16600.00 20875.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-28 0.000000 999400.00 999291.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 1856700.00 1836927.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-15 0.375000 1972900.00 1874377.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-14 0.000000 2525500.00 2525340.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-19 0.000000 2800000.00 2799764.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-23 0.000000 9951100.00 9815585.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 0.750000 10978800.00 10184371.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2052-02-15 2.250000 12000000.00 11447817.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-30 1.500000 13368800.00 12647476.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-30 2.125000 37954900.00 38158864.84 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0029 90503000.00 90503000.00 0.0007 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.270 549300HN4UKV1E2R3U73 BRY0SLB87 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 1/4 NOTE K 28 2028-04-30 1.250000 65233800.00 61200073.74 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0027 60000000.00 60000000.00 0.0005 N Y Y N TD Securities USA LLC TD Securities USA LLC 0.280 SUVUFHICNZMP2WKHG940 BRY0SLBC8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-31 0.250000 104200.00 96431.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.125000 191200.00 190338.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-30 2.750000 202400.00 205052.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.125000 212400.00 204353.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 0.125000 247100.00 247089.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.375000 271500.00 272254.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 0.750000 276100.00 257463.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-15 0.375000 320400.00 304399.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-30 1.625000 372700.00 360720.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 2.125000 464400.00 460415.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 0.875000 493000.00 461524.62 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 3000000.00 3000000.00 0.0000 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 0.300 AC28XWWI3WIBK2824319 BRY0SLB61 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 0.000000 24069100.00 11876343.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.000000 68394230.10 64623656.19 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 75000000.00 75000000.00 0.0006 N Y Y N Deutsche Bank AG Deutsche Bank AG 0.300 7LTWFZYICNSX8D621K86 BRY0SLBQ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 193200.00 273692.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 1104000.00 1766442.37 U.S. Treasuries (including strips) Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-2 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 2000000.00 2000000.00 0.0000 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.300 ZBUT11V806EZRVTWT807 BRY0SLBP9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 7/8 BOND 51 2051-11-15 1.875000 486400.00 429717.96 U.S. Treasuries (including strips) 2 1/4 BOND 52 2052-02-15 2.250000 100.00 95.99 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 4648800.00 4670191.85 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 5000000.00 5000000.00 0.0000 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 0.300 254900Y8NKGV541U8Q32 BRY0SVL84 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.375000 6520000.00 6538130.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-30 2.625000 53297700.00 54080442.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 92428800.00 91444509.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-11-15 0.875000 97294600.00 86288371.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 2.000000 106187200.00 106817308.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 0.125000 131420500.00 130819908.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 1.625000 198499900.00 198947673.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-15 0.375000 340925600.00 327953540.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-31 1.375000 617715500.00 600004992.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-31 2.000000 796214400.00 794410458.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 2.750000 890510100.00 900671333.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 1.500000 1229029400.00 1152440226.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-31 2.750000 1480420400.00 1500690381.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 0.125000 1696268000.00 1666534811.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 1879262400.00 1899686884.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 1.750000 1986879000.00 1997440425.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 1.500000 2233977500.00 2241009468.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-15 2.750000 2287521600.00 2329912787.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-31 2.750000 3919977200.00 3954757495.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 5062592800.00 5087448368.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.250000 6112493200.00 5944491257.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.125000 6684101800.00 6417546061.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 9923200000.00 10253206980.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 2.875000 10143070000.00 10357342409.48 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 58100000000.00 58100000000.00 0.4788 N Y Y N Citibank NA Citibank NA 0.300 E57ODZWZ7FF32TWEFA76 BRY0SLBR5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 04/21/22 2022-04-21 0.000000 1400.00 1399.89 U.S. Treasuries (including strips) BILL 10/06/22 2022-10-06 0.000000 100.00 99.44 U.S. Treasuries (including strips) BILL 02/23/23 2023-02-23 0.000000 100.00 98.64 U.S. Treasuries (including strips) 6 1/4 BOND 23 2023-08-15 6.250000 100.00 106.39 U.S. Treasuries (including strips) 7 5/8 BOND 25 2025-02-15 7.625000 100.00 115.21 U.S. Treasuries (including strips) 3 5/8 TRIB 28 2028-04-15 3.625000 200.00 446.03 U.S. Treasuries (including strips) 1 3/4 TRIB 28 2028-01-15 1.750000 9508200.00 14654218.58 U.S. Treasuries (including strips) 2 1/2 TRIB 29 2029-01-15 2.500000 7441800.00 11907165.67 U.S. Treasuries (including strips) 3 5/8 BOND 43 2043-08-15 3.625000 100.00 116.10 U.S. Treasuries (including strips) 2 BOND 50 2050-02-15 2.000000 55100.00 49432.31 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 9174700.00 8808126.74 U.S. Treasuries (including strips) 1 3/8 NOTE P 23 2023-08-31 1.375000 100.00 99.11 U.S. Treasuries (including strips) 1 7/8 NOTE AD 22 2022-09-30 1.875000 1003200.00 1007353.25 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 2029-01-15 0.875000 100.00 122.94 U.S. Treasuries (including strips) 1 3/4 NOTE AA 24 2024-06-30 1.750000 100.00 98.94 U.S. Treasuries (including strips) 2 NOTE S 22 2022-11-30 2.000000 51452800.00 52012007.12 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 1000.00 970.87 U.S. Treasuries (including strips) 1 5/8 NOTE R 23 2023-10-31 1.625000 100.00 99.83 U.S. Treasuries (including strips) 2 1/8 NOTE S 23 2023-11-30 2.125000 724700.00 728594.45 U.S. Treasuries (including strips) 2 NOTE N 22 2022-07-31 2.000000 12233300.00 12322843.70 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 100.00 94.91 U.S. Treasuries (including strips) 1 1/2 NOTE AG 24 2024-11-30 1.500000 600.00 587.41 U.S. Treasuries (including strips) 1 3/8 NOTE AJ 23 2023-02-15 1.375000 100.00 99.98 U.S. Treasuries (including strips) 1 1/8 NOTE V 25 2025-02-28 1.125000 300.00 288.63 U.S. Treasuries (including strips) 0 1/4 NOTE Z 25 2025-05-31 0.250000 331000.00 308318.90 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 2027-07-31 0.375000 42900.00 38475.34 U.S. Treasuries (including strips) 0 1/8 NOTE AS 23 2023-10-15 0.125000 100.00 96.96 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 2030-11-15 0.875000 100.00 88.69 U.S. Treasuries (including strips) 1 NOTE N 28 2028-07-31 1.000000 172800.00 158240.53 U.S. Treasuries (including strips) 0 1/2 NOTE BK 23 2023-11-30 0.500000 100.00 97.35 U.S. Treasuries (including strips) 2 1/4 NOTE AZ 24 2024-03-31 2.250000 100.00 99.84 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 100000000.00 100000000.00 0.0008 N Y Y N Fixed Income Clearing Corporation - BNY Fixed Income Clearing Corporation - BNY 0.300 549300H47WTHXPU08X20 BRY0SJP20 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 3 3/8 BOND 48 2048-11-15 3.375000 500000000.00 589054779.01 U.S. Treasuries (including strips) 1 1/2 NOTE AG 24 2024-11-30 1.500000 179714900.00 175945247.65 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 750000000.00 750000000.00 0.0062 N Y Y N BNP Paribas SA BNP Paribas SA 0.300 R0MUWSFPU8MPRO8K5P83 BRY0QV6W0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-08-15 0.000000 26.87 18.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-11-15 0.000000 81.92 62.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-05-15 0.000000 100.00 49.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 2.000000 100.00 159.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 2.375000 100.00 96.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 5.500000 36600.00 43346.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 46000.00 45616.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-07-15 0.125000 82700.00 96261.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-15 2.375000 100000.00 100437.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 6.250000 128000.00 167354.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 6.125000 165000.00 200182.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 6.375000 240000.00 288649.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-05-15 0.000000 308917.12 215134.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-01-15 0.125000 349400.00 402084.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 5.250000 409200.00 487171.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-05-15 0.000000 995784.98 752606.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.125000 1958400.00 1954353.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-12-31 0.625000 2128800.00 1921714.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-11-15 0.000000 2142932.48 1597084.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 4.250000 6378700.00 8038940.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 1.125000 6577400.00 5188789.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-31 0.375000 9063700.00 8355210.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 14797800.00 15431265.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 15868000.00 16299474.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 18977800.00 19608927.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-06-30 1.250000 19099500.00 17810374.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-04-30 0.500000 19800000.00 17989639.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 220816600.00 240226911.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 6.000000 24945300.00 28345389.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 1.500000 25000000.00 23442080.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 1.750000 29175000.00 28073048.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-08-15 2.000000 36843400.00 33080028.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-03-31 1.250000 37000000.00 34491178.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-08-15 1.250000 174313600.00 158346358.67 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-06 2022-04-06 2022-04-06 N N N 0.0030 650000000.00 650000000.00 0.0054 N N Y N BNP Paribas SA BNP Paribas SA 0.300 R0MUWSFPU8MPRO8K5P83 BRY0K0L56 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-09-30 3.000000 100.00 101.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-04-30 0.500000 100.00 90.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-21 0.000000 700.00 699.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 2100.00 2033.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-29 1.125000 933000.00 865425.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 3.000000 8176700.00 8407232.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 22641000.00 27758135.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-30 2.875000 25910700.00 26485202.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-15 0.375000 40000000.00 38478018.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-21 0.000000 102122200.00 102003125.51 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 200000000.00 200000000.00 0.0016 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 0.270 549300H47WTHXPU08X20 BRY0SKK63 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TII Note .125 07/15/2031 2022-04-01 0.270000 220419700.00 246117094.88 U.S. Treasuries (including strips) TII Note .125 07/15/2030 2022-04-01 0.270000 200000000.00 232871114.00 U.S. Treasuries (including strips) TII Note .125 01/15/2030 2022-04-01 0.270000 248047400.00 286011835.92 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0027 750000000.00 750000000.00 0.0062 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.750 912828SV3 254900HROIFWPRGM1V77 US912828SV33 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-05-15 2022-05-15 2022-05-15 N N N 0.0032 72132566.22 72132566.22 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.875 912828M49 254900HROIFWPRGM1V77 US912828M490 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-10-31 2022-10-31 2022-10-31 N N N 0.0121 310408753.50 310408753.50 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.000 912828M80 254900HROIFWPRGM1V77 US912828M805 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-11-30 2022-11-30 2022-11-30 N N N 0.0131 492831746.88 492831746.88 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.125 912828N30 254900HROIFWPRGM1V77 US912828N308 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-12-31 2022-12-31 2022-12-31 N N N 0.0143 311974174.61 311974174.61 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828P79 254900HROIFWPRGM1V77 US912828P790 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2023-02-28 2023-02-28 2023-02-28 N N N 0.0162 94699061.02 94699061.02 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828Q29 254900HROIFWPRGM1V77 US912828Q293 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2023-03-31 2023-03-31 2023-03-31 N N N 0.0171 105772157.49 105772157.49 0.0009 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.300 ZBUT11V806EZRVTWT807 BRSHJ5R10 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-02-15 1.875000 26189000.00 25213407.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.875000 232497200.00 229786627.61 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 250000000.00 250000000.00 0.0021 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.300 CYYGQCGNHMHPSMRL3R97 0000853784 BRSM2LJW3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-15 1.625000 8200.00 8254.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.000000 327000.00 306754.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-15 0.250000 705100.00 692077.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 0.875000 6446600.00 6043870.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.000000 7183700.00 3776722.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 12765800.00 12640310.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 0.000000 13338300.00 7762517.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 2.000000 19882400.00 20030119.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-30 0.250000 20125800.00 18728376.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.000000 26339500.00 15747070.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.250000 55855000.00 55807020.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 1.500000 94180500.00 92524609.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-09-30 1.250000 137773600.00 128032317.61 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 355000000.00 355000000.00 0.0029 N Y Y N Natixis SA Natixis SA 0.300 KX1WK48MPD4Y2NCUIZ63 BRTAJB2S9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 3.625000 100.00 116.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 3.625000 100.00 116.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 100.00 112.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 2.250000 100.00 99.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 2.750000 100.00 102.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.250000 100.00 124.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.660930 100.00 100.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-15 0.125000 100.00 113.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-31 0.750000 100.00 90.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 7.625000 200.00 230.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 2.000000 200.00 179.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.125000 200.00 199.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-03-31 2.500000 600.00 601.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-28 1.875000 900.00 869.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 0.660930 1100.00 1101.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-11 0.000000 1300.00 1295.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-02-15 1.875000 1300.00 1131.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 1400.00 1506.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-08-15 1.375000 1400.00 1074.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 5900.00 6347.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 1.500000 462000.00 452309.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 2.875000 481000.00 501355.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 791000.00 931884.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 0.125000 1048800.00 1036795.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-19 0.000000 1199800.00 1199352.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-05-15 1.250000 1500100.00 1119463.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 3.125000 1587800.00 1714279.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 2211100.00 2697678.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 2503300.00 2985754.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.625000 2744100.00 3486763.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 1.000000 2785500.00 4029484.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-15 0.250000 3000000.00 2861922.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 2.125000 3741500.00 3708597.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 4040700.00 7356149.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 1.500000 4198200.00 4098165.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 4998100.00 4890449.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 1.625000 4999300.00 5023393.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.625000 6064700.00 6089558.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-30 2.625000 7430600.00 7539727.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-05-15 1.625000 7952000.00 7520007.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 8527400.00 8666043.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 8999400.00 12755586.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 0.125000 12004200.00 11914234.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 2.000000 13000000.00 20733164.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-09-30 0.375000 13295200.00 11863174.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 15844600.00 17202762.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 3.000000 16028100.00 17589291.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 16991900.00 24071183.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-31 0.375000 20000000.00 18436643.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 1.500000 20059500.00 19538117.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 22627300.00 24451809.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 24716500.00 24076977.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 24790300.00 23091595.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.375000 25715500.00 24497711.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-31 0.250000 29000000.00 26837893.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-05-15 2.375000 37243400.00 36604029.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-31 2.625000 44889500.00 45249079.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 3.000000 49999900.00 51409587.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-05-15 3.375000 52582300.00 59504894.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-31 1.875000 54999800.00 53762851.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-31 0.125000 74996600.00 73107715.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 0.750000 99999800.00 93437058.43 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 753000000.00 753000000.00 0.0062 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.500 9128284D9 254900HROIFWPRGM1V77 US9128284D91 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2023-03-31 2023-03-31 2023-03-31 N N N 0.0173 38609296.88 38609296.88 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.125 9128286U9 254900HROIFWPRGM1V77 US9128286U98 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-05-15 2022-05-15 2022-05-15 N N N 0.0036 134989973.97 134989973.97 0.0011 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.310 CYYGQCGNHMHPSMRL3R97 BRTT4RAM3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 0.125000 9000.00 8959.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.250000 24400.00 24054.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.750000 61700.00 61919.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 0.000000 216000.00 193588.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.000000 300000.00 293773.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.125000 302300.00 301708.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-15 0.000000 324100.00 312542.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-15 0.000000 335000.00 332368.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.000000 568884.00 305085.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 0.000000 619700.00 410237.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-11-15 0.000000 900000.00 720283.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-05-15 0.000000 950400.00 673240.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 0.000000 1814400.00 1124978.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.000000 1935000.00 1851587.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.000000 1936442.88 1618779.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-05-15 0.000000 2087750.00 1014498.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.000000 2736727.04 2523831.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-08-15 3.125000 2792200.00 3031752.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 0.000000 3290600.00 1752320.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.875000 3293400.00 4057675.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-15 0.125000 3403100.00 3821023.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 0.750000 3857100.00 3766202.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 1.500000 3916900.00 3682517.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.000000 4778976.00 4549121.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.000000 6010000.00 5526140.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 6.625000 6852100.00 8206585.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.000000 11502100.00 12308923.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 2.500000 13007500.00 13163775.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 1.375000 13227200.00 13117431.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 13342800.00 18396808.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 0.125000 15447800.00 15242735.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.000000 15585000.00 8578654.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 0.000000 16822000.00 10732133.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-11-15 0.000000 21608000.00 10558511.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-30 0.500000 26695100.00 26002791.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-05-15 3.000000 33071100.00 35555061.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.500000 33383700.00 33645013.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 34759300.00 35147226.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.000000 36792100.00 19332261.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-06-30 0.500000 37098600.00 33627176.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 39212600.00 42619590.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 0.000000 43989400.00 22739836.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.000000 77281587.20 67303684.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 85522300.00 104914270.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 0.660930 114721200.00 114891969.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-11-15 0.000000 118316288.00 76944394.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.660930 140694000.00 140859675.34 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-04-01 2022-04-07 2022-04-07 Y HSBC SECURITIES (USA) INC 1.0000 7 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A+ N N 0.0031 888085000.00 888085000.00 0.0073 N N Y N BlackRock Liquidity Funds 2022-04-06 /s/Ann Frechette Ann Frechette Assistant Treasurer