N-MFP2 0000097098 XXXXXXXX 2022-04-30 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 33 66 116531419464.75 117880868302.48 111339635421.30 114532427007.00 118076815977.22 122641856121.03 122341018833.77 115866166146.65 118992576204.95 122536965841.84 0.9502 0.9635 0.9609 0.9625 0.9636 1.0000 1.0000 1.0000 1.0000 1.0000 8689388421.05 113824775353.31 113858499518.12 51390672.90 80300264.48 122518978347.59 122518912642.51 1.0000 0.0046 0.9998 0.9998 0.9998 0.9997 0.9997 C000003936 50000.00 7779144.98 7778857.87 0.9998 0.9998 0.9998 0.9997 0.9998 7905800.27 13590156.62 9842247.27 1545517.52 8043333.45 11761765.82 1834998.63 466886252.93 0.09 2043961.02 19878020.91 483266518.15 0.0024 Y BlackRock Advisors, LLC, Management Fees, 5541.45; C000003940 5000.00 20195154774.23 20195144170.70 0.9998 0.9998 0.9998 0.9997 0.9997 82673066.48 620571793.00 99143560.83 493296080.38 99029.10 1392685387.75 531586758.73 658729346.14 208033227.68 1108863586.01 839863510.85 3671194341.62 0.0019 Y BlackRock Advisors, LLC, Management Fees, 375259.00; C000003941 5000.00 986104839.98 986104310.54 0.9998 0.9998 0.9998 0.9997 0.9997 75128778.51 77102114.70 116524590.35 93559403.10 86169274.85 171745124.13 57437978.28 67762533.18 128669301.35 75100019.95 402237672.56 432091062.36 0.0001 Y BlackRock Advisors, LLC, Management Fees, 16927.16; BlackRock Advisors, LLC, Service/Distribution Fees, 61.15; BlackRock Investments, LLC, Service/Distribution Fees, 189037.19; C000003937 5000.00 106877700.09 106877641.09 0.9998 0.9998 0.9998 0.9997 0.9997 43009927.27 3904712.98 1979887.58 43635985.61 4.20 747975.88 3580556.74 2173018.96 7887068.67 0.86 13448350.83 50397006.13 0.0001 Y BlackRock Advisors, LLC, Management Fees, 1859.17; BlackRock Investments, LLC, Service/Distribution Fees, 12084.28; C000003939 5000.00 1704569467.77 1704568564.05 0.9998 0.9998 0.9998 0.9997 0.9997 396631111.31 209406354.30 132269009.67 601700024.78 251287836.15 105042177.75 778271155.29 282916197.24 421999346.46 768335173.35 1745262714.89 1788011373.62 0.0004 Y BlackRock Advisors, LLC, Management Fees, 30188.40; BlackRock Investments, LLC, Service/Distribution Fees, 6327.17; C000003938 3000000.00 99365295148.49 99365241908.13 0.9998 0.9998 0.9998 0.9997 0.9997 26847015895.13 25972406421.31 24817399478.54 23414954926.57 18783483129.16 24175591611.34 25768222765.10 21967314219.54 28455559835.30 23589277879.36 104020001483.19 99502961264.05 0.0029 Y BlackRock Advisors, LLC, Management Fees, 1642289.93; C000060557 1.00 45453536.68 45453511.86 0.9998 0.9998 0.9998 0.9997 0.9997 183449.01 13368292.81 578966.72 1670462.11 2494079.93 0.00 589873.06 138836.49 1356792.46 1753036.33 5020180.69 5813135.41 0.0001 Y BlackRock Advisors, LLC, Management Fees, 773.94; BlackRock Investments, LLC, Service/Distribution Fees, 21471.18; C000003935 3000000.00 107743735.37 107743678.27 0.9998 0.9998 0.9998 0.9997 0.9997 381016.78 2068392.84 12400638.79 271443.15 46668806.34 209394.49 1776404.54 34261.39 13688200.20 859607.81 74815190.62 1376927.20 0.0029 Y BlackRock Advisors, LLC, Management Fees, 1253.66; U.S. Treasury Notes U.S. Treasury Notes 0.947 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-05-02 2022-07-31 2022-07-31 N N N 0.0074 2063088431.56 2063088431.56 0.0168 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.947 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-05-02 2022-10-31 2022-10-31 N N N 0.0075 3273164804.10 3273164804.10 0.0267 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.941 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-05-02 2023-01-31 2023-01-31 N N N 0.0079 3669123630.20 3669123630.20 0.0299 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.926 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-05-02 2023-04-30 2023-04-30 N N N 0.0080 1047024421.08 1047024421.08 0.0085 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.921 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-05-02 2023-07-31 2023-07-31 N N N 0.0079 2670490518.77 2670490518.77 0.0218 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.877 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-05-02 2024-01-31 2024-01-31 N N N 0.0080 933847292.79 933847292.79 0.0076 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 0.0061 72041253.80 72041253.80 0.0006 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 0.0067 134780925.98 134780925.98 0.0011 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 0.0064 100261731.14 100261731.14 0.0008 N Y 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 0.0135 97232403.61 97232403.61 0.0008 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 0.0144 309925589.44 309925589.44 0.0025 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 0.0160 491815876.81 491815876.81 0.0040 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 0.0166 367985625.92 367985625.92 0.0030 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 0.0173 214950883.25 214950883.25 0.0018 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 0.0175 311161775.77 311161775.77 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.000 912828UN8 254900HROIFWPRGM1V77 US912828UN88 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2023-02-15 2023-02-15 2023-02-15 N N N 0.0190 300222657.00 300222657.00 0.0025 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 0.0197 94443477.30 94443477.30 0.0008 N Y 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 0.0203 49126953.00 49126953.00 0.0004 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 0.0203 463941936.92 463941936.92 0.0038 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 0.0206 38458152.05 38458152.05 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.125 91282CBX8 254900HROIFWPRGM1V77 US91282CBX83 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2023-04-30 2023-04-30 2023-04-30 N N N 0.0213 252042278.91 252042278.91 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.750 9128284L1 254900HROIFWPRGM1V77 US9128284L18 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2023-04-30 2023-04-30 2023-04-30 N N N 0.0216 276546875.00 276546875.00 0.0023 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 1 3/4 NOTE Q 22 2022-09-30 1.750000 212800.00 213481.09 U.S. Treasuries (including strips) 1 3/8 NOTE M 23 2023-06-30 1.375000 117942400.00 117257629.68 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 2027-01-31 1.500000 29402200.00 27639138.50 U.S. Treasuries (including strips) 0 1/8 NOTE AZ 23 2023-04-30 0.125000 112028800.00 109889783.37 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 250000000.00 250000000.00 0.0020 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 32000.00 32187.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 58400.00 58325.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 0.125000 69100.00 68256.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-05-15 3.375000 479000.00 500530.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.000000 508000.00 318595.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 0.000000 925948.80 419331.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.000000 1038137.60 983337.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-15 0.000000 1896100.00 1822849.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-01-15 0.125000 1950900.00 2196664.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 1.125000 2004700.00 1913384.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 0.000000 4702689.28 2187324.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-30 0.250000 5239700.00 4821838.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-11-15 0.000000 5482694.40 2442968.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.125000 6466800.00 6336130.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-15 1.625000 6475300.00 6527308.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 9875000.00 10142857.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.000000 12628602.88 6375575.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 2.125000 17172900.00 17349862.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.000000 23357480.96 11722862.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.000000 30838906.88 28972875.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 2.250000 72652400.00 72302253.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-05-15 4.500000 151644200.00 184604680.99 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 355000000.00 355000000.00 0.0029 N Y Y N Natixis SA Natixis SA 0.280 KX1WK48MPD4Y2NCUIZ63 BRTAJB2S9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y 5 3/8 BOND 31 2031-02-15 5.375000 18804100.00 22680604.49 U.S. Treasuries (including strips) 2 TRIB 26 2026-01-15 2.000000 13000000.00 20673212.24 U.S. Treasuries (including strips) 4 3/4 BOND 37 2037-02-15 4.750000 18010600.00 22307762.19 U.S. Treasuries (including strips) 2 1/2 TRIB 29 2029-01-15 2.500000 600.00 946.35 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-11-15 2.750000 3977800.00 3776219.14 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 1200.00 1185.72 U.S. Treasuries (including strips) 0 7/8 TRIB 47 2047-02-15 0.875000 300.00 390.71 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-11-15 2.750000 700.00 669.19 U.S. Treasuries (including strips) 1 TRIB 48 2048-02-15 1.000000 65385000.00 86352636.18 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 4998500.00 4729505.03 U.S. Treasuries (including strips) 0 1/2 TRIN A 28 2028-01-15 0.500000 2211100.00 2672911.55 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 28999500.00 28936697.18 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 2028-02-15 2.750000 100.00 99.64 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 5127000.00 4916417.54 U.S. Treasuries (including strips) 1 1/4 NOTE N 23 2023-07-31 1.250000 1656900.00 1640378.51 U.S. Treasuries (including strips) 2 NOTE N 22 2022-07-31 2.000000 5999800.00 6046309.72 U.S. Treasuries (including strips) 1 3/4 NOTE AB 24 2024-07-31 1.750000 24999800.00 24581631.94 U.S. Treasuries (including strips) 1 1/4 NOTE AC 24 2024-08-31 1.250000 4660500.00 4512147.17 U.S. Treasuries (including strips) 1 3/8 NOTE U 25 2025-01-31 1.375000 12306000.00 11878483.92 U.S. Treasuries (including strips) 1 1/8 NOTE V 25 2025-02-28 1.125000 148310800.00 141793169.05 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 2025-03-31 0.500000 4277500.00 4001897.15 U.S. Treasuries (including strips) 0 1/8 NOTE AM 23 2023-05-15 0.125000 686600.00 672963.95 U.S. Treasuries (including strips) TRFR BE 07/31/22 2022-07-31 0.947010 100.00 100.19 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 2030-08-15 0.625000 51868600.00 43379803.55 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 2031-05-15 1.625000 70999800.00 64542138.72 U.S. Treasuries (including strips) 1 NOTE N 28 2028-07-31 1.000000 300155000.00 267960656.61 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 2029-01-31 1.750000 200.00 186.72 U.S. Treasuries (including strips) 2 5/8 NOTE AM 25 2025-04-15 2.625000 900.00 896.05 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0028 753000000.00 753000000.00 0.0061 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 2039-05-15 0.000000 19700.00 11885.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.625000 25400.00 25507.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 2.250000 25800.00 25186.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-12-31 1.250000 241400.00 224621.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-12-15 1.000000 319900.00 306120.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 414400.00 411688.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 508500.00 455089.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.000000 848000.00 788917.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 0.000000 941300.00 497589.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-06-30 0.500000 981900.00 868592.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 0.000000 1225000.00 975724.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 1.750000 1270400.00 1279228.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.000000 1837000.00 1669043.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2052-02-15 0.000000 2619440.00 1101822.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-02-15 0.000000 2897843.20 1233950.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-08-15 0.000000 2936084.48 1276042.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 0.125000 3123700.00 3028557.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 1.500000 3687700.00 3561613.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 5057900.00 5112261.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 0.000000 5314300.00 4127260.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 3.625000 5410400.00 5825572.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 8034900.00 9866355.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 9335800.00 9039043.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 5.375000 9971400.00 11986949.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 10695400.00 10422638.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-06-30 1.250000 11420800.00 10363863.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-15 2.625000 12835800.00 12755423.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 19638000.00 18909946.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 20007100.00 19876014.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.000000 23085000.00 11234153.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-31 0.125000 25567000.00 25309307.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-31 1.000000 26174900.00 23307699.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-05-15 4.500000 31783600.00 38691894.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-31 0.375000 33117200.00 29039863.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 0.947010 34642000.00 34737348.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 35730700.00 35734332.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-31 0.375000 67730000.00 61647074.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 2.125000 84619300.00 82621596.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.375000 101399600.00 128578970.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-12 0.000000 153224000.00 153211742.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-05-15 0.000000 334520000.00 145706207.36 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-06 2022-05-06 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 0.0072 N N Y N 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 2027-08-15 0.000000 16000.00 13649.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-15 0.000000 75600.00 75352.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 0.000000 77000.00 65740.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-25 0.000000 96600.00 96251.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-10-31 0.375000 133100.00 129112.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.000000 383500.00 217723.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-08-15 0.000000 437800.00 195114.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-15 0.000000 485000.00 481018.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-11-15 0.000000 900000.00 682086.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-11-15 0.000000 1388400.00 598196.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.000000 1631000.00 1292474.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.000000 1643000.00 1563823.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-11-15 0.000000 1763348.48 751724.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-15 1.500000 2060600.00 2066782.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.000000 2179891.20 1027147.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.000000 2684503.04 1394293.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 2731300.00 3676997.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 3047300.00 3852205.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.000000 3062822.40 1362150.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.875000 3293400.00 3991461.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.000000 3661849.60 1918358.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-08-15 2.000000 4876400.00 3973033.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-02-15 1.875000 5766400.00 4556765.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-15 0.000000 8471000.00 8435099.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 0.000000 8835300.00 4154826.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.947010 9585700.00 9606025.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-20 0.000000 9930000.00 9868304.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 0.000000 10294900.00 6525103.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 2.750000 10523100.00 9935001.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-15 0.125000 11972300.00 13571762.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 2.000000 12743800.00 10375583.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-11-15 2.750000 14629300.00 13918982.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-15 0.125000 15900800.00 15288978.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-31 1.875000 16068300.00 15467265.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-15 0.125000 17059700.00 16529277.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-10-31 1.375000 17368200.00 15856142.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 18655400.00 16665212.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-31 1.250000 18749700.00 17057091.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.000000 21578547.20 19943713.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 2.750000 21801500.00 21812982.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.000000 22542259.20 13618612.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-04 0.000000 23717300.00 23659097.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-11-15 0.000000 24760400.00 11020482.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-27 0.000000 30148700.00 29945226.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 0.750000 34422900.00 31711899.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 0.000000 44748200.00 20289818.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-08-15 1.250000 200422400.00 174156587.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.000000 204195000.00 173045461.14 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-06 2022-05-06 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 0.0059 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.280 ZBUT11V806EZRVTWT807 BRWHVHNW1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 05/12/22 2022-05-12 0.000000 93700000.00 93692504.00 U.S. Treasuries (including strips) BILL 07/05/22 2022-07-05 0.000000 26330600.00 26296106.91 U.S. Treasuries (including strips) 5 1/4 BOND 28 2028-11-15 5.250000 167604600.00 194291535.96 U.S. Treasuries (including strips) 2 3/4 NOTE B 24 2024-02-15 2.750000 21485700.00 21637208.13 U.S. Treasuries (including strips) 0 1/8 NOTE BD 23 2023-07-31 0.125000 178997600.00 174082660.16 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-06 2022-05-06 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0028 500000000.00 500000000.00 0.0041 N N Y N Natixis SA Natixis SA 0.280 KX1WK48MPD4Y2NCUIZ63 BRWHVHQB4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 05/19/22 2022-05-19 0.000000 998800.00 998671.15 U.S. Treasuries (including strips) 6 BOND 26 2026-02-15 6.000000 1500.00 1686.13 U.S. Treasuries (including strips) 3 7/8 TRIB 29 2029-04-15 3.875000 21388800.00 47505627.79 U.S. Treasuries (including strips) 6 1/4 BOND 30 2030-05-15 6.250000 11138300.00 14155237.41 U.S. Treasuries (including strips) 5 3/8 BOND 31 2031-02-15 5.375000 815600.00 983737.64 U.S. Treasuries (including strips) 5 BOND 37 2037-05-15 5.000000 700.00 897.56 U.S. Treasuries (including strips) 2 1/8 TRIB 41 2041-02-15 2.125000 4409100.00 7655469.89 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 37984400.00 37532234.96 U.S. Treasuries (including strips) 0 7/8 TRIB 47 2047-02-15 0.875000 3855500.00 5021312.22 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 100.00 99.86 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-11-15 2.750000 100.00 95.60 U.S. Treasuries (including strips) 1 TRIB 49 2049-02-15 1.000000 67500.00 88164.32 U.S. Treasuries (including strips) 2 BOND 50 2050-02-15 2.000000 21947000.00 17946131.01 U.S. Treasuries (including strips) 1 5/8 BOND 50 2050-11-15 1.625000 622900.00 466313.38 U.S. Treasuries (including strips) 2 1/4 BOND 41 2041-05-15 2.250000 14745900.00 13015255.19 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 2028-02-15 2.750000 18728500.00 18661238.09 U.S. Treasuries (including strips) 2 5/8 NOTE AG 23 2023-12-31 2.625000 12000000.00 12123037.72 U.S. Treasuries (including strips) 0 1/2 TRIN X 24 2024-04-15 0.500000 734000.00 862345.96 U.S. Treasuries (including strips) 1 3/4 NOTE AA 24 2024-06-30 1.750000 500.00 492.80 U.S. Treasuries (including strips) 2 NOTE B 25 2025-02-15 2.000000 64543300.00 63384305.59 U.S. Treasuries (including strips) 1 1/2 NOTE J 23 2023-03-31 1.500000 100.00 99.67 U.S. Treasuries (including strips) 1 5/8 NOTE K 23 2023-04-30 1.625000 100.00 100.33 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 100.00 95.89 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 2027-01-15 0.375000 1325900.00 1628282.08 U.S. Treasuries (including strips) 2 1/8 NOTE M 22 2022-06-30 2.125000 45091500.00 45519215.30 U.S. Treasuries (including strips) 1 1/2 NOTE AG 24 2024-11-30 1.500000 200.00 194.80 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 2027-01-31 1.500000 400.00 376.77 U.S. Treasuries (including strips) 1 1/8 NOTE V 25 2025-02-28 1.125000 167006800.00 159667559.10 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 2027-03-31 0.625000 25000000.00 22425855.46 U.S. Treasuries (including strips) 0 1/8 NOTE AP 23 2023-07-15 0.125000 5000000.00 4873165.58 U.S. Treasuries (including strips) TRFR BE 07/31/22 2022-07-31 0.947010 100.00 100.19 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 2030-08-15 0.625000 300.00 250.90 U.S. Treasuries (including strips) 0 1/8 NOTE AQ 23 2023-08-15 0.125000 3941800.00 3831477.18 U.S. Treasuries (including strips) 0 1/8 TRIN AE 25 2025-10-15 0.125000 5058100.00 5741919.69 U.S. Treasuries (including strips) TRFR BJ 10/31/22 2022-10-31 0.947010 600.00 601.43 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 2027-12-31 0.625000 100.00 88.27 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 2031-02-15 1.125000 9668400.00 8393801.74 U.S. Treasuries (including strips) TRFR BA 04/30/23 2023-04-30 0.926010 3913500.00 3923679.20 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 2031-08-15 1.250000 100.00 87.14 U.S. Treasuries (including strips) 0 1/4 NOTE BG 23 2023-09-30 0.250000 6122800.00 5940537.02 U.S. Treasuries (including strips) 1 1/8 NOTE AJ 25 2025-01-15 1.125000 7974900.00 7649955.08 U.S. Treasuries (including strips) 2 5/8 NOTE AM 25 2025-04-15 2.625000 100.00 99.56 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 2027-04-15 0.125000 100.00 103.60 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-06 2022-05-06 Y NATIXIS SA 1.0000 7 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A N N 0.0028 500000000.00 500000000.00 0.0041 N N Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 0.280 K5HU16E3LMSVCCJJJ255 BRWPXUP59 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 7/8 BOND 41 2041-02-15 1.875000 499800.00 412581.94 U.S. Treasuries (including strips) 1 3/4 BOND 41 2041-08-15 1.750000 250021000.00 200314076.35 U.S. Treasuries (including strips) TINT 05/15/29 2029-05-15 0.000000 991452.38 806011.13 U.S. Treasuries (including strips) TINT 05/15/44 2044-05-15 0.000000 5074400.00 2467330.59 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-06 2022-05-06 Y MUFG SECURITIES AMERICAS INC 1.0000 7 N Fitch - BR A Moody's - BR NR Standard & Poor's - BR A N N 0.0028 200000000.00 200000000.00 0.0016 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.300 MBNUM2BPBDO7JBLYG310 BRY1TFBW4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 1.750000 300.00 240.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 3.750000 7000.00 7688.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 2.375000 65200.00 58320.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 3.125000 137422800.00 139159244.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 3.125000 32240600.00 32419174.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 7896600.00 10156581.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 2.000000 41608200.00 35050582.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.000000 19993900.00 19850144.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 23749700.00 22412985.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 32864400.00 32871360.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 45992000.00 61879314.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 64004000.00 60760503.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 137903300.00 133434996.13 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 537000000.00 537000000.00 0.0044 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.280 549300HN4UKV1E2R3U73 BRY1TFAH8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 1/2 BOND 46 2046-02-15 2.500000 18253500.00 16336233.34 U.S. Treasuries (including strips) 2 1/4 BOND 49 2049-08-15 2.250000 32939300.00 28420795.29 U.S. Treasuries (including strips) 2 3/8 BOND 51 2051-05-15 2.375000 18384800.00 16443057.66 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0028 60000000.00 60000000.00 0.0005 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.290 L3I9ZG2KFGXZ61BMYR72 BRY1TFB87 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 3/8 BOND 50 2050-08-15 1.375000 13208900.00 9207036.42 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 2028-08-31 1.125000 20417800.00 18333637.53 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 27000000.00 27000000.00 0.0002 N Y Y N Barclays Bank plc Barclays Bank plc 0.300 G5GSEF7VJP5I7OUK5573 BRY1TFBA2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 5 1/4 BOND 28 2028-11-15 5.250000 21997500.00 25500064.21 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 25000000.00 25000000.00 0.0002 N Y Y N BNP Paribas SA BNP Paribas SA 0.270 R0MUWSFPU8MPRO8K5P83 BRY1TFB38 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 4 1/2 TPRN 36 2036-02-15 0.000000 1247000.00 861223.09 U.S. Treasuries (including strips) 4 3/8 TPRN 39 2039-11-15 0.000000 2300.00 1363.68 U.S. Treasuries (including strips) 3 7/8 TPRN 40 2040-08-15 0.000000 800.00 455.88 U.S. Treasuries (including strips) 4 1/4 TPRN 40 2040-11-15 0.000000 100.00 56.35 U.S. Treasuries (including strips) 3 1/8 TPRN 42 2042-02-15 0.000000 3560000.00 1911093.44 U.S. Treasuries (including strips) 3 1/8 TPRN 43 2043-02-15 0.000000 100.00 51.60 U.S. Treasuries (including strips) 2 7/8 TPRN 43 2043-05-15 0.000000 500.00 255.54 U.S. Treasuries (including strips) 3 5/8 TPRN 43 2043-08-15 0.000000 6568000.00 3347217.00 U.S. Treasuries (including strips) 3 3/4 TPRN 43 2043-11-15 0.000000 800.00 404.58 U.S. Treasuries (including strips) 3 5/8 TPRN 44 2044-02-15 0.000000 100.00 50.16 U.S. Treasuries (including strips) 3 3/8 TPRN 44 2044-05-15 0.000000 200.00 99.44 U.S. Treasuries (including strips) 3 1/8 TPRN 44 2044-08-15 0.000000 60000.00 29560.86 U.S. Treasuries (including strips) 3 TPRN 44 2044-11-15 0.000000 5173200.00 2530589.76 U.S. Treasuries (including strips) 3 TPRN 45 2045-05-15 0.000000 3619100.00 1748745.50 U.S. Treasuries (including strips) 2 7/8 TPRN 45 2045-08-15 0.000000 6110100.00 2935371.47 U.S. Treasuries (including strips) 2 1/4 TPRN 46 2046-08-15 0.000000 300.00 140.93 U.S. Treasuries (including strips) 3 TPRN 47 2047-05-15 0.000000 4497000.00 2089270.22 U.S. Treasuries (including strips) 3 1/8 TPRN 48 2048-05-15 0.000000 3585000.00 1655008.08 U.S. Treasuries (including strips) 3 3/8 TPRN 48 2048-11-15 0.000000 1000000.00 459680.00 U.S. Treasuries (including strips) 2 7/8 TPRN 49 2049-05-15 0.000000 3696000.00 1678760.16 U.S. Treasuries (including strips) 2 1/4 TPRN 49 2049-08-15 0.000000 8312100.00 3733878.44 U.S. Treasuries (including strips) 2 TPRN 50 2050-02-15 0.000000 3592100.00 1589719.78 U.S. Treasuries (including strips) 1 3/8 TPRN 50 2050-08-15 0.000000 4197000.00 1830857.31 U.S. Treasuries (including strips) 1 7/8 TPRN 51 2051-02-15 0.000000 3028100.00 1312166.57 U.S. Treasuries (including strips) 2 TPRN 51 2051-08-15 0.000000 251000.00 107892.35 U.S. Treasuries (including strips) 2 1/4 TPRN 52 2052-02-15 0.000000 650000.00 278219.50 U.S. Treasuries (including strips) 6 3/8 BOND 27 2027-08-15 6.375000 3181000.00 3759307.91 U.S. Treasuries (including strips) 3 5/8 TRIB 28 2028-04-15 3.625000 2938800.00 6395185.94 U.S. Treasuries (including strips) 3 3/8 TRIB 32 2032-04-15 3.375000 4730100.00 10267532.58 U.S. Treasuries (including strips) 4 3/4 BOND 37 2037-02-15 4.750000 200.00 247.72 U.S. Treasuries (including strips) 3 1/2 BOND 39 2039-02-15 3.500000 1500.00 1615.29 U.S. Treasuries (including strips) 4 3/8 BOND 39 2039-11-15 4.375000 91747400.00 110659227.19 U.S. Treasuries (including strips) 2 1/8 TRIB 40 2040-02-15 2.125000 23630000.00 41435073.62 U.S. Treasuries (including strips) 2 1/8 TRIB 41 2041-02-15 2.125000 100.00 173.63 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-08-15 2.750000 600.00 566.23 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-11-15 2.750000 1721100.00 1633880.73 U.S. Treasuries (including strips) 0 5/8 TRIB 43 2043-02-15 0.625000 78693000.00 101214685.80 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 3658500.00 3658166.33 U.S. Treasuries (including strips) 0 3/4 TRIB 45 2045-02-15 0.750000 100.00 128.53 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 100.00 90.53 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 6996600.00 5988133.11 U.S. Treasuries (including strips) 0 7/8 TRIB 47 2047-02-15 0.875000 162000.00 210984.98 U.S. Treasuries (including strips) 3 BOND 48 2048-02-15 3.000000 100.00 99.79 U.S. Treasuries (including strips) 3 3/8 BOND 48 2048-11-15 3.375000 3158200.00 3419943.05 U.S. Treasuries (including strips) 1 TRIB 49 2049-02-15 1.000000 111900.00 146156.85 U.S. Treasuries (including strips) 2 3/8 BOND 49 2049-11-15 2.375000 13952900.00 12524196.66 U.S. Treasuries (including strips) 2 BOND 50 2050-02-15 2.000000 920400.00 752613.98 U.S. Treasuries (including strips) 0 1/4 TRIB 50 2050-02-15 0.250000 226042100.00 240832421.15 U.S. Treasuries (including strips) 1 3/8 BOND 50 2050-08-15 1.375000 3999900.00 2788061.46 U.S. Treasuries (including strips) 1 3/8 BOND 40 2040-11-15 1.375000 200.00 151.85 U.S. Treasuries (including strips) 2 BOND 51 2051-08-15 2.000000 657361300.00 537993131.68 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 13991300.00 13659461.69 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 2028-05-15 2.875000 400.00 404.05 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 2028-08-15 2.875000 100.00 100.29 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 2029-01-15 0.875000 24635500.00 29858177.72 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 2029-07-15 0.250000 100.00 115.03 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 2030-01-15 0.125000 125599900.00 141522546.28 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 2027-05-31 0.500000 27880000.00 24773706.29 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 2027-06-30 0.500000 8284000.00 7343961.89 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 2030-07-15 0.125000 100.00 113.47 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 2030-08-15 0.625000 20420000.00 17078070.13 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 2027-08-31 0.500000 7500000.00 6615474.13 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 2027-09-30 0.375000 14000000.00 12232333.84 U.S. Treasuries (including strips) 0 1/4 NOTE AD 25 2025-09-30 0.250000 22958200.00 21006020.34 U.S. Treasuries (including strips) 0 1/8 TRIN AE 25 2025-10-15 0.125000 472000.00 535811.09 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 2030-11-15 0.875000 500000.00 426974.13 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 2026-02-28 0.500000 50998600.00 46621656.24 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 2031-07-15 0.125000 84433700.00 91599973.91 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 2026-07-31 0.625000 100.00 91.05 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 2028-08-31 1.125000 100.00 89.79 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 2026-08-31 0.750000 100.00 91.39 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 2026-10-15 0.125000 59999900.00 64496184.89 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 2028-10-31 1.375000 136000000.00 124492906.25 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 2026-10-31 1.125000 12345000.00 11489873.24 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 100.00 92.14 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 2027-02-28 1.875000 1175000.00 1125148.35 U.S. Treasuries (including strips) TINT 08/15/31 2031-08-15 0.000000 14410000.00 10940129.64 U.S. Treasuries (including strips) TINT 02/15/32 2032-02-15 0.000000 1897054.49 1417801.61 U.S. Treasuries (including strips) TINT 08/15/32 2032-08-15 0.000000 23536127.59 17302584.20 U.S. Treasuries (including strips) TINT 02/15/33 2033-02-15 0.000000 35002.00 25327.48 U.S. Treasuries (including strips) TINT 08/15/33 2033-08-15 0.000000 9018884.15 6427388.96 U.S. Treasuries (including strips) TINT 02/15/34 2034-02-15 0.000000 1966.08 1379.19 U.S. Treasuries (including strips) TINT 08/15/34 2034-08-15 0.000000 4123032.64 2849262.94 U.S. Treasuries (including strips) TINT 02/15/35 2035-02-15 0.000000 1049145.99 713345.83 U.S. Treasuries (including strips) TINT 08/15/35 2035-08-15 0.000000 19089170.17 12777717.84 U.S. Treasuries (including strips) TINT 08/15/36 2036-08-15 0.000000 8445942.75 5465107.73 U.S. Treasuries (including strips) TINT 02/15/37 2037-02-15 0.000000 158.33 100.68 U.S. Treasuries (including strips) TINT 05/15/31 2031-05-15 0.000000 11213078.33 8576883.61 U.S. Treasuries (including strips) TINT 11/15/32 2032-11-15 0.000000 34796028.35 25388226.17 U.S. Treasuries (including strips) TINT 05/15/33 2033-05-15 0.000000 27.80 19.97 U.S. Treasuries (including strips) TINT 11/15/33 2033-11-15 0.000000 1558127.77 1101549.59 U.S. Treasuries (including strips) TINT 05/15/34 2034-05-15 0.000000 700.04 487.54 U.S. Treasuries (including strips) TINT 11/15/34 2034-11-15 0.000000 98.57 67.52 U.S. Treasuries (including strips) TINT 02/15/26 2026-02-15 0.000000 633045.67 568721.90 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.000000 212.73 185.10 U.S. Treasuries (including strips) TINT 05/15/27 2027-05-15 0.000000 40.12 34.66 U.S. Treasuries (including strips) TINT 08/15/28 2028-08-15 0.000000 0.32 0.27 U.S. Treasuries (including strips) TINT 11/15/28 2028-11-15 0.000000 0.33 0.27 U.S. Treasuries (including strips) TINT 05/15/35 2035-05-15 0.000000 360.92 243.54 U.S. Treasuries (including strips) TINT 08/15/29 2029-08-15 0.000000 6148107.76 4958504.24 U.S. Treasuries (including strips) TINT 05/15/29 2029-05-15 0.000000 234.71 190.81 U.S. Treasuries (including strips) TINT 11/15/29 2029-11-15 0.000000 20.00 16.02 U.S. Treasuries (including strips) TINT 02/15/30 2030-02-15 0.000000 4864071.89 3868736.86 U.S. Treasuries (including strips) TINT 08/15/30 2030-08-15 0.000000 43.28 33.90 U.S. Treasuries (including strips) TINT 02/15/31 2031-02-15 0.000000 10494098.08 8089134.14 U.S. Treasuries (including strips) TINT 05/15/36 2036-05-15 0.000000 2071990.00 1354248.52 U.S. Treasuries (including strips) TINT 11/15/36 2036-11-15 0.000000 976516.23 626322.86 U.S. Treasuries (including strips) TINT 05/15/37 2037-05-15 0.000000 267.59 168.52 U.S. Treasuries (including strips) TINT 08/15/37 2037-08-15 0.000000 1184071.81 737901.71 U.S. Treasuries (including strips) TINT 02/15/38 2038-02-15 0.000000 2604030.72 1601504.93 U.S. Treasuries (including strips) TINT 11/15/37 2037-11-15 0.000000 183.15 113.43 U.S. Treasuries (including strips) TINT 05/15/38 2038-05-15 0.000000 121.07 73.80 U.S. Treasuries (including strips) TINT 08/15/38 2038-08-15 0.000000 866.83 522.85 U.S. Treasuries (including strips) TINT 02/15/39 2039-02-15 0.000000 2443668.22 1450964.66 U.S. Treasuries (including strips) TINT 11/15/38 2038-11-15 0.000000 376.51 225.26 U.S. Treasuries (including strips) TINT 05/15/39 2039-05-15 0.000000 794.78 467.06 U.S. Treasuries (including strips) TINT 08/15/39 2039-08-15 0.000000 7142000.00 4170820.87 U.S. Treasuries (including strips) TINT 11/15/39 2039-11-15 0.000000 178391.02 102931.62 U.S. Treasuries (including strips) TINT 02/15/40 2040-02-15 0.000000 5428225.98 3106986.27 U.S. Treasuries (including strips) TINT 08/15/40 2040-08-15 0.000000 86.29 48.31 U.S. Treasuries (including strips) TINT 11/15/40 2040-11-15 0.000000 430.49 237.43 U.S. Treasuries (including strips) TINT 02/15/41 2041-02-15 0.000000 2603439.29 1420983.20 U.S. Treasuries (including strips) TINT 05/15/41 2041-05-15 0.000000 119.26 64.22 U.S. Treasuries (including strips) TINT 08/15/41 2041-08-15 0.000000 64.80 34.59 U.S. Treasuries (including strips) TINT 11/15/41 2041-11-15 0.000000 56.44 29.81 U.S. Treasuries (including strips) TINT 05/15/42 2042-05-15 0.000000 0.08 0.04 U.S. Treasuries (including strips) TINT 11/15/42 2042-11-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) TINT 02/15/43 2043-02-15 0.000000 30.00 15.17 U.S. Treasuries (including strips) TINT 05/15/43 2043-05-15 0.000000 58.35 29.26 U.S. Treasuries (including strips) TINT 08/15/43 2043-08-15 0.000000 6.72 3.35 U.S. Treasuries (including strips) TINT 11/15/43 2043-11-15 0.000000 1542000.00 762923.00 U.S. Treasuries (including strips) TINT 02/15/44 2044-02-15 0.000000 119.22 58.46 U.S. Treasuries (including strips) TINT 05/15/44 2044-05-15 0.000000 2453000.01 1192724.65 U.S. Treasuries (including strips) TINT 11/15/44 2044-11-15 0.000000 49.75 23.82 U.S. Treasuries (including strips) TINT 11/15/45 2045-11-15 0.000000 0.74 0.35 U.S. Treasuries (including strips) TINT 11/15/47 2047-11-15 0.000000 9.05 4.07 U.S. Treasuries (including strips) TINT 05/15/48 2048-05-15 0.000000 498091.33 222602.00 U.S. Treasuries (including strips) TINT 05/15/49 2049-05-15 0.000000 7989015.69 3530497.82 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0027 1821000000.00 1821000000.00 0.0149 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.301 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 0.0030 422496803.91 422496803.91 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.424 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 0.0042 2393409793.77 2393409793.77 0.0195 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.566 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 0.0057 516434322.71 516434322.71 0.0042 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.612 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 0.0061 1336076823.37 1336076823.37 0.0109 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.704 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 0.0070 137473400.56 137473400.56 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.713 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 0.0071 607564501.57 607564501.57 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.736 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 0.0074 258864088.73 258864088.73 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.808 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 0.0081 1090794361.86 1090794361.86 0.0089 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.820 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 0.0082 329992099.08 329992099.08 0.0027 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.903 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 0.0090 736478034.83 736478034.83 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.945 912796XL8 254900HROIFWPRGM1V77 US912796XL85 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-08-09 2022-08-09 2022-08-09 N N N 0.0095 373521230.55 373521230.55 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.952 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 0.0095 37895467.70 37895467.70 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.969 912796XM6 254900HROIFWPRGM1V77 US912796XM68 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-08-16 2022-08-16 2022-08-16 N N N 0.0097 851491316.19 851491316.19 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.984 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 0.0098 307097671.07 307097671.07 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.058 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 0.0106 808472322.55 808472322.55 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.059 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 0.0106 3168395200.82 3168395200.82 0.0259 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.068 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 0.0107 578222013.36 578222013.36 0.0047 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.085 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 0.0108 942878169.80 942878169.80 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.134 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 0.0113 1652482933.76 1652482933.76 0.0135 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.157 912796M89 254900HROIFWPRGM1V77 US912796M895 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-10-06 2022-10-06 2022-10-06 N N N 0.0116 464368891.91 464368891.91 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.269 912796V55 254900HROIFWPRGM1V77 US912796V557 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-10-13 2022-10-13 2022-10-13 N N N 0.0127 794757309.91 794757309.91 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.370 912796V71 254900HROIFWPRGM1V77 US912796V714 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-10-27 2022-10-27 2022-10-27 N N N 0.0137 836632797.43 836632797.43 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.400 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 0.0140 2105708198.97 2105708198.97 0.0173 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.407 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 0.0141 579124049.02 579124049.02 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.490 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 0.0149 266606652.72 266606652.72 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.644 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 0.0164 80580258.99 80580258.99 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.758 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 0.0176 803377547.82 803377547.82 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.814 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 0.0181 78699368.00 78699368.00 0.0006 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY1TT279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2048-05-15 3.125000 50000000.00 51431760.55 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 50422000.00 50422000.00 0.0004 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY1TT261 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2048-05-15 3.125000 50000000.00 51431760.55 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 50422000.00 50422000.00 0.0004 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.290 549300H47WTHXPU08X20 BRY1TPV00 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-11-30 1.250000 400000000.00 373836857.08 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 366500000.00 366500000.00 0.0030 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.290 549300H47WTHXPU08X20 BRY1TPVH3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2038-05-15 4.500000 400000000.00 489611600.00 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 480000000.00 480000000.00 0.0039 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 0.290 549300H47WTHXPU08X20 BRY1TPWL3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-01-31 2.500000 502538100.00 504911991.57 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 495000000.00 495000000.00 0.0040 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 0.290 549300H47WTHXPU08X20 BRY1TPWP4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-09-30 0.375000 577259500.00 504911984.18 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 495000000.00 495000000.00 0.0040 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.290 549300H47WTHXPU08X20 BRY1TPW82 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 292000000.00 287136242.92 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 281500000.00 281500000.00 0.0023 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 0.290 549300H47WTHXPU08X20 BRY1TPWM1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-05-31 1.750000 515802800.00 520209764.86 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 510000000.00 510000000.00 0.0042 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 0.290 549300H47WTHXPU08X20 BRY1TPV75 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-05-31 2.125000 450000000.00 440488436.11 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 431839000.00 431839000.00 0.0035 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 0.290 549300H47WTHXPU08X20 BRY1TPVD2 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 175000000.00 155293429.25 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 152245000.00 152245000.00 0.0012 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 0.290 549300H47WTHXPU08X20 BRY1TPVB6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-07-31 1.000000 84387000.00 75330684.18 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 73852000.00 73852000.00 0.0006 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 0.290 549300H47WTHXPU08X20 BRY1TPVC4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-06-30 1.250000 100000000.00 90976155.43 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 89190000.00 89190000.00 0.0007 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 0.290 549300H47WTHXPU08X20 BRY1TPVG5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-02-15 2.750000 100000000.00 100756387.14 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 98778000.00 98778000.00 0.0008 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.290 549300H47WTHXPU08X20 BRY1TPUX9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2047-08-15 2.750000 400000000.00 379448990.00 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 372000000.00 372000000.00 0.0030 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 0.290 549300H47WTHXPU08X20 BRY1TPV67 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-08-31 1.125000 175000000.00 157181723.99 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 154096000.00 154096000.00 0.0013 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPVY6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2043-08-15 0.000000 100000000.00 51256298.13 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 50250000.00 50250000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPVP5 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 67462508.55 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 66137500.00 66137500.00 0.0005 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPVN0 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 16672182.25 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 16345000.00 16345000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPVL4 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 79179005.31 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 77625000.00 77625000.00 0.0006 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPVV2 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 51102894.25 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 50100000.00 50100000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPW58 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 44007964.55 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 43143750.00 43143750.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPW17 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 13974353.92 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 13700000.00 13700000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPVW0 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 21318539.92 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 20900000.00 20900000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPVU4 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 14841255.88 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 14550000.00 14550000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPVS9 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 26202063.59 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 25687500.00 25687500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPVX8 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 7099379.80 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 6960000.00 6960000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPVZ3 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 22950581.25 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 22500000.00 22500000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPVT7 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 12566718.27 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 12320000.00 12320000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPW66 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 18957180.11 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 18585000.00 18585000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPVM2 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 40342021.71 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 39550000.00 39550000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPVR1 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 14583819.35 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 14297500.00 14297500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPVK6 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 48012975.98 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 47070000.00 47070000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPW09 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 69999272.81 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 68625000.00 68625000.00 0.0006 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPW74 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 8243158.77 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 8081250.00 8081250.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPVJ9 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 25035434.05 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 24543750.00 24543750.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPVQ3 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 58014469.27 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 56875000.00 56875000.00 0.0005 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL391 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2048-05-15 3.125000 91878000.00 94866360.10 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 93003955.88 93003955.88 0.0008 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL3D2 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 995425000.00 1078818284.73 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 1057639062.50 1057639062.50 0.0086 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL2Y7 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 62359000.00 60022008.59 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 58843664.22 58843664.22 0.0005 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL367 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 319495000.00 287153169.15 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 281515814.95 281515814.95 0.0023 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL359 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 700000000.00 629140419.73 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 616789215.69 616789215.69 0.0050 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL3F7 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 306300000.00 265721762.63 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 260505147.06 260505147.06 0.0021 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL2X9 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 197920000.00 134341492.60 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 131704117.65 131704117.65 0.0011 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.305 MBNUM2BPBDO7JBLYG310 BRY1PPJV0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 100.00 101.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-31 1.250000 1000.00 911.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-06-30 1.250000 49700.00 45207.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 1900500.00 2304473.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 32720900.00 33573894.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 5.500000 6020100.00 6975316.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-12-31 1.375000 8741900.00 7973487.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 5.250000 10275100.00 11946237.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-31 1.125000 102667900.00 92187995.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-31 1.000000 154224600.00 137682614.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-31 1.750000 50283600.00 46944021.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 92236600.00 92501102.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-30 1.500000 108076200.00 99582633.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 2.625000 30700500.00 30322070.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 35671600.00 56263043.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-10-31 1.375000 242282800.00 221783014.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.875000 52839600.00 64041491.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-09-30 1.250000 128687400.00 116227942.19 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-04 2022-05-04 2022-05-04 N N N 0.0031 1000000000.00 1000000000.00 0.0082 N N Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.280 254900BN8XS34XZDJ223 BRY1TFBV6 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 34628754.00 45733489.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-31 2.500000 49050697.00 48944470.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 85369782.00 149695438.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-03-31 2.625000 179950262.00 179291629.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 2.875000 180196022.00 182279363.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-31 1.750000 224998948.00 210055674.73 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0028 800000000.00 800000000.00 0.0065 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.280 549300HN4UKV1E2R3U73 BRY1TFAP0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 0 1/8 NOTE BB 23 2023-05-31 0.125000 148486630.00 145262407.64 U.S. Treasuries (including strips) TINT 02/15/32 2032-02-15 0.000000 338044668.31 251597857.46 U.S. Treasuries (including strips) TINT 11/15/31 2031-11-15 0.000000 249801524.55 187458807.87 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.000000 250057854.40 208786555.70 U.S. Treasuries (including strips) TINT 11/15/35 2035-11-15 0.000000 251136931.63 165694371.34 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0028 940000000.00 940000000.00 0.0077 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.300 MBNUM2BPBDO7JBLYG310 BRY1TFAR6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 1.625000 7586.00 6990.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 6.125000 290441.00 355950.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 1.500000 5310758.00 4822300.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-01-15 0.125000 5687921.00 6408994.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 6.250000 8984316.00 11417821.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 1.750000 18650294.00 17396743.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 1.125000 36856819.00 31997934.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.625000 41381098.00 34608682.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-07-15 0.125000 48974945.00 55572991.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.625000 192544572.00 162166575.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-11-15 0.875000 139288322.00 118945020.50 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 435000000.00 435000000.00 0.0036 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.280 549300HN4UKV1E2R3U73 BRY1TFB95 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 0 5/8 TRIN X 23 2023-04-15 0.625000 4317200.00 5100004.33 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0028 5000000.00 5000000.00 0.0000 N Y Y N TD Securities USA LLC TD Securities USA LLC 0.280 SUVUFHICNZMP2WKHG940 BRY1TFBU8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 5/8 NOTE C 26 2026-05-15 1.625000 1005600.00 964296.76 U.S. Treasuries (including strips) 1 5/8 NOTE R 23 2023-10-31 1.625000 969300.00 965316.28 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 2027-08-31 0.500000 1004300.00 885856.09 U.S. Treasuries (including strips) 0 1/8 NOTE BG 22 2022-09-30 0.125000 897000.00 892639.72 U.S. Treasuries (including strips) 0 3/8 NOTE BH 23 2023-10-31 0.375000 71000.00 68945.16 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 2026-10-31 1.125000 393400.00 366149.54 U.S. Treasuries (including strips) 1 1/8 NOTE AJ 25 2025-01-15 1.125000 997500.00 956855.91 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0028 5000000.00 5000000.00 0.0000 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 0.280 OXTKY6Q8X53C9ILVV871 BRY1TFBQ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 3 5/8 TRIB 28 2028-04-15 3.625000 8900.00 19367.48 U.S. Treasuries (including strips) 3 3/8 TRIB 32 2032-04-15 3.375000 15763700.00 34217945.36 U.S. Treasuries (including strips) 3 7/8 BOND 40 2040-08-15 3.875000 4000.00 4481.73 U.S. Treasuries (including strips) 3 3/8 BOND 44 2044-05-15 3.375000 18000000.00 18884921.17 U.S. Treasuries (including strips) 1 7/8 BOND 41 2041-02-15 1.875000 177772300.00 146749980.77 U.S. Treasuries (including strips) 2 1/4 BOND 41 2041-05-15 2.250000 214316400.00 189163268.20 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 42666000.00 40369923.32 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 2028-02-15 2.750000 188434500.00 187757752.59 U.S. Treasuries (including strips) 2 1/2 NOTE W 23 2023-03-31 2.500000 3100500.00 3120097.87 U.S. Treasuries (including strips) 0 5/8 TRIN X 23 2023-04-15 0.625000 2738000.00 3236313.12 U.S. Treasuries (including strips) 2 3/4 NOTE Y 23 2023-04-30 2.750000 14562100.00 14853983.22 U.S. Treasuries (including strips) 2 NOTE B 25 2025-02-15 2.000000 41831200.00 41080043.38 U.S. Treasuries (including strips) 2 1/8 NOTE T 22 2022-12-31 2.125000 78898600.00 79671451.02 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 2026-07-15 0.125000 20000000.00 24564853.73 U.S. Treasuries (including strips) 0 1/8 TRIN A 23 2023-01-15 0.125000 87602100.00 110760971.14 U.S. Treasuries (including strips) 0 3/8 TRIN D 23 2023-07-15 0.375000 26171500.00 33213534.75 U.S. Treasuries (including strips) 1 3/4 NOTE AB 24 2024-07-31 1.750000 230000.00 226152.82 U.S. Treasuries (including strips) 1 1/2 NOTE AF 24 2024-10-31 1.500000 70000.00 68348.60 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 2030-01-15 0.125000 77438500.00 87255592.56 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 2027-01-31 1.500000 2828000.00 2663767.88 U.S. Treasuries (including strips) 0 1/8 TRIN X 25 2025-04-15 0.125000 10000.00 11387.14 U.S. Treasuries (including strips) 0 1/8 NOTE AM 23 2023-05-15 0.125000 150000.00 147020.96 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 2027-05-31 0.500000 6900000.00 6131225.73 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 2027-06-30 0.500000 4422000.00 3920207.56 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 2027-08-31 0.500000 12330000.00 10875839.47 U.S. Treasuries (including strips) TRFR BJ 10/31/22 2022-10-31 0.947010 526620600.00 527875211.19 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 2026-01-31 0.375000 41654000.00 37972269.68 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 2028-03-31 1.250000 16886700.00 15369775.12 U.S. Treasuries (including strips) 0 3/8 NOTE AM 24 2024-04-15 0.375000 21989800.00 21043544.66 U.S. Treasuries (including strips) 0 1/8 TRIN X 26 2026-04-15 0.125000 527900.00 590147.61 U.S. Treasuries (including strips) 0 1/4 NOTE AN 24 2024-05-15 0.250000 1300000.00 1239197.05 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 2026-06-30 0.875000 23007700.00 21249368.31 U.S. Treasuries (including strips) 0 1/8 NOTE BC 23 2023-06-30 0.125000 256000.00 249866.47 U.S. Treasuries (including strips) 0 3/8 NOTE AQ 24 2024-07-15 0.375000 240000.00 228296.96 U.S. Treasuries (including strips) 0 1/8 NOTE BD 23 2023-07-31 0.125000 27439300.00 26707407.91 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 2026-08-31 0.750000 7461000.00 6818755.82 U.S. Treasuries (including strips) 0 7/8 NOTE AW 24 2024-01-31 0.875000 22574800.00 21965891.54 U.S. Treasuries (including strips) 1 3/4 NOTE AL 25 2025-03-15 1.750000 26815100.00 26079372.64 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 2027-04-15 0.125000 37301100.00 38642502.90 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR 2022-05-02 2022-05-02 2022-05-02 N N N 0.0028 1750000000.00 1750000000.00 0.0143 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.290 L3I9ZG2KFGXZ61BMYR72 BRY1TFAQ8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 07/21/22 2022-07-21 0.000000 35663600.00 35595660.84 U.S. Treasuries (including strips) BILL 08/04/22 2022-08-04 0.000000 2756800.00 2750029.30 U.S. Treasuries (including strips) BILL 09/29/22 2022-09-29 0.000000 515600.00 513113.26 U.S. Treasuries (including strips) BILL 10/27/22 2022-10-27 0.000000 8805000.00 8745566.25 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 31512000.00 29816177.37 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 2029-02-15 2.625000 500800.00 494626.89 U.S. Treasuries (including strips) 0 1/8 NOTE AX 23 2023-02-28 0.125000 49921100.00 49197933.18 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 2028-08-31 1.125000 76600.00 68781.00 U.S. Treasuries (including strips) 0 7/8 NOTE AW 24 2024-01-31 0.875000 606000.00 589654.41 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 2027-02-28 1.875000 9400.00 9001.19 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 125272000.00 125272000.00 0.0010 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.280 254900BN8XS34XZDJ223 BRY1TFBN4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 2215300.00 3494082.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 0.250000 39801700.00 42405993.30 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0028 45000000.00 45000000.00 0.0004 N Y Y N Barclays Bank plc Barclays Bank plc 0.300 G5GSEF7VJP5I7OUK5573 BRY1TFB20 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 1/2 BOND 46 2046-02-15 2.500000 52925700.00 47366619.27 U.S. Treasuries (including strips) 1 7/8 BOND 41 2041-02-15 1.875000 90899800.00 74675738.03 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 2026-08-31 1.375000 87316200.00 81957678.83 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 200000000.00 200000000.00 0.0016 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 0.300 K5HU16E3LMSVCCJJJ255 BRY1TFBF1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 09/29/22 2022-09-29 0.000000 334600.00 332986.22 U.S. Treasuries (including strips) 5 3/8 BOND 31 2031-02-15 5.375000 1691300.00 2039965.03 U.S. Treasuries (including strips) 1 3/4 BOND 41 2041-08-15 1.750000 22463000.00 17997108.63 U.S. Treasuries (including strips) 0 1/8 TRIN D 22 2022-07-15 0.125000 3184200.00 4002336.80 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 2027-04-15 0.125000 10934400.00 11327617.25 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 35000000.00 35000000.00 0.0003 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.300 ZBUT11V806EZRVTWT807 BRY1TFBS3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 0 3/4 NOTE Y 26 2026-04-30 0.750000 5536000.00 5100008.34 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 5000000.00 5000000.00 0.0000 N Y Y N Natixis SA Natixis SA 0.280 KX1WK48MPD4Y2NCUIZ63 BRY1TFAT2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 3 7/8 TRIB 29 2029-04-15 3.875000 200.00 444.21 U.S. Treasuries (including strips) 6 1/4 BOND 30 2030-05-15 6.250000 700.00 889.60 U.S. Treasuries (including strips) 5 3/8 BOND 31 2031-02-15 5.375000 100.00 120.62 U.S. Treasuries (including strips) 5 BOND 37 2037-05-15 5.000000 300.00 384.67 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 1000.00 999.91 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 8389000.00 7594880.71 U.S. Treasuries (including strips) 0 7/8 TRIB 47 2047-02-15 0.875000 300.00 390.71 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 3159500.00 3154931.47 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 200.00 146.13 U.S. Treasuries (including strips) 1 3/8 BOND 40 2040-11-15 1.375000 13769000.00 10453827.75 U.S. Treasuries (including strips) 2 BOND 41 2041-11-15 2.000000 266400.00 224414.30 U.S. Treasuries (including strips) 2 1/2 NOTE W 23 2023-03-31 2.500000 548200.00 551665.10 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 2026-03-31 2.250000 10678000.00 10441821.72 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 2026-06-30 1.875000 1400.00 1353.23 U.S. Treasuries (including strips) 0 5/8 TRIN A 24 2024-01-15 0.625000 5066300.00 6445405.24 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 4957000.00 4753399.99 U.S. Treasuries (including strips) 1 3/8 NOTE Q 23 2023-09-30 1.375000 2991800.00 2951708.33 U.S. Treasuries (including strips) 2 1/4 NOTE T 23 2023-12-31 2.250000 4994000.00 5006741.74 U.S. Treasuries (including strips) 2 1/8 NOTE H 24 2024-02-29 2.125000 109603000.00 109062840.68 U.S. Treasuries (including strips) 2 NOTE N 22 2022-07-31 2.000000 5149600.00 5189519.07 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 2026-07-31 1.875000 5000000.00 4820640.06 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 1500.00 1382.11 U.S. Treasuries (including strips) 1 1/2 NOTE AG 24 2024-11-30 1.500000 1200.00 1168.78 U.S. Treasuries (including strips) 1 3/4 NOTE AH 24 2024-12-31 1.750000 715600.00 700155.04 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 2030-05-15 0.625000 2541900.00 2140861.28 U.S. Treasuries (including strips) 0 1/8 NOTE BG 22 2022-09-30 0.125000 7300.00 7264.52 U.S. Treasuries (including strips) 0 1/8 NOTE BK 22 2022-11-30 0.125000 100.00 99.20 U.S. Treasuries (including strips) 0 3/8 NOTE AH 25 2025-12-31 0.375000 3980500.00 3638665.55 U.S. Treasuries (including strips) 0 1/8 NOTE AV 23 2023-01-31 0.125000 1247000.00 1231641.78 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 2026-02-28 0.500000 9999400.00 9141203.67 U.S. Treasuries (including strips) 0 1/8 NOTE AY 23 2023-03-31 0.125000 2000000.00 1965978.09 U.S. Treasuries (including strips) TRFR BA 04/30/23 2023-04-30 0.926010 12071800.00 12103199.34 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 2026-05-31 0.750000 700.00 644.33 U.S. Treasuries (including strips) 0 1/4 NOTE AP 24 2024-06-15 0.250000 2223900.00 2113999.75 U.S. Treasuries (including strips) 1 1/8 NOTE AJ 25 2025-01-15 1.125000 100.00 95.93 U.S. Treasuries (including strips) 0 7/8 NOTE AW 24 2024-01-31 0.875000 100.00 97.30 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 2027-02-28 1.875000 310200.00 297039.16 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0028 200000000.00 200000000.00 0.0016 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 0.300 FOR8UP27PHTHYVLBNG30 BRY1TFC94 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 19308300.00 25500078.08 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 25000000.00 25000000.00 0.0002 N Y Y N Societe Generale SA Societe Generale SA 0.300 O2RNE8IBXP4R0TD8PU41 BRY1TFBJ3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 07/28/22 2022-07-28 0.000000 100.00 99.79 U.S. Treasuries (including strips) BILL 05/17/22 2022-05-17 0.000000 329900.00 329863.71 U.S. Treasuries (including strips) BILL 10/13/22 2022-10-13 0.000000 300.00 298.28 U.S. Treasuries (including strips) 2 1/2 TPRN 45 2045-02-15 0.000000 24500.00 11897.15 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 100.00 90.53 U.S. Treasuries (including strips) 2 3/8 BOND 51 2051-05-15 2.375000 100.00 89.82 U.S. Treasuries (including strips) 1 3/4 BOND 41 2041-08-15 1.750000 300.00 240.36 U.S. Treasuries (including strips) 1 3/4 NOTE Q 22 2022-09-30 1.750000 305600.00 306549.38 U.S. Treasuries (including strips) 1 1/2 NOTE AQ 22 2022-08-15 1.500000 241300.00 242331.52 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 2026-12-31 1.750000 249900.00 238882.60 U.S. Treasuries (including strips) 0 1/8 NOTE BC 22 2022-06-30 0.125000 5745900.00 5742951.85 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 2027-10-31 0.500000 100.00 88.02 U.S. Treasuries (including strips) 0 1/2 NOTE BK 23 2023-11-30 0.500000 3426000.00 3326301.48 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.000000 273.03 267.27 U.S. Treasuries (including strips) TINT 08/15/44 2044-08-15 0.000000 99.99 48.23 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 10000000.00 10000000.00 0.0001 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 0.300 AC28XWWI3WIBK2824319 BRY1TFBC8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 3 7/8 TRIB 29 2029-04-15 3.875000 50000000.00 111052578.43 U.S. Treasuries (including strips) 2 1/2 TRIB 29 2029-01-15 2.500000 17870800.00 28186725.60 U.S. Treasuries (including strips) 0 3/4 TRIB 42 2042-02-15 0.750000 66000100.00 88798942.80 U.S. Treasuries (including strips) 1 3/8 TRIB 44 2044-02-15 1.375000 122960100.00 179850992.50 U.S. Treasuries (including strips) 0 3/4 TRIB 45 2045-02-15 0.750000 69000000.00 88686276.05 U.S. Treasuries (including strips) 0 7/8 TRIB 47 2047-02-15 0.875000 200000000.00 260475280.35 U.S. Treasuries (including strips) 0 1/2 TRIN A 28 2028-01-15 0.500000 140472000.00 169811058.40 U.S. Treasuries (including strips) 0 5/8 TRIN A 24 2024-01-15 0.625000 74999600.00 95415355.40 U.S. Treasuries (including strips) 0 1/4 TRIN A 25 2025-01-15 0.250000 200000800.00 249689881.31 U.S. Treasuries (including strips) 0 1/8 TRIN D 22 2022-07-15 0.125000 200369700.00 251851964.17 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 2028-07-15 0.750000 153000000.00 185521949.20 U.S. Treasuries (including strips) 0 1/8 TRIN AE 24 2024-10-15 0.125000 86864000.00 99827791.60 U.S. Treasuries (including strips) 0 1/8 TRIN X 25 2025-04-15 0.125000 300000200.00 341614311.92 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 2030-07-15 0.125000 99999800.00 113472063.42 U.S. Treasuries (including strips) 0 1/8 TRIN A 31 2031-01-15 0.125000 264415800.00 294803454.62 U.S. Treasuries (including strips) 0 1/8 TRIN X 26 2026-04-15 0.125000 220000000.00 245941418.26 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 2750000000.00 2750000000.00 0.0224 N Y Y N Deutsche Bank AG Deutsche Bank AG 0.300 7LTWFZYICNSX8D621K86 BRY1TFAN5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 3 1/8 BOND 41 2041-11-15 3.125000 7312400.00 7404797.91 U.S. Treasuries (including strips) 3 BOND 42 2042-05-15 3.000000 675000.00 670146.77 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-08-15 2.750000 789000.00 744592.38 U.S. Treasuries (including strips) 3 1/8 BOND 43 2043-02-15 3.125000 982000.00 982207.98 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 820000.00 810238.75 U.S. Treasuries (including strips) 3 BOND 45 2045-11-15 3.000000 659000.00 653162.60 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 764000.00 743469.24 U.S. Treasuries (including strips) 2 3/8 BOND 42 2042-02-15 2.375000 1000000.00 894479.36 U.S. Treasuries (including strips) 0 5/8 TRIN X 23 2023-04-15 0.625000 127000000.00 150113866.46 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 2029-01-15 0.875000 390200.00 472921.64 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 2029-07-15 0.250000 521900.00 600339.39 U.S. Treasuries (including strips) 0 5/8 TRIN A 24 2024-01-15 0.625000 727400.00 925406.66 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 2030-07-15 0.125000 114100.00 129471.88 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 2028-06-30 1.250000 135266300.00 123040541.70 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 2031-07-15 0.125000 69100.00 74964.83 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 2028-08-31 1.125000 19756100.00 17739481.06 U.S. Treasuries (including strips) Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-2 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 300000000.00 300000000.00 0.0024 N Y Y N Bank of Montreal Bank of Montreal 0.270 NQQ6HPCNCCU6TUTQYE16 BRY1TFAU9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 07/14/22 2022-07-14 0.000000 200.00 199.67 U.S. Treasuries (including strips) 3 5/8 BOND 43 2043-08-15 3.625000 2600.00 2809.49 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 16939200.00 16737556.32 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-08-15 1.125000 27596200.00 19982398.66 U.S. Treasuries (including strips) TINT 11/15/25 2025-11-15 0.000000 804063.84 728280.82 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.000000 1.64 1.46 U.S. Treasuries (including strips) TINT 08/15/26 2026-08-15 0.000000 65000.00 57458.25 U.S. Treasuries (including strips) TINT 11/15/26 2026-11-15 0.000000 263689.16 231341.62 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0027 37000000.00 37000000.00 0.0003 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.280 549300HN4UKV1E2R3U73 BRY1TFB46 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 3 5/8 BOND 43 2043-08-15 3.625000 2470400.00 2656806.71 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 26637800.00 26181628.56 U.S. Treasuries (including strips) 3 BOND 49 2049-02-15 3.000000 19718900.00 19759712.68 U.S. Treasuries (including strips) 2 3/8 BOND 51 2051-05-15 2.375000 14090000.00 12601860.36 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0028 60000000.00 60000000.00 0.0005 N Y Y N Credit Suisse AG Credit Suisse AG 0.300 549300D0YARF5HYP1809 BRY1TFC03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 07/14/22 2022-07-14 0.000000 1200.00 1197.99 U.S. Treasuries (including strips) BILL 11/03/22 2022-11-03 0.000000 2200.00 2183.68 U.S. Treasuries (including strips) BILL 12/01/22 2022-12-01 0.000000 4400.00 4361.36 U.S. Treasuries (including strips) BILL 05/26/22 2022-05-26 0.000000 1100.00 1099.72 U.S. Treasuries (including strips) BILL 07/28/22 2022-07-28 0.000000 1100.00 1097.77 U.S. Treasuries (including strips) BILL 08/04/22 2022-08-04 0.000000 1100.00 1097.30 U.S. Treasuries (including strips) BILL 02/23/23 2023-02-23 0.000000 2200.00 2168.83 U.S. Treasuries (including strips) BILL 03/23/23 2023-03-23 0.000000 2200.00 2164.14 U.S. Treasuries (including strips) BILL 05/03/22 2022-05-03 0.000000 1100.00 1100.00 U.S. Treasuries (including strips) BILL 06/07/22 2022-06-07 0.000000 2200.00 2199.03 U.S. Treasuries (including strips) BILL 06/28/22 2022-06-28 0.000000 1100.00 1098.83 U.S. Treasuries (including strips) BILL 07/12/22 2022-07-12 0.000000 2200.00 2196.63 U.S. Treasuries (including strips) 7 5/8 BOND 22 2022-11-15 7.625000 2000.00 2134.50 U.S. Treasuries (including strips) 6 7/8 BOND 25 2025-08-15 6.875000 900.00 1024.46 U.S. Treasuries (including strips) 6 5/8 BOND 27 2027-02-15 6.625000 900.00 1057.76 U.S. Treasuries (including strips) 6 3/8 BOND 27 2027-08-15 6.375000 900.00 1060.62 U.S. Treasuries (including strips) 5 3/8 BOND 31 2031-02-15 5.375000 900.00 1081.92 U.S. Treasuries (including strips) 3 3/8 TRIB 32 2032-04-15 3.375000 500.00 1082.34 U.S. Treasuries (including strips) 2 3/8 TRIB 27 2027-01-15 2.375000 700.00 1129.30 U.S. Treasuries (including strips) 4 3/4 BOND 37 2037-02-15 4.750000 900.00 1110.04 U.S. Treasuries (including strips) 2 1/2 TRIB 29 2029-01-15 2.500000 700.00 1103.61 U.S. Treasuries (including strips) 4 1/4 BOND 39 2039-05-15 4.250000 900.00 1066.25 U.S. Treasuries (including strips) 3 7/8 BOND 40 2040-08-15 3.875000 900.00 1004.12 U.S. Treasuries (including strips) 4 1/4 BOND 40 2040-11-15 4.250000 900.00 1059.63 U.S. Treasuries (including strips) 4 3/4 BOND 41 2041-02-15 4.750000 900.00 1118.92 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 1200.00 1194.88 U.S. Treasuries (including strips) 1 TRIB 48 2048-02-15 1.000000 800.00 1056.33 U.S. Treasuries (including strips) 3 1/8 BOND 48 2048-05-15 3.125000 3600.00 3697.65 U.S. Treasuries (including strips) 3 BOND 49 2049-02-15 3.000000 1200.00 1202.48 U.S. Treasuries (including strips) 2 3/8 BOND 49 2049-11-15 2.375000 2000.00 1787.97 U.S. Treasuries (including strips) 1 3/8 BOND 50 2050-08-15 1.375000 5455200.00 3783485.55 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 1400.00 1018.30 U.S. Treasuries (including strips) 1 3/4 BOND 41 2041-08-15 1.750000 1421300.00 1132925.34 U.S. Treasuries (including strips) 0 1/8 TRIB 52 2052-02-15 0.125000 1100.00 1057.16 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 1100.00 1038.87 U.S. Treasuries (including strips) 1 3/8 NOTE P 23 2023-08-31 1.375000 1100.00 1087.32 U.S. Treasuries (including strips) 2 1/8 NOTE Q 24 2024-09-30 2.125000 2200.00 2166.85 U.S. Treasuries (including strips) 2 1/4 NOTE T 24 2024-12-31 2.250000 2200.00 2180.73 U.S. Treasuries (including strips) 2 3/8 NOTE U 23 2023-01-31 2.375000 2000.00 2019.51 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 2028-02-15 2.750000 1200.00 1192.18 U.S. Treasuries (including strips) 0 5/8 TRIN X 23 2023-04-15 0.625000 1200.00 1417.59 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 2028-08-15 2.875000 1200.00 1200.12 U.S. Treasuries (including strips) 3 NOTE Q 25 2025-09-30 3.000000 1600.00 1608.02 U.S. Treasuries (including strips) 2 7/8 NOTE AF 23 2023-11-30 2.875000 2000.00 2032.82 U.S. Treasuries (including strips) 2 1/2 NOTE U 24 2024-01-31 2.500000 2000.00 2006.63 U.S. Treasuries (including strips) 2 5/8 NOTE G 26 2026-01-31 2.625000 2200.00 2189.75 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 2026-02-28 2.500000 2200.00 2174.14 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 2029-05-15 2.375000 1600.00 1559.20 U.S. Treasuries (including strips) 1 3/4 NOTE Q 22 2022-09-30 1.750000 2000.00 2006.40 U.S. Treasuries (including strips) 2 NOTE S 22 2022-11-30 2.000000 2000.00 2021.50 U.S. Treasuries (including strips) 1 1/2 NOTE J 23 2023-03-31 1.500000 2200.00 2191.92 U.S. Treasuries (including strips) 1 5/8 NOTE K 23 2023-04-30 1.625000 1000.00 1002.93 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 2000.00 1914.65 U.S. Treasuries (including strips) 1 3/8 NOTE M 23 2023-06-30 1.375000 2200.00 2187.23 U.S. Treasuries (including strips) 1 1/4 NOTE N 23 2023-07-31 1.250000 1100.00 1088.24 U.S. Treasuries (including strips) 1 3/8 NOTE Q 23 2023-09-30 1.375000 1100.00 1084.26 U.S. Treasuries (including strips) 1 5/8 NOTE F 22 2022-11-15 1.625000 2000.00 2016.06 U.S. Treasuries (including strips) 0 1/8 TRIN A 23 2023-01-15 0.125000 1600.00 2022.62 U.S. Treasuries (including strips) 2 1/4 NOTE G 24 2024-01-31 2.250000 2000.00 1997.14 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 2027-02-15 2.250000 1100.00 1070.49 U.S. Treasuries (including strips) 2 1/2 NOTE C 24 2024-05-15 2.500000 1000.00 1006.61 U.S. Treasuries (including strips) 2 1/8 NOTE M 22 2022-06-30 2.125000 1000.00 1009.34 U.S. Treasuries (including strips) 2 NOTE N 22 2022-07-31 2.000000 2000.00 2015.27 U.S. Treasuries (including strips) 1 3/4 NOTE AA 22 2022-06-30 1.750000 2000.00 2014.89 U.S. Treasuries (including strips) 2 NOTE M 24 2024-06-30 2.000000 1100.00 1089.39 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 2200.00 2020.92 U.S. Treasuries (including strips) 1 1/2 NOTE AG 24 2024-11-30 1.500000 3300.00 3208.83 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 2030-01-15 0.125000 900.00 1013.38 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 2030-02-15 1.500000 1200.00 1086.48 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 2027-02-28 1.125000 2200.00 2024.98 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 2025-03-31 0.500000 1100.00 1027.00 U.S. Treasuries (including strips) 0 1/4 NOTE AL 23 2023-04-15 0.250000 1100.00 1081.09 U.S. Treasuries (including strips) 0 3/8 NOTE Y 25 2025-04-30 0.375000 1100.00 1022.93 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 2027-04-30 0.500000 1200.00 1067.55 U.S. Treasuries (including strips) 0 1/8 NOTE AM 23 2023-05-15 0.125000 2200.00 2155.55 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 2030-05-15 0.625000 2000.00 1679.29 U.S. Treasuries (including strips) 0 1/4 NOTE AN 23 2023-06-15 0.250000 1100.00 1076.95 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 2030-07-15 0.125000 1800.00 2040.09 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 2027-07-31 0.375000 1200.00 1052.26 U.S. Treasuries (including strips) 0 1/8 NOTE BF 22 2022-08-31 0.125000 2200.00 2193.21 U.S. Treasuries (including strips) 0 1/8 NOTE BG 22 2022-09-30 0.125000 2200.00 2189.94 U.S. Treasuries (including strips) 0 1/8 NOTE AS 23 2023-10-15 0.125000 2200.00 2125.30 U.S. Treasuries (including strips) 0 1/8 NOTE BH 22 2022-10-31 0.125000 2200.00 2187.29 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 2027-10-31 0.500000 2400.00 2107.71 U.S. Treasuries (including strips) 0 3/8 NOTE AH 25 2025-12-31 0.375000 2200.00 2008.12 U.S. Treasuries (including strips) TRFR AW 01/31/23 2023-01-31 0.941000 1000.00 1003.11 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 2031-02-15 1.125000 2400.00 2077.09 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 2026-02-28 0.500000 2000.00 1825.62 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 2028-03-31 1.250000 1200.00 1089.05 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 2026-03-31 0.750000 2000.00 1839.65 U.S. Treasuries (including strips) 0 1/8 NOTE AZ 23 2023-04-30 0.125000 1600.00 1569.45 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 2028-04-30 1.250000 2200.00 2005.79 U.S. Treasuries (including strips) 0 1/4 NOTE AN 24 2024-05-15 0.250000 2000.00 1904.17 U.S. Treasuries (including strips) 0 1/4 NOTE AP 24 2024-06-15 0.250000 2000.00 1898.52 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 2028-06-30 1.250000 1200.00 1088.95 U.S. Treasuries (including strips) 0 1/8 NOTE BC 23 2023-06-30 0.125000 2200.00 2146.65 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 2031-07-15 0.125000 1200.00 1299.77 U.S. Treasuries (including strips) 0 1/8 NOTE BD 23 2023-07-31 0.125000 1100.00 1069.80 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 2026-07-31 0.625000 2400.00 2181.52 U.S. Treasuries (including strips) 1 NOTE N 28 2028-07-31 1.000000 1200.00 1068.55 U.S. Treasuries (including strips) 0 1/8 NOTE BF 23 2023-08-31 0.125000 1600.00 1551.27 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 2028-08-31 1.125000 2400.00 2149.17 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 2028-09-30 1.250000 1200.00 1080.74 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 2026-09-30 0.875000 2000.00 1828.27 U.S. Treasuries (including strips) 0 5/8 NOTE AT 24 2024-10-15 0.625000 2200.00 2085.13 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 2028-10-31 1.375000 2000.00 1825.88 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 2026-10-31 1.125000 1100.00 1020.78 U.S. Treasuries (including strips) 0 1/2 NOTE BK 23 2023-11-30 0.500000 2200.00 2133.55 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 2028-12-31 1.375000 2200.00 2000.58 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 2026-12-31 1.250000 1100.00 1023.54 U.S. Treasuries (including strips) 1 1/8 NOTE AJ 25 2025-01-15 1.125000 2000.00 1915.45 U.S. Treasuries (including strips) 0 7/8 NOTE AW 24 2024-01-31 0.875000 2200.00 2137.27 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 2032-02-15 1.875000 1100.00 1008.08 U.S. Treasuries (including strips) 1 1/2 NOTE AK 25 2025-02-15 1.500000 2000.00 1931.62 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 2027-02-28 1.875000 2000.00 1911.46 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 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 BRY1UBFU1 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 7454897700.00 7321031214.06 U.S. Treasuries (including strips) 2 NOTE L 24 2024-05-31 2.000000 167343200.00 166455236.52 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 2026-11-30 1.625000 11815420000.00 11249194691.09 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 2027-03-31 0.625000 12755260000.00 11441904686.87 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 2027-08-31 0.500000 3229532500.00 2848651827.62 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 2025-11-30 0.375000 1657896900.00 1518957396.85 U.S. Treasuries (including strips) 0 3/4 NOTE Y 26 2026-04-30 0.750000 12307932000.00 11358120047.61 U.S. Treasuries (including strips) 0 1/8 NOTE BB 23 2023-05-31 0.125000 1838232000.00 1799246977.75 U.S. Treasuries (including strips) 0 3/8 NOTE AR 24 2024-08-15 0.375000 1474056700.00 1397665503.19 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 49100000000.00 49100000000.00 0.4008 N Y Y N Citibank NA Citibank NA 0.300 E57ODZWZ7FF32TWEFA76 BRY1TFAZ8 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 99.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-29 0.000000 100.00 99.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 6.125000 100.00 119.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-02-15 4.750000 100.00 123.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-05-15 5.000000 100.00 128.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 4.500000 100.00 121.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 100.00 175.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 100.00 112.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 4.250000 100.00 118.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 4.750000 100.00 124.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 100.00 134.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 100.00 94.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 3.625000 100.00 108.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-08-15 3.125000 100.00 99.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 100.00 99.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-11-15 2.750000 100.00 95.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 100.00 99.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 100.00 132.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 1.875000 200.00 165.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2052-02-15 0.125000 100.00 96.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 1.375000 100.00 98.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.625000 100.00 127.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-30 1.375000 100.00 98.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 100.00 122.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-15 2.750000 100.00 101.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-01-15 0.125000 100.00 112.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 1.375000 100.00 99.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-15 0.125000 100.00 113.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.125000 100.00 97.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-31 0.250000 100.00 91.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-15 0.125000 100.00 107.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-16 0.000000 200.00 199.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 6.250000 200.00 212.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 200.00 198.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 3.000000 200.00 201.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 1.000000 200.00 261.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 1.750000 200.00 196.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-01-15 0.125000 200.00 222.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 6.000000 300.00 337.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 1.125000 300.00 217.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 1.125000 300.00 286.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.625000 786100.00 662076.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-02 0.000000 400.00 399.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-26 0.000000 400.00 395.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 2.875000 400.00 384.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 3.000000 600.00 592.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 1.500000 600.00 584.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-16 0.000000 700.00 699.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-14 0.000000 2800.00 2795.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-31 0.125000 700.00 693.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 6.375000 800.00 945.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 900.00 1958.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 2.125000 900.00 893.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 1200.00 2665.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 7.125000 1300.00 1371.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-29 0.000000 1600.00 1592.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-30 0.375000 1600.00 1490.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-06 0.000000 2000.00 1989.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-03-15 1.750000 2100.00 2042.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 7.500000 2200.00 2530.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 2200.00 2829.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 6.750000 2700.00 3154.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 0.750000 3200.00 2924.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-15 7.250000 3900.00 4027.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 2.000000 4000.00 3928.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-18 0.000000 5300.00 5283.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-08 0.000000 5900.00 5876.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-31 1.000000 10300.00 9195.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-21 0.000000 31600.00 31539.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 5.375000 50900.00 61393.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-05-15 4.500000 52300.00 63972.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 2.000000 54500.00 44564.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.250000 62900.00 61833.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 0.250000 117800.00 125507.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 301700.00 297357.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 331000.00 306049.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.875000 452200.00 453880.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-15 7.625000 463300.00 494639.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 474400.00 480409.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-23 0.000000 483400.00 476615.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 908500.00 884086.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 1003300.00 975103.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.000000 1424300.00 1414059.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 2788800.00 3425323.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-31 2.625000 6474500.00 6455602.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 1.375000 11065200.00 10404251.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-23 0.000000 17591200.00 17533184.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 1.750000 37517600.00 57281467.61 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 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 BRY1TE710 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 1/4 BOND 49 2049-08-15 2.250000 199696700.00 173026265.71 U.S. Treasuries (including strips) 0 3/8 TRIN D 23 2023-07-15 0.375000 250790000.00 318270728.85 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 2026-05-31 0.750000 20318900.00 18703052.87 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 500000000.00 500000000.00 0.0041 N Y Y N BNP Paribas SA BNP Paribas SA 0.300 R0MUWSFPU8MPRO8K5P83 BRY1PPFX0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 4 1/2 TPRN 36 2036-02-15 0.000000 16012100.00 11058532.70 U.S. Treasuries (including strips) 4 1/4 TPRN 39 2039-05-15 0.000000 9930100.00 6025286.78 U.S. Treasuries (including strips) 4 5/8 TPRN 40 2040-02-15 0.000000 4087200.00 2409629.20 U.S. Treasuries (including strips) 3 3/8 TPRN 44 2044-05-15 0.000000 116880400.00 58110480.39 U.S. Treasuries (including strips) 2 1/4 TPRN 46 2046-08-15 0.000000 100.00 46.98 U.S. Treasuries (including strips) 1 7/8 TPRN 51 2051-02-15 0.000000 4895200.00 2121237.02 U.S. Treasuries (including strips) 6 BOND 26 2026-02-15 6.000000 22937700.00 25784026.52 U.S. Treasuries (including strips) 6 3/8 BOND 27 2027-08-15 6.375000 240000.00 283632.16 U.S. Treasuries (including strips) 1 3/8 TRIB 44 2044-02-15 1.375000 34800.00 50901.18 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 195600.00 167406.86 U.S. Treasuries (including strips) 3 BOND 48 2048-02-15 3.000000 21826200.00 21781035.56 U.S. Treasuries (including strips) 2 7/8 NOTE AF 23 2023-11-30 2.875000 8000.00 8141.34 U.S. Treasuries (including strips) 2 1/2 NOTE U 24 2024-01-31 2.500000 4705500.00 4727015.18 U.S. Treasuries (including strips) 2 3/4 NOTE B 24 2024-02-15 2.750000 94330100.00 95118282.71 U.S. Treasuries (including strips) 2 3/8 NOTE E 24 2024-08-15 2.375000 300.00 298.84 U.S. Treasuries (including strips) 2 1/2 NOTE C 24 2024-05-15 2.500000 13297600.00 13404978.49 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 2028-07-15 0.750000 19299100.00 23401350.65 U.S. Treasuries (including strips) 0 1/4 NOTE AC 25 2025-08-31 0.250000 41069900.00 37672910.36 U.S. Treasuries (including strips) 0 1/8 TRIN AE 25 2025-10-15 0.125000 75900.00 86161.15 U.S. Treasuries (including strips) 0 1/8 NOTE BB 23 2023-05-31 0.125000 844600.00 826687.82 U.S. Treasuries (including strips) 0 1/8 NOTE BC 23 2023-06-30 0.125000 153746100.00 150062483.60 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 2029-02-28 1.875000 161720400.00 151981122.90 U.S. Treasuries (including strips) TINT 02/15/35 2035-02-15 0.000000 948567.07 644959.21 U.S. Treasuries (including strips) TINT 11/15/31 2031-11-15 0.000000 17194822.98 12953221.24 U.S. Treasuries (including strips) TINT 11/15/33 2033-11-15 0.000000 2142935.58 1514991.17 U.S. Treasuries (including strips) TINT 11/15/34 2034-11-15 0.000000 21506413.17 14731032.76 U.S. Treasuries (including strips) TINT 02/15/26 2026-02-15 0.000000 0.98 0.88 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.000000 21824070.61 18989582.14 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.000000 6.75 5.65 U.S. Treasuries (including strips) TINT 05/15/35 2035-05-15 0.000000 6000914.82 4049237.29 U.S. Treasuries (including strips) TINT 11/15/36 2036-11-15 0.000000 172.45 110.61 U.S. Treasuries (including strips) TINT 05/15/37 2037-05-15 0.000000 157.77 99.36 U.S. Treasuries (including strips) TINT 05/15/38 2038-05-15 0.000000 12.47 7.60 U.S. Treasuries (including strips) TINT 11/15/40 2040-11-15 0.000000 145.79 80.41 U.S. Treasuries (including strips) TINT 05/15/41 2041-05-15 0.000000 9351010.05 5035023.31 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-04 2022-05-04 2022-05-04 N N N 0.0030 650000000.00 650000000.00 0.0053 N N Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 0.280 549300H47WTHXPU08X20 BRY1TDWE6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N T Bond 3 02/15/2048 2022-05-02 0.280000 514355800.00 515297441.45 U.S. Treasuries (including strips) T Bond 3.375 11/15/2048 2022-05-02 0.280000 229679100.00 249702590.54 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0028 750000000.00 750000000.00 0.0061 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.280 254900BN8XS34XZDJ223 BRY1TFBB0 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 94627300.00 105060011.06 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0028 103000000.00 103000000.00 0.0008 N Y Y N BNP Paribas SA BNP Paribas SA 0.270 R0MUWSFPU8MPRO8K5P83 BRY1TFAS4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 4 5/8 BOND 40 2040-02-15 4.625000 300.00 370.06 U.S. Treasuries (including strips) 2 1/4 BOND 41 2041-05-15 2.250000 100.00 88.26 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 2031-07-15 0.125000 4700600.00 5099561.40 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0027 5000000.00 5000000.00 0.0000 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.300 MBNUM2BPBDO7JBLYG310 BRY1TFC29 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 200.00 184.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 2.250000 1900.00 1857.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-15 0.125000 87700.00 98041.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 0.750000 5418100.00 4999981.33 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 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 BRY1TFBK0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 0.000000 1763269.02 898034.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.000000 2539540.48 1141965.33 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 2000000.00 2000000.00 0.0000 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY1TT220 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2048-05-15 3.125000 47905000.00 49277248.85 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 48310000.00 48310000.00 0.0004 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY1TT287 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2048-05-15 3.125000 50000000.00 51431760.55 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 50422000.00 50422000.00 0.0004 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY1TT238 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2048-05-15 3.125000 50000000.00 51431760.55 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 50422000.00 50422000.00 0.0004 N Y Y N BlackRock Liquidity Funds 2022-05-05 /s/Ann Frechette Ann Frechette Assistant Treasurer