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225692318.47 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 2029-02-15 2.625000 14000.00 12877.87 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 2027-05-15 2.375000 50509000.00 47121149.85 U.S. Treasuries (including strips) 1 3/4 NOTE AB 24 2024-07-31 1.750000 69552000.00 66485562.99 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 2027-09-30 4.125000 1574000.00 1591502.80 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 2027-11-30 3.875000 4506800.00 4482454.46 U.S. Treasuries (including strips) BILL 07/06/23 2023-07-06 0.000000 600600.00 590550.76 U.S. Treasuries (including strips) 6 7/8 BOND 25 2025-08-15 6.875000 800.00 843.19 U.S. Treasuries (including strips) 5 1/2 BOND 28 2028-08-15 5.500000 300.00 318.80 U.S. Treasuries (including strips) 2 7/8 NOTE L 25 2025-05-31 2.875000 54510800.00 52773787.00 U.S. Treasuries (including strips) 2 3/4 NOTE AC 23 2023-08-31 2.750000 9208200.00 9104745.87 U.S. Treasuries (including strips) 0 3/8 NOTE AS 24 2024-09-15 0.375000 100.00 93.35 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 2026-11-30 1.250000 353124200.00 316319709.96 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 2027-04-30 2.750000 1624000.00 1542080.60 U.S. Treasuries (including strips) BILL 03/07/23 2023-03-07 0.000000 7945000.00 7939096.87 U.S. Treasuries (including strips) BILL 06/01/23 2023-06-01 0.000000 77700.00 76764.10 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 224732700.00 188048605.47 U.S. Treasuries (including strips) 2 BOND 50 2050-02-15 2.000000 35796000.00 24048799.19 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 2025-02-28 2.750000 325000.00 312382.20 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 2025-06-30 2.750000 3114800.00 2996605.94 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 2027-07-31 0.375000 9279900.00 7842555.36 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 2026-03-31 0.750000 71117700.00 63831354.80 U.S. Treasuries (including strips) BILL 06/22/23 2023-06-22 0.000000 1991000.00 1961433.65 U.S. Treasuries (including strips) BILL 06/13/23 2023-06-13 0.000000 246240000.00 242853707.52 U.S. Treasuries (including strips) 1 3/8 NOTE P 23 2023-08-31 1.375000 435000.00 427187.40 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 2028-05-15 2.875000 24808100.00 23475758.37 U.S. Treasuries (including strips) 2 5/8 NOTE AA 23 2023-06-30 2.625000 5084000.00 5068678.43 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 2028-01-31 0.750000 68000.00 57711.47 U.S. Treasuries (including strips) 0 1/8 NOTE BF 23 2023-08-31 0.125000 900.00 878.39 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 2026-10-31 1.125000 59986900.00 53622726.72 U.S. Treasuries (including strips) 6 3/4 BOND 26 2026-08-15 6.750000 502800.00 541203.88 U.S. Treasuries (including strips) 3 7/8 BOND 40 2040-08-15 3.875000 241285000.00 235916064.82 U.S. Treasuries (including strips) 3 BOND 42 2042-05-15 3.000000 26984900.00 23081201.15 U.S. Treasuries (including strips) 2 7/8 NOTE AE 23 2023-10-31 2.875000 200.00 199.00 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 73791800.00 68252700.07 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 2027-02-28 1.875000 31280000.00 28470242.72 U.S. Treasuries (including strips) 3 1/8 NOTE AR 25 2025-08-15 3.125000 200000000.00 193272647.51 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 2027-10-31 4.125000 3038000.00 3062115.74 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-03-01 2023-03-01 N N N 0.0456 3000000000.00 3000000000.00 0.0330 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 4.560 549300H47WTHXPU08X20 BRYEK2014 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 04/25/23 2023-04-25 0.000000 22494000.00 22334405.07 U.S. Treasuries (including strips) 3 1/2 BOND 39 2039-02-15 3.500000 6024600.00 5656309.61 U.S. Treasuries (including strips) 3 7/8 BOND 40 2040-08-15 3.875000 20000100.00 19555069.27 U.S. Treasuries (including strips) 3 BOND 45 2045-11-15 3.000000 29254500.00 24498264.11 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 92116200.00 66132708.14 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 151904600.00 127108552.49 U.S. Treasuries (including strips) 1 7/8 BOND 41 2041-02-15 1.875000 25849500.00 18389756.75 U.S. Treasuries (including strips) 1 3/4 BOND 41 2041-08-15 1.750000 22757600.00 15696450.45 U.S. Treasuries (including strips) 2 1/4 BOND 52 2052-02-15 2.250000 3110400.00 2201083.93 U.S. Treasuries (including strips) 2 1/8 NOTE H 24 2024-02-29 2.125000 99800.00 96902.71 U.S. Treasuries (including strips) 2 NOTE L 24 2024-05-31 2.000000 47600.00 46043.72 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 2026-07-31 1.875000 2214400.00 2041343.04 U.S. Treasuries (including strips) 0 1/4 NOTE AD 25 2025-09-30 0.250000 23074400.00 20705491.83 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 2030-11-15 0.875000 152998400.00 122392291.53 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 2026-09-30 0.875000 10389400.00 9223198.24 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 2026-10-31 1.125000 46288400.00 41377537.82 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 2028-12-31 1.375000 160614000.00 138135753.02 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 2027-08-31 3.125000 177946000.00 169711904.74 U.S. Treasuries (including strips) 4 1/4 NOTE AT 25 2025-10-15 4.250000 30166600.00 30389172.82 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 2027-11-30 3.875000 30561100.00 30396010.28 U.S. Treasuries (including strips) 6 3/4 BOND 26 2026-08-15 6.750000 30507300.00 32837448.59 U.S. Treasuries (including strips) 5 1/2 BOND 28 2028-08-15 5.500000 22400.00 23803.81 U.S. Treasuries (including strips) 4 1/2 BOND 36 2036-02-15 4.500000 12449700.00 13255569.36 U.S. Treasuries (including strips) 3 5/8 BOND 43 2043-08-15 3.625000 15233200.00 14122848.94 U.S. Treasuries (including strips) 3 3/8 BOND 44 2044-05-15 3.375000 33698300.00 30230184.35 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 15448000.00 11748401.58 U.S. Treasuries (including strips) 1 3/8 BOND 50 2050-08-15 1.375000 12720400.00 7232384.21 U.S. Treasuries (including strips) 1 5/8 BOND 50 2050-11-15 1.625000 21151300.00 12942150.46 U.S. Treasuries (including strips) 2 1/2 NOTE U 24 2024-01-31 2.500000 300100.00 293666.97 U.S. Treasuries (including strips) 1 1/2 NOTE J 23 2023-03-31 1.500000 99900.00 100270.28 U.S. Treasuries (including strips) 0 1/4 NOTE AL 23 2023-04-15 0.250000 79999800.00 79633406.19 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 2030-05-15 0.625000 28658700.00 22674902.30 U.S. Treasuries (including strips) 0 1/8 NOTE AQ 23 2023-08-15 0.125000 49999900.00 48894396.69 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 2028-05-31 1.250000 21045600.00 18223609.37 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 2026-07-31 0.625000 899300.00 792370.02 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 2026-08-31 0.750000 8917800.00 7867506.11 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 2029-03-31 2.375000 19744200.00 18057183.19 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 2032-05-15 2.875000 14582800.00 13499707.57 U.S. Treasuries (including strips) BILL 03/07/23 2023-03-07 0.000000 47000.00 46965.08 U.S. Treasuries (including strips) 7 1/2 BOND 24 2024-11-15 7.500000 313600.00 333990.32 U.S. Treasuries (including strips) 6 1/2 BOND 26 2026-11-15 6.500000 536300.00 584883.20 U.S. Treasuries (including strips) 3 1/8 BOND 42 2042-02-15 3.125000 11674500.00 10120930.36 U.S. Treasuries (including strips) 3 1/8 BOND 43 2043-02-15 3.125000 72899300.00 62585888.85 U.S. Treasuries (including strips) 3 3/4 BOND 43 2043-11-15 3.750000 19989800.00 19048581.70 U.S. Treasuries (including strips) 3 3/8 BOND 48 2048-11-15 3.375000 682621000.00 613687449.85 U.S. Treasuries (including strips) 2 3/8 BOND 49 2049-11-15 2.375000 5080400.00 3756670.34 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 19592000.00 17783945.89 U.S. Treasuries (including strips) 2 5/8 NOTE AA 23 2023-06-30 2.625000 18371700.00 18316333.48 U.S. Treasuries (including strips) 1 1/2 NOTE AD 24 2024-09-30 1.500000 59999700.00 57202125.64 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 2030-02-15 1.500000 15411600.00 13071975.39 U.S. Treasuries (including strips) 0 3/8 NOTE Y 25 2025-04-30 0.375000 45389700.00 41400040.41 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 2026-01-31 0.375000 10144200.00 9013030.96 U.S. Treasuries (including strips) 0 3/8 NOTE AM 24 2024-04-15 0.375000 59880400.00 56883990.71 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 2026-06-30 0.875000 27613500.00 24638617.70 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 2029-01-31 1.750000 23246500.00 20364575.40 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 2029-02-28 1.875000 24701200.00 21751901.42 U.S. Treasuries (including strips) 4 5/8 NOTE AY 25 2025-02-28 4.625000 234518800.00 233756379.38 U.S. Treasuries (including strips) 5 1/4 BOND 28 2028-11-15 5.250000 25160400.00 26907762.12 U.S. Treasuries (including strips) 4 3/4 BOND 37 2037-02-15 4.750000 8000500.00 8722975.56 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 8799600.00 7492553.50 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 22374200.00 18774429.67 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-08-15 1.125000 35802300.00 22425343.64 U.S. Treasuries (including strips) 1 3/8 BOND 40 2040-11-15 1.375000 7614800.00 5003877.43 U.S. Treasuries (including strips) 2 3/8 BOND 51 2051-05-15 2.375000 12531100.00 9210506.52 U.S. Treasuries (including strips) 2 3/8 NOTE V 24 2024-02-29 2.375000 49988100.00 48660965.93 U.S. Treasuries (including strips) 1 5/8 NOTE K 23 2023-04-30 1.625000 98100.00 98118.61 U.S. Treasuries (including strips) 2 1/2 NOTE C 24 2024-05-15 2.500000 36500.00 35645.66 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 2025-06-30 0.250000 1549700.00 1401196.06 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 2027-08-31 0.500000 24980300.00 21169330.41 U.S. Treasuries (including strips) TRFR BE 07/31/23 2023-07-31 4.836700 28083400.00 28175332.47 U.S. Treasuries (including strips) 0 3/8 NOTE AS 24 2024-09-15 0.375000 26483500.00 24723422.83 U.S. Treasuries (including strips) 0 3/8 NOTE BH 23 2023-10-31 0.375000 12500000.00 12129901.17 U.S. Treasuries (including strips) TRFR BB 04/30/24 2024-04-30 4.732700 36600.00 36668.14 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 2029-05-31 2.750000 34987400.00 32548339.15 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 2029-08-31 3.125000 76684900.00 72314474.18 U.S. Treasuries (including strips) 6 7/8 BOND 25 2025-08-15 6.875000 370000.00 389975.53 U.S. Treasuries (including strips) 6 1/8 BOND 27 2027-11-15 6.125000 30840100.00 33841948.40 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 45950500.00 38195805.78 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 65826600.00 60857731.47 U.S. Treasuries (including strips) 3 BOND 49 2049-02-15 3.000000 23657600.00 19697822.80 U.S. Treasuries (including strips) 1 1/4 BOND 50 2050-05-15 1.250000 21505300.00 11893994.13 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 44447700.00 28129221.27 U.S. Treasuries (including strips) 1 3/8 NOTE P 23 2023-08-31 1.375000 99500.00 97712.98 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 2025-12-31 2.625000 23733400.00 22663505.80 U.S. Treasuries (including strips) 2 1/4 NOTE F 24 2024-11-15 2.250000 42843100.00 41253288.66 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 2027-03-31 0.625000 9000.00 7795.25 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 2027-04-30 0.500000 44090000.00 37837352.78 U.S. Treasuries (including strips) 0 3/4 NOTE Y 26 2026-04-30 0.750000 23568000.00 21060039.28 U.S. Treasuries (including strips) 0 1/8 NOTE BC 23 2023-06-30 0.125000 99500.00 97950.26 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 2032-02-15 1.875000 47981100.00 40572690.65 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 2027-02-28 1.875000 16944300.00 15422261.31 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 2029-04-30 2.875000 486200.00 457271.77 U.S. Treasuries (including strips) 4 NOTE H 30 2030-02-28 4.000000 176735000.00 175752530.14 U.S. Treasuries (including strips) BILL 05/18/23 2023-05-18 0.000000 957500.00 947811.06 U.S. Treasuries (including strips) BILL 05/25/23 2023-05-25 0.000000 118530000.00 117227829.42 U.S. Treasuries (including strips) 4 1/2 BOND 39 2039-08-15 4.500000 36672100.00 38785550.61 U.S. Treasuries (including strips) 3 3/4 BOND 41 2041-08-15 3.750000 9138100.00 8736852.29 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-08-15 2.750000 27578300.00 22377599.88 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-02-15 2.500000 60002500.00 45402139.08 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 21816300.00 17859675.94 U.S. Treasuries (including strips) 3 1/8 BOND 48 2048-05-15 3.125000 13268700.00 11381389.66 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-11-15 1.875000 75210100.00 48884800.26 U.S. Treasuries (including strips) 3 1/4 BOND 42 2042-05-15 3.250000 313666000.00 278906724.42 U.S. Treasuries (including strips) 2 NOTE M 24 2024-06-30 2.000000 3077000.00 2963519.22 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 762800.00 658718.66 U.S. Treasuries (including strips) 1 1/2 NOTE AF 24 2024-10-31 1.500000 94907900.00 90162540.66 U.S. Treasuries (including strips) 0 1/4 NOTE AF 25 2025-10-31 0.250000 9992100.00 8930886.31 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 2027-11-30 0.625000 62415500.00 52938475.89 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 2028-02-29 1.125000 89961000.00 77597929.65 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 2031-11-15 1.375000 1682600.00 1372784.98 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 2026-12-31 1.250000 16738200.00 14952272.44 U.S. Treasuries (including strips) 4 1/2 NOTE AU 25 2025-11-15 4.500000 16474500.00 16660373.32 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 2027-12-31 3.875000 27556100.00 27307863.84 U.S. Treasuries (including strips) 6 1/4 BOND 30 2030-05-15 6.250000 29767200.00 34309539.37 U.S. Treasuries (including strips) 4 1/2 BOND 38 2038-05-15 4.500000 1154400.00 1234110.73 U.S. Treasuries (including strips) 4 3/8 BOND 39 2039-11-15 4.375000 24865800.00 26210217.15 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 99129700.00 83359716.85 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 8113100.00 6587086.40 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 42309800.00 32272746.89 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-02-15 1.875000 10465700.00 6778082.79 U.S. Treasuries (including strips) 2 BOND 51 2051-08-15 2.000000 20755500.00 13842781.76 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 46627000.00 43126995.77 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 2027-05-15 2.375000 17514400.00 16339635.84 U.S. Treasuries (including strips) 2 3/4 NOTE AB 23 2023-07-31 2.750000 40900.00 40610.68 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 2030-08-15 0.625000 21519500.00 16896324.81 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 2027-09-30 0.375000 98994500.00 83345907.97 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 2027-10-31 0.500000 22123400.00 18687336.40 U.S. Treasuries (including strips) 0 3/8 NOTE AR 24 2024-08-15 0.375000 198500.00 185558.13 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 2028-09-30 1.250000 24727200.00 21285456.63 U.S. Treasuries (including strips) TRFR BJ 10/31/23 2023-10-31 4.842700 8644300.00 8672499.60 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 2029-07-31 2.625000 983200.00 902170.94 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 2029-09-30 3.875000 43861400.00 43908676.56 U.S. Treasuries (including strips) BILL 08/10/23 2023-08-10 0.000000 4883700.00 4777831.15 U.S. Treasuries (including strips) 6 1/4 BOND 23 2023-08-15 6.250000 11441500.00 11534787.99 U.S. Treasuries (including strips) 3 1/8 BOND 41 2041-11-15 3.125000 10429700.00 9159938.54 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-11-15 2.750000 22570200.00 18419642.22 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 67359200.00 55819851.53 U.S. Treasuries (including strips) 3 BOND 48 2048-08-15 3.000000 16597000.00 13786585.98 U.S. Treasuries (including strips) 2 7/8 BOND 49 2049-05-15 2.875000 43842200.00 35983621.05 U.S. Treasuries (including strips) 2 BOND 41 2041-11-15 2.000000 64567700.00 46771169.90 U.S. Treasuries (including strips) 3 3/8 BOND 42 2042-08-15 3.375000 41419400.00 37162646.11 U.S. Treasuries (including strips) 2 1/8 NOTE N 24 2024-07-31 2.125000 521500.00 501424.15 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 2026-09-30 1.625000 15529100.00 14226380.44 U.S. Treasuries (including strips) 1 3/4 NOTE AH 24 2024-12-31 1.750000 98351100.00 93269024.26 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 2027-12-31 0.625000 10208900.00 8632111.37 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 2028-03-31 1.250000 3017900.00 2629624.35 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 17707100.00 15379285.52 U.S. Treasuries (including strips) TRFR AX 01/31/24 2024-01-31 4.792700 942700.00 945749.00 U.S. Treasuries (including strips) 1 1/2 NOTE AK 25 2025-02-15 1.500000 23506000.00 22063429.12 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 2029-11-30 3.875000 37729600.00 37548122.28 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 2030-01-31 3.500000 19052900.00 18421509.42 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-03-01 2023-03-01 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Citigroup Global Markets, Inc. 4.520 MBNUM2BPBDO7JBLYG310 BRYEK2097 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-03-15 1.750000 226734900.00 215190661.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-15 2.750000 304969000.00 294809421.12 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0452 500000000.00 500000000.00 0.0055 N Y Y N Barclays Bank plc Barclays Bank plc 4.550 G5GSEF7VJP5I7OUK5573 BRYEK1YP6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-15 2.375000 74048100.00 69081383.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-10-31 4.000000 188981700.00 190056565.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 3.000000 201253000.00 196747851.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 4.625000 196266200.00 210742777.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-08-15 2.750000 233065500.00 211397066.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-30 1.500000 252611300.00 219402460.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 4.375000 192288500.00 202684946.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-15 2.750000 227410000.00 219792792.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 4.750000 174056000.00 189733363.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-28 1.875000 237662800.00 216314501.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-05-15 2.375000 339894700.00 249826619.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-30 2.875000 105797200.00 99502413.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-31 1.000000 235301000.00 199490183.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 3.000000 274751500.00 228227099.88 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 2650000000.00 2650000000.00 0.0291 N Y Y N BlackRock Liquidity Funds 2023-03-06 /s/Chuck Pulsfort Chuck Pulsfort Assistant Treasurer