N-MFP2 0000097098 XXXXXXXX 2023-03-31 0000097098 5493007YVNX55LTRQ706 S000001476 8 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Boston MA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Exempt Government Treasury N 3 10 90012410515.97 89780336172.81 83839935993.26 86959453285.24 93632205983.92 90512473710.42 90280399367.25 84339999604.37 87459520090.79 94132273067.26 0.9945 0.9945 0.9941 0.9943 0.9947 1.0000 1.0000 1.0000 1.0000 1.0000 3919418163.38 90391982616.34 90394896008.88 70251754.94 398696957.68 93985868969.52 94036700681.73 1.0000 0.0486 0.9994 0.9994 0.9994 0.9994 0.9994 C000003936 50000.00 113246160.32 113307408.85 0.9994 0.9994 0.9994 0.9994 0.9994 13001488.83 2941170.30 5344797.95 4786892.21 7870651.68 5400647.31 6705074.68 3708366.03 11252840.31 2214067.36 37521984.66 17876303.05 0.0464 Y BlackRock Advisors, LLC, Management Fees, 1385.60; C000003940 5000.00 4840340055.38 4842957925.22 0.9994 0.9994 0.9994 0.9994 0.9994 83340848.65 670607834.68 104720590.32 1514682132.92 214180569.55 4626789721.70 63435005.59 212273205.32 86742766.72 168141105.65 552190706.53 6780450918.31 0.0459 Y BlackRock Advisors, LLC, Management Fees, 100479.88; C000003941 5000.00 771421730.93 771838949.90 0.9994 0.9994 0.9994 0.9994 0.9994 97627723.40 79139276.81 70871603.52 61638270.00 98201217.71 49518463.66 79187686.93 94125265.54 73879872.58 98268594.73 367295899.07 351945924.29 0.0419 Y BlackRock Advisors, LLC, Management Fees, 10642.50; C000003937 5000.00 68064733.01 68101545.43 0.9994 0.9994 0.9994 0.9994 0.9994 3144925.05 1900880.91 1725903.82 3253529.78 52454.67 28995407.95 11308159.94 6460.41 18316.95 3701107.62 13357037.43 37854726.50 0.0429 Y BlackRock Advisors, LLC, Management Fees, 1052.04; C000003939 5000.00 1816173747.63 1817156014.67 0.9994 0.9994 0.9994 0.9994 0.9994 211944820.05 157917375.91 189475344.35 131423034.21 134113828.21 141121306.28 106269666.21 122330477.28 160890928.84 104096159.96 713019620.62 592385590.95 0.0444 Y BlackRock Advisors, LLC, Management Fees, 24149.68; C000003938 3000000.00 85457930107.50 85504149533.44 0.9994 0.9994 0.9994 0.9994 0.9994 21245901488.89 22661645041.58 15974486521.69 16254110883.58 21020640397.68 21395489587.42 20490004418.27 17307985449.27 25955385739.95 19119246267.96 96848535221.32 87849213442.40 0.0469 Y BlackRock Advisors, LLC, Management Fees, 1061488.71; C000060557 1.00 69274575.79 69312042.54 0.9994 0.9994 0.9994 0.9994 0.9994 95817.63 5029672.19 4377611.31 3814384.89 1934567.46 803088.32 132654291.66 281318.22 346656.79 95728499.67 139406982.80 101874607.93 0.0386 Y BlackRock Advisors, LLC, Management Fees, 846.85; BlackRock Investments, LLC, Service/Distribution Fees, 1055.63; C000003935 3000000.00 849417858.96 849877261.68 0.9994 0.9994 0.9994 0.9994 0.9994 40740830.49 19525883.76 39029298.61 50993922.16 53176391.82 19918322.77 66356659.08 44533940.09 40210941.44 31295871.52 210941359.92 160606622.99 0.0469 Y BlackRock Advisors, LLC, Management Fees, 11024.55; Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUVL7 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 61313935.15 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 60087500.00 60087500.00 0.0006 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 4.800 254900BN8XS34XZDJ223 BRYFXUYW0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-30 1.250000 3718234.00 3406933.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 1.375000 8399595.00 7740448.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.625000 11748457.00 9532165.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 0.875000 151836977.00 147247720.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 1.500000 167092238.00 146091451.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.250000 179422243.00 176656154.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-09-15 3.500000 180250536.00 178475381.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-28 1.125000 205000186.00 185624119.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-10-31 1.375000 214551975.00 190725655.38 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 1025000000.00 1025000000.00 0.0109 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.800 MBNUM2BPBDO7JBLYG310 BRYFXUY59 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-12-31 1.750000 132060975.00 123149345.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 0.250000 296033276.00 269550677.22 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 385000000.00 385000000.00 0.0041 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 4.800 549300HN4UKV1E2R3U73 BRYFXUY18 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-30 0.250000 32345775.00 29785786.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-08-15 0.000000 63613426.00 39984982.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 1.625000 551158245.00 491229231.67 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 550000000.00 550000000.00 0.0059 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 4.800 549300HN4UKV1E2R3U73 BRYFXUWZ5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 4325700.00 5100095.90 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 5000000.00 5000000.00 0.0001 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 4.790 FOR8UP27PHTHYVLBNG30 BRYFXUYM2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 1/4 TPRN F 25 2025-11-15 0.000000 4244500.00 3824642.55 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 2028-11-15 3.125000 10773000.00 10576988.84 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 2025-11-30 0.375000 41287900.00 37618419.97 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0479 51000000.00 51000000.00 0.0005 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 4.800 254900BN8XS34XZDJ223 BRYFXUX50 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 4 NOTE AK 26 2026-02-15 4.000000 5065100.00 5100008.05 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 5000000.00 5000000.00 0.0001 N Y Y N Deutsche Bank AG Deutsche Bank AG 4.800 7LTWFZYICNSX8D621K86 BRYFXUYV2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 2.875000 100.00 84.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 200.00 178.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 0.750000 400.00 364.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 0.250000 500.00 455.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 600.00 447.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 0.125000 1000.00 981.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 6.125000 1200.00 1349.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-12-31 0.625000 2700.00 2342.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-30 1.250000 2700.00 2408.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 1.625000 3200.00 2845.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-31 1.750000 3800.00 3425.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 3900.00 3362.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-05-15 3.375000 4000.00 3724.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-28 1.875000 4100.00 3713.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 4200.00 4041.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 5.500000 5000.00 5459.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 5.250000 5000.00 5493.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 5.250000 5000.00 5432.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 6.125000 5000.00 5727.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-31 2.750000 5100.00 4887.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 5400.00 4661.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 2.625000 5700.00 5397.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 6000.00 5217.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-15 2.750000 7100.00 6815.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 7600.00 7382.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 8000.00 7500.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 15600.00 14598.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 46700.00 41623.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-10-31 0.375000 200000.00 195288.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 3.250000 200000.00 197311.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.625000 243000.00 293616.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-29 4.000000 350000.00 356366.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 0.750000 400000.00 389019.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-05-15 2.875000 400000.00 382808.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-30 0.250000 600000.00 586878.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 4.500000 600000.00 610701.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2052-02-15 0.125000 611900.00 450009.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-31 1.250000 612700.00 545099.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-08-15 1.250000 616000.00 514612.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 2.375000 641800.00 1034947.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 846000.00 904799.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-30 3.875000 850000.00 872285.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 2.375000 900000.00 717740.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-07-15 0.125000 990000.00 1011475.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-10-31 1.375000 1513100.00 1345067.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.125000 1531000.00 1498940.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 3.000000 1712100.00 1484144.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 1722300.00 1471214.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-09-30 1.250000 1744400.00 1532492.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-31 3.500000 2200000.00 2193871.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2053-02-15 3.625000 3863000.00 3796046.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 1.000000 4100000.00 4594391.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-11-15 1.625000 4120100.00 2624033.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-11-15 1.875000 4168100.00 2820616.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-31 1.000000 5003100.00 4360946.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-25 0.000000 5569900.00 5552638.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-08-15 2.250000 6987000.00 5192317.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-31 1.125000 7329400.00 6413875.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-12-31 1.750000 10304000.00 9915753.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 4.500000 15000000.00 16576464.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-10-31 4.125000 45400800.00 46914303.39 U.S. Treasuries (including strips) Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-2 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 125000000.00 125000000.00 0.0013 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 4.800 VYVVCKR63DVZZN70PB21 BRYFXUXV3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 3.000000 6216100.00 6127449.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-31 1.625000 14232200.00 13275644.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-10-31 1.375000 35544200.00 31596963.17 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 50000000.00 50000000.00 0.0005 N Y Y N Barclays Bank plc Barclays Bank plc 4.800 G5GSEF7VJP5I7OUK5573 BRYFXUWW2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 0.750000 22103400.00 19946501.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-28 4.000000 104699800.00 107553556.92 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 125000000.00 125000000.00 0.0013 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.810 MBNUM2BPBDO7JBLYG310 BRYFXUXB7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 4 5/8 NOTE AL 26 2026-03-15 4.625000 66723200.00 68223195.56 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 2030-03-31 3.625000 1206017100.00 1206776890.77 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 1250000000.00 1250000000.00 0.0133 N Y Y N Bank of Montreal Bank of Montreal 4.790 NQQ6HPCNCCU6TUTQYE16 BRYFXUXA9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 0.875000 12556400.00 12176884.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-12-31 3.875000 18117100.00 18423151.77 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0479 30000000.00 30000000.00 0.0003 N Y Y N TD Securities USA LLC TD Securities USA LLC 4.800 SUVUFHICNZMP2WKHG940 BRYFXUYL4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 1/8 NOTE N 24 2024-07-31 2.125000 211000.00 205360.69 U.S. Treasuries (including strips) 2 5/8 NOTE J 25 2025-03-31 2.625000 283800.00 275705.46 U.S. Treasuries (including strips) 2 7/8 NOTE AF 23 2023-11-30 2.875000 265700.00 265085.44 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 2026-03-31 2.250000 119600.00 114108.33 U.S. Treasuries (including strips) 1 3/8 NOTE Q 23 2023-09-30 1.375000 227000.00 223274.93 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 221800.00 209699.44 U.S. Treasuries (including strips) 2 1/2 NOTE E 23 2023-08-15 2.500000 290500.00 288852.48 U.S. Treasuries (including strips) 2 3/4 NOTE F 23 2023-11-15 2.750000 321700.00 321061.58 U.S. Treasuries (including strips) 2 1/2 NOTE C 24 2024-05-15 2.500000 343500.00 338904.75 U.S. Treasuries (including strips) 2 3/4 NOTE AB 23 2023-07-31 2.750000 279300.00 278686.11 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 261800.00 232835.53 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 2026-08-31 1.375000 260900.00 240426.21 U.S. Treasuries (including strips) 1 1/2 NOTE AG 24 2024-11-30 1.500000 234700.00 225336.94 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 2027-03-31 0.625000 253400.00 223873.83 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 2025-06-30 0.250000 270000.00 248549.19 U.S. Treasuries (including strips) 0 1/8 NOTE AP 23 2023-07-15 0.125000 331200.00 326860.94 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 2025-11-30 0.375000 50500.00 46011.79 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 2026-05-31 0.750000 156100.00 141970.63 U.S. Treasuries (including strips) 0 1/4 NOTE BG 23 2023-09-30 0.250000 177700.00 173813.70 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 2026-10-31 1.125000 299000.00 273256.60 U.S. Treasuries (including strips) 1 1/2 NOTE AY 24 2024-02-29 1.500000 248000.00 241270.67 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 2029-05-31 2.750000 214000.00 205063.04 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 5000000.00 5000000.00 0.0001 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 4.790 K5HU16E3LMSVCCJJJ255 BRYFXUYS9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-06-30 3.250000 900.00 888.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-15 0.125000 716000.00 884076.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-15 0.500000 3293000.00 3852640.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-30 1.500000 41575700.00 37132848.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-07-15 0.625000 50000000.00 48909576.20 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0479 89000000.00 89000000.00 0.0009 N Y Y N ING Financial Markets LLC ING Financial Markets LLC 4.800 KBVRJ5K57JZ3E2AVWX40 BRYFXUYR1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 100.00 84.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 1.375000 100.00 68.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-08-15 2.000000 100.00 69.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.875000 100.00 100.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 100.00 97.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 1.750000 100.00 90.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-12-31 0.375000 100.00 91.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.125000 100.00 96.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 0.750000 100.00 91.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-05-15 2.875000 100.00 95.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-25 0.000000 300.00 299.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-04 0.000000 300.00 299.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 5.500000 300.00 327.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 4.000000 300.00 309.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-10-31 4.125000 300.00 310.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-15 0.125000 500.00 524.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 3.000000 600.00 520.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 4.767910 600.00 603.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-15 0.250000 800.00 760.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-11-15 1.875000 900.00 609.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 4.500000 1500.00 1526.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-07-31 2.625000 2000.00 1892.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.000000 13000.00 11547.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-01-15 1.125000 75700.00 75496.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-08-15 1.375000 3479500.00 2059809.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.250000 8948000.00 8275199.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 1.375000 12200700.00 15069118.17 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 25000000.00 25000000.00 0.0003 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 4.800 ZBUT11V806EZRVTWT807 BRYFXUY42 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 1.750000 100.00 96.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 1.500000 100.00 95.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 4.375000 200.00 203.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 400.00 393.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 2.375000 600.00 924.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-09-30 1.625000 1100.00 1021.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-15 0.125000 1600.00 1678.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-04-30 2.750000 1600.00 1556.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-15 2.250000 3200.00 3090.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-06-30 3.250000 3600.00 3558.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-28 1.125000 7200.00 6524.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 1.125000 7713800.00 5080859.48 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 5000000.00 5000000.00 0.0001 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 4.740 AC28XWWI3WIBK2824319 BRYFXUX68 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-11-15 0.000000 15638497.62 11847569.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 0.000000 21483924.86 18893672.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.000000 26237568.20 23985597.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 0.000000 49150271.06 25103845.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 0.000000 49773759.55 24411689.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.000000 56640009.56 25300525.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.000000 57036182.87 23457099.82 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0474 150000000.00 150000000.00 0.0016 N Y Y N Natixis SA Natixis SA 4.800 KX1WK48MPD4Y2NCUIZ63 BRYFXUXR2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 4 3/4 BOND 37 2037-02-15 4.750000 17651800.00 20061473.35 U.S. Treasuries (including strips) 0 5/8 TRIB 43 2043-02-15 0.625000 700100.00 762967.91 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-08-15 1.125000 1384200.00 906351.19 U.S. Treasuries (including strips) 1 1/2 TRIB 53 2053-02-15 1.500000 20924000.00 21152945.15 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 2026-03-31 2.250000 2426800.00 2315368.62 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 2026-04-30 2.375000 6000000.00 5800504.61 U.S. Treasuries (including strips) 0 1/4 NOTE Z 25 2025-05-31 0.250000 100.00 92.20 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 2028-03-31 1.250000 200.00 177.69 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 2028-05-31 1.250000 100.00 88.97 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 2031-11-15 1.375000 100.00 84.42 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 50000000.00 50000000.00 0.0005 N Y Y N Societe Generale SA Societe Generale SA 4.800 O2RNE8IBXP4R0TD8PU41 BRYFXUYB6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-17 0.000000 5111600.00 5100047.78 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 5000000.00 5000000.00 0.0001 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 4.800 254900Y8NKGV541U8Q32 BRYFY4SY0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 4576000.00 6856982.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 2.500000 169603600.00 168641722.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 4.375000 215534500.00 235541374.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 2.125000 824347900.00 801574360.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 2.125000 877882000.00 854419197.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-15 0.250000 1024258200.00 1015611434.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 3.125000 1848797900.00 1817653683.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 1946800900.00 1890851455.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-02-15 1.875000 2000694800.00 1750699993.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.125000 2115185600.00 2040762747.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 3.000000 2201049600.00 2175783338.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-15 0.125000 2463610600.00 3041926811.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-05-15 2.875000 2608946800.00 2496817149.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.125000 3496607500.00 3410975582.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-15 2.750000 3541619700.00 3479915801.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 1.500000 3888894900.00 3400123828.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 2.250000 4278020000.00 4175146618.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 6151430000.00 7177274046.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 6379290000.00 7646977503.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-01-15 0.125000 7202970000.00 7763744882.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 7446880000.00 8674301555.98 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 64000000000.00 64000000000.00 0.6810 N Y Y N Royal Bank of Canada Royal Bank of Canada 4.790 549300HXQQQCCUBS2Z23 BRYFXUYC4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 100.00 94.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-12-31 1.250000 3672800.00 3358058.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.625000 176536800.00 143521888.37 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0479 144000000.00 144000000.00 0.0015 N Y Y N Citibank NA Citibank NA 4.800 E57ODZWZ7FF32TWEFA76 BRYFXUXW1 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 200.00 213.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-03-31 3.625000 101935600.00 101999819.43 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 100000000.00 100000000.00 0.0011 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 4.830 549300H47WTHXPU08X20 BRYFXUXN1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 09/28/23 2023-09-28 0.000000 38124800.00 37235119.67 U.S. Treasuries (including strips) BILL 04/11/23 2023-04-11 0.000000 20374000.00 20353035.15 U.S. Treasuries (including strips) BILL 04/20/23 2023-04-20 0.000000 18152700.00 18113925.83 U.S. Treasuries (including strips) BILL 05/18/23 2023-05-18 0.000000 150000.00 149156.25 U.S. Treasuries (including strips) BILL 07/13/23 2023-07-13 0.000000 11000000.00 10855075.00 U.S. Treasuries (including strips) BILL 07/27/23 2023-07-27 0.000000 124100.00 122253.02 U.S. Treasuries (including strips) BILL 11/02/23 2023-11-02 0.000000 100.00 97.37 U.S. Treasuries (including strips) BILL 05/04/23 2023-05-04 0.000000 1344000.00 1338771.84 U.S. Treasuries (including strips) BILL 02/22/24 2024-02-22 0.000000 3000.00 2878.98 U.S. Treasuries (including strips) BILL 08/24/23 2023-08-24 0.000000 9000000.00 8832141.00 U.S. Treasuries (including strips) BILL 05/11/23 2023-05-11 0.000000 382600.00 380762.37 U.S. Treasuries (including strips) BILL 05/25/23 2023-05-25 0.000000 6000000.00 5959968.00 U.S. Treasuries (including strips) BILL 06/08/23 2023-06-08 0.000000 4700300.00 4660840.98 U.S. Treasuries (including strips) BILL 06/22/23 2023-06-22 0.000000 271000.00 268187.83 U.S. Treasuries (including strips) BILL 05/16/23 2023-05-16 0.000000 859000.00 854239.42 U.S. Treasuries (including strips) BILL 05/23/23 2023-05-23 0.000000 9726000.00 9663306.20 U.S. Treasuries (including strips) BILL 05/03/23 2023-05-30 0.000000 367100.00 364402.92 U.S. Treasuries (including strips) BILL 06/06/23 2023-06-06 0.000000 1100000.00 1091047.10 U.S. Treasuries (including strips) BILL 06/13/23 2023-06-13 0.000000 50000.00 49545.65 U.S. Treasuries (including strips) BILL 07/05/23 2023-07-05 0.000000 3968200.00 3919577.65 U.S. Treasuries (including strips) BILL 07/11/23 2023-07-11 0.000000 42000.00 41456.73 U.S. Treasuries (including strips) BILL 07/18/23 2023-07-18 0.000000 4505000.00 4442677.83 U.S. Treasuries (including strips) BILL 04/17/23 2023-04-17 0.000000 9249900.00 9233028.18 U.S. Treasuries (including strips) 7 1/2 BOND 24 2024-11-15 7.500000 100.00 107.91 U.S. Treasuries (including strips) 6 1/2 BOND 26 2026-11-15 6.500000 8353300.00 9311831.90 U.S. Treasuries (including strips) 5 1/2 BOND 28 2028-08-15 5.500000 300.00 327.91 U.S. Treasuries (including strips) 4 5/8 BOND 40 2040-02-15 4.625000 100.00 112.53 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-08-15 2.750000 82553900.00 70046203.31 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 155925400.00 135450384.32 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 43872000.00 34976612.66 U.S. Treasuries (including strips) 3 BOND 48 2048-08-15 3.000000 942857000.00 820863003.96 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-08-15 1.125000 508521700.00 334948701.76 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-02-15 1.875000 740000.00 503063.10 U.S. Treasuries (including strips) 2 BOND 51 2051-08-15 2.000000 117000.00 81896.25 U.S. Treasuries (including strips) 1 3/4 BOND 41 2041-08-15 1.750000 10638000.00 7679200.63 U.S. Treasuries (including strips) 2 BOND 41 2041-11-15 2.000000 10300000.00 7800816.37 U.S. Treasuries (including strips) 2 1/4 BOND 52 2052-02-15 2.250000 216700.00 160916.83 U.S. Treasuries (including strips) 2 7/8 BOND 52 2052-05-15 2.875000 296000.00 254468.86 U.S. Treasuries (including strips) 3 3/8 BOND 42 2042-08-15 3.375000 37984900.00 35617689.01 U.S. Treasuries (including strips) 3 7/8 BOND 43 2043-02-15 3.875000 63600.00 64119.93 U.S. Treasuries (including strips) 1 3/8 NOTE P 23 2023-08-31 1.375000 5000.00 4938.91 U.S. Treasuries (including strips) 2 1/4 NOTE T 24 2024-12-31 2.250000 1076500.00 1046205.05 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 2028-02-15 2.750000 132231100.00 127047580.24 U.S. Treasuries (including strips) 2 5/8 NOTE J 25 2025-03-31 2.625000 32771600.00 31839510.15 U.S. Treasuries (including strips) 2 3/4 NOTE Y 23 2023-04-30 2.750000 172800.00 174536.47 U.S. Treasuries (including strips) 2 3/4 NOTE AC 23 2023-08-31 2.750000 11900000.00 11835282.76 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 2026-02-15 1.625000 100.00 94.04 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 4941300.00 4647030.62 U.S. Treasuries (including strips) 1 5/8 NOTE R 23 2023-10-31 1.625000 9850000.00 9745110.45 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 2027-02-15 2.250000 6998800.00 6631879.56 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 2027-05-15 2.375000 99999900.00 95602269.59 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 2026-12-31 1.750000 100000.00 93312.48 U.S. Treasuries (including strips) 1 3/4 NOTE AH 24 2024-12-31 1.750000 38216600.00 36786834.02 U.S. Treasuries (including strips) 0 1/4 NOTE AN 23 2023-06-15 0.250000 1256100.00 1245871.61 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 2027-12-31 0.625000 47300.00 41085.29 U.S. Treasuries (including strips) 0 1/4 NOTE AL 24 2024-03-15 0.250000 5700.00 5467.65 U.S. Treasuries (including strips) 0 1/8 NOTE BB 23 2023-05-31 0.125000 2406000.00 2389698.20 U.S. Treasuries (including strips) 0 1/4 NOTE AP 24 2024-06-15 0.250000 100.00 95.11 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 2026-09-30 0.875000 200.00 180.75 U.S. Treasuries (including strips) TRFR BJ 10/31/23 2023-10-31 4.765910 20300.00 20448.07 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 2029-01-31 1.750000 579200.00 522796.47 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 2029-03-31 2.375000 17700.00 16478.84 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 2032-05-15 2.875000 168719600.00 161897778.12 U.S. Treasuries (including strips) TRFR BF 07/31/24 2024-07-31 4.767910 506284200.00 509556958.37 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 2027-08-31 3.125000 5957600.00 5829913.58 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 2029-08-31 3.125000 75549000.00 73543134.22 U.S. Treasuries (including strips) 3 1/2 NOTE AS 25 2025-09-15 3.500000 417800.00 413705.87 U.S. Treasuries (including strips) 4 1/8 NOTE AW 25 2025-01-31 4.125000 16122600.00 16204971.43 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 2028-01-31 3.500000 187196000.00 186806336.53 U.S. Treasuries (including strips) 4 NOTE H 30 2030-02-28 4.000000 175574000.00 180359544.18 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0483 3000000000.00 3000000000.00 0.0319 N Y Y N Fixed Income Clearing Corporation - BNY Fixed Income Clearing Corporation - BNY 4.810 549300H47WTHXPU08X20 BRYFXTWQ8 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 1004000000.00 746112365.86 U.S. Treasuries (including strips) 3 BOND 52 2052-08-15 3.000000 231161800.00 200803646.48 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 2029-09-30 3.875000 72201000.00 73084018.23 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 1000000000.00 1000000000.00 0.0106 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 4.800 549300H47WTHXPU08X20 BRYFXUYH3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 09/28/23 2023-09-28 0.000000 253932400.00 248006633.51 U.S. Treasuries (including strips) BILL 04/11/23 2023-04-11 0.000000 28635000.00 28605534.59 U.S. Treasuries (including strips) BILL 04/18/23 2023-04-18 0.000000 10959200.00 10938739.17 U.S. Treasuries (including strips) BILL 04/20/23 2023-04-20 0.000000 57400.00 57277.39 U.S. Treasuries (including strips) BILL 05/18/23 2023-05-18 0.000000 416200.00 413858.88 U.S. Treasuries (including strips) BILL 06/15/23 2023-06-15 0.000000 1170800.00 1159876.44 U.S. Treasuries (including strips) BILL 07/13/23 2023-07-13 0.000000 2400000.00 2368380.00 U.S. Treasuries (including strips) BILL 04/04/23 2023-04-04 0.000000 26007800.00 26004627.05 U.S. Treasuries (including strips) BILL 12/28/23 2023-12-28 0.000000 528400.00 511368.08 U.S. Treasuries (including strips) BILL 06/08/23 2023-06-08 0.000000 1000.00 991.61 U.S. Treasuries (including strips) BILL 05/23/23 2023-05-23 0.000000 115526000.00 114781319.40 U.S. Treasuries (including strips) BILL 07/11/23 2023-07-11 0.000000 564100.00 556803.37 U.S. Treasuries (including strips) 4 3/8 BOND 41 2041-05-15 4.375000 296560100.00 325773186.84 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 451306000.00 339308913.16 U.S. Treasuries (including strips) 2 1/4 BOND 49 2049-08-15 2.250000 100.00 74.88 U.S. Treasuries (including strips) 1 1/4 BOND 50 2050-05-15 1.250000 307342000.00 178590022.77 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 100.00 66.58 U.S. Treasuries (including strips) 1 3/4 BOND 41 2041-08-15 1.750000 100.00 72.19 U.S. Treasuries (including strips) 2 BOND 41 2041-11-15 2.000000 25320000.00 19176375.76 U.S. Treasuries (including strips) 2 3/8 BOND 42 2042-02-15 2.375000 8536800.00 6847365.06 U.S. Treasuries (including strips) 3 3/8 BOND 42 2042-08-15 3.375000 100.00 93.77 U.S. Treasuries (including strips) 4 BOND 42 2042-11-15 4.000000 201729200.00 209169300.57 U.S. Treasuries (including strips) 1 3/8 NOTE P 23 2023-08-31 1.375000 1478200.00 1460139.78 U.S. Treasuries (including strips) 2 5/8 NOTE AA 23 2023-06-30 2.625000 1000000.00 1001749.24 U.S. Treasuries (including strips) 2 1/8 NOTE J 24 2024-03-31 2.125000 10000000.00 9755250.00 U.S. Treasuries (including strips) 1 3/4 NOTE AH 24 2024-12-31 1.750000 50000000.00 48129391.44 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 2027-02-28 1.125000 85939200.00 77873521.64 U.S. Treasuries (including strips) 0 1/4 NOTE AL 23 2023-04-15 0.250000 6039200.00 6037925.60 U.S. Treasuries (including strips) 0 1/4 NOTE AN 24 2024-05-15 0.250000 312056800.00 297819591.24 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 2026-05-31 0.750000 4196400.00 3818099.29 U.S. Treasuries (including strips) 3 NOTE BD 24 2024-06-30 3.000000 122900400.00 121523984.78 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 2027-11-30 3.875000 34441800.00 35159883.33 U.S. Treasuries (including strips) 4 5/8 NOTE AY 25 2025-02-28 4.625000 2600800.00 2632600.14 U.S. Treasuries (including strips) 4 NOTE V 28 2028-02-29 4.000000 191681300.00 195294217.49 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 2026-03-15 4.625000 15830100.00 16188380.59 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 25 2025-03-31 3.875000 734242300.00 731034395.39 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 3000000000.00 3000000000.00 0.0319 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 4.830 549300H47WTHXPU08X20 BRYFXUXL5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 6 1/4 BOND 23 2023-08-15 6.250000 6747500.00 6847144.96 U.S. Treasuries (including strips) 7 1/2 BOND 24 2024-11-15 7.500000 9923600.00 10708455.50 U.S. Treasuries (including strips) 7 5/8 BOND 25 2025-02-15 7.625000 15057400.00 16132678.38 U.S. Treasuries (including strips) 6 7/8 BOND 25 2025-08-15 6.875000 6393000.00 6870214.14 U.S. Treasuries (including strips) 6 BOND 26 2026-02-15 6.000000 72000100.00 76641573.32 U.S. Treasuries (including strips) 6 5/8 BOND 27 2027-02-15 6.625000 39404700.00 43720164.28 U.S. Treasuries (including strips) 6 1/8 BOND 27 2027-11-15 6.125000 65842900.00 74073134.09 U.S. Treasuries (including strips) 5 1/2 BOND 28 2028-08-15 5.500000 13022400.00 14233914.02 U.S. Treasuries (including strips) 5 1/4 BOND 29 2029-02-15 5.250000 189900.00 206555.60 U.S. Treasuries (including strips) 6 1/8 BOND 29 2029-08-15 6.125000 50850200.00 58301318.01 U.S. Treasuries (including strips) 5 3/8 BOND 31 2031-02-15 5.375000 9324700.00 10539523.31 U.S. Treasuries (including strips) 4 1/2 BOND 36 2036-02-15 4.500000 2064600.00 2296951.35 U.S. Treasuries (including strips) 4 1/2 BOND 38 2038-05-15 4.500000 55375600.00 62049360.84 U.S. Treasuries (including strips) 3 1/2 BOND 39 2039-02-15 3.500000 15274600.00 15081011.91 U.S. Treasuries (including strips) 4 1/4 BOND 39 2039-05-15 4.250000 50999100.00 55564123.83 U.S. Treasuries (including strips) 4 1/2 BOND 39 2039-08-15 4.500000 43100100.00 47859110.17 U.S. Treasuries (including strips) 4 5/8 BOND 40 2040-02-15 4.625000 43609900.00 49075334.57 U.S. Treasuries (including strips) 4 3/8 BOND 40 2040-05-15 4.375000 27140242.00 29905193.89 U.S. Treasuries (including strips) 4 1/4 BOND 40 2040-11-15 4.250000 21198600.00 22973449.62 U.S. Treasuries (including strips) 4 3/4 BOND 41 2041-02-15 4.750000 41929500.00 47765771.12 U.S. Treasuries (including strips) 4 3/8 BOND 41 2041-05-15 4.375000 25020700.00 27485400.69 U.S. Treasuries (including strips) 3 1/8 BOND 42 2042-02-15 3.125000 1861500.00 1686428.42 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-11-15 2.750000 4942200.00 4214339.93 U.S. Treasuries (including strips) 3 3/4 BOND 43 2043-11-15 3.750000 20966800.00 20857026.18 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 29686200.00 26011752.54 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 64317100.00 54626280.15 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-02-15 2.500000 21023500.00 16632840.29 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 28018800.00 22337771.58 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 19441200.00 16870595.28 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 48802700.00 42722016.24 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-11-15 2.750000 99999900.00 83656765.51 U.S. Treasuries (including strips) 3 BOND 48 2048-08-15 3.000000 45232000.00 39379540.48 U.S. Treasuries (including strips) 2 7/8 BOND 49 2049-05-15 2.875000 1814200.00 1560683.88 U.S. Treasuries (including strips) 2 1/4 BOND 49 2049-08-15 2.250000 108250600.00 81059435.61 U.S. Treasuries (including strips) 2 BOND 50 2050-02-15 2.000000 19309500.00 13631482.42 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-08-15 1.125000 24796600.00 16332811.32 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 19987700.00 13308060.89 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-02-15 1.875000 45810700.00 31142801.27 U.S. Treasuries (including strips) 2 3/8 BOND 51 2051-05-15 2.375000 609100.00 469512.95 U.S. Treasuries (including strips) 2 1/4 BOND 41 2041-05-15 2.250000 19906500.00 15886223.84 U.S. Treasuries (including strips) 2 BOND 51 2051-08-15 2.000000 11228500.00 7859590.01 U.S. Treasuries (including strips) 2 7/8 BOND 52 2052-05-15 2.875000 76903200.00 66113073.89 U.S. Treasuries (including strips) 3 1/4 BOND 42 2042-05-15 3.250000 4887500.00 4544143.08 U.S. Treasuries (including strips) 3 BOND 52 2052-08-15 3.000000 449700.00 393655.42 U.S. Treasuries (including strips) 3 3/8 BOND 42 2042-08-15 3.375000 16642400.00 15605249.13 U.S. Treasuries (including strips) 4 BOND 52 2052-11-15 4.000000 54174600.00 57897891.56 U.S. Treasuries (including strips) 4 BOND 42 2042-11-15 4.000000 68414400.00 70937634.20 U.S. Treasuries (including strips) 3 5/8 BOND 53 2053-02-15 3.625000 709500.00 702388.74 U.S. Treasuries (including strips) 1 7/8 NOTE P 24 2024-08-31 1.875000 25549100.00 24706017.61 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 2028-02-15 2.750000 62900.00 60434.29 U.S. Treasuries (including strips) 2 5/8 NOTE J 25 2025-03-31 2.625000 284200.00 276116.78 U.S. Treasuries (including strips) 2 3/4 NOTE Y 23 2023-04-30 2.750000 30060800.00 30362880.81 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 2028-05-15 2.875000 14414700.00 14018801.78 U.S. Treasuries (including strips) 2 5/8 NOTE AA 23 2023-06-30 2.625000 32371700.00 32428325.97 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 2028-08-15 2.875000 53102700.00 51156245.76 U.S. Treasuries (including strips) 2 3/4 NOTE AC 23 2023-08-31 2.750000 8114200.00 8070071.54 U.S. Treasuries (including strips) 3 NOTE Q 25 2025-09-30 3.000000 11853700.00 11573537.80 U.S. Treasuries (including strips) 3 NOTE R 25 2025-10-31 3.000000 19704400.00 19479667.62 U.S. Treasuries (including strips) 2 7/8 NOTE AE 23 2023-10-31 2.875000 11774600.00 11796635.03 U.S. Treasuries (including strips) 2 7/8 NOTE S 25 2025-11-30 2.875000 87830400.00 86286166.39 U.S. Treasuries (including strips) 2 1/2 NOTE U 24 2024-01-31 2.500000 38000100.00 37466220.85 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 2026-04-30 2.375000 13460000.00 13017728.20 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 2029-05-15 2.375000 91600.00 86034.26 U.S. Treasuries (including strips) 1 3/4 NOTE AA 24 2024-06-30 1.750000 25307200.00 24585560.86 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 2026-06-30 1.875000 16014200.00 15124156.42 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 2026-02-15 1.625000 82544200.00 77621192.77 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 61200.00 57555.35 U.S. Treasuries (including strips) 1 5/8 NOTE L 23 2023-05-31 1.625000 90300.00 90353.44 U.S. Treasuries (including strips) 1 3/8 NOTE M 23 2023-06-30 1.375000 4730800.00 4709419.19 U.S. Treasuries (including strips) 2 1/8 NOTE S 23 2023-11-30 2.125000 20001000.00 19808267.84 U.S. Treasuries (including strips) 1 3/4 NOTE C 23 2023-05-15 1.750000 3239400.00 3249787.41 U.S. Treasuries (including strips) 2 1/8 NOTE J 24 2024-03-31 2.125000 27456900.00 26784892.37 U.S. Treasuries (including strips) 2 NOTE L 24 2024-05-31 2.000000 850600.00 832069.13 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 2025-06-30 2.750000 24851900.00 24326034.21 U.S. Treasuries (including strips) 2 3/4 NOTE AB 23 2023-07-31 2.750000 997000.00 995131.67 U.S. Treasuries (including strips) 2 7/8 NOTE N 25 2025-07-31 2.875000 6786300.00 6646297.09 U.S. Treasuries (including strips) 1 3/4 NOTE AB 24 2024-07-31 1.750000 50000700.00 48417138.33 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 2026-07-31 1.875000 8640400.00 8135679.15 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 20824900.00 18560549.02 U.S. Treasuries (including strips) 1 1/2 NOTE AF 24 2024-10-31 1.500000 95435900.00 91945418.43 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 2026-10-31 1.625000 10600.00 9894.49 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 2027-01-31 1.500000 39340000.00 36220839.64 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 2027-02-28 1.125000 918700.00 832476.96 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 2027-04-30 0.500000 38639000.00 33986966.23 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 2027-05-31 0.500000 11000100.00 9644580.64 U.S. Treasuries (including strips) 0 1/4 NOTE Z 25 2025-05-31 0.250000 125600.00 115834.73 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 2025-06-30 0.250000 50705900.00 46692809.28 U.S. Treasuries (including strips) 0 1/8 NOTE AP 23 2023-07-15 0.125000 16820300.00 16606967.76 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 2027-08-31 0.500000 32900.00 28616.00 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 2027-09-30 0.375000 24146500.00 20817711.80 U.S. Treasuries (including strips) 0 1/8 NOTE AS 23 2023-10-15 0.125000 152200.00 148595.98 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 2027-10-31 0.500000 77285700.00 67028236.43 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 2025-11-30 0.375000 15055000.00 13725486.42 U.S. Treasuries (including strips) 0 3/8 NOTE AH 25 2025-12-31 0.375000 10787900.00 9822138.29 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 2026-01-31 0.375000 17154700.00 15550429.99 U.S. Treasuries (including strips) 0 1/4 NOTE AL 24 2024-03-15 0.250000 12201400.00 11704030.62 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 2026-03-31 0.750000 9154000.00 8356292.98 U.S. Treasuries (including strips) 0 3/8 NOTE AM 24 2024-04-15 0.375000 508400.00 487354.00 U.S. Treasuries (including strips) 0 1/8 NOTE AZ 23 2023-04-30 0.125000 4000800.00 3990299.54 U.S. Treasuries (including strips) TRFR BA 04/30/23 2023-04-30 4.764900 7436300.00 7494387.57 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 2028-04-30 1.250000 321600.00 287130.94 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 2026-05-31 0.750000 65967000.00 60020149.62 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 2026-06-30 0.875000 59999300.00 54711766.55 U.S. Treasuries (including strips) 0 1/8 NOTE BC 23 2023-06-30 0.125000 20794700.00 20574354.65 U.S. Treasuries (including strips) 0 1/8 NOTE BD 23 2023-07-31 0.125000 114519000.00 112834967.10 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 2026-07-31 0.625000 26126900.00 23540040.27 U.S. Treasuries (including strips) 1 NOTE N 28 2028-07-31 1.000000 99161200.00 86566521.23 U.S. Treasuries (including strips) 0 1/8 NOTE BF 23 2023-08-31 0.125000 48923700.00 48022148.68 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 2028-09-30 1.250000 888000.00 781113.22 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 2026-09-30 0.875000 19110600.00 17271262.08 U.S. Treasuries (including strips) 0 5/8 NOTE AT 24 2024-10-15 0.625000 575900.00 545764.56 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 2026-10-31 1.125000 14031700.00 12834721.34 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 2031-11-15 1.375000 5189000.00 4392668.80 U.S. Treasuries (including strips) 0 1/2 NOTE BK 23 2023-11-30 0.500000 999300.00 973352.26 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 2028-12-31 1.375000 517100.00 458489.05 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 2026-12-31 1.250000 74725600.00 68321969.89 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 2032-02-15 1.875000 309421200.00 271483377.80 U.S. Treasuries (including strips) 1 1/2 NOTE AK 25 2025-02-15 1.500000 2072500.00 1975184.11 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 2029-02-28 1.875000 615600.00 558660.99 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 2027-02-28 1.875000 66873600.00 62337729.81 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 2029-03-31 2.375000 20136100.00 18746870.19 U.S. Treasuries (including strips) TRFR BB 04/30/24 2024-04-30 4.655900 43862900.00 44109046.12 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 2029-04-30 2.875000 22017100.00 21346996.42 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 2029-05-31 2.750000 34215900.00 32831335.93 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 2027-05-31 2.625000 44870100.00 43301080.62 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 2027-07-31 2.750000 4313300.00 4162481.34 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 2029-07-31 2.625000 69237200.00 65598183.81 U.S. Treasuries (including strips) TRFR BF 07/31/24 2024-07-31 4.767900 114415400.00 115155012.17 U.S. Treasuries (including strips) 3 1/8 NOTE AR 25 2025-08-15 3.125000 5046200.00 4962182.50 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 2029-08-31 3.125000 103180400.00 100440905.99 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 2029-09-30 3.875000 94222400.00 95523140.23 U.S. Treasuries (including strips) 4 NOTE R 29 2029-10-31 4.000000 102861600.00 106797093.34 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 2032-11-15 4.125000 688800.00 732376.41 U.S. Treasuries (including strips) 4 1/2 NOTE AU 25 2025-11-15 4.500000 31863500.00 32812174.45 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 2029-12-31 3.875000 249052800.00 255318464.84 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 2027-12-31 3.875000 1976000.00 2010791.39 U.S. Treasuries (including strips) 4 1/4 NOTE BM 24 2024-12-31 4.250000 3768500.00 3807267.68 U.S. Treasuries (including strips) 3 7/8 NOTE AJ 26 2026-01-15 3.875000 3978500.00 4003637.42 U.S. Treasuries (including strips) TRFR AX 01/31/25 2025-01-31 4.930900 12220000.00 12316990.09 U.S. Treasuries (including strips) 4 1/8 NOTE AW 25 2025-01-31 4.125000 3586200.00 3604522.13 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 2028-01-31 3.500000 25729600.00 25676041.78 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 2030-01-31 3.500000 25174100.00 25148156.07 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 2026-03-15 4.625000 21081900.00 21559043.89 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 2028-03-31 3.625000 281093600.00 280836118.26 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0483 4500000000.00 4500000000.00 0.0479 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 4.820 549300H47WTHXPU08X20 BRYFXUXT8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N T Bond 2.875 08/15/2045 2023-04-03 4.820000 10302600.00 8707092.80 U.S. Treasuries (including strips) T Bond 2.5 02/15/2046 2023-04-03 4.820000 150000000.00 118053400.50 U.S. Treasuries (including strips) T Bond 3 02/15/2048 2023-04-03 4.820000 100000000.00 86419341.00 U.S. Treasuries (including strips) T Bond 3 02/15/2047 2023-04-03 4.820000 250000000.00 215638102.50 U.S. Treasuries (including strips) T Bond 3 05/15/2047 2023-04-03 4.820000 250000000.00 217563680.00 U.S. Treasuries (including strips) T Bond 4 11/15/2052 2023-04-03 4.820000 500000000.00 530482810.00 U.S. Treasuries (including strips) T Bond 2.875 05/15/2052 2023-04-03 4.820000 200000000.00 168476600.00 U.S. Treasuries (including strips) T Bond 2 02/15/2050 2023-04-03 4.820000 200000000.00 140040788.00 U.S. Treasuries (including strips) T Bond 3.125 05/15/2048 2023-04-03 4.820000 50000000.00 44618266.50 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 1500000000.00 1500000000.00 0.0160 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 4.800 L3I9ZG2KFGXZ61BMYR72 BRYFXUY00 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 400.00 425.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 2.000000 1000.00 1531.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-15 2.750000 11591100.00 11126048.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-10-31 4.125000 53286900.00 55063298.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.250000 55362700.00 51199975.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-31 1.125000 58348900.00 51060462.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-30 2.875000 58934100.00 57058428.17 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 221000000.00 221000000.00 0.0024 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 4.800 549300HN4UKV1E2R3U73 BRYFXUWU6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 0.000000 800.00 651.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 0.000000 1000.00 894.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.000000 4000.00 3978.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 0.000000 14600.00 9502.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.000000 16300.00 6593.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.000000 22100.00 13819.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.000000 25000.00 23999.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.000000 50000.00 42134.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-15 0.000000 55000.00 47150.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 0.000000 70800.00 39923.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 0.000000 82200.00 62363.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 0.000000 100400.00 56085.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 104800.00 84493.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 0.000000 145700.00 128109.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.000000 240000.00 221855.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 0.000000 241000.00 199693.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 0.000000 244300.00 96749.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 0.000000 268000.00 136162.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 328000.00 265062.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.000000 357000.00 351417.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.000000 383700.00 209640.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.000000 397500.00 154911.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 0.000000 411000.00 226499.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.000000 419500.00 246797.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 0.000000 436000.00 207985.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.000000 494500.00 243469.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.000000 510000.00 484840.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 0.000000 539600.00 280886.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-05-15 0.000000 544900.00 336286.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.000000 665000.00 342270.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-15 0.000000 673000.00 653450.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.000000 686000.00 546582.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.000000 720000.00 638463.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.000000 800000.00 727711.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.000000 801000.00 617166.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.000000 819000.00 635353.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 0.000000 861000.00 448376.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.000000 865000.00 415256.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 0.000000 872300.00 780985.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.000000 890000.00 854270.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-15 0.000000 892000.00 818083.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.000000 905000.00 851928.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 0.000000 946100.00 473984.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-15 0.000000 958000.00 863933.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 0.000000 965000.00 754982.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.000000 991300.00 524806.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 0.000000 995000.00 860179.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.000000 1000000.00 982496.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.000000 1000000.00 932724.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 0.000000 1082000.00 919921.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.000000 1228500.00 552242.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 0.000000 1479000.00 881668.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 0.000000 1614200.00 1408507.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2052-05-15 0.000000 1667400.00 579333.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 0.000000 1730000.00 825690.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.000000 1781700.00 1414605.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.000000 1789200.00 1631659.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 0.000000 1847300.00 947212.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 0.000000 1919600.00 905705.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 0.000000 2063900.00 1083270.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 0.000000 2082900.00 794772.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.000000 2297100.00 976377.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-02-15 0.000000 2461900.00 1398437.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 0.000000 2845000.00 1343039.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.000000 2930800.00 2714093.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.000000 2960800.00 1376917.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.000000 3135000.00 1518399.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 0.000000 3616000.00 1812950.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 0.000000 3823400.00 3306862.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 0.000000 3895000.00 1907817.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.000000 5664400.00 2346358.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.000000 6018000.00 5624687.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2053-02-15 0.000000 6600000.00 2265450.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.000000 6623800.00 3027414.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.000000 8268700.00 6987539.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-05-15 0.000000 8409100.00 3539835.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 0.000000 8782200.00 3541237.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.000000 9115100.00 4405592.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 0.000000 10115300.00 4223360.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 0.000000 10488800.00 5645942.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.000000 11116700.00 5050694.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2052-08-15 0.000000 14211000.00 4911193.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.000000 20739700.00 8031158.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 0.000000 30410500.00 12404564.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.000000 43547700.00 17880903.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-05-15 0.000000 60624000.00 22267680.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 61680400.00 71008829.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 1.000000 82117600.00 86221117.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 126079400.00 189312055.34 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 495000000.00 495000000.00 0.0053 N Y Y N BNP Paribas SA BNP Paribas SA 4.800 R0MUWSFPU8MPRO8K5P83 BRYFXUXF8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-05-15 0.000000 49.70 28.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-02-15 0.000000 62.33 39.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 0.000000 85.68 45.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-07-15 0.125000 100.00 102.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-31 3.500000 100.00 99.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 0.000000 148.18 83.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 3.000000 200.00 172.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.000000 600.00 244.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 4.250000 88200.00 95643.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-12-31 3.875000 2309900.00 2348921.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-31 3.125000 5249000.00 5102523.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-31 3.125000 5400000.00 5279431.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 5.250000 6919800.00 7517692.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-04-30 2.750000 10276300.00 9992180.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 0.000000 11100442.06 5063289.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-11-15 2.750000 18492700.00 15367276.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-31 1.500000 23681600.00 21790878.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-11-15 0.000000 30444582.80 20402528.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-31 0.375000 142314000.00 123278817.67 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 212000000.00 212000000.00 0.0023 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.800 MBNUM2BPBDO7JBLYG310 BRYFXUXD3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 62083200.00 60953616.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 88642700.00 83806692.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-30 3.875000 403717500.00 411813723.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-12-15 1.000000 404409200.00 383866057.01 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 922000000.00 922000000.00 0.0098 N Y Y N Barclays Bank plc Barclays Bank plc 4.800 G5GSEF7VJP5I7OUK5573 BRYFXUWV4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-29 1.125000 32126400.00 28476413.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-15 2.250000 33975000.00 32815468.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 4.250000 34977800.00 34902212.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-30 1.250000 35551200.00 31740825.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-12-15 4.000000 36877900.00 37376465.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 38023200.00 36629477.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 4.375000 40064800.00 40798999.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-15 0.375000 40414700.00 38156530.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 40833100.00 35127086.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 1.750000 42379700.00 41037501.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-03-31 0.500000 42504700.00 39589515.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 2.125000 43824000.00 41875141.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-06-30 1.250000 44404100.00 39430162.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 3.875000 44933100.00 45217001.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 3.125000 46689900.00 42298777.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.125000 47140300.00 45986541.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-15 0.375000 48423500.00 46001353.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-06-30 0.500000 48607400.00 42510626.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-10-31 0.375000 50143500.00 48977875.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 1.125000 52234600.00 49370456.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-01-31 3.500000 53057200.00 53002520.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-31 0.375000 53518300.00 48513385.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 0.875000 53996400.00 52353619.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 57623800.00 56041168.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.375000 58964000.00 55827457.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-09-30 0.375000 63426500.00 54682649.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 72170900.00 54260811.16 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 1150000000.00 1150000000.00 0.0122 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.750 912828VB3 254900HROIFWPRGM1V77 US912828VB32 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2023-05-15 2023-05-15 2023-05-15 N N N 0.0455 187501043.63 187501043.63 0.0020 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 4.800 ZBUT11V806EZRVTWT807 BRSHJ5R10 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 53570700.00 42382709.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 94473400.00 81981693.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2052-08-15 3.000000 149234200.00 130635650.37 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 250000000.00 250000000.00 0.0027 N Y Y N Natixis SA Natixis SA 4.800 KX1WK48MPD4Y2NCUIZ63 BRTAJB2S9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 100.00 74.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 100.00 87.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 0.250000 100.00 83.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 100.00 92.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 100.00 98.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-12-31 1.750000 100.00 96.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-03-31 0.500000 100.00 93.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-31 1.250000 100.00 88.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-11-15 1.375000 100.00 84.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-12-15 1.000000 100.00 94.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-31 1.375000 200.00 190.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-03-31 1.250000 200.00 177.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-06-30 3.250000 300.00 296.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-29 0.000000 400.00 395.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 0.750000 1100.00 991.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-03-31 3.625000 1100.00 1100.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 1.500000 1200.00 1049.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 2600.00 2397.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 940000.00 881300.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.000000 999800.00 888065.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 1.750000 2527200.00 1812237.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-30 2.875000 2999900.00 2973410.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 1.000000 5000000.00 5225068.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-28 2.500000 7886000.00 7596078.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.250000 14999900.00 14768651.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2053-02-15 1.500000 24538200.00 24806690.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 6.250000 24974200.00 29651134.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-05-15 2.875000 24999300.00 23924857.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.250000 41084800.00 37995631.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 0.625000 79154000.00 97329390.79 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 243000000.00 243000000.00 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.765 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2023-04-03 2023-04-30 2023-04-30 N N N 0.0471 534650318.30 534650318.30 0.0057 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.716 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2023-04-03 2024-01-31 2024-01-31 N N N 0.0479 932265063.92 932265063.92 0.0099 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.656 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2023-04-03 2024-04-30 2024-04-30 N N N 0.0484 273856813.49 273856813.49 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 4.466 912796W47 254900HROIFWPRGM1V77 US912796W472 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2023-05-18 2023-05-18 2023-05-18 N N N 0.0447 567977778.00 567977778.00 0.0061 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.871 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2023-04-03 2024-10-31 2024-10-31 N N N 0.0492 217964557.00 217964557.00 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.931 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2023-04-03 2025-01-31 2025-01-31 N N N 0.0494 200118292.00 200118292.00 0.0021 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 4.830 ZBUT11V806EZRVTWT807 BRYF4X9D6 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 3.750000 510868500.00 510000029.20 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-07 2023-04-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0483 500000000.00 500000000.00 0.0053 N N Y N BNP Paribas SA BNP Paribas SA 4.800 R0MUWSFPU8MPRO8K5P83 BRYFXUX92 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-02-15 0.000000 7687518.94 5100000.00 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 5000000.00 5000000.00 0.0001 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 4.800 254900BN8XS34XZDJ223 BRYFXUX19 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 3.000000 1803800.00 1778075.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 0.375000 143583000.00 130821998.55 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 130000000.00 130000000.00 0.0014 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.800 MBNUM2BPBDO7JBLYG310 BRYFXUXG6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-04-15 0.125000 100.00 100.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-04-30 2.750000 600.00 583.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-15 2.375000 28100.00 26842.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-31 2.625000 1423200.00 1372541.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-31 0.500000 79903700.00 69999963.02 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 70000000.00 70000000.00 0.0007 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 4.790 CYYGQCGNHMHPSMRL3R97 BRYFXUYF7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-02 0.000000 3147000.00 3135680.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-25 0.000000 8000000.00 7881480.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-28 0.000000 14306800.00 13972936.52 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0479 24500000.00 24500000.00 0.0003 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 4.830 549300H47WTHXPU08X20 BRYFXUV78 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-10-15 1.625000 900000000.00 929841778.13 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0483 911250000.00 911250000.00 0.0097 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUV37 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 50000000.00 26084267.60 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 25562500.00 25562500.00 0.0003 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 4.830 549300H47WTHXPU08X20 BRYFXUUW4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2040-08-15 3.875000 202248000.00 206631321.21 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0483 202500000.00 202500000.00 0.0022 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 4.830 549300H47WTHXPU08X20 BRYFXUV11 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2033-01-15 1.125000 394637000.00 394129475.47 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0483 386250000.00 386250000.00 0.0041 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUUJ3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-02-15 0.000000 33000000.00 29590207.83 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 28998750.00 28998750.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUV52 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 47040916.83 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 46100000.00 46100000.00 0.0005 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUUV6 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 7480744.72 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 7331250.00 7331250.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUVP8 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 25000000.00 13328996.77 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 13062500.00 13062500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUVM5 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 38341592.63 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 37575000.00 37575000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUUM6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-11-15 2.750000 40000000.00 33928155.42 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 33250000.00 33250000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUUK0 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 45280823.96 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 44375000.00 44375000.00 0.0005 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUUQ7 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 36160834.06 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 35437500.00 35437500.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUUX2 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 14128641.58 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 13846250.00 13846250.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUUT1 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 13530526.10 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 13260000.00 13260000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUVN3 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 44632368.90 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 43740000.00 43740000.00 0.0005 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUVA1 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 60000000.00 40714026.50 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 39900000.00 39900000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUVH6 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 18979471.00 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 18600000.00 18600000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUVJ2 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 77168376.04 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 75625000.00 75625000.00 0.0008 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUUU8 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 15357045.08 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 15050000.00 15050000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUVD5 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 16783146.41 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 16447500.00 16447500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.820 X574KRZ6V5A7UBU45C31 BRYFXUVE3 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 13163181.50 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 12900000.00 12900000.00 0.0001 N Y Y N BlackRock Liquidity Funds 2023-04-06 /s/Chuck Pulsfort Chuck Pulsfort Assistant Treasurer