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U.S. Treasuries (including strips) 2 1/8 NOTE N 24 2024-07-31 2.125000 9000500.00 8716921.25 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 2027-08-15 2.250000 22779200.00 21279865.76 U.S. Treasuries (including strips) 2 1/8 NOTE Q 24 2024-09-30 2.125000 50284600.00 48827670.76 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 36545600.00 33826493.35 U.S. Treasuries (including strips) 2 1/4 NOTE T 24 2024-12-31 2.250000 74192000.00 71347061.79 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 8551900.00 8223797.80 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 2028-02-15 2.750000 109462200.00 104136261.60 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 2025-02-28 2.750000 45300.00 44206.25 U.S. Treasuries (including strips) 2 5/8 NOTE J 25 2025-03-31 2.625000 10200.00 9891.92 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 2028-05-15 2.875000 188398600.00 178637409.50 U.S. Treasuries (including strips) 2 7/8 NOTE L 25 2025-05-31 2.875000 29820900.00 28863549.71 U.S. Treasuries (including strips) 2 3/4 NOTE AC 23 2023-08-31 2.750000 75200.00 75915.33 U.S. Treasuries (including strips) 3 NOTE Q 25 2025-09-30 3.000000 9216900.00 8964854.65 U.S. Treasuries (including strips) 2 7/8 NOTE AD 23 2023-09-30 2.875000 23499800.00 23634391.19 U.S. Treasuries (including strips) 2 7/8 NOTE AE 23 2023-10-31 2.875000 40600.00 40648.01 U.S. Treasuries (including strips) 2 7/8 NOTE S 25 2025-11-30 2.875000 326800.00 314918.10 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 2029-02-15 2.625000 24055300.00 22514396.69 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 2029-05-15 2.375000 22512300.00 20583118.12 U.S. Treasuries (including strips) 2 NOTE B 25 2025-02-15 2.000000 39629800.00 38156414.39 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 9487300.00 8796530.98 U.S. Treasuries (including strips) 2 1/4 NOTE T 23 2023-12-31 2.250000 499500.00 494017.18 U.S. Treasuries (including strips) 2 1/8 NOTE H 24 2024-02-29 2.125000 52878800.00 52366453.00 U.S. Treasuries (including strips) 2 3/4 NOTE F 23 2023-11-15 2.750000 5590200.00 5580898.33 U.S. Treasuries (including strips) 2 1/2 NOTE C 24 2024-05-15 2.500000 17200500.00 16903498.59 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 2027-05-15 2.375000 62135600.00 58164540.48 U.S. Treasuries (including strips) 1 1/2 NOTE AF 24 2024-10-31 1.500000 20523700.00 19667184.43 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 2026-11-30 1.625000 959800.00 879664.70 U.S. Treasuries (including strips) 1 3/4 NOTE AH 24 2024-12-31 1.750000 24493100.00 23375508.87 U.S. Treasuries (including strips) 1 3/8 NOTE U 25 2025-01-31 1.375000 70571700.00 66731117.51 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 2025-03-31 0.500000 80312600.00 74637684.91 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 2030-05-15 0.625000 102958200.00 82286638.14 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 2027-06-30 0.500000 40761600.00 35215992.30 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 2030-08-15 0.625000 183044200.00 145644247.00 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 2027-10-31 0.500000 259900.00 222357.70 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 2027-11-30 0.625000 33273100.00 28552168.39 U.S. Treasuries (including strips) 0 1/8 NOTE AJ 24 2024-01-15 0.125000 18324500.00 17903226.12 U.S. Treasuries (including strips) 0 3/8 NOTE AM 24 2024-04-15 0.375000 32200400.00 31130648.34 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 2031-05-15 1.625000 7097400.00 6015239.09 U.S. Treasuries (including strips) 0 1/4 NOTE AP 24 2024-06-15 0.250000 195367200.00 186979149.80 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 2026-06-30 0.875000 10525800.00 9506166.73 U.S. Treasuries (including strips) 0 3/8 NOTE AQ 24 2024-07-15 0.375000 22956400.00 21899855.64 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 2026-07-31 0.625000 4569800.00 4078724.72 U.S. Treasuries (including strips) 0 5/8 NOTE AT 24 2024-10-15 0.625000 51324700.00 48641197.60 U.S. Treasuries (including strips) 0 3/8 NOTE BH 23 2023-10-31 0.375000 15999500.00 15816921.71 U.S. Treasuries (including strips) TRFR BJ 10/31/23 2023-10-31 5.376200 9456500.00 9457625.32 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 2028-10-31 1.375000 2240000.00 1953758.24 U.S. Treasuries (including strips) 0 3/4 NOTE AU 24 2024-11-15 0.750000 94971900.00 89802797.30 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 2031-11-15 1.375000 114398000.00 93930142.99 U.S. Treasuries (including strips) 1 NOTE AV 24 2024-12-15 1.000000 88085300.00 83286926.45 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 2028-12-31 1.375000 169833000.00 147299436.70 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 2027-02-28 1.875000 13060300.00 12085969.18 U.S. Treasuries (including strips) 1 3/4 NOTE AL 25 2025-03-15 1.750000 2191500.00 2092090.27 U.S. Treasuries (including strips) 2 1/4 NOTE AZ 24 2024-03-31 2.250000 21049100.00 20776135.27 U.S. Treasuries (including strips) 2 5/8 NOTE AM 25 2025-04-15 2.625000 7185600.00 6955798.62 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 2027-04-30 2.750000 50734300.00 48279926.77 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 2032-05-15 2.875000 262659000.00 242892761.10 U.S. Treasuries (including strips) 2 3/4 NOTE AN 25 2025-05-15 2.750000 22650300.00 21906511.17 U.S. Treasuries (including strips) 2 1/2 NOTE BC 24 2024-05-31 2.500000 17236400.00 16897164.67 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 2027-05-31 2.625000 5966700.00 5631520.63 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 2029-06-30 3.250000 11377100.00 10872136.20 U.S. Treasuries (including strips) 3 NOTE AQ 25 2025-07-15 3.000000 8977500.00 8668704.06 U.S. Treasuries (including strips) 3 NOTE BE 24 2024-07-31 3.000000 7999400.00 7814821.84 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 2027-07-31 2.750000 19526800.00 18409496.03 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 2027-08-31 3.125000 19943600.00 19327512.82 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 2027-09-30 4.125000 7168100.00 7218835.81 U.S. Treasuries (including strips) 4 1/4 NOTE BH 24 2024-09-30 4.250000 110848600.00 111062279.20 U.S. Treasuries (including strips) 4 1/4 NOTE AT 25 2025-10-15 4.250000 39741400.00 39776088.81 U.S. Treasuries (including strips) 4 NOTE R 29 2029-10-31 4.000000 9160800.00 9183491.30 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 2029-12-31 3.875000 10175700.00 10066232.53 U.S. Treasuries (including strips) TRFR AX 01/31/25 2025-01-31 5.541200 24231900.00 24273748.49 U.S. Treasuries (including strips) 4 1/8 NOTE AW 25 2025-01-31 4.125000 23150500.00 22800626.49 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 2030-01-31 3.500000 55388400.00 53464816.26 U.S. Treasuries (including strips) 4 5/8 NOTE AY 25 2025-02-28 4.625000 18818400.00 19039138.71 U.S. Treasuries (including strips) 4 NOTE V 28 2028-02-29 4.000000 48770700.00 49135477.27 U.S. Treasuries (including strips) 4 NOTE H 30 2030-02-28 4.000000 120132600.00 121385034.60 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 2026-03-15 4.625000 28388300.00 28884122.95 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 2030-03-31 3.625000 248148000.00 244338762.80 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 25 2025-03-31 3.875000 4181800.00 4155699.99 U.S. Treasuries (including strips) 3 3/4 NOTE AM 26 2026-04-15 3.750000 130660600.00 129295865.00 U.S. Treasuries (including strips) 3 7/8 NOTE BA 25 2025-04-30 3.875000 4465200.00 4422827.48 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 2030-04-30 3.500000 158694000.00 154594299.20 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 2030-06-30 3.750000 7718400.00 7591748.52 U.S. Treasuries (including strips) 4 NOTE AA 28 2028-06-30 4.000000 3312400.00 3296525.54 U.S. Treasuries (including strips) 4 3/4 NOTE BE 25 2025-07-31 4.750000 91789000.00 91584677.69 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 5000000000.00 5000000000.00 0.0521 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 5.300 549300H47WTHXPU08X20 BRYM0FLN8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 1/2 NOTE E 26 2026-08-15 1.500000 687723000.00 634241844.80 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 2026-04-30 2.375000 9128900.00 8670067.79 U.S. Treasuries (including strips) 2 7/8 NOTE N 25 2025-07-31 2.875000 601500.00 578553.98 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 2026-09-30 1.625000 50265400.00 46362727.32 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 2025-06-30 0.250000 48807900.00 44691324.47 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 2027-09-30 0.375000 259990400.00 221854488.20 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 2028-01-31 0.750000 467800800.00 401297770.50 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 2028-04-30 1.250000 270115600.00 236720398.00 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 2028-05-31 1.250000 306000000.00 267333942.00 U.S. Treasuries (including strips) 0 3/4 NOTE AU 24 2024-11-15 0.750000 119047000.00 112567544.80 U.S. Treasuries (including strips) 4 1/8 NOTE AW 25 2025-01-31 4.125000 498704000.00 491167086.50 U.S. Treasuries (including strips) 4 1/2 NOTE AQ 26 2026-07-15 4.500000 593585600.00 594514277.60 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 3000000000.00 3000000000.00 0.0313 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 5.310 549300H47WTHXPU08X20 BRYM0FLL2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 4 3/8 BOND 38 2038-02-15 4.375000 216600.00 230882.64 U.S. Treasuries (including strips) 4 1/4 BOND 39 2039-05-15 4.250000 101900.00 105555.73 U.S. Treasuries (including strips) 4 3/8 BOND 40 2040-05-15 4.375000 9946980.00 10405637.36 U.S. Treasuries (including strips) 3 7/8 BOND 40 2040-08-15 3.875000 50918100.00 50457206.52 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 4799700.00 3954125.45 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 139146500.00 129804472.30 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 100.00 83.30 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 3537600.00 2712646.14 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 1235100.00 1010889.46 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-02-15 2.500000 100.00 76.18 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 235082000.00 177459870.50 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 7200.00 5194.53 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 319946000.00 258850591.60 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 37697600.00 31454119.95 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 3844200.00 3177039.76 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 178861500.00 142277257.70 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-11-15 2.750000 104747100.00 82566804.80 U.S. Treasuries (including strips) 3 BOND 48 2048-02-15 3.000000 6200000.00 5171611.62 U.S. Treasuries (including strips) 3 BOND 48 2048-08-15 3.000000 9300000.00 7760691.03 U.S. Treasuries (including strips) 3 3/8 BOND 48 2048-11-15 3.375000 28681500.00 25410685.28 U.S. Treasuries (including strips) 3 BOND 49 2049-02-15 3.000000 2400.00 2006.73 U.S. Treasuries (including strips) 2 1/4 BOND 49 2049-08-15 2.250000 13435600.00 9626388.13 U.S. Treasuries (including strips) 2 3/8 BOND 49 2049-11-15 2.375000 657528700.00 480403243.60 U.S. Treasuries (including strips) 2 BOND 50 2050-02-15 2.000000 52200100.00 35208720.58 U.S. Treasuries (including strips) 1 1/4 BOND 50 2050-05-15 1.250000 18700000.00 10241138.95 U.S. Treasuries (including strips) 1 3/8 BOND 50 2050-08-15 1.375000 7700000.00 4388054.81 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 66300.00 42177.14 U.S. Treasuries (including strips) 1 5/8 BOND 50 2050-11-15 1.625000 108034000.00 65439881.63 U.S. Treasuries (including strips) 1 3/8 BOND 40 2040-11-15 1.375000 77849900.00 51158909.05 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-02-15 1.875000 1079000.00 702375.12 U.S. Treasuries (including strips) 1 7/8 BOND 41 2041-02-15 1.875000 24600.00 17708.04 U.S. Treasuries (including strips) 2 3/8 BOND 51 2051-05-15 2.375000 104755100.00 76122223.98 U.S. Treasuries (including strips) 2 1/4 BOND 41 2041-05-15 2.250000 1365100.00 1035936.00 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-11-15 1.875000 135424500.00 87191606.30 U.S. Treasuries (including strips) 2 BOND 41 2041-11-15 2.000000 248954000.00 179623244.30 U.S. Treasuries (including strips) 2 1/4 BOND 52 2052-02-15 2.250000 68409900.00 48704406.38 U.S. Treasuries (including strips) 2 3/8 BOND 42 2042-02-15 2.375000 303000.00 234493.18 U.S. Treasuries (including strips) 2 7/8 BOND 52 2052-05-15 2.875000 87840000.00 71273079.54 U.S. Treasuries (including strips) 3 1/4 BOND 42 2042-05-15 3.250000 58000000.00 51136353.76 U.S. Treasuries (including strips) 3 BOND 52 2052-08-15 3.000000 12800000.00 10753586.00 U.S. Treasuries (including strips) 4 BOND 52 2052-11-15 4.000000 177563000.00 178942764.90 U.S. Treasuries (including strips) 3 7/8 BOND 43 2043-02-15 3.875000 22600000.00 21998124.42 U.S. Treasuries (including strips) 3 5/8 BOND 53 2053-05-15 3.625000 308282100.00 290361328.10 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 67267000.00 62262125.36 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 2028-08-15 2.875000 10858300.00 10354927.69 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 2028-11-15 3.125000 9682000.00 9262911.95 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 2029-02-15 2.625000 2037000.00 1906516.49 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 2029-05-15 2.375000 1016000.00 928934.32 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 2070900.00 1816068.83 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 2030-02-15 1.500000 400.00 343.96 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 2030-05-15 0.625000 100.00 79.92 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 2027-09-30 0.375000 400.00 341.33 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 2027-11-30 0.625000 137946800.00 118374310.30 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 2027-12-31 0.625000 300.00 256.71 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 2031-05-15 1.625000 100.00 84.75 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 2031-08-15 1.250000 200.00 164.04 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 2026-09-30 0.875000 1000.00 898.95 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 900.00 787.93 U.S. Treasuries (including strips) TRFR BF 07/31/24 2024-07-31 5.378150 600.00 599.98 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 2027-08-31 3.125000 47722500.00 46248281.69 U.S. Treasuries (including strips) TRFR BK 10/31/24 2024-10-31 5.481150 100000.00 100086.40 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 2032-11-15 4.125000 1100200.00 1122359.25 U.S. Treasuries (including strips) TRFR AX 01/31/25 2025-01-31 5.541150 100.00 100.17 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 2030-03-31 3.625000 100.00 98.46 U.S. Treasuries (including strips) TRFR BB 04/30/25 2025-04-30 5.510150 199999000.00 200194999.00 U.S. Treasuries (including strips) 4 NOTE N 30 2030-07-31 4.000000 1600.00 1593.48 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 3000000000.00 3000000000.00 0.0313 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 5.300 549300H47WTHXPU08X20 BRYM0FLM0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N T Bond 4 11/15/2052 2023-08-01 5.300000 218070300.00 219282131.90 U.S. Treasuries (including strips) T Bond 2.875 05/15/2052 2023-08-01 5.300000 1616153500.00 1308137382.00 U.S. Treasuries (including strips) T Bond 3 08/15/2052 2023-08-01 5.300000 621751300.00 512580513.50 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 2000000000.00 2000000000.00 0.0209 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 5.310 549300H47WTHXPU08X20 BRYM0FLJ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 02/22/24 2024-02-22 0.000000 1447900.00 1405349.11 U.S. Treasuries (including strips) BILL 01/25/24 2024-01-25 0.000000 200.00 194.81 U.S. Treasuries (including strips) BILL 10/12/23 2023-10-12 0.000000 10552600.00 10441111.78 U.S. Treasuries (including strips) BILL 05/16/24 2024-05-16 0.000000 4444500.00 4260026.58 U.S. Treasuries (including strips) BILL 11/09/23 2023-11-09 0.000000 922700.00 909147.38 U.S. Treasuries (including strips) BILL 11/16/23 2023-11-16 0.000000 17536900.00 17260904.27 U.S. Treasuries (including strips) BILL 10/03/23 2023-10-03 0.000000 4200.00 4161.26 U.S. Treasuries (including strips) 7 5/8 BOND 25 2025-02-15 7.625000 38500.00 41261.70 U.S. Treasuries (including strips) 6 7/8 BOND 25 2025-08-15 6.875000 10000.00 10704.50 U.S. Treasuries (including strips) 6 1/4 BOND 30 2030-05-15 6.250000 6623900.00 7546221.41 U.S. Treasuries (including strips) 5 BOND 37 2037-05-15 5.000000 4099200.00 4613727.31 U.S. Treasuries (including strips) 4 3/8 BOND 38 2038-02-15 4.375000 25838900.00 27542721.06 U.S. Treasuries (including strips) 4 1/4 BOND 40 2040-11-15 4.250000 4643500.00 4778684.65 U.S. Treasuries (including strips) 3 3/4 BOND 41 2041-08-15 3.750000 1317000.00 1270541.68 U.S. Treasuries (including strips) 3 1/8 BOND 42 2042-02-15 3.125000 16822500.00 14738766.07 U.S. Treasuries (including strips) 3 BOND 42 2042-05-15 3.000000 9300.00 7889.17 U.S. Treasuries (including strips) 3 3/8 BOND 44 2044-05-15 3.375000 61794500.00 54852124.02 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 37167200.00 31951047.76 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 737000.00 565134.61 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 148231400.00 123117320.80 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 291857600.00 236125822.60 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 26300.00 21944.19 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 100.00 82.65 U.S. Treasuries (including strips) 2 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2024-07-11 2024-07-11 2024-07-11 N N N 0.0536 114130016.40 114130016.40 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 5.396 912797HL4 254900HROIFWPRGM1V77 US912797HL43 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2023-11-21 2023-11-21 2023-11-21 N N N 0.0540 237786591.68 237786591.68 0.0025 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 5.280 254900BN8XS34XZDJ223 BRYM0FKY5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-31 4.125000 102322700.00 102000076.50 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-08-01 2023-08-01 2023-08-01 N N N 0.0528 100000000.00 100000000.00 0.0010 N Y Y N BNP Paribas SA BNP Paribas SA 5.280 R0MUWSFPU8MPRO8K5P83 BRYM0FL24 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 1.750000 73518000.00 51000014.59 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-08-01 2023-08-01 2023-08-01 N N N 0.0528 50000000.00 50000000.00 0.0005 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 5.280 MBNUM2BPBDO7JBLYG310 BRYM0FL65 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-30 3.500000 100.00 97.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-30 1.250000 800.00 700.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 36800.00 34857.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-31 1.250000 3265000.00 2848638.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-06-30 4.000000 22750700.00 22615778.46 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-08-01 2023-08-01 2023-08-01 N N N 0.0528 25000000.00 25000000.00 0.0003 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 5.280 CYYGQCGNHMHPSMRL3R97 BRYM0FLU2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 12/14/23 2023-12-14 0.000000 20811900.00 20400011.69 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-08-01 2023-08-01 2023-08-01 N N N 0.0528 20000000.00 20000000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.310 X574KRZ6V5A7UBU45C31 BRYM0FPH7 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 15952466.53 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 15637500.00 15637500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.310 X574KRZ6V5A7UBU45C31 BRYM0FQ03 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 12815602.97 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 12562500.00 12562500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.310 X574KRZ6V5A7UBU45C31 BRYM0FPP9 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 12853858.50 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 12600000.00 12600000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.310 X574KRZ6V5A7UBU45C31 BRYM0FQF0 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 14746092.11 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 14455000.00 14455000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.310 X574KRZ6V5A7UBU45C31 BRYM0FPM6 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 32389883.13 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 31750000.00 31750000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.310 X574KRZ6V5A7UBU45C31 BRYM0FPY0 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 36323401.92 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 35606250.00 35606250.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.310 X574KRZ6V5A7UBU45C31 BRYM0FPV6 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 39861963.56 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 39075000.00 39075000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.310 X574KRZ6V5A7UBU45C31 BRYM0FQ60 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 18056610.75 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 17700000.00 17700000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.310 X574KRZ6V5A7UBU45C31 BRYM0FPU8 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 13068209.48 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 12810000.00 12810000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.310 X574KRZ6V5A7UBU45C31 BRYM0FQ45 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 43335865.80 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 42480000.00 42480000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.310 X574KRZ6V5A7UBU45C31 BRYM0FQ29 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 7153784.34 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 7012500.00 7012500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.310 X574KRZ6V5A7UBU45C31 BRYM0FQ78 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 24993613.75 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 24500000.00 24500000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.310 X574KRZ6V5A7UBU45C31 BRYM0FQ86 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 43101231.88 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 42250000.00 42250000.00 0.0004 N Y Y N BlackRock Liquidity Funds 2023-08-04 /s/Chuck Pulsfort Chuck Pulsfort Assistant Treasurer