N-MFP2 0000097098 XXXXXXXX 2019-11-30 0000097098 5493007YVNX55LTRQ706 S000001476 10 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Philadelphia PA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Exempt Government N 39 110 70747452102.00 65831212841.00 66964834663.00 69417956604.00 69590395866.00 78166277977.00 72795678897.00 73928923422.00 74159368574.00 76031541917.00 0.8982 0.8847 0.8807 0.9175 0.8952 0.9924 0.9783 0.9723 0.9801 0.9781 3503238588.34 73994053991.61 73978436222.11 45422129.76 289609964.43 77237486975.78 77232476635.17 1.0000 0.0170 1.0003 1.0004 1.0004 1.0003 1.0003 C000003933 5000.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000003936 50000.00 9471110995.21 9470462351.37 1.0003 1.0004 1.0004 1.0003 1.0003 164331138.91 373413146.00 22915249.52 148498648.07 14729469.25 399897346.93 796068526.03 482586566.76 354378751.95 898703111.08 1203141396.95 2064996308.11 0.0149 Y BlackRock Advisors, LLC, Management Fees, 141189.61; BlackRock Investments, LLC, Service/Distribution Fees, 82444.25; C000003940 5000.00 724082684.86 724036148.17 1.0003 1.0004 1.0004 1.0003 1.0003 10481270.79 11080318.82 1186748.98 2248293.07 147070.67 721287.94 752601.70 1291759.41 4900615.54 1500202.25 7003886.27 16689165.12 0.0143 Y BlackRock Advisors, LLC, Management Fees, 10164.01; C000003941 5000.00 977372340.60 977308461.97 1.0003 1.0004 1.0004 1.0003 1.0003 30423767.77 90339428.49 38669015.29 75792713.70 25735114.90 19420936.84 65158180.60 41430130.54 32978772.05 64908847.03 171020303.80 228502543.17 0.0103 Y BlackRock Advisors, LLC, Management Fees, 13979.28; C000003937 5000.00 74512369.06 74507573.73 1.0003 1.0004 1.0004 1.0003 1.0003 252654.41 119522.23 977264.03 928434.30 91520.60 525848.92 1449729.60 40833900.64 580790.27 10006855.47 3303671.13 52295039.33 0.0113 Y BlackRock Advisors, LLC, Management Fees, 1528.71; BlackRock Investments, LLC, Service/Distribution Fees, 44.72; C000003939 5000.00 846325991.77 846274583.47 1.0003 1.0004 1.0004 1.0003 1.0003 236592228.78 111176028.38 48262306.06 156561560.01 115126865.55 99141340.72 155970489.05 64762764.09 96132447.75 34094679.74 451075138.64 398971297.27 0.0128 Y BlackRock Advisors, LLC, Management Fees, 10414.85; C000003938 3000000.00 65130556842.23 65126362636.51 1.0003 1.0004 1.0004 1.0003 1.0003 10244360454.30 11951806919.21 8196076842.05 12290989856.30 12283072485.51 10303271771.56 13193969220.96 14088031981.67 11542816480.45 9250734632.24 48312991449.50 48263439930.25 0.0153 Y BlackRock Advisors, LLC, Management Fees, 897373.51; C000003934 1.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000060557 1.00 13489249.70 13488379.95 1.0003 1.0004 1.0004 1.0003 1.0003 144349.44 3333446.24 639461.55 159441.15 562499.44 35049.57 258940.52 421080.35 1141747.17 64938.64 2612153.23 3882460.72 0.0070 Y BlackRock Advisors, LLC, Management Fees, 173.55; BlackRock Investments, LLC, Service/Distribution Fees, 201.72; C000003935 3000000.00 36502.35 36500.00 1.0003 1.0004 1.0004 1.0003 1.0003 0.08 0.01 0.09 0.02 0.15 0.12 0.03 0.10 0.04 0.07 0.31 0.31 0.0153 Y BlackRock Advisors, LLC, Management Fees, 0.60; Societe Generale SA Societe Generale SA 1.560 O2RNE8IBXP4R0TD8PU41 DM2000000000 BRTKKC3Y9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.000000 3.61 3.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 0.000000 26.14 16.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-31 2.625000 100.00 101.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.000000 200.00 117.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 0.000000 200.00 105.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 200.00 223.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-05 0.000000 400.00 394.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 6.375000 12700.00 17181.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 5.250000 37400.00 49043.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.000000 101900.00 54241.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-30 0.000000 198600.00 197276.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 247500.00 495206.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.000000 994528.94 942142.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 2458100.00 3085132.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 5.250000 3495400.00 4511499.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 5965300.00 6358240.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.875000 8686100.00 8897917.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 12491300.00 12877707.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 1.875000 41218000.00 41952692.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-31 1.609110 49996900.00 50045342.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-30 1.375000 109655100.00 109282872.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 1.000000 100.00 117.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 1.250000 100.00 99.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-11-15 0.000000 100.00 76.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-08-15 0.000000 200.00 115.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-15 8.750000 200.00 207.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-15 1.250000 900.00 1073.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-08 0.000000 2000.00 1972.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.125000 21500.00 21895.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-31 2.250000 48200.00 48468.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 1.750000 110000.00 111069.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-02 1.000000 439200.00 441324.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-15 1.375000 759000.00 761414.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-31 1.750000 1426200.00 1434527.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 2.750000 2884400.00 3061875.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 4.375000 3520300.00 4850240.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 6229100.00 6665564.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 20533400.00 22160662.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 37112300.00 39374945.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.000000 42819700.00 24405045.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 2.500000 64052200.00 65066230.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-15 0.125000 392338300.00 428903103.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-15 0.000000 12.44 11.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-20 0.000000 100.00 99.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 2.125000 100.00 102.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-30 2.125000 100.00 102.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.000000 199.97 117.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 300.00 612.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-15 8.750000 500.00 536.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.611110 1100.00 1100.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-31 1.750000 6100.00 6147.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 1.625000 33900.00 33750.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-23 0.000000 200500.00 200021.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.000000 259300.00 237882.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.000000 500000.00 508459.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 1.625000 887000.00 888159.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 0.000000 2360030.82 2014541.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-08-15 0.000000 3283400.63 2287965.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-30 2.875000 11899200.00 12635908.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 2.500000 15870500.00 16481372.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.125000 22239600.00 23941883.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-15 2.625000 39025000.00 40260705.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 0.000000 47897400.00 35103094.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.000000 1.18 0.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 0.000000 17.91 12.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 6.000000 100.00 127.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 100.00 99.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 0.000000 200.00 109.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-15 8.000000 200.00 224.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 4.375000 300.00 416.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.000000 672.05 633.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-30 0.000000 1900.00 1894.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 4.250000 96100.00 131051.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 0.000000 115600.00 65161.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-12 0.000000 229900.00 228859.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.625000 307800.00 345187.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 2.125000 612300.00 620071.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.500000 5000000.00 5086800.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-15 2.500000 7209700.00 7404629.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 0.000000 12362500.00 8269177.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 2.750000 20459500.00 22962110.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 0.000000 31028800.00 20455829.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 1.750000 64718800.00 65347539.62 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-06 2019-12-06 Y SOCIETE GENERALE SA 1.0000 7 N Fitch A Moody's A1 Standard & Poor's A N N 0.0156 1080000000.00 1080000000.00 0.0140 N N Y N U.S. Treasury Bills U.S. Treasury Bills 1.501 912796TC3 254900HROIFWPRGM1V77 US912796TC33 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-01-23 2020-01-23 2020-01-23 N N N 0.0150 495813840.56 495813840.56 0.0064 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.640 CYYGQCGNHMHPSMRL3R97 BRTT4RAM3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 5.500000 40200.00 52907.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-17 0.000000 88000.00 87941.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-06 0.000000 114200.00 113868.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 7.125000 172000.00 204827.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-08 0.000000 937500.00 924785.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.000000 2032100.00 1301574.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 0.000000 3932113.92 2521413.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 6.250000 4873700.00 5763012.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-05 0.000000 7976000.00 7859039.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 4.625000 13150000.00 18828380.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.000000 24731600.00 13089446.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-10 0.000000 46933300.00 46347572.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.875000 61979500.00 62909563.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 0.000000 106796646.40 65320460.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 3.625000 158528200.00 202994500.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 7.500000 50100.00 64096.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 0.000000 103000.00 65224.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.000000 146300.00 77851.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 6.625000 498700.00 673185.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 6.125000 652900.00 866987.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 0.000000 2821000.00 1826493.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 0.000000 4151700.00 2771417.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 6203300.00 6888666.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 0.000000 10011000.00 8924686.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 12443600.00 14690234.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.000000 45561200.00 26899788.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 2.000000 60113400.00 60623585.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.000000 102563800.00 57623009.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 112686200.00 114848336.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 0.000000 144000.00 91542.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.000000 375900.00 215479.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-16 0.000000 542900.00 539670.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 0.000000 793200.00 446962.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 5.250000 997800.00 1286608.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 0.000000 5543000.00 3850666.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.000000 8502200.00 4843992.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 6.125000 10745200.00 15098356.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-24 0.000000 13109000.00 13096100.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 5.250000 23140600.00 30317964.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.611110 102073000.00 102133277.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 0.000000 107898400.00 67649275.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 6.875000 42700.00 55527.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 7.625000 89700.00 118184.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.000000 537800.00 351596.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 6.000000 741700.00 941375.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-13 0.000000 942000.00 939017.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 0.000000 2639100.00 1749939.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-08-15 0.000000 4145000.00 2389571.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-20 0.000000 10083100.00 10047909.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-07 0.000000 12628000.00 12541233.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 3.750000 15039200.00 19376996.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 2.000000 29965900.00 43251506.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-31 2.250000 53053800.00 53351088.28 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2019-12-02 2019-12-06 2019-12-06 Y HSBC SECURITIES (USA) INC 1.0000 7 N Fitch NR Moody's NR Standard & Poor's AA- N N 0.0164 1088085000.00 1088085000.00 0.0141 N N Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.640 CYYGQCGNHMHPSMRL3R97 BRTT87X89 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 2444000.00 2954436.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 0.000000 5460368.00 2999767.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 2.000000 12614900.00 12716127.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 18365300.00 21706232.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 0.000000 21981675.52 18064870.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 442000.00 442023.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-08-15 0.000000 2502000.00 1268468.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 6156300.00 7242162.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 17017800.00 19983003.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.000000 44083200.00 50625757.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 2.875000 229928800.00 262338471.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 1.000000 452000.00 527019.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-02-15 4.750000 3258500.00 4633359.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 20926300.00 24453770.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-30 1.125000 24997600.00 24801175.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-05-15 3.375000 58176700.00 71294154.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.000000 8829504.00 4941096.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-31 2.375000 17428000.00 17722024.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 21645600.00 21548186.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-05-15 5.000000 38118100.00 55286800.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-15 2.750000 106287600.00 110891095.83 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2019-12-02 2019-12-06 2019-12-06 Y HSBC SECURITIES (USA) INC 1.0000 7 N Fitch NR Moody's NR Standard & Poor's AA- N N 0.0164 722000000.00 722000000.00 0.0093 N N Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 1.630 549300H47WTHXPU08X20 BRTZ6UZQ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASUR 05/15/47 2019-12-02 1.630000 278395000.00 325121095.20 U.S. Treasuries (including strips) US BOND 2.75 8/15/47 2019-12-02 1.630000 86000000.00 96525712.00 U.S. Treasuries (including strips) U.S. T Bonds 2019-12-02 1.630000 70400000.00 88358265.60 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 500000000.00 500000000.00 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.514 912796TF6 254900HROIFWPRGM1V77 US912796TF63 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-02-13 2020-02-13 2020-02-13 N N N 0.0151 1455388940.40 1455388940.40 0.0188 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 1.650 549300H47WTHXPU08X20 BRTZ753Y6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. T Notes 2019-12-02 1.650000 25000000.00 24768625.00 U.S. Treasuries (including strips) UST NOTES 06/30/25 2019-12-02 1.650000 165000000.00 176297550.00 U.S. Treasuries (including strips) US BOND 2.75 8/15/47 2019-12-02 1.650000 39555000.00 44396215.56 U.S. Treasuries (including strips) U.S. T Notes 2019-12-02 1.650000 105000000.00 105001260.00 U.S. Treasuries (including strips) US T NOTES 11/30/24 2019-12-02 1.650000 154375000.00 159539152.50 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 500000000.00 500000000.00 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.527 912796TG4 254900HROIFWPRGM1V77 US912796TG47 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-02-20 2020-02-20 2020-02-20 N N N 0.0153 362128229.97 362128229.97 0.0047 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.542 912796TH2 254900HROIFWPRGM1V77 US912796TH20 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-03-05 2020-03-05 2020-03-05 N N N 0.0154 112537589.31 112537589.31 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.583 912796TJ8 254900HROIFWPRGM1V77 US912796TJ85 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-09-10 2020-09-10 2020-09-10 N N N 0.0158 162600279.33 162600279.33 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.543 912796TK5 254900HROIFWPRGM1V77 US912796TK58 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-03-12 2020-03-12 2020-03-12 N N N 0.0154 199121862.00 199121862.00 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.561 912796TQ2 254900HROIFWPRGM1V77 US912796TQ29 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-04-09 2020-04-09 2020-04-09 N N N 0.0156 2030235581.30 2030235581.30 0.0263 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.547 912796TR0 254900HROIFWPRGM1V77 US912796TR02 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-04-16 2020-04-16 2020-04-16 N N N 0.0155 442837435.75 442837435.75 0.0057 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.559 912796TS8 254900HROIFWPRGM1V77 US912796TS84 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0156 672934412.78 672934412.78 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.560 912796TT6 254900HROIFWPRGM1V77 US912796TT67 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-05-07 2020-05-07 2020-05-07 N N N 0.0156 261816574.18 261816574.18 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.572 912796TV1 254900HROIFWPRGM1V77 US912796TV14 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-05-14 2020-05-14 2020-05-14 N N N 0.0157 678329166.59 678329166.59 0.0088 N Y Y N Standard Chartered Bank Standard Chartered Bank 1.690 US9128284U17 BRTYE0WY0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-06-30 2.625000 150000000.00 157366782.82 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-31 2020-01-31 2020-01-31 N N N 0.0169 153659100.00 153659100.00 0.0020 N N N Y Standard Chartered Bank Standard Chartered Bank 1.690 US912828T677 BRTYE16C5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-10-31 1.250000 100000000.00 99631893.49 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-31 2020-01-31 2020-01-31 N N N 0.0169 97284600.00 97284600.00 0.0013 N N N Y Standard Chartered Bank Standard Chartered Bank 1.690 US912828K742 BRTYE1700 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-08-15 2.000000 150000000.00 154009740.62 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-31 2020-01-31 2020-01-31 N N N 0.0169 150381000.00 150381000.00 0.0019 N N N Y Standard Chartered Bank Standard Chartered Bank 1.690 US912828XR65 BRTYE1AD8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-05-31 1.750000 100000000.00 101489383.20 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-31 2020-01-31 2020-01-31 N N N 0.0169 99097600.00 99097600.00 0.0013 N N N Y Standard Chartered Bank Standard Chartered Bank 1.700 US912828WE61 BRTYGQ3C1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-11-15 2.750000 100000000.00 105929144.70 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-23 2020-01-23 2020-01-23 N N N 0.0170 103478200.00 103478200.00 0.0013 N N N Y Standard Chartered Bank Standard Chartered Bank 1.700 US912828VS66 BRTYGQ968 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-08-15 2.500000 75000000.00 78009937.68 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-23 2020-01-23 2020-01-23 N N N 0.0170 76204800.00 76204800.00 0.0010 N N N Y Standard Chartered Bank Standard Chartered Bank 1.700 US9128285T35 BRTYGQ7D5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-12-31 2.625000 125000000.00 133076322.28 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-23 2020-01-23 2020-01-23 N N N 0.0170 129997000.00 129997000.00 0.0017 N N N Y Standard Chartered Bank Standard Chartered Bank 1.700 US9128284F40 BRTYGQ463 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-03-31 2.625000 100000000.00 105397231.58 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-23 2020-01-23 2020-01-23 N N N 0.0170 102958800.00 102958800.00 0.0013 N N N Y Standard Chartered Bank Standard Chartered Bank 1.700 US9128283V09 BRTYGQ877 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-01-31 2.500000 100000000.00 105086112.58 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-23 2020-01-23 2020-01-23 N N N 0.0170 102655000.00 102655000.00 0.0013 N N N Y Bank of Montreal Bank of Montreal 1.620 NQQ6HPCNCCU6TUTQYE16 BRTYQRM94 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-30 0.000000 200.00 199.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 3825200.00 3885714.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.625000 8141600.00 9130535.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.375000 69999600.00 78037255.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-15 2.125000 8500.00 8614.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 7139100.00 8960199.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-05-15 3.375000 21704200.00 26617598.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 3.000000 100.00 107.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.500000 363300.00 362706.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 110972000.00 125175946.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 2.625000 7535200.00 8140511.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.250000 41938000.00 45680677.41 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-12-06 2019-12-06 2020-01-15 Y BANK OF MONTREAL 1.0000 7 N Fitch AA- Moody's Aa2 Standard & Poor's A+ N N 0.0162 300000000.00 300000000.00 0.0039 N N Y N Standard Chartered Bank Standard Chartered Bank 1.680 US912828T347 BRTYSXLM1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-09-30 1.125000 500000000.00 497791330.20 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-02-13 2020-02-13 2020-02-13 N N N 0.0168 486031000.00 486031000.00 0.0063 N N N Y BMO Capital Markets Corp. BMO Capital Markets Corp. 1.620 RUC0QBLBRPRCU4W1NE59 BRTYSSL26 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-30 1.375000 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.875000 500.00 504.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.125000 1000.00 1023.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.500000 430800.00 441920.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 949000.00 944729.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.125000 9461300.00 9622368.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-05 0.000000 40868900.00 40696923.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.750000 200.00 202.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-15 2.750000 1000.00 1084.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-15 1.875000 4800.00 4849.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-15 1.500000 4900.00 4899.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 2.750000 5813600.00 6519284.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 20170000.00 22735296.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-15 3.125000 600.00 613.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-30 2.375000 4600.00 4622.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 4900.00 4900.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-11-15 2.375000 163000.00 169507.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-05-15 3.375000 927700.00 1136874.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.000000 100.00 100.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 1.750000 4900.00 4947.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 1.625000 9500.00 9408.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-31 1.375000 661700.00 662469.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 1474100.00 1719770.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 17484200.00 17313653.04 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2019-12-06 2019-12-06 2020-01-16 Y BMO CAPITAL MARKETS CORP 1.0000 7 N Fitch NR Moody's NR Standard & Poor's NR N N 0.0162 100000000.00 100000000.00 0.0013 N N Y N BNP Paribas SA BNP Paribas SA 1.630 R0MUWSFPU8MPRO8K5P83 BRTYZMA72 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 100.00 101.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.000000 358.56 186.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 2.500000 1500.00 1556.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-05-15 0.000000 1303019.52 892169.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 2.000000 62552000.00 63583863.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.000000 24.27 14.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-08-15 0.000000 40.96 27.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-02-15 0.000000 216.91 161.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.000000 470.51 250.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-05-15 0.000000 11943.14 8831.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-30 2.875000 20376400.00 21696597.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 0.000000 38.49 20.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 2.000000 1000.00 1012.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-11-15 0.000000 66641.68 34279.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.875000 26307100.00 28542717.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 0.000000 30.72 25.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-15 2.750000 100.00 102.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 0.000000 252.47 133.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 3.000000 75505000.00 89237947.88 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-06 2019-12-06 2020-01-23 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A+ N N 0.0163 200000000.00 200000000.00 0.0026 N N Y N U.S. Treasury Bills U.S. Treasury Bills 1.487 912796WQ8 254900HROIFWPRGM1V77 US912796WQ81 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-01-28 2020-01-28 2020-01-28 N N N 0.0149 181032504.06 181032504.06 0.0023 N Y Y N BNP Paribas SA BNP Paribas SA 1.640 R0MUWSFPU8MPRO8K5P83 BRTZ0YBL9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.000000 4.14 3.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-15 0.000000 27.36 27.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.000000 98.65 89.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-15 7.875000 100.00 109.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 2.000000 100.00 101.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.125000 100.00 107.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-05-15 0.000000 119.78 86.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.500000 200.00 200.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-16 0.000000 400.00 399.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-15 2.875000 1000.00 1025.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 1.750000 1000.00 999.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 1.500000 2000.00 2001.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-15 2.750000 4000.00 4097.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 20600.00 22989.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 128300.00 130989.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 229900.00 254527.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-15 1.625000 287700.00 287945.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-30 1.125000 479300.00 475414.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-15 2.625000 1293200.00 1325132.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 2.375000 3659100.00 5418936.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 38438100.00 80651929.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-30 2.125000 47706300.00 49121695.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.125000 79971200.00 81319509.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-30 2.875000 194131300.00 206709168.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-05-15 0.000000 0.77 0.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-15 0.000000 7.04 6.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.000000 35.20 27.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 100.00 101.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 2.875000 100.00 101.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-15 1.375000 100.00 119.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 1.375000 100.00 100.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 200.00 206.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-08-15 0.000000 409.60 278.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-15 2.750000 1000.00 1025.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.375000 1000.00 1114.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-11-15 0.000000 1222.22 825.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-14 0.000000 3000.00 2993.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 0.000000 50040.36 42273.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.000000 90600.00 50927.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 180900.00 206236.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.000000 250000.00 207913.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 297000.00 312747.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-15 1.125000 17378400.00 20626050.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 29376700.00 31458424.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-31 1.750000 40049000.00 40318693.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.250000 49979400.00 51366657.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 155409500.00 164884434.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.000000 23.53 14.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.000000 94.81 92.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.000000 100.00 59.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 187671900.00 207337417.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-15 2.375000 100.00 101.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 0.000000 117.40 71.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-15 2.250000 200.00 203.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.875000 300.00 325.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.250000 400.00 435.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 2.000000 1000.00 1012.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-28 0.000000 2000.00 1984.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-17 0.000000 4000.00 3996.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 10600.00 15435.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.625000 45600.00 45791.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 76000.00 95386.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 259800.00 305907.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.000000 421906.31 248975.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.000000 650530.31 377813.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 2566400.00 2737643.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-15 2.375000 17014700.00 17218724.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 25980341.57 21833982.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 2.000000 63427300.00 64870326.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-15 2.125000 165420800.00 167651652.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-08-15 0.000000 1.28 0.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-20 0.000000 100.00 99.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 4.500000 100.00 137.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 2.250000 100.00 103.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.500000 100.00 104.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-15 1.250000 100.00 119.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-24 0.000000 300.00 299.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 2.375000 400.00 610.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.500000 700.00 712.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-30 2.875000 1000.00 1050.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 2.000000 1000.00 1016.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-02 0.000000 10000.00 9985.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 4.625000 40600.00 58228.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 68700.00 78887.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 0.000000 97600.00 55014.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 219800.00 234278.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 480900.00 480879.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 3.125000 1301900.00 1524087.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.750000 4471000.00 4530277.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 2.125000 24764500.00 25078818.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 31825900.00 34348087.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 1.000000 46605700.00 57270521.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 1.250000 393946700.00 392370590.29 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-06 2019-12-06 2020-01-10 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A+ N N 0.0164 1700000000.00 1700000000.00 0.0220 N N Y N Societe Generale SA Societe Generale SA 1.570 O2RNE8IBXP4R0TD8PU41 BRTZ2MQ03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-08-15 0.000000 70.60 46.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.000000 100.00 91.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-08-15 0.000000 100.00 57.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 100.00 204.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.250000 100.00 99.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.000000 272.23 256.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 0.000000 691.20 488.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-30 0.000000 1500.00 1495.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.000000 56300.00 57252.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-05 0.000000 400000.00 398304.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-05 0.000000 838000.00 825621.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 0.000000 2030000.00 1317516.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-15 2.875000 4457400.00 4571531.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 0.000000 6194400.00 3614686.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-28 0.000000 109380900.00 108508040.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 0.000000 6.92 5.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-21 0.000000 100.00 99.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 0.000000 100.00 66.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.875000 100.00 101.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-02 1.500000 100.00 100.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.250000 100.00 98.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 6.125000 300.00 421.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 1000.00 1030.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-08 0.000000 204800.00 202022.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 299900.00 629258.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-08-15 0.000000 564188.00 393142.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.500000 1395700.00 1431431.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.625000 2665800.00 2798616.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 2.625000 15885000.00 17161060.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 0.000000 26407978.67 23253360.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 88899500.00 88500482.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-05-15 0.000000 158425000.00 114052533.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-19 0.000000 100.00 99.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 0.000000 100.00 65.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-15 8.000000 100.00 112.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 100.00 110.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-30 1.705110 100.00 100.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-31 2.375000 400.00 406.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 1200.00 1336.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 1.000000 41100.00 48150.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-30 2.875000 202200.00 212470.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 1.750000 291000.00 403354.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-31 2.125000 1652200.00 1691712.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 2.875000 4265000.00 4869692.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 0.000000 5389500.00 4679066.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 9814000.00 11526751.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 2.000000 22007000.00 22507678.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.000000 39042600.00 34075678.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 0.000000 19.21 16.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.000000 100.00 53.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-02-15 4.750000 100.00 142.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.875000 100.00 102.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 1.875000 100.00 100.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 1.250000 200.00 199.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.125000 23600.00 25406.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 0.000000 160100.00 131067.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-07 0.000000 230000.00 228390.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.000000 338700.00 198930.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-15 1.500000 637000.00 636921.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 5051400.00 5297956.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 8696300.00 9305637.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-30 2.125000 21790900.00 22040484.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-06-30 1.125000 29551900.00 29430640.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 1.750000 96033700.00 96967635.04 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-03 2019-12-03 2019-12-03 N N N 0.0157 600000000.00 600000000.00 0.0078 N N Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 9128282J8 254900HROIFWPRGM1V77 US9128282J89 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-07-15 2020-07-15 2020-07-15 N N N 0.0166 127880000.00 127880000.00 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 9128282Z2 254900HROIFWPRGM1V77 US9128282Z22 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-10-15 2020-10-15 2020-10-15 N N N 0.0168 109841306.25 109841306.25 0.0014 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.550 MBNUM2BPBDO7JBLYG310 BRTZ4JJ63 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 2.625000 138920500.00 150080142.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 5.250000 44700.00 57694.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 5.500000 100.00 131.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 2019800.00 2941122.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 1000.00 1114.07 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-04 2019-12-04 2019-12-04 N N N 0.0155 150000000.00 150000000.00 0.0019 N N Y N Societe Generale SA Societe Generale SA 1.550 O2RNE8IBXP4R0TD8PU41 BRTZ4J3C7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-19 0.000000 100.00 99.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-31 2.625000 100.00 101.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-16 0.000000 300.00 297.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-30 0.000000 1100.00 1097.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.611110 14574900.00 14583521.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 0.000000 64567646.72 53370325.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 100.00 209.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.250000 100.00 98.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-26 0.000000 431200.00 428991.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.000000 6084290.55 3564140.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-15 2.625000 21689600.00 21999752.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-15 0.125000 97452600.00 106534902.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.125000 100.00 101.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-15 2.875000 200.00 205.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-05 0.000000 600.00 591.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.625000 135600.00 155963.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 2.625000 2801300.00 3026331.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 232057600.00 236633597.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-23 0.000000 100.00 99.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.875000 300.00 304.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.000000 1200.00 1199.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 1.875000 596800.00 607437.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 2.750000 7256900.00 7542066.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 2.500000 59267300.00 61548562.80 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-04 2019-12-04 2019-12-04 N N N 0.0155 500000000.00 500000000.00 0.0065 N N Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.640 X574KRZ6V5A7UBU45C31 US912834RB63 BRTZ72RP6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2047-02-15 0.000000 50000000.00 26842596.04 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 26312500.00 26312500.00 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.566 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-12-02 2020-01-31 2020-01-31 N N N 0.0160 4592398604.60 4592398604.60 0.0595 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US9128282A70 BRTZ72SR1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-08-15 1.500000 100000000.00 99013264.71 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 97058823.53 97058823.53 0.0013 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.640 X574KRZ6V5A7UBU45C31 US912828Y537 BRTZ72RS0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-07-31 1.609000 50000000.00 50050705.21 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 49062500.00 49062500.00 0.0006 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.640 X574KRZ6V5A7UBU45C31 US9128337P94 BRTZ72RE1 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 15166881.89 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 14867500.00 14867500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.640 X574KRZ6V5A7UBU45C31 US912833Z609 BRTZ72S26 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 16128240.70 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 15810000.00 15810000.00 0.0002 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US9128286M72 BRTZ72S59 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-04-15 2.250000 74000000.00 75305088.55 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 73818627.45 73818627.45 0.0010 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.640 X574KRZ6V5A7UBU45C31 US912828C574 BRTZ72SH3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-03-31 2.250000 27000000.00 27302817.71 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 26763750.00 26763750.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.640 X574KRZ6V5A7UBU45C31 US9128337V62 BRTZ72SE0 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 14791981.67 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 14500000.00 14500000.00 0.0002 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US9128286T26 BRTZ72SK6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2029-05-15 2.375000 200000000.00 210528204.25 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 206372549.02 206372549.02 0.0027 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US912828Y792 BRTZ72SG5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-07-31 2.875000 50000000.00 53694693.42 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 52634803.92 52634803.92 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.250 9128284C1 254900HROIFWPRGM1V77 US9128284C19 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0171 152104662.50 152104662.50 0.0020 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.640 X574KRZ6V5A7UBU45C31 US912834AE85 BRTZ72RF8 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 75000000.00 50114213.75 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 49125000.00 49125000.00 0.0006 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.640 X574KRZ6V5A7UBU45C31 US912833XU97 BRTZ72RL5 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 81865967.50 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 80250000.00 80250000.00 0.0010 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US912828W556 BRTZ72SM2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-02-28 1.875000 92000000.00 92932450.07 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 91098039.22 91098039.22 0.0012 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US912828V988 BRTZ72S83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-02-15 2.250000 50000000.00 52131984.07 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 51102941.18 51102941.18 0.0007 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US912828P469 BRTZ72RW1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-02-15 1.625000 77000000.00 77010316.99 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 75490196.08 75490196.08 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.375 9128284J6 254900HROIFWPRGM1V77 US9128284J61 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0170 481891518.75 481891518.75 0.0062 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US912828YC87 BRTZ72SC4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-08-31 1.500000 100000000.00 100013398.69 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 98039215.69 98039215.69 0.0013 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.640 X574KRZ6V5A7UBU45C31 US912833X968 BRTZ72SJ9 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 12000000.00 8538543.90 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 8370000.00 8370000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.640 X574KRZ6V5A7UBU45C31 US912834HV38 BRTZ72S18 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2040-05-15 0.000000 22000000.00 13914664.13 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 13640000.00 13640000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.640 X574KRZ6V5A7UBU45C31 US912834RB63 BRTZ72RN1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2047-02-15 0.000000 50000000.00 26842596.04 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 26312500.00 26312500.00 0.0003 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US912828YH74 BRTZ72RZ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-09-30 1.500000 71000000.00 70743227.40 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 69346813.73 69346813.73 0.0009 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.640 X574KRZ6V5A7UBU45C31 US912803ED14 BRTZ72RJ0 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 23000000.00 13608623.13 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 13340000.00 13340000.00 0.0002 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US9128285T35 BRTZ72S00 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-12-31 2.625000 100000000.00 106389252.86 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 104289215.69 104289215.69 0.0014 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.640 X574KRZ6V5A7UBU45C31 US912834EV64 BRTZ72RU5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-11-15 0.000000 100000000.00 64013575.83 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 62750000.00 62750000.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.599 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-12-02 2020-04-30 2020-04-30 N N N 0.0163 4279232059.77 4279232059.77 0.0554 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US9128287C81 BRTZ72SU4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-07-15 1.750000 50000000.00 50506766.34 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 49509803.92 49509803.92 0.0006 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US912828Y206 BRTZ72SL4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-07-15 2.625000 82000000.00 84061261.60 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 82401960.78 82401960.78 0.0011 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US912828Y610 BRTZ72S42 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-07-31 2.750000 50000000.00 52444525.94 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 51409313.73 51409313.73 0.0007 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.640 X574KRZ6V5A7UBU45C31 US912834FB91 BRTZ72SP5 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 44542067.21 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 43662500.00 43662500.00 0.0006 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.640 X574KRZ6V5A7UBU45C31 US912833X968 BRTZ72RK7 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 60000000.00 42692719.50 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 41850000.00 41850000.00 0.0005 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US9128285D82 BRTZ72SA8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-09-30 2.875000 50000000.00 52569542.69 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 51531862.75 51531862.75 0.0007 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US912828YC87 BRTZ72SS9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-08-31 1.500000 123000000.00 123016480.39 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 120588235.29 120588235.29 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.500 9128284Q0 254900HROIFWPRGM1V77 US9128284Q05 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-31 2020-05-31 2020-05-31 N N N 0.0169 512032033.80 512032033.80 0.0066 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.640 X574KRZ6V5A7UBU45C31 US912803DJ92 BRTZ72S34 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 18495077.77 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 18130000.00 18130000.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.625 9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0168 100208087.25 100208087.25 0.0013 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US9128286H87 BRTZ72SD2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-03-15 2.375000 50000000.00 51069341.71 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 50061274.51 50061274.51 0.0006 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US9128285M81 BRTZ72S67 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-11-15 3.125000 85000000.00 94681434.38 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 92812500.00 92812500.00 0.0012 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.640 7TK5RJIZDFROZCA6XF66 US912828TY62 BRTZ72S91 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-11-15 1.625000 90000000.00 90124573.90 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 88345588.24 88345588.24 0.0011 N Y Y N Citibank NA Citibank NA 1.630 E57ODZWZ7FF32TWEFA76 BRTZ70LG6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 5.500000 600.00 790.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 4.375000 100.00 137.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 100.00 110.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-15 8.750000 148600.00 153846.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 2.750000 363000.00 377264.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.875000 50990400.00 51772337.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-21 0.000000 100.00 99.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 100.00 209.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.000000 4000.00 4057.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.125000 89000.00 90638.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 149800.00 237465.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.625000 853000.00 856579.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.125000 100.00 107.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 6.125000 200.00 281.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.250000 51800.00 51063.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.875000 133500.00 135324.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 300100.00 348688.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 7.625000 100.00 131.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 6.250000 100.00 142.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.000000 100.00 101.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-15 1.375000 3000.00 3582.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-15 8.125000 75500.00 85348.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-30 2.250000 47439000.00 47881728.38 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 100000000.00 100000000.00 0.0013 N Y Y N BNP Paribas SA BNP Paribas SA 1.640 R0MUWSFPU8MPRO8K5P83 US912828M565 BRTZ72RQ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-11-15 2.250000 692363700.00 714095732.30 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 700000000.00 700000000.00 0.0091 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.750 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-09-30 2020-09-30 2020-09-30 N N N 0.0169 84609418.78 84609418.78 0.0011 N Y Y N BNP Paribas SA BNP Paribas SA 1.640 R0MUWSFPU8MPRO8K5P83 US9128286S43 BRTZ72SB6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-04-30 2.375000 733813000.00 765102552.50 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 750000000.00 750000000.00 0.0097 N Y Y N BNP Paribas SA BNP Paribas SA 1.640 R0MUWSFPU8MPRO8K5P83 US912828K742 BRTZ72RY7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-08-15 2.000000 897799600.00 918123091.00 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 900000000.00 900000000.00 0.0117 N Y Y N BNP Paribas SA BNP Paribas SA 1.640 R0MUWSFPU8MPRO8K5P83 US912828W713 BRTZ72RX9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-03-31 2.125000 697435900.00 714095669.30 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 700000000.00 700000000.00 0.0091 N Y Y N BNP Paribas SA BNP Paribas SA 1.640 R0MUWSFPU8MPRO8K5P83 US912828XB14 BRTZ72SF7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-05-15 2.125000 896703300.00 918123003.38 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 900000000.00 900000000.00 0.0117 N Y Y N BNP Paribas SA BNP Paribas SA 1.640 R0MUWSFPU8MPRO8K5P83 US9128284F40 BRTZ72RR2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-03-31 2.625000 678384800.00 714095668.67 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 700000000.00 700000000.00 0.0091 N Y Y N BNP Paribas SA BNP Paribas SA 1.640 R0MUWSFPU8MPRO8K5P83 US9128286G05 BRTZ72RT8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-02-29 2.375000 492753700.00 510068412.83 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 500000000.00 500000000.00 0.0065 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.611 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-12-02 2020-10-31 2020-10-31 N N N 0.0170 350479746.37 350479746.37 0.0045 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US9128284W72 BRTZ74A05 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-08-15 2.750000 355150000.00 364078119.91 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 356890931.37 356890931.37 0.0046 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US9128283F58 BRTZ74AA3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-11-15 2.250000 250000000.00 259722719.06 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 254595588.24 254595588.24 0.0033 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US912828S273 BRTZ749H0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-06-30 1.125000 250000000.00 249096278.08 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 244178921.57 244178921.57 0.0032 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US912828N480 BRTZ74AS4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-12-31 1.750000 150000000.00 151145495.71 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 148161764.71 148161764.71 0.0019 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US9128286F22 BRTZ74BA2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-02-28 2.500000 200000000.00 210528548.20 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 206372549.02 206372549.02 0.0027 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US9128285D82 BRTZ74BH7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-09-30 2.875000 528000000.00 554475188.24 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 543529411.76 543529411.76 0.0070 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US912828U816 BRTZ74AR6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-12-31 2.000000 25000000.00 25378441.38 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 24877450.98 24877450.98 0.0003 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US912810SE91 BRTZ74AB1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2048-11-15 3.375000 1329240000.00 1670084217.64 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 1637115441.18 1637115441.18 0.0212 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US912828S760 BRTZ74AM7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-07-31 1.125000 50000000.00 49756747.14 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 48774509.80 48774509.80 0.0006 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US912828Q780 BRTZ749S6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-04-30 1.375000 184150000.00 183484318.44 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 179862193.63 179862193.63 0.0023 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US9128287A26 BRTZ74B79 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-06-30 1.625000 346850000.00 348631525.31 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 341749264.71 341749264.71 0.0044 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US9128284G23 BRTZ74AJ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-04-15 2.375000 249275000.00 252425166.99 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 247442095.59 247442095.59 0.0032 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US912828PP91 BRTZ749N7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-01-15 1.125000 26000000.00 30846682.89 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 30237745.10 30237745.10 0.0004 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US912828P469 BRTZ74A54 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-02-15 1.625000 350000000.00 350047467.32 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 343137254.90 343137254.90 0.0044 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.681 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-12-02 2021-01-31 2021-01-31 N N N 0.0172 1062786504.75 1062786504.75 0.0138 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US9128283W81 BRTZ74AL9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-02-15 2.750000 103118000.00 111898203.68 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 109689245.10 109689245.10 0.0014 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US9128286U98 BRTZ74B87 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-05-15 2.125000 200000000.00 202527463.24 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 198529411.76 198529411.76 0.0026 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US9128284T44 BRTZ749Z0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-06-15 2.625000 250000000.00 256597295.24 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 251531862.75 251531862.75 0.0033 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US912828TE09 BRTZ74AZ8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-07-15 0.125000 32900000.00 36729605.63 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 36004534.31 36004534.31 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.705 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-12-02 2021-04-30 2021-04-30 N N N 0.0176 640987725.08 640987725.08 0.0083 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US912828WY26 BRTZ749J6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-07-31 2.250000 116175000.00 118078855.54 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 115747886.03 115747886.03 0.0015 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US9128286T26 BRTZ74B95 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2029-05-15 2.375000 150000000.00 157896411.15 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 154779411.76 154779411.76 0.0020 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US9128282R06 BRTZ74AF2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-08-15 2.250000 265776000.00 277441321.74 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 271964411.76 271964411.76 0.0035 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US912828F213 BRTZ74B38 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-09-30 2.125000 60000000.00 60683228.80 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 59485294.12 59485294.12 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.786 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-12-02 2021-07-31 2021-07-31 N N N 0.0177 3675445720.23 3675445720.23 0.0476 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.660 549300H47WTHXPU08X20 US912828Q376 BRTZ749Y3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-03-31 1.250000 200000000.00 199277022.47 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0166 195343137.25 195343137.25 0.0025 N Y Y N Credit Suisse AG Credit Suisse AG 1.620 ANGGYXNX0JLX3X63JN86 BRTZ70LH4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 NOTE H 21 2021-02-28 2.000000 3574400.00 3604736.13 U.S. Treasuries (including strips) 1 3/8 NOTE Q 23 2023-09-30 1.375000 7368000.00 7315916.33 U.S. Treasuries (including strips) 2 1/4 NOTE T 23 2023-12-31 2.250000 14154100.00 14627886.96 U.S. Treasuries (including strips) 2 7/8 NOTE N 25 2025-07-31 2.875000 9559500.00 10261694.27 U.S. Treasuries (including strips) 1 3/4 NOTE AF 21 2021-11-30 1.750000 13192400.00 13335487.22 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 2025-05-15 2.125000 74446800.00 76224984.72 U.S. Treasuries (including strips) BILL 09/10/20 2020-09-10 0.000000 700000.00 691264.00 U.S. Treasuries (including strips) 1 3/8 NOTE W 20 2020-03-31 1.375000 14324800.00 14343681.50 U.S. Treasuries (including strips) 2 1/8 NOTE S 23 2023-11-30 2.125000 25560600.00 26310955.44 U.S. Treasuries (including strips) 2 1/2 NOTE C 24 2024-05-15 2.500000 5553300.00 5761201.88 U.S. Treasuries (including strips) 2 1/2 NOTE AJ 22 2022-02-15 2.500000 51872000.00 53211028.32 U.S. Treasuries (including strips) 1 1/8 NOTE AA 21 2021-06-30 1.125000 29427900.00 29311151.84 U.S. Treasuries (including strips) 1 1/2 NOTE BH 21 2021-10-31 1.500000 100.00 99.86 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 250000000.00 250000000.00 0.0032 N Y Y N Societe Generale SA Societe Generale SA 1.630 O2RNE8IBXP4R0TD8PU41 BRTZ70ME0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 02/27/20 2020-02-27 0.000000 1100.00 1095.65 U.S. Treasuries (including strips) 2 7/8 TPRN 45 2045-08-15 0.000000 86581600.00 48804143.12 U.S. Treasuries (including strips) 3 5/8 TRIB 28 2028-04-15 3.625000 49070100.00 100235710.41 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 34300200.00 36559591.46 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 36970000.00 39223969.90 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 2029-02-15 2.625000 11120000.00 12013282.29 U.S. Treasuries (including strips) 1 3/8 NOTE V 20 2020-02-29 1.375000 100.00 100.25 U.S. Treasuries (including strips) 3 5/8 NOTE B 21 2021-02-15 3.625000 33997500.00 35130350.28 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 65832600.00 67130768.23 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.000000 1449.90 1367.53 U.S. Treasuries (including strips) 6 3/8 BOND 27 2027-08-15 6.375000 100.00 135.28 U.S. Treasuries (including strips) 3 1/8 BOND 42 2042-02-15 3.125000 16240100.00 19154294.33 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 16711200.00 19080518.11 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 100.00 116.78 U.S. Treasuries (including strips) 1 7/8 NOTE AD 22 2022-09-30 1.875000 100.00 101.03 U.S. Treasuries (including strips) 1 1/8 NOTE V 21 2021-02-28 1.125000 100.00 99.55 U.S. Treasuries (including strips) 1 5/8 NOTE R 23 2023-10-31 1.625000 100.00 100.14 U.S. Treasuries (including strips) 2 1/8 NOTE M 22 2022-06-30 2.125000 200.00 204.32 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.000000 21500000.00 18849652.00 U.S. Treasuries (including strips) TINT 02/15/43 2043-02-15 0.000000 171.88 100.69 U.S. Treasuries (including strips) BILL 05/21/20 2020-05-21 0.000000 100.00 99.24 U.S. Treasuries (including strips) 8 3/4 BOND 20/08 2020-08-15 8.750000 700.00 751.75 U.S. Treasuries (including strips) 4 5/8 BOND 40 2040-02-15 4.625000 321400.00 460951.56 U.S. Treasuries (including strips) 2 7/8 BOND 49 2049-05-15 2.875000 68148600.00 78254749.06 U.S. Treasuries (including strips) 2 1/2 NOTE W 23 2023-03-31 2.500000 4263600.00 4402424.35 U.S. Treasuries (including strips) 2 3/8 NOTE T 20 2020-12-31 2.375000 56245800.00 57201966.37 U.S. Treasuries (including strips) 1 3/4 NOTE AG 20 2020-12-31 1.750000 90969400.00 91676983.72 U.S. Treasuries (including strips) 1 3/8 NOTE Z 21 2021-05-31 1.375000 23264000.00 23310468.25 U.S. Treasuries (including strips) TINT 11/15/28 2028-11-15 0.000000 45428000.00 38377301.83 U.S. Treasuries (including strips) BILL 01/30/20 2020-01-30 0.000000 900.00 897.55 U.S. Treasuries (including strips) BILL 05/28/20 2020-05-28 0.000000 16087100.00 15958724.94 U.S. Treasuries (including strips) 0 3/4 TRIB 45 2045-02-15 0.750000 175680000.00 204754973.72 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 41398000.00 47196028.73 U.S. Treasuries (including strips) 1 5/8 NOTE AC 22 2022-08-31 1.625000 100.00 100.42 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 2025-12-31 2.625000 8557800.00 9108634.70 U.S. Treasuries (including strips) 2 NOTE H 21 2021-02-28 2.000000 108151100.00 109066605.00 U.S. Treasuries (including strips) 2 1/8 NOTE J 24 2024-03-31 2.125000 957200.00 979967.58 U.S. Treasuries (including strips) TINT 11/15/25 2025-11-15 0.000000 5.46 4.91 U.S. Treasuries (including strips) TINT 08/15/39 2039-08-15 0.000000 117745000.00 75662701.51 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 1130000000.00 1130000000.00 0.0146 N Y Y N Credit Suisse AG Credit Suisse AG 1.620 ANGGYXNX0JLX3X63JN86 BRTZ6Y2P4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-23 0.000000 1222600.00 1214882.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-15 2.750000 54338500.00 56691992.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-31 2.000000 366800.00 369381.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-15 2.500000 67427800.00 69261301.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 7.125000 100.00 119.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-29 2.250000 902000.00 908175.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 1.375000 11770400.00 11779357.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-02 0.000000 800000.00 795760.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.500000 2376000.00 2416972.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.125000 59840500.00 60562062.28 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 200000000.00 200000000.00 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.250 912828H52 254900HROIFWPRGM1V77 US912828H524 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-01-31 2020-01-31 2020-01-31 N N N 0.0165 61752092.02 61752092.02 0.0008 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.630 ZBUT11V806EZRVTWT807 BRTZ70LZ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.000000 37854976.00 35534730.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-08-15 0.000000 88490393.60 64887527.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.000000 45847552.00 43441197.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.000000 105015800.00 58490440.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 0.000000 270874.56 174755.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.000000 80668672.00 75048727.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 0.000000 173291929.60 154896817.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-30 0.000000 5999.93 5802.53 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 424000000.00 424000000.00 0.0055 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.630 ZBUT11V806EZRVTWT807 BRTZ70M00 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 01/21/20 2020-01-21 0.000000 297168800.00 296524835.21 U.S. Treasuries (including strips) BILL 02/27/20 2020-02-27 0.000000 1200.00 1195.49 U.S. Treasuries (including strips) BILL 09/10/20 2020-09-10 0.000000 1100.00 1086.27 U.S. Treasuries (including strips) 3 5/8 BOND 43 2043-08-15 3.625000 184214400.00 235270816.58 U.S. Treasuries (including strips) 1 TRIB 46 2046-02-15 1.000000 1080000.00 1320325.62 U.S. Treasuries (including strips) BILL 02/13/20 2020-02-13 0.000000 185699200.00 185111276.33 U.S. Treasuries (including strips) BILL 01/30/20 2020-01-30 0.000000 400.00 398.96 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 47072000.00 60275440.69 U.S. Treasuries (including strips) 2 3/8 BOND 49 2049-11-15 2.375000 200.00 207.98 U.S. Treasuries (including strips) 2 7/8 NOTE AF 23 2023-11-30 2.875000 139484800.00 148068478.12 U.S. Treasuries (including strips) 1 1/2 NOTE AR 22 2022-09-15 1.500000 12600.00 12600.81 U.S. Treasuries (including strips) 4 3/4 BOND 37 2037-02-15 4.750000 1297200.00 1844527.68 U.S. Treasuries (including strips) BILL 07/16/20 2020-07-16 0.000000 28266200.00 27977404.23 U.S. Treasuries (including strips) 8 3/4 BOND 20/08 2020-08-15 8.750000 100.00 107.34 U.S. Treasuries (including strips) 2 7/8 NOTE BH 20 2020-10-31 2.875000 200.00 202.57 U.S. Treasuries (including strips) 1 3/4 NOTE AN 22 2022-06-15 1.750000 36633600.00 37056826.98 U.S. Treasuries (including strips) BILL 02/06/20 2020-02-06 0.000000 100.00 99.71 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 8000.00 9017.47 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-02-15 2.500000 3200.00 3411.51 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 100.00 103.87 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 2029-02-15 2.625000 1600.00 1727.61 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 974000000.00 974000000.00 0.0126 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828J50 254900HROIFWPRGM1V77 US912828J504 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-02-29 2020-02-29 2020-02-29 N N N 0.0173 81546242.19 81546242.19 0.0011 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 1.620 549300HN4UKV1E2R3U73 BRTZ70L27 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-19 0.000000 10208600.00 10200045.19 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 10000000.00 10000000.00 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828J84 254900HROIFWPRGM1V77 US912828J843 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0168 103938398.70 103938398.70 0.0013 N Y Y N Barclays Bank plc Barclays Bank plc 1.630 G5GSEF7VJP5I7OUK5573 BRTZ70L01 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 30300700.00 39040410.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-31 2.750000 425112100.00 452599614.81 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 482000000.00 482000000.00 0.0062 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.630 MBNUM2BPBDO7JBLYG310 BRTZ70LF8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-02-15 4.750000 200.00 284.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-05-15 5.000000 6900.00 10026.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 4.250000 19439700.00 26310362.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 4.500000 100.00 137.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 4.375000 371100.00 510590.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 4.500000 42722000.00 60153385.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-05-15 4.500000 18740600.00 26001734.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-02-15 3.500000 52854500.00 65618413.63 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 175000000.00 175000000.00 0.0023 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.630 1VUV7VQFKUOQSJ21A208 BRTZ70L84 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 1/2 NOTE C 24 2024-05-15 2.500000 294854100.00 306000038.60 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 300000000.00 300000000.00 0.0039 N Y Y N Barclays Bank plc Barclays Bank plc 1.630 G5GSEF7VJP5I7OUK5573 BRTZ70KQ5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.846020 108644000.00 108920528.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.625000 326154100.00 327537599.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-31 2.750000 552500700.00 579241799.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.611110 295451100.00 295625572.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 543947400.00 541499415.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-15 2.375000 470548600.00 480831283.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-15 1.500000 593384100.00 593422467.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 165189900.00 183921430.81 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 3050000000.00 3050000000.00 0.0395 N Y Y N Bank of Montreal Bank of Montreal 1.630 NQQ6HPCNCCU6TUTQYE16 BRTZ70KW2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-15 1.625000 229800.00 229996.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 22655000.00 26456278.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-30 2.250000 50203100.00 50671624.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 1866000.00 2167888.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.846020 42579900.00 42688277.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 72652000.00 77437666.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-30 0.000000 400.00 398.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 3.000000 17867000.00 19222571.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-15 2.625000 49623000.00 50323733.39 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 263920000.00 263920000.00 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828K58 254900HROIFWPRGM1V77 US912828K585 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0164 54933398.30 54933398.30 0.0007 N Y Y N BNP Paribas SA BNP Paribas SA 1.620 R0MUWSFPU8MPRO8K5P83 BRTZ70KZ5 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 0.000000 37.30 22.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 0.000000 19484600.00 14279893.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 0.000000 102.40 66.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 0.000000 100.00 66.89 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 14000000.00 14000000.00 0.0002 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 1.620 L3I9ZG2KFGXZ61BMYR72 BRTZ70L50 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-08-15 3.125000 1785500.00 2120105.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-15 0.125000 2144800.00 2150279.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 747200.00 830324.65 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 5000000.00 5000000.00 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828L32 254900HROIFWPRGM1V77 US912828L328 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0168 149648437.50 149648437.50 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828L65 254900HROIFWPRGM1V77 US912828L658 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-09-30 2020-09-30 2020-09-30 N N N 0.0167 403197820.77 403197820.77 0.0052 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.630 VYVVCKR63DVZZN70PB21 BRTZ70MN0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 21021500.00 23460055.07 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 23000000.00 23000000.00 0.0003 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 1.630 K5HU16E3LMSVCCJJJ255 BRTZ70M34 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 1.250000 9883400.00 9843858.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-15 2.625000 37214600.00 37576683.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 2.000000 95000.00 97176.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-31 2.875000 9000000.00 9665848.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.250000 14864000.00 15276573.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 2.750000 90000000.00 94651637.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 2.875000 3000000.00 3244741.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 91800.00 93610.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-05 0.000000 5919000.00 5831570.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.250000 12555100.00 12376700.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.625000 38903400.00 40841660.42 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 225000000.00 225000000.00 0.0029 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.630 CYYGQCGNHMHPSMRL3R97 BRTZ70LV3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-30 0.000000 200.00 198.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-27 0.000000 3200.00 3187.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 0.000000 81.92 52.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-14 0.000000 100.00 99.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.846020 11188000.00 11216476.50 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 11000000.00 11000000.00 0.0001 N Y Y N Natixis SA Natixis SA 1.620 KX1WK48MPD4Y2NCUIZ63 BRTZ70MC4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 5 1/2 BOND 28 2028-08-15 5.500000 600.00 790.42 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 100.00 114.18 U.S. Treasuries (including strips) 1 1/8 NOTE AC 21 2021-08-31 1.125000 44998500.00 44685832.13 U.S. Treasuries (including strips) 2 1/2 NOTE AV 21 2021-01-31 2.500000 1100.00 1119.10 U.S. Treasuries (including strips) 2 3/8 NOTE V 24 2024-02-29 2.375000 50432700.00 52242490.19 U.S. Treasuries (including strips) 1 3/4 NOTE Q 22 2022-09-30 1.750000 1999900.00 2012977.05 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 100.00 99.56 U.S. Treasuries (including strips) 1 3/8 NOTE AU 19 2019-12-15 1.375000 788000.00 792749.99 U.S. Treasuries (including strips) 3 BOND 48 2048-02-15 3.000000 100.00 117.75 U.S. Treasuries (including strips) 2 1/4 NOTE R 24 2024-10-31 2.250000 24999700.00 25760255.43 U.S. Treasuries (including strips) 2 5/8 NOTE AN 21 2021-06-15 2.625000 29996200.00 30777224.83 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 2025-12-31 2.625000 38261100.00 40723828.93 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 2026-02-28 2.500000 66936000.00 70511140.03 U.S. Treasuries (including strips) 2 NOTE F 21 2021-11-15 2.000000 1000.00 1007.42 U.S. Treasuries (including strips) 2 1/4 NOTE G 24 2024-01-31 2.250000 100.00 103.20 U.S. Treasuries (including strips) 2 1/8 TRIB 40 2040-02-15 2.125000 102000.00 162260.33 U.S. Treasuries (including strips) 3 BOND 49 2049-02-15 3.000000 12998800.00 15363038.70 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 2028-02-15 2.750000 100.00 108.52 U.S. Treasuries (including strips) 2 7/8 NOTE AS 21 2021-10-15 2.875000 100.00 102.56 U.S. Treasuries (including strips) 2 1/4 NOTE F 24 2024-11-15 2.250000 100.00 102.95 U.S. Treasuries (including strips) 1 1/4 TRIN D 20 2020-07-15 1.250000 100.00 119.27 U.S. Treasuries (including strips) 1 1/4 NOTE AE 21 2021-10-31 1.250000 28074400.00 27879728.72 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 2026-09-30 1.625000 400.00 398.69 U.S. Treasuries (including strips) 5 1/4 BOND 29 2029-02-15 5.250000 200.00 262.26 U.S. Treasuries (including strips) 2 5/8 NOTE V 23 2023-02-28 2.625000 900.00 934.25 U.S. Treasuries (including strips) 2 7/8 NOTE AT 21 2021-11-15 2.875000 22574000.00 23124484.35 U.S. Treasuries (including strips) 2 1/2 NOTE AX 21 2021-02-28 2.500000 45670000.00 46393016.32 U.S. Treasuries (including strips) TRFR BA 04/30/21 2021-04-30 1.705110 100.00 100.05 U.S. Treasuries (including strips) 2 NOTE S 22 2022-11-30 2.000000 73955000.00 75505492.84 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 447000000.00 447000000.00 0.0058 N Y Y N TD Securities USA LLC TD Securities USA LLC 1.630 SUVUFHICNZMP2WKHG940 BRTZ70MH3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.875000 122014000.00 123338349.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-15 2.625000 5131800.00 5181730.44 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 126000000.00 126000000.00 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.500 912828ND8 254900HROIFWPRGM1V77 US912828ND89 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0170 435476252.16 435476252.16 0.0056 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 1.630 OXTKY6Q8X53C9ILVV871 BRTZ70MB6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 59.59 50.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-08-15 0.000000 398.52 224.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-06-30 1.875000 129000.00 130165.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 0.000000 221261.57 134484.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-11-15 0.000000 367651.41 275374.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 0.000000 478271.87 256648.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.000000 596984.37 334824.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.000000 1301893.10 784847.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 0.000000 1738436.72 923464.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.000000 1932374.37 1122280.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 0.000000 3482718.62 2972876.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.000000 3837801.40 2178462.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.000000 8198743.77 4555279.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.000000 11115119.42 9596771.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.000000 13368537.48 12213910.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 0.000000 34407395.86 29067161.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 2.125000 78069300.00 80073620.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-15 0.000000 1.92 1.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-11-15 0.000000 127.02 85.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 0.000000 235031.14 225423.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-31 1.500000 377700.00 380177.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 0.000000 449999.36 237232.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-08-15 0.000000 451954.25 230032.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 538600.00 601079.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-11-15 0.000000 1809435.92 930753.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.000000 2223253.83 1311986.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 0.000000 2610383.04 1326698.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 0.000000 3448601.00 2167018.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-08-15 0.000000 3819845.89 2527935.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-15 0.000000 11344053.91 10791212.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-05-15 0.000000 14197301.19 10770924.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.000000 21798319.58 14547980.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.000000 33016038.52 30433193.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 1.750000 54530000.00 54737054.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 207931600.00 206012526.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-08-15 0.000000 1.92 1.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 5.375000 100.00 137.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.000000 708.79 378.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.000000 156187.50 81170.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 0.000000 416250.00 214857.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.000000 450081.28 310279.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.000000 524003.19 287105.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 0.000000 619937.28 509755.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-15 0.000000 1359142.83 1185308.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.000000 2448560.00 1316424.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.000000 3143585.43 1885104.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-08-15 0.000000 3645767.62 2540472.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 0.000000 5459047.79 3252571.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.000000 8847045.73 8118695.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.000000 17968051.15 15992679.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 0.000000 25294000.00 16974853.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.000000 38345737.74 34682492.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.000000 90077914.32 83787863.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.000000 1.10 1.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.000000 2738.13 1729.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.000000 195603.00 102021.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.000000 239896.32 225153.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-11-15 0.000000 408130.30 268206.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.000000 450002.56 259843.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 0.000000 885886.03 769110.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 0.000000 1730316.80 1059280.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-11-15 0.000000 1844525.60 1276793.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-11-15 0.000000 2227999.30 1168137.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 0.000000 2961774.37 2648457.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-15 0.000000 7873154.91 7079540.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-15 0.000000 10863708.88 9872721.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.000000 12524236.76 7817816.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 0.000000 17803230.95 14882877.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 0.000000 23786470.19 13576389.51 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's NR 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 700000000.00 700000000.00 0.0091 N Y Y N Barclays Bank plc Barclays Bank plc 1.500 G5GSEF7VJP5I7OUK5573 BRTZ8E3P5 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 18642900.00 18635306.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.625000 22071100.00 22164722.46 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0150 40000000.00 40000000.00 0.0005 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.630 7TK5RJIZDFROZCA6XF66 BRTZ70M67 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 1/2 NOTE AX 21 2021-02-28 2.500000 42022800.00 42688076.34 U.S. Treasuries (including strips) 2 5/8 NOTE E 20 2020-08-15 2.625000 145450000.00 147503920.00 U.S. Treasuries (including strips) 2 1/2 NOTE BC 20 2020-06-30 2.500000 13600700.00 13808057.45 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 200000000.00 200000000.00 0.0026 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.630 CYYGQCGNHMHPSMRL3R97 BRTZ70LU5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 12045900.00 13232097.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 0.000000 174145000.00 114555367.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.250000 46981400.00 51105672.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-06-30 1.625000 1728100.00 1739446.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.250000 23637800.00 24387498.78 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 201000000.00 201000000.00 0.0026 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 1.620 549300HN4UKV1E2R3U73 BRTZ70KR3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 3 5/8 BOND 43 2043-08-15 3.625000 81288600.00 103897119.99 U.S. Treasuries (including strips) 1 1/2 NOTE G 22 2022-01-31 1.500000 49010700.00 49102941.33 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 150000000.00 150000000.00 0.0019 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.630 1VUV7VQFKUOQSJ21A208 BRTZ70L68 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.846020 83688400.00 83901409.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-15 1.750000 17892700.00 18098608.70 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 100000000.00 100000000.00 0.0013 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.630 MBNUM2BPBDO7JBLYG310 BRTZ70LB7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 3/8 NOTE AR 20 2020-09-15 1.375000 11138200.00 11143692.30 U.S. Treasuries (including strips) 1 3/8 TRIN A 20 2020-01-15 1.375000 33379700.00 39856315.50 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 50000000.00 50000000.00 0.0006 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.430 1VUV7VQFKUOQSJ21A208 BRTZ8GTD9 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 3.000000 218497100.00 256769337.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 2.500000 47437500.00 49230710.48 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0143 300000000.00 300000000.00 0.0039 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.125 912828VA5 254900HROIFWPRGM1V77 US912828VA58 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0164 223729518.75 223729518.75 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828VF4 254900HROIFWPRGM1V77 US912828VF46 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-31 2020-05-31 2020-05-31 N N N 0.0167 237033342.96 237033342.96 0.0031 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.630 MBNUM2BPBDO7JBLYG310 BRTZ70LE1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 12936.00 26424.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 139205528.00 155085248.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 5.500000 15460738.00 20367533.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 2.625000 53272727.00 57552186.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 1.750000 370.00 512.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 8025679.00 11686555.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 43058400.00 47304959.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 62.00 65.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 1234402.00 1345221.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 5.250000 23936836.00 30895184.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 63545513.00 68581464.65 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 385000000.00 385000000.00 0.0050 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.630 VYVVCKR63DVZZN70PB21 BRTZ70MM2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 5190814.00 6030604.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 175157228.00 203516473.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 38418943.00 44865251.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 264972535.00 298887897.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 116001578.00 135199795.46 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 675000000.00 675000000.00 0.0087 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.125 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0167 110734264.76 110734264.76 0.0014 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 1.640 549300HN4UKV1E2R3U73 BRTZ70M59 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-15 3.625000 13888120.00 14350894.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.250000 8627200.00 9397118.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 13900855.00 14330865.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 2.000000 12786810.00 12921123.36 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 50000000.00 50000000.00 0.0006 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.630 1VUV7VQFKUOQSJ21A208 BRTZ70L19 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-15 1.375000 40085947.00 40213444.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 1.250000 46266694.00 46081589.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 53914401.00 53416805.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-15 2.625000 59840081.00 60422301.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 51952667.00 56069891.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-06 0.000000 55866667.00 55699514.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-30 1.750000 60718907.00 61370315.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 40000161.00 47916069.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-31 2.750000 44080081.00 46229959.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-30 1.705110 52800001.00 52826413.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 1.375000 56526667.00 55495605.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 25184907.00 29352999.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.625000 41476454.00 47705100.66 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 640000000.00 640000000.00 0.0083 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 912828W63 254900HROIFWPRGM1V77 US912828W630 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-03-15 2020-03-15 2020-03-15 N N N 0.0169 274946289.75 274946289.75 0.0036 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828X96 254900HROIFWPRGM1V77 US912828X968 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0166 265148437.65 265148437.65 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-31 2020-05-31 2020-05-31 N N N 0.0167 245049230.91 245049230.91 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-06-30 2020-06-30 2020-06-30 N N N 0.0165 17457271.88 17457271.88 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0166 120361487.61 120361487.61 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.625 912828Y46 254900HROIFWPRGM1V77 US912828Y461 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0168 503105470.00 503105470.00 0.0065 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.609 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-12-02 2020-07-31 2020-07-31 N N N 0.0166 729797760.80 729797760.80 0.0095 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.846 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-12-02 2021-10-31 2021-10-31 N N N 0.0182 1694237958.21 1694237958.21 0.0219 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.630 ZBUT11V806EZRVTWT807 BRSHJ5R10 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-15 0.000000 7059545.60 6743320.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-15 0.000000 9108454.40 8805443.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-15 1.375000 79776800.00 95246780.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 0.000000 8193612.80 7859518.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.000000 64766100.00 37126195.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-02-15 0.000000 29704499.20 21488472.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-08-15 0.000000 117556019.20 77730273.46 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 250000000.00 250000000.00 0.0032 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.630 CYYGQCGNHMHPSMRL3R97 0000853784 BRSM2LJW3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-02-15 0.000000 4700057.60 3492420.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.500000 12567600.00 12784317.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.000000 37478850.56 35181659.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-31 2.625000 15100.00 15327.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-31 1.609110 5434800.00 5440065.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.000000 70322585.60 42141020.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 1.500000 13159500.00 13103624.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 50418300.00 54290195.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.375000 120754800.00 125052131.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-31 2.500000 34700.00 35270.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 6648800.00 7627422.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 0.000000 14496071.68 10218657.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-30 1.375000 53093200.00 52717889.40 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 355000000.00 355000000.00 0.0046 N Y Y N Natixis SA Natixis SA 1.620 KX1WK48MPD4Y2NCUIZ63 BRTAJB2S9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-15 7.250000 100.00 116.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 2.250000 300.00 303.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 2.250000 17400.00 18033.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 1.375000 1736600.00 2323592.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 5.250000 3977100.00 5133227.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-15 2.250000 9862500.00 10179237.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 22567000.00 22566024.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 82834800.00 98436173.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 3.125000 100.00 117.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-30 2.750000 100.00 102.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.250000 3462200.00 3438192.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-05-15 3.000000 6756000.00 7832324.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 2.250000 14403400.00 14828147.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 2.125000 30000000.00 31079458.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 2.375000 49999600.00 52121591.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 5.500000 100.00 131.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-15 2.375000 100.00 101.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-09-30 1.625000 100.00 99.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 1900.00 2244.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 1335700.00 1506663.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 10000000.00 10723945.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 28244700.00 56512976.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 41418900.00 48273712.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.500000 77426100.00 80734293.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-15 1.500000 102031000.00 102029128.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.000000 100.00 114.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 1.625000 100.00 99.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 400.00 636.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 2.000000 914100.00 935042.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-12 0.000000 2537400.00 2535928.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 2.875000 5862900.00 6694143.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 40082200.00 40716299.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 2.750000 52373000.00 55144013.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-11-15 2.750000 99650800.00 111233779.72 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 750000000.00 750000000.00 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.714 912796RN1 254900HROIFWPRGM1V77 US912796RN16 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-12-05 2019-12-05 2019-12-05 N N N 0.0071 549481115.39 549481115.39 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.444 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0144 423814910.90 423814910.90 0.0055 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.528 912796RY7 254900HROIFWPRGM1V77 US912796RY70 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-01-30 2020-01-30 2020-01-30 N N N 0.0153 1426346971.33 1426346971.33 0.0185 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.530 912796SD2 254900HROIFWPRGM1V77 US912796SD25 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-02-27 2020-02-27 2020-02-27 N N N 0.0153 1574611251.10 1574611251.10 0.0204 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.549 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-03-26 2020-03-26 2020-03-26 N N N 0.0155 595487233.73 595487233.73 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.560 912796SM2 254900HROIFWPRGM1V77 US912796SM24 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-04-23 2020-04-23 2020-04-23 N N N 0.0156 4153113783.09 4153113783.09 0.0537 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.281 912796SX8 254900HROIFWPRGM1V77 US912796SX88 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-12-19 2019-12-19 2019-12-19 N N N 0.0128 1051141127.93 1051141127.93 0.0136 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.475 912796TA7 254900HROIFWPRGM1V77 US912796TA76 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-01-09 2020-01-09 2020-01-09 N N N 0.0147 124879686.73 124879686.73 0.0016 N Y Y N BlackRock Liquidity Funds 2019-12-05 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer