N-MFP3/A 0000097098 XXXXXXXX 2024-06-30 BlackRock Liquidity Funds 0000097098 5493007YVNX55LTRQ706 T-FUND 5493002L9DNZ83RX7V61 S000001476 8 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Boston MA BlackRock Advisors, LLC BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Government N Y 38 98 92834887562.81 97700607785.03 0.9502 1.0000 2024-06-03 93723187060.73 97738455727.40 0.9589 1.0000 2024-06-04 92303050044.16 97168745321.94 0.9499 1.0000 2024-06-05 91174497679.40 96040619568.29 0.9493 1.0000 2024-06-06 92863559450.00 97730405172.22 0.9502 1.0000 2024-06-07 92927700725.40 97795529058.74 0.9502 1.0000 2024-06-10 92208830929.87 96226206040.98 0.9583 1.0000 2024-06-11 92980619666.99 97848420833.65 0.9503 1.0000 2024-06-12 94401221290.31 99269447956.97 0.9510 1.0000 2024-06-13 93970526555.80 98839474833.58 0.9507 1.0000 2024-06-14 96580495444.06 100599670444.06 0.9600 1.0000 2024-06-17 93523443419.99 98393342253.32 0.9505 1.0000 2024-06-18 92124738293.81 96995193127.14 0.9498 1.0000 2024-06-20 92872673312.66 97743850868.21 0.9502 1.0000 2024-06-21 93361867076.23 97383146298.46 0.9587 1.0000 2024-06-24 92188639064.99 97060344023.32 0.9498 1.0000 2024-06-25 92747952611.60 98795259687.99 0.9388 1.0000 2024-06-26 91984526674.09 98032436424.09 0.9383 1.0000 2024-06-27 92361309999.94 98410120201.33 0.9385 1.0000 2024-06-28 5914775045.70 92304055224.93 92303816951.28 292251931.92 938900816.53 97571943112.37 97618388668.2600 Y 1.0000 0.0536 2024-06-03 0.0536 2024-06-04 0.0535 2024-06-05 0.0535 2024-06-06 0.0535 2024-06-07 0.0535 2024-06-10 0.0534 2024-06-11 0.0534 2024-06-12 0.0534 2024-06-13 0.0534 2024-06-14 0.0534 2024-06-17 0.0534 2024-06-18 0.0535 2024-06-20 0.0535 2024-06-21 0.0535 2024-06-24 0.0535 2024-06-25 0.0535 2024-06-26 0.0535 2024-06-27 0.0535 2024-06-28 0.9995 2024-06-03 0.9995 2024-06-04 0.9995 2024-06-05 0.9995 2024-06-06 0.9996 2024-06-07 0.9995 2024-06-10 0.9995 2024-06-11 0.9995 2024-06-12 0.9995 2024-06-13 0.9996 2024-06-14 0.9995 2024-06-17 0.9996 2024-06-18 0.9995 2024-06-20 0.9996 2024-06-21 0.9995 2024-06-24 0.9995 2024-06-25 0.9995 2024-06-26 0.9995 2024-06-27 0.9996 2024-06-28 N N Premier C000003935 3000000.00 1456003892.50 1456697385.6400 0.9995 2024-06-03 0.9995 2024-06-04 0.9995 2024-06-05 0.9995 2024-06-06 0.9996 2024-06-07 0.9995 2024-06-10 0.9995 2024-06-11 0.9995 2024-06-12 0.9995 2024-06-13 0.9996 2024-06-14 0.9995 2024-06-17 0.9996 2024-06-18 0.9995 2024-06-20 0.9996 2024-06-21 0.9995 2024-06-24 0.9995 2024-06-25 0.9995 2024-06-26 0.9995 2024-06-27 0.9996 2024-06-28 11251067.31 67201630.82 2024-06-03 6364341.11 5019170.72 2024-06-04 22174187.04 6929660.42 2024-06-05 6850190.98 5354546.58 2024-06-06 19058892.11 6004696.87 2024-06-07 14570879.09 8901357.53 2024-06-10 3104001.64 16188394.76 2024-06-11 3578945.72 4543243.55 2024-06-12 2229151.24 10702703.84 2024-06-13 12017177.29 23598147.32 2024-06-14 4671011.15 8692468.88 2024-06-17 6862812.15 6627699.03 2024-06-18 10295497.55 7848113.73 2024-06-20 17173321.47 8615995.93 2024-06-21 8757090.18 5123762.68 2024-06-24 6495751.18 7836410.51 2024-06-25 6844931.66 4551682.01 2024-06-26 1401626.77 5650686.01 2024-06-27 10137607.82 7064604.41 2024-06-28 173838483.46 216454975.60 0.0519 2024-06-03 0.0519 2024-06-04 0.0518 2024-06-05 0.0518 2024-06-06 0.0518 2024-06-07 0.0518 2024-06-10 0.0517 2024-06-11 0.0517 2024-06-12 0.0517 2024-06-13 0.0517 2024-06-14 0.0517 2024-06-17 0.0517 2024-06-18 0.0518 2024-06-20 0.0518 2024-06-21 0.0518 2024-06-24 0.0518 2024-06-25 0.0518 2024-06-26 0.0518 2024-06-27 0.0518 2024-06-28 Y 17908.30 Broker-dealer 0.4976 0.0000 Broker-dealer 0.5021 0.0000 N Administration C000003940 5000.00 4449232802.78 4451350619.6400 0.9995 2024-06-03 0.9995 2024-06-04 0.9995 2024-06-05 0.9995 2024-06-06 0.9996 2024-06-07 0.9995 2024-06-10 0.9995 2024-06-11 0.9995 2024-06-12 0.9995 2024-06-13 0.9996 2024-06-14 0.9995 2024-06-17 0.9996 2024-06-18 0.9995 2024-06-20 0.9996 2024-06-21 0.9995 2024-06-24 0.9995 2024-06-25 0.9995 2024-06-26 0.9995 2024-06-27 0.9996 2024-06-28 78061874.16 2687778.02 2024-06-03 66039429.54 3745493.65 2024-06-04 392556.98 6404788.19 2024-06-05 87065297.70 67718113.66 2024-06-06 22416292.34 4694882.31 2024-06-07 264334.35 28115303.13 2024-06-10 109698987.04 2250650.30 2024-06-11 74572139.39 3687615.56 2024-06-12 2648704.14 36228070.76 2024-06-13 710773.76 67474460.72 2024-06-14 232105491.68 651254.15 2024-06-17 12757869.10 102387.63 2024-06-18 24643.60 20006099.83 2024-06-20 1131010.43 35593003.42 2024-06-21 31015.75 35859794.75 2024-06-24 25445364.36 2149053.35 2024-06-25 7409917.91 63189.20 2024-06-26 227260.71 98215272.29 2024-06-27 96312.98 50796464.42 2024-06-28 721099275.92 466443675.34 0.0509 2024-06-03 0.0509 2024-06-04 0.0509 2024-06-05 0.0508 2024-06-06 0.0508 2024-06-07 0.0508 2024-06-10 0.0508 2024-06-11 0.0507 2024-06-12 0.0507 2024-06-13 0.0507 2024-06-14 0.0507 2024-06-17 0.0507 2024-06-18 0.0508 2024-06-20 0.0508 2024-06-21 0.0508 2024-06-24 0.0508 2024-06-25 0.0508 2024-06-26 0.0508 2024-06-27 0.0508 2024-06-28 Y 54763.47 Depository institution or other banking institution 0.8451 0.0000 Depository institution or other banking institution 0.0905 0.0000 N Cash Reserve C000003937 5000.00 80958986.24 80997554.8800 0.9995 2024-06-03 0.9995 2024-06-04 0.9995 2024-06-05 0.9995 2024-06-06 0.9996 2024-06-07 0.9995 2024-06-10 0.9995 2024-06-11 0.9995 2024-06-12 0.9995 2024-06-13 0.9996 2024-06-14 0.9995 2024-06-17 0.9996 2024-06-18 0.9995 2024-06-20 0.9996 2024-06-21 0.9995 2024-06-24 0.9995 2024-06-25 0.9995 2024-06-26 0.9995 2024-06-27 0.9996 2024-06-28 30905.54 359.01 2024-06-03 150081.70 1.15 2024-06-04 107127.10 293.26 2024-06-05 158.18 0.00 2024-06-06 1092.46 851787.73 2024-06-07 2283281.90 1210.83 2024-06-10 0.00 825.76 2024-06-11 196.90 0.00 2024-06-12 3017.89 5000000.00 2024-06-13 5066880.69 2616.11 2024-06-14 101.54 0.00 2024-06-17 0.00 416.65 2024-06-18 839747.55 391.67 2024-06-20 5238582.96 2204.48 2024-06-21 0.00 569.21 2024-06-24 550346.18 328.17 2024-06-25 0.00 201.61 2024-06-26 150.15 54791.00 2024-06-27 761.18 416.66 2024-06-28 14272431.92 5916413.30 0.0479 2024-06-03 0.0479 2024-06-04 0.0479 2024-06-05 0.0478 2024-06-06 0.0478 2024-06-07 0.0478 2024-06-10 0.0478 2024-06-11 0.0478 2024-06-12 0.0478 2024-06-13 0.0478 2024-06-14 0.0477 2024-06-17 0.0478 2024-06-18 0.0478 2024-06-20 0.0478 2024-06-21 0.0478 2024-06-24 0.0478 2024-06-25 0.0478 2024-06-26 0.0478 2024-06-27 0.0479 2024-06-28 Y 930.91 Depository institution or other banking institution 0.9981 0.0000 N Select C000060557 1.00 20247197.37 20256863.1800 0.9995 2024-06-03 0.9995 2024-06-04 0.9995 2024-06-05 0.9995 2024-06-06 0.9996 2024-06-07 0.9995 2024-06-10 0.9995 2024-06-11 0.9995 2024-06-12 0.9995 2024-06-13 0.9996 2024-06-14 0.9995 2024-06-17 0.9996 2024-06-18 0.9995 2024-06-20 0.9996 2024-06-21 0.9995 2024-06-24 0.9995 2024-06-25 0.9995 2024-06-26 0.9995 2024-06-27 0.9996 2024-06-28 94334.63 170287.04 2024-06-03 2863760.33 1373.59 2024-06-04 70984.23 125.57 2024-06-05 681.28 1270383.70 2024-06-06 2249.91 4178458.13 2024-06-07 376426.34 215.50 2024-06-10 0.00 84662.42 2024-06-11 1856.58 3697830.38 2024-06-12 1502961.01 558.52 2024-06-13 2157860.27 1089.16 2024-06-14 1825.54 3756114.61 2024-06-17 2813338.41 1463.54 2024-06-18 3486453.54 1677.58 2024-06-20 1163.14 2227131.72 2024-06-21 9687.83 164.79 2024-06-24 27585.84 30.54 2024-06-25 15433.96 63.94 2024-06-26 1222.31 2444300.11 2024-06-27 7690.60 0.00 2024-06-28 13435515.75 17835930.84 0.0436 2024-06-03 0.0436 2024-06-04 0.0436 2024-06-05 0.0435 2024-06-06 0.0435 2024-06-07 0.0435 2024-06-10 0.0435 2024-06-11 0.0435 2024-06-12 0.0435 2024-06-13 0.0435 2024-06-14 0.0434 2024-06-17 0.0435 2024-06-18 0.0435 2024-06-20 0.0435 2024-06-21 0.0435 2024-06-24 0.0435 2024-06-25 0.0435 2024-06-26 0.0435 2024-06-27 0.0436 2024-06-28 Y 645.18 Broker-dealer 1.0000 0.0000 N Institutional C000003938 3000000.00 89546354553.11 89588979175.9600 0.9995 2024-06-03 0.9995 2024-06-04 0.9995 2024-06-05 0.9995 2024-06-06 0.9996 2024-06-07 0.9995 2024-06-10 0.9995 2024-06-11 0.9995 2024-06-12 0.9995 2024-06-13 0.9996 2024-06-14 0.9995 2024-06-17 0.9996 2024-06-18 0.9995 2024-06-20 0.9996 2024-06-21 0.9995 2024-06-24 0.9995 2024-06-25 0.9995 2024-06-26 0.9995 2024-06-27 0.9996 2024-06-28 5420251928.96 6350428165.05 2024-06-03 4438143636.65 4325830747.30 2024-06-04 4169133282.57 5047794623.61 2024-06-05 5131960336.89 4741633993.02 2024-06-06 6306163785.76 4268377116.69 2024-06-07 4534823653.98 4849626397.50 2024-06-10 4354253900.18 6014692845.85 2024-06-11 4797677612.37 4412645565.60 2024-06-12 6003553802.35 4216674238.54 2024-06-13 5174600981.40 5642103612.09 2024-06-14 5029422126.43 5018388905.87 2024-06-17 3518791727.14 4627222161.71 2024-06-18 4395610773.65 4375256440.71 2024-06-20 4634836204.58 3793094978.83 2024-06-21 3900616257.12 5323139022.19 2024-06-24 4254950587.03 4348747489.79 2024-06-25 4089240439.47 4593391380.58 2024-06-26 5452998499.45 5043213256.69 2024-06-27 6727317288.19 4788566550.45 2024-06-28 92334346824.17 91780827492.07 0.0519 2024-06-03 0.0519 2024-06-04 0.0518 2024-06-05 0.0518 2024-06-06 0.0518 2024-06-07 0.0518 2024-06-10 0.0517 2024-06-11 0.0517 2024-06-12 0.0517 2024-06-13 0.0517 2024-06-14 0.0517 2024-06-17 0.0517 2024-06-18 0.0518 2024-06-20 0.0518 2024-06-21 0.0518 2024-06-24 0.0518 2024-06-25 0.0518 2024-06-26 0.0518 2024-06-27 0.0518 2024-06-28 Y 1090181.38 Depository institution or other banking institution 0.0606 0.0000 Depository institution or other banking institution 0.1659 0.0000 Depository institution or other banking institution 0.0597 0.0000 Depository institution or other banking institution 0.0913 0.0000 N Capital C000003936 50000.00 253758351.63 253879235.3100 0.9995 2024-06-03 0.9995 2024-06-04 0.9995 2024-06-05 0.9995 2024-06-06 0.9996 2024-06-07 0.9995 2024-06-10 0.9995 2024-06-11 0.9995 2024-06-12 0.9995 2024-06-13 0.9996 2024-06-14 0.9995 2024-06-17 0.9996 2024-06-18 0.9995 2024-06-20 0.9996 2024-06-21 0.9995 2024-06-24 0.9995 2024-06-25 0.9995 2024-06-26 0.9995 2024-06-27 0.9996 2024-06-28 2530916.97 2688608.94 2024-06-03 1266478.18 1351687.55 2024-06-04 566319.56 884418.06 2024-06-05 1893267.84 964064.08 2024-06-06 1284441.87 1678515.70 2024-06-07 1015890.12 1522565.96 2024-06-10 2179071.73 2406478.93 2024-06-11 1448181.84 1294100.06 2024-06-12 4196087.67 3047764.60 2024-06-13 4744792.82 2169851.00 2024-06-14 1725078.05 3692719.59 2024-06-17 2717046.83 1217119.86 2024-06-18 2134178.15 1846411.76 2024-06-20 6542661.18 1361346.23 2024-06-21 2436324.37 1308316.02 2024-06-24 1426685.25 1435288.00 2024-06-25 2275648.94 1747113.79 2024-06-26 3849602.15 1194384.06 2024-06-27 4586153.89 5298601.75 2024-06-28 48818827.41 37109355.94 0.0514 2024-06-03 0.0514 2024-06-04 0.0513 2024-06-05 0.0513 2024-06-06 0.0513 2024-06-07 0.0513 2024-06-10 0.0512 2024-06-11 0.0512 2024-06-12 0.0512 2024-06-13 0.0512 2024-06-14 0.0512 2024-06-17 0.0512 2024-06-18 0.0513 2024-06-20 0.0513 2024-06-21 0.0513 2024-06-24 0.0513 2024-06-25 0.0513 2024-06-26 0.0513 2024-06-27 0.0513 2024-06-28 Y 3020.46 N Dollar C000003939 5000.00 1067201972.06 1067709771.2800 0.9995 2024-06-03 0.9995 2024-06-04 0.9995 2024-06-05 0.9995 2024-06-06 0.9996 2024-06-07 0.9995 2024-06-10 0.9995 2024-06-11 0.9995 2024-06-12 0.9995 2024-06-13 0.9996 2024-06-14 0.9995 2024-06-17 0.9996 2024-06-18 0.9995 2024-06-20 0.9996 2024-06-21 0.9995 2024-06-24 0.9995 2024-06-25 0.9995 2024-06-26 0.9995 2024-06-27 0.9996 2024-06-28 3177096.68 41194014.44 2024-06-03 24320932.54 1096424.83 2024-06-04 215660143.22 1043498.86 2024-06-05 4528838.55 10828972.85 2024-06-06 13621195.39 190439596.70 2024-06-07 1420125.22 10941742.91 2024-06-10 17999682.67 2754035.62 2024-06-11 16388408.74 8985044.27 2024-06-12 627303.60 25826083.27 2024-06-13 7412792.35 12212596.69 2024-06-14 36060277.56 2363539.36 2024-06-17 7751138.79 21607460.52 2024-06-18 35286469.89 836563.65 2024-06-20 22542759.10 10674861.66 2024-06-21 28894915.25 201563.75 2024-06-24 6852431.82 63789920.51 2024-06-25 10717761.03 2237375.21 2024-06-26 37738327.83 45118679.26 2024-06-27 4371385.18 8248811.95 2024-06-28 495371985.41 460400786.31 0.0494 2024-06-03 0.0494 2024-06-04 0.0494 2024-06-05 0.0493 2024-06-06 0.0493 2024-06-07 0.0493 2024-06-10 0.0493 2024-06-11 0.0492 2024-06-12 0.0492 2024-06-13 0.0492 2024-06-14 0.0492 2024-06-17 0.0492 2024-06-18 0.0493 2024-06-20 0.0493 2024-06-21 0.0493 2024-06-24 0.0493 2024-06-25 0.0493 2024-06-26 0.0493 2024-06-27 0.0493 2024-06-28 Y 13126.87 Depository institution or other banking institution 0.4898 0.0000 Depository institution or other banking institution 0.1612 0.0000 Broker-dealer 0.1381 0.0000 Depository institution or other banking institution 0.1074 0.0000 N Cash Management C000003941 5000.00 698185356.68 698518062.3700 0.9995 2024-06-03 0.9995 2024-06-04 0.9995 2024-06-05 0.9995 2024-06-06 0.9996 2024-06-07 0.9995 2024-06-10 0.9995 2024-06-11 0.9995 2024-06-12 0.9995 2024-06-13 0.9996 2024-06-14 0.9995 2024-06-17 0.9996 2024-06-18 0.9995 2024-06-20 0.9996 2024-06-21 0.9995 2024-06-24 0.9995 2024-06-25 0.9995 2024-06-26 0.9995 2024-06-27 0.9996 2024-06-28 19775015.16 7412752.47 2024-06-03 19892332.23 27186295.25 2024-06-04 22708552.99 13385720.52 2024-06-05 24908371.99 6587633.71 2024-06-06 8284155.63 20713904.28 2024-06-07 31043215.31 3192996.85 2024-06-10 26287922.04 18083775.80 2024-06-11 68397173.05 5161134.65 2024-06-12 6195519.99 7248220.12 2024-06-13 9544520.25 13347652.60 2024-06-14 11203307.64 7825262.32 2024-06-17 3856725.64 31544103.49 2024-06-18 8035979.24 14081594.85 2024-06-20 18443120.71 50506164.85 2024-06-21 13663089.59 10495962.41 2024-06-24 3081270.32 24624775.67 2024-06-25 9885566.51 13378748.44 2024-06-26 7347486.94 8370721.02 2024-06-27 8828651.42 7934059.73 2024-06-28 321381976.65 291081479.03 0.0469 2024-06-03 0.0469 2024-06-04 0.0469 2024-06-05 0.0468 2024-06-06 0.0468 2024-06-07 0.0468 2024-06-10 0.0468 2024-06-11 0.0468 2024-06-12 0.0468 2024-06-13 0.0467 2024-06-14 0.0467 2024-06-17 0.0467 2024-06-18 0.0468 2024-06-20 0.0468 2024-06-21 0.0468 2024-06-24 0.0468 2024-06-25 0.0468 2024-06-26 0.0468 2024-06-27 0.0469 2024-06-28 Y 8853.85 Depository institution or other banking institution 0.0625 0.0000 Depository institution or other banking institution 0.0558 0.0000 Broker-dealer 0.1865 0.0000 Depository institution or other banking institution 0.0696 0.0000 Depository institution or other banking institution 0.0731 0.0000 Broker-dealer 0.1691 0.0000 Non-financial corporation 0.1565 0.0000 N U.S. Treasury Notes U.S. Treasury Notes 5.55020280 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y Moody's Govt Fitch AA+ Standard & Poor's AA+ 2024-07-01 2026-01-31 2026-01-31 N N N 0.0549 1716871375.00 1716871375.00 0.0176 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45X0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912834AE8 2038-05-15 0 N/A 110000000.00 58789885.57 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 57612500.00 57612500.00 0.0006 N Y Y N Bank of Montreal Bank of Montreal 5.32000000 N/A NQQ6HPCNCCU6TUTQYE16 BYD4Y5GA5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 33373300.00 33527832.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Y87 2024-07-31 1.75 N/A 31953600.00 32078010.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828J27 2025-02-15 2 N/A 34244700.00 33793856.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286A3 2026-01-31 2.625 N/A 7991700.00 7802466.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125 N/A 10726900.00 10618442.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 31974800.00 32095060.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CED9 2025-03-15 1.75 N/A 34350000.00 33684407.14 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's P-1 Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 180000000.00 180000000.00 0.0018 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 5.32000000 N/A 549300HN4UKV1E2R3U73 BYD4Y5GH0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0 N/A 218939413.00 194856734.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFP1 2025-10-15 4.25 N/A 3345225.00 3342749.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 90678468.00 59818497.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375 N/A 46076892.00 43172052.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912821EZ4 2030-08-15 0 N/A 949000.00 729055.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GC1 2051-11-15 0 N/A 28373297.00 8408029.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 528752432.00 539064530.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.75 N/A 127330557.00 118588351.99 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's NR Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 949000000.00 949000000.00 0.0097 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y4585 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912833XU9 2030-05-15 0 N/A 100000000.00 77680939.06 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 76125000.00 76125000.00 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LH8 254900HROIFWPRGM1V77 US912797LH84 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-09-17 2024-09-17 2024-09-17 N N N 0.0515 27980202.93 27980202.93 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KA4 254900HROIFWPRGM1V77 US912797KA41 U.S. Treasury Debt Y Moody's Govt Standard & Poor's A-1+ Fitch F1+ 2025-02-20 2025-02-20 2025-02-20 N N N 0.0511 964043442.25 964043442.25 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797JT5 254900HROIFWPRGM1V77 US912797JT50 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-07-25 2024-07-25 2024-07-25 N N N 0.0473 2442328421.82 2442328421.82 0.0250 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y4619 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912833Z60 2038-02-15 0 N/A 24000000.00 13010804.38 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 12750000.00 12750000.00 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797GW1 254900HROIFWPRGM1V77 US912797GW17 U.S. Treasury Debt Y Moody's Govt Fitch F1+ Standard & Poor's A-1+ 2024-10-03 2024-10-03 2024-10-03 N N N 0.0515 32830304.00 32830304.00 0.0003 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 5.33000000 N/A 7TK5RJIZDFROZCA6XF66 BYD4Y5JG9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDZ1 2025-02-15 1.5 N/A 999500.00 981446.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 22019600.00 20012898.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 279668200.00 265449449.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEQ0 2025-05-15 2.75 N/A 600.00 589.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 161899300.00 149694305.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 130713400.00 124861389.50 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch NR Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 550000000.00 550000000.00 0.0056 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 5.32000000 N/A 549300HN4UKV1E2R3U73 BYD4Y5G64 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803CG6 2029-08-15 0 N/A 1900.00 1525.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912821EK7 2030-05-15 0 N/A 100.00 77.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAT8 2025-10-31 0.25 N/A 21692100.00 20393281.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 N/A 2129.92 1685.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 N/A 3200.00 3332.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YV6 2024-11-30 1.5 N/A 100.00 98.54 U.S. Treasuries (including strips) Y Moody's NR Fitch F1+ Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 20000000.00 20000000.00 0.0002 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 5.32000000 N/A CYYGQCGNHMHPSMRL3R97 BYD4Y5J87 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 429183200.00 265980124.00 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 N/A 106236800.00 106968378.71 U.S. Treasuries (including strips) 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 N/A 56645400.00 55879371.18 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 N/A 24987500.00 25290231.85 U.S. Treasuries (including strips) 3 NOTE AQ 25 N/A 91282CEY3 2025-07-15 3 N/A 39400.00 39111.71 U.S. Treasuries (including strips) 4 5/8 NOTE AY 26 N/A 91282CKB6 2026-02-28 4.625 N/A 182180800.00 184310588.60 U.S. Treasuries (including strips) 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 N/A 100381600.00 100217222.95 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 N/A 17200.00 17291.48 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 N/A 11847700.00 11730183.44 U.S. Treasuries (including strips) 4 1/2 NOTE AZ 26 N/A 91282CKH3 2026-03-31 4.5 N/A 267990000.00 269567556.08 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1 Fitch NR 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 1000000000.00 1000000000.00 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LD7 254900HROIFWPRGM1V77 US912797LD70 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-11-14 2024-11-14 2024-11-14 N N N 0.0522 1276236085.25 1276236085.25 0.0131 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 5.32000000 N/A CYYGQCGNHMHPSMRL3R97 BYD4Y5HV8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 N/A 23931443.46 20400000.01 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 20000000.00 20000000.00 0.0002 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 5.35000000 N/A 549300H47WTHXPU08X20 BYD4Y5H63 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 N/A 100.00 97.89 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 N/A 60000200.00 40265552.68 U.S. Treasuries (including strips) 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 N/A 59094500.00 58400805.90 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 N/A 42474000.00 42812957.84 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 N/A 98282600.00 60961857.27 U.S. Treasuries (including strips) 1 3/4 NOTE AB 24 N/A 912828Y87 2024-07-31 1.75 N/A 731000.00 734142.91 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 31046100.00 31356272.14 U.S. Treasuries (including strips) 3 5/8 NOTE AN 26 N/A 91282CHB0 2026-05-15 3.625 N/A 100.00 98.41 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 N/A 200.00 194.53 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 N/A 48631500.00 49220686.74 U.S. Treasuries (including strips) 2 3/4 NOTE P 25 N/A 9128284Z0 2025-08-31 2.75 N/A 14500.00 14253.26 U.S. Treasuries (including strips) 4 NOTE AK 26 N/A 91282CGL9 2026-02-15 4 N/A 200.00 200.29 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 N/A 153332000.00 134762824.81 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 N/A 154900.00 111305.92 U.S. Treasuries (including strips) 4 1/8 NOTE AW 25 N/A 91282CGG0 2025-01-31 4.125 N/A 387300.00 391158.01 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 N/A 47485100.00 40264728.07 U.S. Treasuries (including strips) 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 N/A 53056600.00 44132395.68 U.S. Treasuries (including strips) BILL 07/18/24 N/A 912797JS7 2024-07-18 0 N/A 14274500.00 14239127.79 U.S. Treasuries (including strips) BILL 10/17/24 N/A 912797KU0 2024-10-17 0 N/A 189800.00 186833.43 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 N/A 200.00 201.84 U.S. Treasuries (including strips) BILL 07/25/24 N/A 912797JT5 2024-07-25 0 N/A 20880700.00 20807889.00 U.S. Treasuries (including strips) 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 N/A 148941400.00 108749893.47 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 N/A 9128283Z1 2025-02-28 2.75 N/A 16444400.00 16324641.87 U.S. Treasuries (including strips) 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 N/A 25142000.00 22078784.37 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 N/A 11558400.00 9508211.27 U.S. Treasuries (including strips) 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 700200.00 542078.70 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 N/A 9128286X3 2026-05-31 2.125 N/A 131900.00 125831.63 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 N/A 13170000.00 13314614.80 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 N/A 91282CHU8 2026-08-15 4.375 N/A 1320000.00 1332848.58 U.S. Treasuries (including strips) 2 5/8 NOTE G 26 N/A 9128286A3 2026-01-31 2.625 N/A 50063100.00 48888178.73 U.S. Treasuries (including strips) 2 5/8 NOTE J 25 N/A 9128284F4 2025-03-31 2.625 N/A 50000.00 49380.31 U.S. Treasuries (including strips) 6 7/8 BOND 25 N/A 912810EV6 2025-08-15 6.875 N/A 5000.00 5243.49 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625 N/A 7896900.00 7117569.22 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 N/A 15621300.00 15228912.07 U.S. Treasuries (including strips) 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 N/A 200.00 145.34 U.S. Treasuries (including strips) 1 1/2 NOTE AF 24 N/A 912828YM6 2024-10-31 1.5 N/A 384100.00 380073.44 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 N/A 6992900.00 6374882.55 U.S. Treasuries (including strips) BILL 07/23/24 N/A 912797KQ9 2024-07-23 0 N/A 25000000.00 24919700.00 U.S. Treasuries (including strips) TRFR BK 10/31/24 N/A 91282CFS5 2024-10-31 5.445203313 N/A 821600.00 829147.96 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 300.00 235.64 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 N/A 91282CKS9 2026-05-31 4.875 N/A 210000.00 211249.40 U.S. Treasuries (including strips) 4 1/4 NOTE BM 24 N/A 91282CGD7 2024-12-31 4.25 N/A 2265500.00 2300820.24 U.S. Treasuries (including strips) BILL 08/01/24 N/A 912797JU2 2024-08-01 0 N/A 2712900.00 2700629.55 U.S. Treasuries (including strips) TRFR BF 07/31/24 N/A 91282CFD8 2024-07-31 5.342203313 N/A 23999800.00 24209272.64 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 N/A 168400.00 160184.10 U.S. Treasuries (including strips) BILL 10/03/24 N/A 912797GW1 2024-10-03 0 N/A 3079800.00 3038028.67 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.5 N/A 2782900.00 2481168.28 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 N/A 28842700.00 28394671.37 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 N/A 13962400.00 14203760.12 U.S. Treasuries (including strips) TRFR BB 04/30/25 N/A 91282CGY1 2025-04-30 5.474203313 N/A 1190800.00 1202215.52 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 400.00 360.83 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 N/A 500.00 435.38 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 N/A 20200.00 18926.53 U.S. Treasuries (including strips) 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 N/A 174900.00 189682.74 U.S. Treasuries (including strips) BILL 09/26/24 N/A 912797KM8 2024-09-26 0 N/A 14000000.00 13823306.00 U.S. Treasuries (including strips) 6 3/4 BOND 26 N/A 912810EX2 2026-08-15 6.75 N/A 2506100.00 2680865.14 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 N/A 485800.00 486078.89 U.S. Treasuries (including strips) 3 1/2 NOTE AS 25 N/A 91282CFK2 2025-09-15 3.5 N/A 200.00 198.38 U.S. Treasuries (including strips) 2 1/8 NOTE S 24 N/A 9128283J7 2024-11-30 2.125 N/A 500.00 494.34 U.S. Treasuries (including strips) 2 3/4 NOTE AN 25 N/A 91282CEQ0 2025-05-15 2.75 N/A 100300.00 98569.13 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 N/A 14111700.00 14118977.94 U.S. Treasuries (including strips) BILL 06/12/25 N/A 912797LN5 2025-06-12 0 N/A 5400.00 5148.05 U.S. Treasuries (including strips) 1 1/2 NOTE AG 24 N/A 912828YV6 2024-11-30 1.5 N/A 4949600.00 4877323.67 U.S. Treasuries (including strips) 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 N/A 771600.00 585767.47 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 N/A 44571100.00 45439928.09 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 N/A 53100.00 53592.44 U.S. Treasuries (including strips) 0 3/4 NOTE AU 24 N/A 91282CDH1 2024-11-15 0.75 N/A 393100.00 386766.27 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 N/A 1100.00 1093.11 U.S. Treasuries (including strips) 3 BOND 44 N/A 912810RJ9 2044-11-15 3 N/A 8888200.00 7015802.51 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 N/A 256600.00 207952.54 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 N/A 35657800.00 31415605.49 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 N/A 267000.00 256628.08 U.S. Treasuries (including strips) 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 N/A 39837600.00 39677969.87 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 22500000.00 19805658.26 U.S. Treasuries (including strips) 0 5/8 NOTE AT 24 N/A 91282CDB4 2024-10-15 0.625 N/A 24204000.00 23902337.35 U.S. Treasuries (including strips) BILL 11/29/24 N/A 912797HP5 2024-11-29 0 N/A 20956000.00 20505173.57 U.S. Treasuries (including strips) BILL 09/19/24 N/A 912797KL0 2024-09-19 0 N/A 1816400.00 1795329.76 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 76500.00 61537.20 U.S. Treasuries (including strips) 3 NOTE AQ 25 N/A 91282CEY3 2025-07-15 3 N/A 24190900.00 24013892.79 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 N/A 63002400.00 55758915.46 U.S. Treasuries (including strips) 1 1/8 NOTE AJ 25 N/A 91282CDS7 2025-01-15 1.125 N/A 40900.00 40205.17 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 N/A 1000.00 972.33 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 N/A 91282CAZ4 2025-11-30 0.375 N/A 19403800.00 18207999.79 U.S. Treasuries (including strips) TRFR BK 10/31/25 N/A 91282CJD4 2025-10-31 5.475203313 N/A 1269600.00 1281521.63 U.S. Treasuries (including strips) BILL 11/07/24 N/A 912797LC9 2024-11-07 0 N/A 190000.00 186481.01 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 N/A 109900.00 98248.47 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 100769300.00 101220084.89 U.S. Treasuries (including strips) 2 BOND 51 N/A 912810SZ2 2051-08-15 2 N/A 200.00 122.61 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 28869100.00 28961969.99 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 N/A 912828YX2 2026-12-31 1.75 N/A 5073000.00 4779962.45 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 N/A 91282CJP7 2026-12-15 4.375 N/A 80594900.00 80288475.11 U.S. Treasuries (including strips) TRFR BB 04/30/26 N/A 91282CKM2 2026-04-30 5.455203313 N/A 404500.00 408028.63 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 99851500.00 94007888.47 U.S. Treasuries (including strips) Y Fitch NR Standard & Poor's A-1+ Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 1500000000.00 1500000000.00 0.0154 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KD8 254900HROIFWPRGM1V77 US912797KD89 U.S. Treasury Debt Y Moody's Govt Fitch F1+ Standard & Poor's A-1+ 2024-08-29 2024-08-29 2024-08-29 N N N 0.0512 165325785.62 165325785.62 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LF2 254900HROIFWPRGM1V77 US912797LF29 U.S. Treasury Debt Y Moody's Govt Standard & Poor's A-1+ Fitch F1+ 2024-12-05 2024-12-05 2024-12-05 N N N 0.0523 2055611484.36 2055611484.36 0.0211 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LK1 254900HROIFWPRGM1V77 US912797LK14 U.S. Treasury Debt Y Moody's Govt Standard & Poor's A-1+ Fitch F1+ 2024-10-01 2024-10-01 2024-10-01 N N N 0.0518 24001126.25 24001126.25 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912796ZV4 254900HROIFWPRGM1V77 US912796ZV40 U.S. Treasury Debt Y Moody's Govt Standard & Poor's A-1+ Fitch F1+ 2024-12-26 2024-12-26 2024-12-26 N N N 0.0523 1589409508.06 1589409508.06 0.0163 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45H5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912810RG5 2044-05-15 3.375 N/A 18000000.00 15291380.81 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 14985000.00 14985000.00 0.0002 N Y Y N Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 5.37000000 N/A 549300H47WTHXPU08X20 BYD4TQ3E1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 N/A 122300.00 94643.69 U.S. Treasuries (including strips) BILL 10/17/24 N/A 912797KU0 2024-10-17 0 N/A 100.00 98.44 U.S. Treasuries (including strips) 3 1/8 NOTE AR 25 N/A 91282CFE6 2025-08-15 3.125 N/A 9600.00 9509.49 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 N/A 36280000.00 34578641.83 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 N/A 100.00 100.19 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 N/A 571059000.00 297757479.69 U.S. Treasuries (including strips) 4 7/8 NOTE BL 25 N/A 91282CJL6 2025-11-30 4.875 N/A 100.00 100.27 U.S. Treasuries (including strips) 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 N/A 8000000.00 8298967.47 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 N/A 1000.00 939.13 U.S. Treasuries (including strips) 2 BOND 41 N/A 912810TC2 2041-11-15 2 N/A 218120900.00 151203437.35 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 1000.00 902.08 U.S. Treasuries (including strips) 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 N/A 219008400.00 139281243.85 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 N/A 9000.00 8570.04 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 1000.00 946.09 U.S. Treasuries (including strips) 4 1/4 NOTE BH 24 N/A 91282CFN6 2024-09-30 4.25 N/A 1035900.00 1043717.63 U.S. Treasuries (including strips) 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 29800.00 29852.73 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 N/A 912828XB1 2025-05-15 2.125 N/A 100.00 97.68 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 33618100.00 33726247.21 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 N/A 30058300.00 27104519.75 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 476668300.00 366763345.78 U.S. Treasuries (including strips) 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 N/A 204000000.00 138596573.27 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 N/A 100.00 88.00 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch NR 2024-07-02 2024-07-02 2024-07-02 N N N 0.0537 1175000000.00 1175000000.00 0.0120 N N Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 5.32000000 N/A FOR8UP27PHTHYVLBNG30 BYD4Y5HG1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 363538000.00 204000052.06 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's NR Fitch F1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 200000000.00 200000000.00 0.0021 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 5.32000000 N/A 254900BN8XS34XZDJ223 BYD4Y5GZ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJS1 2025-12-31 4.25 N/A 25211500.00 25500083.02 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 25000000.00 25000000.00 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KS5 254900HROIFWPRGM1V77 US912797KS58 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2025-04-17 2025-04-17 2025-04-17 N N N 0.0508 18248076.33 18248076.33 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KR7 254900HROIFWPRGM1V77 US912797KR75 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-07-30 2024-07-30 2024-07-30 N N N 0.0484 660078559.33 660078559.33 0.0068 N Y Y N Natixis SA Natixis SA 5.32000000 N/A KX1WK48MPD4Y2NCUIZ63 BYD4Y5JE4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797KX4 2024-08-13 0 N/A 4500.00 4469.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 N/A 213900.00 170257.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125 N/A 7308700.00 9132822.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 49999800.00 26400485.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 5999328.24 4908410.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 N/A 231700.00 183571.50 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 40000000.00 40000000.00 0.0004 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 5.32000000 N/A VYVVCKR63DVZZN70PB21 BYD4Y5HZ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 N/A 348882200.00 351914367.61 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 N/A 30447300.00 30585724.35 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 375000000.00 375000000.00 0.0038 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45R3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912834KV9 2041-11-15 0 N/A 40000000.00 17755757.50 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 17400000.00 17400000.00 0.0002 N Y Y N BNP Paribas SA BNP Paribas SA 5.37999840 N/A R0MUWSFPU8MPRO8K5P83 BRYXE4QE9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 144287000.00 141600870.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797JU2 2024-08-01 0 N/A 418400.00 416329.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 299467.43 189953.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 14.20 5.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 46800000.00 41269178.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797GL5 2024-09-05 0 N/A 7189700.00 7117767.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 N/A 465305.30 338056.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 N/A 32769100.00 32643396.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912796Y52 2024-07-05 0 N/A 600.00 599.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 60544000.00 59559186.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833LS7 2024-08-15 0 N/A 166266.72 165111.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125 N/A 49431000.00 45382624.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 437869700.00 387608600.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 6607900.00 7249902.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FG3 2049-02-15 0 N/A 1500.00 496.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 62.50 43.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797LF2 2024-12-05 0 N/A 5000000.00 4885790.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJD4 2025-10-31 5.475203313 N/A 600.00 605.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 89885800.00 79169478.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797JT5 2024-07-25 0 N/A 324900.00 323627.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0 N/A 0.07 0.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828P46 2026-02-15 1.625 N/A 8429300.00 8053910.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0 N/A 47400.00 24465.56 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2024-07-01 2024-07-05 2024-07-22 Y BNP PARIBAS SA 1.0000 7 N Standard & Poor's A+ Moody's Aa3 Fitch A+ N N 0.0538 800000000.00 800000000.00 0.0082 N N Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KL0 254900HROIFWPRGM1V77 US912797KL06 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-09-19 2024-09-19 2024-09-19 N N N 0.0515 396462181.82 396462181.82 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KB2 254900HROIFWPRGM1V77 US912797KB24 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-08-15 2024-08-15 2024-08-15 N N N 0.0500 1028218969.80 1028218969.80 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KZ9 254900HROIFWPRGM1V77 US912797KZ91 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2024-08-27 2024-08-27 2024-08-27 N N N 0.0509 859209870.37 859209870.37 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KW6 254900HROIFWPRGM1V77 US912797KW60 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-08-06 2024-08-06 2024-08-06 N N N 0.0491 1227183160.39 1227183160.39 0.0126 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912796Y52 254900HROIFWPRGM1V77 US912796Y528 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2024-07-05 2024-07-05 2024-07-05 N N N 0.0304 2358452301.88 2358452301.88 0.0242 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.00000000 91282CDN8 254900HROIFWPRGM1V77 US91282CDN83 U.S. Treasury Debt Y Moody's Govt Fitch AA+ Standard & Poor's AA+ 2024-12-15 2024-12-15 2024-12-15 N N N 0.0525 59512028.33 59512028.33 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LE5 254900HROIFWPRGM1V77 US912797LE53 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-11-21 2024-11-21 2024-11-21 N N N 0.0521 1706878912.92 1706878912.92 0.0175 N Y Y N Fixed Income Clearing Corporation - BNY Fixed Income Clearing Corporation - BNY 5.33000000 N/A 549300H47WTHXPU08X20 BYD4Y5H71 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 N/A 20999900.00 10667415.07 U.S. Treasuries (including strips) 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 N/A 667960800.00 693463470.74 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 536917000.00 417744489.83 U.S. Treasuries (including strips) BILL 11/14/24 N/A 912797LD7 2024-11-14 0 N/A 100000000.00 98007400.00 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 N/A 3000000.00 3024235.08 U.S. Treasuries (including strips) 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 N/A 50000000.00 52092996.70 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 1250000000.00 1250000000.00 0.0128 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 5.33000000 N/A MBNUM2BPBDO7JBLYG310 BYD4Y5JM6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 782483700.00 612000029.47 U.S. Treasuries (including strips) Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 600000000.00 600000000.00 0.0062 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 5.30000000 N/A 254900Y8NKGV541U8Q32 BYD4Y5JN4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCT6 2024-08-15 0.375 N/A 653692500.00 650287085.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 823445200.00 700309240.78 U.S. Treasuries (including strips) Y Moody's NR Fitch NR Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0530 1350000000.00 1350000000.00 0.0138 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KC0 254900HROIFWPRGM1V77 US912797KC07 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-08-22 2024-08-22 2024-08-22 N N N 0.0505 526748027.97 526748027.97 0.0054 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 5.35000000 N/A 549300H47WTHXPU08X20 BYD4Y5HP1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 N/A 35276700.00 32550648.29 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 N/A 17232900.00 16910987.54 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 N/A 91282CCF6 2026-05-31 0.75 N/A 7601000.00 7054296.33 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 N/A 348925600.00 342366297.19 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 N/A 3516200.00 3117201.11 U.S. Treasuries (including strips) 3 7/8 NOTE BA 25 N/A 91282CGX3 2025-04-30 3.875 N/A 24899800.00 24793792.48 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 N/A 10521100.00 10315712.15 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 N/A 124242000.00 122312084.52 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 N/A 37486800.00 36545177.47 U.S. Treasuries (including strips) 2 NOTE E 25 N/A 912828K74 2025-08-15 2 N/A 112150000.00 109268152.93 U.S. Treasuries (including strips) 5 NOTE BJ 25 N/A 91282CJE2 2025-10-31 5 N/A 345797000.00 348633678.03 U.S. Treasuries (including strips) 3 3/4 NOTE AM 26 N/A 91282CGV7 2026-04-15 3.75 N/A 98499700.00 97493128.34 U.S. Treasuries (including strips) 4 NOTE AK 26 N/A 91282CGL9 2026-02-15 4 N/A 10999900.00 11015654.88 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 N/A 109675600.00 108316604.82 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 6171800.00 6148316.84 U.S. Treasuries (including strips) 0 3/8 NOTE AH 25 N/A 91282CBC4 2025-12-31 0.375 N/A 77979900.00 73062518.36 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 N/A 15057100.00 15195394.88 U.S. Treasuries (including strips) 0 3/4 NOTE AU 24 N/A 91282CDH1 2024-11-15 0.75 N/A 13086000.00 12875154.95 U.S. Treasuries (including strips) 4 1/2 NOTE AU 25 N/A 91282CFW6 2025-11-15 4.5 N/A 43100.00 43072.56 U.S. Treasuries (including strips) 3 1/4 NOTE BG 24 N/A 91282CFG1 2024-08-31 3.25 N/A 6526800.00 6572101.38 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 N/A 91282CJP7 2026-12-15 4.375 N/A 12574800.00 12526990.13 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 509056000.00 515998151.60 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 129512600.00 108804813.49 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 N/A 69500.00 65118.49 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 N/A 244237500.00 241135149.90 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 5721800.00 5269991.07 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 N/A 912828P46 2026-02-15 1.625 N/A 25817900.00 24677165.59 U.S. Treasuries (including strips) 3 NOTE R 25 N/A 9128285J5 2025-10-31 3 N/A 1000000.00 979543.78 U.S. Treasuries (including strips) 0 3/8 NOTE AS 24 N/A 91282CCX7 2024-09-15 0.375 N/A 4309000.00 4269370.01 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 124491800.00 100142177.97 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 N/A 23508500.00 20711702.95 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 10221200.00 9075682.36 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 197512600.00 146874048.30 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 N/A 91282CKS9 2026-05-31 4.875 N/A 80758800.00 81239275.14 U.S. Treasuries (including strips) 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 N/A 433720000.00 445450343.98 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 N/A 9128286F2 2026-02-28 2.5 N/A 65509900.00 63603507.79 U.S. Treasuries (including strips) 3 NOTE Q 25 N/A 9128285C0 2025-09-30 3 N/A 74100.00 72835.49 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625 N/A 78500.00 70752.98 U.S. Treasuries (including strips) 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 N/A 150368600.00 102159670.04 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 N/A 23630800.00 20886225.01 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 N/A 24787800.00 23134086.12 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 N/A 912828ZF0 2025-03-31 0.5 N/A 46000200.00 44483888.37 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 N/A 91282CAZ4 2025-11-30 0.375 N/A 2008700.00 1884909.61 U.S. Treasuries (including strips) 2 BOND 41 N/A 912810TC2 2041-11-15 2 N/A 127967400.00 88708192.33 U.S. Treasuries (including strips) 4 1/4 NOTE AT 25 N/A 91282CFP1 2025-10-15 4.25 N/A 11506300.00 11497784.14 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 N/A 102471200.00 104554396.94 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 N/A 48449200.00 35637198.76 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 319643200.00 251461839.25 U.S. Treasuries (including strips) 0 3/8 NOTE AR 24 N/A 91282CCT6 2024-08-15 0.375 N/A 68500.00 68174.59 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 N/A 20625900.00 16715542.78 U.S. Treasuries (including strips) 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 N/A 50025600.00 49825146.33 U.S. Treasuries (including strips) 4 NOTE AV 25 N/A 91282CGA3 2025-12-15 4 N/A 9700.00 9590.25 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 N/A 59612400.00 55126666.36 U.S. Treasuries (including strips) 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 N/A 385851000.00 387836288.20 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 N/A 23609300.00 22725047.03 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 N/A 9841800.00 9386650.34 U.S. Treasuries (including strips) 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 N/A 142100.00 147410.41 U.S. Treasuries (including strips) 4 3/4 NOTE BE 25 N/A 91282CHN4 2025-07-31 4.75 N/A 18051700.00 18340521.45 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 N/A 99046300.00 96305575.22 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 N/A 91282CCP4 2026-07-31 0.625 N/A 497955200.00 459433076.56 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 510476800.00 343036159.33 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 580821600.00 511269072.01 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 N/A 9128286X3 2026-05-31 2.125 N/A 277392800.00 264630701.53 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 N/A 14458700.00 13753288.47 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 N/A 52810200.00 49222535.00 U.S. Treasuries (including strips) 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 N/A 16260400.00 10580625.48 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 N/A 123432800.00 123210712.02 U.S. Treasuries (including strips) 2 7/8 NOTE K 25 N/A 9128284M9 2025-04-30 2.875 N/A 25005000.00 24655364.46 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 N/A 13686800.00 13953597.91 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 N/A 11212400.00 11406222.42 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 N/A 5497600.00 4854392.58 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 N/A 1198000.00 1198617.85 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 N/A 91282CHU8 2026-08-15 4.375 N/A 50200.00 50688.64 U.S. Treasuries (including strips) 2 3/4 NOTE AN 25 N/A 91282CEQ0 2025-05-15 2.75 N/A 20888900.00 20528421.16 U.S. Treasuries (including strips) 1 1/2 NOTE AG 24 N/A 912828YV6 2024-11-30 1.5 N/A 3716400.00 3662131.42 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 N/A 150283200.00 148139704.11 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 109856000.00 102344466.93 U.S. Treasuries (including strips) 4 7/8 NOTE BL 25 N/A 91282CJL6 2025-11-30 4.875 N/A 17571900.00 17618861.05 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 6500000000.00 6500000000.00 0.0666 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 5.33000000 N/A 549300H47WTHXPU08X20 BYD4Y5HJ5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 4 3/4 BOND 37 N/A 912810PT9 2037-02-15 4.75 N/A 13000.00 13758.27 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 N/A 14396600.00 11277513.64 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 1835500.00 1515170.60 U.S. Treasuries (including strips) 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 N/A 24445900.00 21617748.46 U.S. Treasuries (including strips) 3 5/8 NOTE AN 26 N/A 91282CHB0 2026-05-15 3.625 N/A 40907900.00 40256206.03 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 30455400.00 27473211.20 U.S. Treasuries (including strips) BILL 07/05/24 N/A 912796Y52 2024-07-05 0 N/A 500.00 499.71 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 N/A 100.00 98.73 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 N/A 1840900.00 1513093.38 U.S. Treasuries (including strips) 2 1/4 NOTE F 25 N/A 912828M56 2025-11-15 2.25 N/A 1000.00 967.06 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 N/A 912828ZF0 2025-03-31 0.5 N/A 2504500.00 2421943.78 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 26727500.00 20993327.53 U.S. Treasuries (including strips) 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 N/A 36999900.00 39230267.65 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 N/A 24627600.00 14475040.55 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 N/A 2100.00 1815.94 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 N/A 91282CBQ3 2026-02-28 0.5 N/A 19092500.00 17809645.04 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 963400.00 741269.78 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 6152800.00 4575336.68 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 N/A 91282CJP7 2026-12-15 4.375 N/A 200.00 199.24 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 N/A 2000.00 1897.26 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 N/A 800.00 806.98 U.S. Treasuries (including strips) 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 N/A 29331800.00 27022593.77 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 N/A 1200.00 1124.35 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 1590400.00 1495633.43 U.S. Treasuries (including strips) 2 3/4 NOTE AN 25 N/A 91282CEQ0 2025-05-15 2.75 N/A 43769100.00 43013778.54 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 200.00 160.88 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 N/A 997000.00 883000.48 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SD1 2048-08-15 3 N/A 2000.00 1550.16 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 100.00 88.79 U.S. Treasuries (including strips) 5 NOTE BJ 25 N/A 91282CJE2 2025-10-31 5 N/A 100.00 100.82 U.S. Treasuries (including strips) 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 N/A 246413000.00 160340684.56 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 800.00 780.26 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 100.00 101.36 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 N/A 44886400.00 41417746.53 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 N/A 1000.00 1008.31 U.S. Treasuries (including strips) 0 1/4 NOTE AD 25 N/A 91282CAM3 2025-09-30 0.25 N/A 400.00 377.37 U.S. Treasuries (including strips) 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 N/A 100.00 103.74 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 N/A 1508800.00 1337589.74 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 N/A 9128283V0 2025-01-31 2.5 N/A 300.00 298.23 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 N/A 2273100.00 1979328.60 U.S. Treasuries (including strips) 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 N/A 67295000.00 33748615.13 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 N/A 215920100.00 199236409.44 U.S. Treasuries (including strips) 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 N/A 278200.00 275475.32 U.S. Treasuries (including strips) TRFR BK 10/31/24 N/A 91282CFS5 2024-10-31 5.445203313 N/A 63401700.00 63984165.38 U.S. Treasuries (including strips) 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 N/A 61020400.00 62670751.11 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 5100.00 4801.53 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 4900.00 4915.76 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 100.00 89.14 U.S. Treasuries (including strips) 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 164437800.00 164728793.47 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 N/A 800.00 751.30 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 N/A 46348300.00 41308827.44 U.S. Treasuries (including strips) 2 NOTE B 25 N/A 912828J27 2025-02-15 2 N/A 2000000.00 1974101.27 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 N/A 400.00 287.43 U.S. Treasuries (including strips) 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 N/A 67469000.00 49030484.48 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 N/A 77199800.00 73660130.11 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 N/A 44164300.00 44927743.29 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 N/A 30283000.00 29452424.85 U.S. Treasuries (including strips) TRFR BK 10/31/25 N/A 91282CJD4 2025-10-31 5.475203313 N/A 13981000.00 14112282.59 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 N/A 91282CAZ4 2025-11-30 0.375 N/A 100.00 93.84 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 N/A 10099800.00 6264614.14 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 N/A 100.00 93.33 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 N/A 22628000.00 21566855.22 U.S. Treasuries (including strips) 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 101497900.00 78577335.27 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 N/A 88410500.00 79037273.38 U.S. Treasuries (including strips) 3 BOND 44 N/A 912810RJ9 2044-11-15 3 N/A 100.00 78.93 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.5 N/A 2400.00 2139.78 U.S. Treasuries (including strips) 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 N/A 72868200.00 56450542.12 U.S. Treasuries (including strips) 4 BOND 52 N/A 912810TL2 2052-11-15 4 N/A 1499300.00 1383429.01 U.S. Treasuries (including strips) 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 N/A 183573800.00 175053486.34 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 N/A 20289600.00 17832440.78 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 N/A 93228000.00 95764817.48 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 N/A 200000000.00 200774598.91 U.S. Treasuries (including strips) 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 N/A 50282000.00 34936611.03 U.S. Treasuries (including strips) TRFR BF 07/31/24 N/A 91282CFD8 2024-07-31 5.342203313 N/A 4353700.00 4391699.53 U.S. Treasuries (including strips) 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 N/A 5220500.00 5316000.88 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 N/A 2099700.00 2110893.49 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 100.00 100.40 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 2000000000.00 2000000000.00 0.0205 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 5.50520280 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y Moody's Govt Fitch AA+ Standard & Poor's AA+ 2024-07-01 2025-01-31 2025-01-31 N N N 0.0538 400367300.00 400367300.00 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.50000000 912828YM6 254900HROIFWPRGM1V77 US912828YM69 U.S. Treasury Debt Y Standard & Poor's AA+ Moody's Govt Fitch AA+ 2024-10-31 2024-10-31 2024-10-31 N N N 0.0534 150579634.79 150579634.79 0.0015 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45Q5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912803DJ9 2039-11-15 0 N/A 28000000.00 14500535.29 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 14210000.00 14210000.00 0.0002 N Y Y N TD Securities USA LLC TD Securities USA LLC 5.32000000 N/A SUVUFHICNZMP2WKHG940 BYD4Y5GK3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 31030300.00 31876033.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282Y5 2024-09-30 2.125 N/A 42890500.00 42754509.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAB7 2025-07-31 0.25 N/A 34163900.00 32469485.06 U.S. Treasuries (including strips) Y Moody's NR Fitch NR Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 105000000.00 105000000.00 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 5.47420320 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y Moody's Govt Fitch AA+ Standard & Poor's AA+ 2024-07-01 2025-04-30 2025-04-30 N N N 0.0544 3525521847.06 3525521847.06 0.0361 N Y Y N Fixed Income Clearing Corporation - CITI Fixed Income Clearing Corporation - CITI 5.34000000 N/A 549300H47WTHXPU08X20 BYD4Y5HR7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 2 3/4 NOTE P 25 N/A 9128284Z0 2025-08-31 2.75 N/A 100.00 98.30 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 N/A 2000.00 1773.05 U.S. Treasuries (including strips) BILL 05/15/25 N/A 912797LB1 2025-05-15 0 N/A 700.00 669.78 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 N/A 1100.00 1086.37 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 N/A 100.00 93.21 U.S. Treasuries (including strips) 5 NOTE BJ 25 N/A 91282CJE2 2025-10-31 5 N/A 189848000.00 191405380.92 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 N/A 74840800.00 46148969.01 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 N/A 700.00 701.32 U.S. Treasuries (including strips) 4 3/4 NOTE BE 25 N/A 91282CHN4 2025-07-31 4.75 N/A 300.00 304.80 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 N/A 148300.00 121995.06 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 N/A 6754100.00 6726404.48 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 N/A 912828Y95 2026-07-31 1.875 N/A 1000.00 952.01 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 24443600.00 22050085.88 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 N/A 91282CEN7 2027-04-30 2.75 N/A 2000.00 1914.81 U.S. Treasuries (including strips) 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 N/A 100.00 98.83 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 2000.00 1874.37 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 N/A 100.00 88.39 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 30943500.00 24304818.28 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 N/A 2000.00 1866.63 U.S. Treasuries (including strips) 0 1/4 NOTE AB 25 N/A 91282CAB7 2025-07-31 0.25 N/A 105892000.00 100688292.57 U.S. Treasuries (including strips) 3 BOND 44 N/A 912810RJ9 2044-11-15 3 N/A 100.00 78.93 U.S. Treasuries (including strips) 0 1/4 NOTE AC 25 N/A 91282CAJ0 2025-08-31 0.25 N/A 10512300.00 9954467.09 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 N/A 100.00 95.12 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 N/A 800.00 708.02 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 1000.00 942.97 U.S. Treasuries (including strips) 6 7/8 BOND 25 N/A 912810EV6 2025-08-15 6.875 N/A 1000.00 1048.70 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.5 N/A 100.00 89.16 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 N/A 7037800.00 6906333.13 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 N/A 912828P46 2026-02-15 1.625 N/A 2910000.00 2781424.98 U.S. Treasuries (including strips) 2 7/8 NOTE S 25 N/A 9128285N6 2025-11-30 2.875 N/A 100.00 97.42 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 N/A 3000.00 2677.21 U.S. Treasuries (including strips) 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 N/A 8000.00 7986.90 U.S. Treasuries (including strips) 1 1/8 NOTE V 25 N/A 912828ZC7 2025-02-28 1.125 N/A 100.00 97.70 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 N/A 1000.00 885.66 U.S. Treasuries (including strips) 2 1/8 NOTE N 24 N/A 9128282N9 2024-07-31 2.125 N/A 1696500.00 1706895.29 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 1000.00 916.51 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 N/A 1000.00 899.41 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 N/A 2000.00 1782.54 U.S. Treasuries (including strips) BILL 08/29/24 N/A 912797KD8 2024-08-29 0 N/A 900.00 892.24 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 N/A 400.00 336.89 U.S. Treasuries (including strips) 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 N/A 2966800.00 3077672.09 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 N/A 127743800.00 85727626.05 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 123259000.00 116614345.79 U.S. Treasuries (including strips) 3 NOTE Q 25 N/A 9128285C0 2025-09-30 3 N/A 100.00 98.29 U.S. Treasuries (including strips) BILL 10/17/24 N/A 912797KU0 2024-10-17 0 N/A 1000.00 984.37 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 N/A 912828ZW3 2025-06-30 0.25 N/A 100.00 95.45 U.S. Treasuries (including strips) 4 1/2 NOTE AQ 26 N/A 91282CHM6 2026-07-15 4.5 N/A 3000.00 3048.65 U.S. Treasuries (including strips) 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 N/A 140100000.00 146749615.03 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 400.00 401.61 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0534 750000000.00 750000000.00 0.0077 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.12500000 912828ZC7 254900HROIFWPRGM1V77 US912828ZC78 U.S. Treasury Debt Y Moody's Govt Fitch AA+ Standard & Poor's AA+ 2025-02-28 2025-02-28 2025-02-28 N N N 0.0520 59707285.48 59707285.48 0.0006 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 5.32000000 N/A 549300HN4UKV1E2R3U73 BYD4Y5GS6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833LZ1 2026-05-15 0 N/A 55714019.97 51000001.03 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1 Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 50000000.00 50000000.00 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797JS7 254900HROIFWPRGM1V77 US912797JS77 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's Govt 2024-07-18 2024-07-18 2024-07-18 N N N 0.0454 2377681394.83 2377681394.83 0.0244 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 5.32000080 N/A ZBUT11V806EZRVTWT807 BRSHJ5R10 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912821BL8 2029-02-15 0 N/A 80000.00 65400.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286S4 2026-04-30 2.375 N/A 137100000.00 131885777.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 148818599.16 122995595.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125 N/A 50200.00 53226.07 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 250000000.00 250000000.00 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KV8 254900HROIFWPRGM1V77 US912797KV87 U.S. Treasury Debt Y Moody's Govt Standard & Poor's A-1+ Fitch F1+ 2024-10-24 2024-10-24 2024-10-24 N N N 0.0521 678078911.31 678078911.31 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797HP5 254900HROIFWPRGM1V77 US912797HP56 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-11-29 2024-11-29 2024-11-29 N N N 0.0520 770852198.10 770852198.10 0.0079 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y4551 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 9128337V6 2034-05-15 0 N/A 20000000.00 12985073.23 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 12725000.00 12725000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45S1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 9128334W7 2033-08-15 0 N/A 60000000.00 40332821.56 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 39525000.00 39525000.00 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LC9 254900HROIFWPRGM1V77 US912797LC97 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's Govt 2024-11-07 2024-11-07 2024-11-07 N N N 0.0522 1784491799.04 1784491799.04 0.0183 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.25000000 9128283P3 254900HROIFWPRGM1V77 US9128283P31 U.S. Treasury Debt Y Moody's Govt Fitch AA+ Standard & Poor's AA+ 2024-12-31 2024-12-31 2024-12-31 N N N 0.0530 225107436.61 225107436.61 0.0023 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 5.32000000 N/A ZBUT11V806EZRVTWT807 BYD4Y5HD8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y BILL 05/15/25 N/A 912797LB1 2025-05-15 0 N/A 37310500.00 35699880.34 U.S. Treasuries (including strips) TINT 05/15/49 N/A 912834UR7 2049-05-15 0 N/A 51.18 15.95 U.S. Treasuries (including strips) TINT 11/15/24 N/A 912833LT5 2024-11-15 0 N/A 2.55 2.50 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 N/A 100.00 101.21 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1+ Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 35000000.00 35000000.00 0.0004 N Y Y N Barclays Bank plc Barclays Bank plc 5.32000000 N/A G5GSEF7VJP5I7OUK5573 BYD4Y5GR8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 1657310700.00 1702134145.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 100.00 89.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJE2 2025-10-31 5 N/A 469906200.00 473760983.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 236697200.00 242490683.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 525000000.00 422314107.69 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 2785000000.00 2785000000.00 0.0285 N Y Y N Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 5.32000000 N/A 9R7GPTSO7KV3UQJZQ078 BYD4Y5J04 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DD2 2038-05-15 0 N/A 216300.00 120345.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFK2 2025-09-15 3.5 N/A 368500.00 365462.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 N/A 412400.00 413749.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 900.00 836.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0 N/A 214100.00 113158.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 100.00 92.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375 N/A 370800.00 374324.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 1500.00 1120.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912821GU3 2031-11-15 0 N/A 500000.00 365102.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 3066700.00 3345809.59 U.S. Treasuries (including strips) Y Moody's NR Fitch NR Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 5000000.00 5000000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45B8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912810QY7 2042-11-15 2.75 N/A 40000000.00 31225642.50 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 30600000.00 30600000.00 0.0003 N Y Y N BNP Paribas SA BNP Paribas SA 5.32000000 N/A R0MUWSFPU8MPRO8K5P83 BYD4Y5GV9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 N/A 900.00 797.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 51854000.00 50999274.20 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 50000000.00 50000000.00 0.0005 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 5.33000000 N/A 549300H47WTHXPU08X20 BYD4Y5GB3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N T Bond 4 11/15/2052 N/A 912810TL2 2024-07-01 5.33 N/A 343202000.00 320014885.06 U.S. Treasuries (including strips) T Bond 4.125 08/15/2053 N/A 912810TT5 2024-07-01 5.33 N/A 135000000.00 130094372.70 U.S. Treasuries (including strips) T Bond 2.375 05/15/2051 N/A 912810SX7 2024-07-01 5.33 N/A 933102900.00 629541777.58 U.S. Treasuries (including strips) T Bond 2.875 05/15/2052 N/A 912810TG3 2024-07-01 5.33 N/A 32000000.00 24018750.40 U.S. Treasuries (including strips) T Bond 4.75 11/15/2053 N/A 912810TV0 2024-07-01 5.33 N/A 25000000.00 26462296.75 U.S. Treasuries (including strips) T Bond 3 08/15/2052 N/A 912810TJ7 2024-07-01 5.33 N/A 125000000.00 97244753.75 U.S. Treasuries (including strips) T Bond 4.625 05/15/2054 N/A 912810UA4 2024-07-01 5.33 N/A 664240700.00 689397926.43 U.S. Treasuries (including strips) T Bond 3.625 02/15/2053 N/A 912810TN8 2024-07-01 5.33 N/A 140000000.00 123225302.20 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 2000000000.00 2000000000.00 0.0205 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y4650 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912834DV7 2039-05-15 0 N/A 25000000.00 12691795.05 U.S. Treasuries (including strips) Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 12437500.00 12437500.00 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KQ9 254900HROIFWPRGM1V77 US912797KQ92 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2024-07-23 2024-07-23 2024-07-23 N N N 0.0469 340902.75 340902.75 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797GL5 254900HROIFWPRGM1V77 US912797GL51 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2024-09-05 2024-09-05 2024-09-05 N N N 0.0510 621275953.18 621275953.18 0.0064 N Y Y N Deutsche Bank AG Deutsche Bank AG 5.33000000 N/A 7LTWFZYICNSX8D621K86 BYD4Y5J38 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875 N/A 17000.00 20076.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 57083000.00 38513767.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.75 N/A 13000.00 19286.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 N/A 3000.00 3534.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 44697800.00 37849018.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 N/A 2000.00 4149.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 95162700.00 83771228.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 19832700.00 13227775.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFN6 2024-09-30 4.25 N/A 348000.00 350577.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.75 N/A 60721900.00 56386717.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125 N/A 1200.00 1272.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZT0 2025-05-31 0.25 N/A 32906800.00 31457954.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 N/A 8000.00 8786.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 8000.00 7340.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 38528200.00 33974939.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 1100.00 912.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 29000000.00 29351015.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 10200000.00 10589434.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 36166900.00 35493596.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 200.00 158.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 N/A 95201500.00 93832932.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 50030000.00 54583380.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 6000.00 6761.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.5 N/A 27332900.00 28200635.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 N/A 5000.00 5211.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 28900000.00 29247742.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 300000.00 299623.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 3000.00 2808.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJL6 2025-11-30 4.875 N/A 30012400.00 30089216.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 5000.00 5027.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 7000.00 8519.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 1900000.00 1983486.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 N/A 44117400.00 37223885.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 45612700.00 40174684.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 43549100.00 38872644.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 50000000.00 40297441.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 8923700.00 7535600.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3 N/A 3900.00 3080.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 4500.00 4149.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 31000.00 30572.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 4000.00 4034.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 2400.00 2118.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 28000.00 29869.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 6900000.00 4323923.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 N/A 2700.00 2376.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 10000.00 10117.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 58953900.00 54977613.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKH3 2026-03-31 4.5 N/A 25000000.00 25142815.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4 N/A 446000.00 445778.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 71084800.00 52787859.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 13298700.00 11689578.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCA7 2026-04-15 0.125 N/A 50000.00 57065.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 N/A 4000.00 4177.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.25 N/A 5000.00 5300.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 5000000.00 4056101.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125 N/A 30247000.00 27769785.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828N71 2026-01-15 0.625 N/A 5000.00 6395.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 553000.00 363241.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 87521600.00 82110805.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 N/A 76292700.00 59604724.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 N/A 16000.00 17672.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 N/A 4300.00 3248.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 10900000.00 10931778.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 2526800.00 2499598.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 N/A 6000.00 4737.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375 N/A 4000.00 3393.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375 N/A 2000.00 3892.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286F2 2026-02-28 2.5 N/A 18520200.00 17973523.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHL8 2025-06-30 4.625 N/A 21237600.00 21620490.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 5300000.00 5301805.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 77644300.00 56913760.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 N/A 505000.00 360866.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 62661900.00 40207573.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 41000.00 44983.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 12861600.00 10059378.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 25000000.00 24944802.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 30000.00 31313.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 2700.00 2398.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 N/A 68157900.00 57162014.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 25007600.00 23736176.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 5000.00 5953.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 2700.00 2406.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAT8 2025-10-31 0.25 N/A 12500.00 11745.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 65222900.00 36599956.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375 N/A 26053200.00 26200139.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 35000000.00 28650790.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.5 N/A 5000.00 5329.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 N/A 4000.00 3993.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 24000.00 24466.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 N/A 32778300.00 32652561.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 5100.00 4756.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 3800.00 3420.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375 N/A 3000.00 4708.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 485000.00 370222.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 N/A 1000.00 2050.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 48634000.00 33047759.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 15000000.00 13278217.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKK6 2026-04-30 4.875 N/A 20000000.00 20185917.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 28904500.00 27144364.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YM6 2024-10-31 1.5 N/A 2000.00 1978.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 17000.00 20392.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.25 N/A 7977500.00 7587695.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 6425800.00 5079161.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 N/A 2000.00 1995.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKS9 2026-05-31 4.875 N/A 29210000.00 29378235.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 1369000.00 1411526.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZL7 2025-04-30 0.375 N/A 2000.00 1923.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125 N/A 2000.00 2896.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 N/A 3000.00 3168.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 1422000.00 1366903.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 5000.00 5037.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.5 N/A 2000.00 3004.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FS2 2026-01-15 2 N/A 4000.00 6292.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 274000.00 269483.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125 N/A 5000.00 5525.17 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1 Fitch F2 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 1600000000.00 1600000000.00 0.0164 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KY2 254900HROIFWPRGM1V77 US912797KY27 U.S. Treasury Debt Y Moody's Govt Standard & Poor's A-1+ Fitch F1+ 2024-08-20 2024-08-20 2024-08-20 N N N 0.0506 133023382.54 133023382.54 0.0014 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 5.33000000 N/A 549300H47WTHXPU08X20 BYD4Y5HL0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.5 N/A 743368200.00 662769628.12 U.S. Treasuries (including strips) 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 N/A 353859200.00 357230380.06 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 1000000000.00 1000000000.00 0.0103 N Y Y N Citibank NA Citibank NA 5.33000000 N/A E57ODZWZ7FF32TWEFA76 BYD4Y5H22 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 6716900.00 6406040.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBQ3 2026-02-28 0.5 N/A 1009900.00 941685.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 1700.00 1391.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 12476100.00 12334094.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 64200.00 60482.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 20200.00 19015.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828D56 2024-08-15 2.375 N/A 50768000.00 51010271.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKH3 2026-03-31 4.5 N/A 145300.00 146130.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 10506000.00 10560176.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 3269100.00 3264998.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 43300.00 43204.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 8447800.00 8290530.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGX3 2025-04-30 3.875 N/A 589400.00 586775.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 9188300.00 8296980.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 37900.00 38229.40 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 100000000.00 100000000.00 0.0010 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 5.33000000 N/A MBNUM2BPBDO7JBLYG310 BYD4Y5HQ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 542216168.00 528152931.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 86835436.00 81807130.33 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 598000000.00 598000000.00 0.0061 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 5.32000000 N/A 254900BN8XS34XZDJ223 BYD4Y5GP2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 59950100.00 61200085.65 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 60000000.00 60000000.00 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LQ8 254900HROIFWPRGM1V77 US912797LQ83 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2024-12-19 2024-12-19 2024-12-19 N N N 0.0522 1803203458.91 1803203458.91 0.0185 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45U6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 9128334Z0 2035-02-15 0 N/A 38000000.00 23847819.13 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 23370000.00 23370000.00 0.0002 N Y Y N Royal Bank of Canada Royal Bank of Canada 5.32000000 N/A 549300HXQQQCCUBS2Z23 BYD4Y5J20 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 N/A 71682200.00 63888160.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 18600500.00 17711891.16 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 80000000.00 80000000.00 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LV7 254900HROIFWPRGM1V77 US912797LV78 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2024-10-29 2024-10-29 2024-10-29 N N N 0.0521 474667829.79 474667829.79 0.0049 N Y Y N Natixis SA Natixis SA 5.32000080 N/A KX1WK48MPD4Y2NCUIZ63 BRTAJB2S9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 200.00 176.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAJ0 2025-08-31 0.25 N/A 31019400.00 29358038.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 100.00 101.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 800.00 759.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282Y5 2024-09-30 2.125 N/A 300.00 299.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 800.00 754.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 33134500.00 26329780.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 1749000.00 1782972.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 1200.00 948.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBC4 2025-12-31 0.375 N/A 700.00 655.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 N/A 5000000.00 3947944.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKK6 2026-04-30 4.875 N/A 100.00 100.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 100.00 94.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125 N/A 900.00 873.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 334.07 276.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 12144900.00 12287477.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128287B0 2026-06-30 1.875 N/A 100.00 95.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 6602100.00 4469412.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 231438900.00 156151287.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.25 N/A 4744800.00 4713216.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 1787600.00 1398126.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 1899500.00 1900147.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 20800.00 15877.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283Z1 2025-02-28 2.75 N/A 661700.00 656775.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.5 N/A 800.00 852.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 2659567.93 2129292.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 4498600.00 2713701.60 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 243000000.00 243000000.00 0.0025 N Y Y N Societe Generale SA Societe Generale SA 5.32000000 N/A O2RNE8IBXP4R0TD8PU41 BYD4Y5GE7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 11222700.00 10199947.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 N/A 100.00 79.23 U.S. Treasuries (including strips) Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 10000000.00 10000000.00 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.75000000 9128283Z1 254900HROIFWPRGM1V77 US9128283Z13 U.S. Treasury Debt Y Standard & Poor's AA+ Moody's Govt Fitch AA+ 2025-02-28 2025-02-28 2025-02-28 N N N 0.0523 74960766.25 74960766.25 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 5.43020400 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y Standard & Poor's AA+ Moody's Govt Fitch AA+ 2024-07-01 2025-07-31 2025-07-31 N N N 0.0544 1268535698.52 1268535698.52 0.0130 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 5.36000040 N/A ZBUT11V806EZRVTWT807 BRYXTQ6Z9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YL8 2024-10-15 0.125 N/A 1686411700.00 2040000041.19 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1+ Standard & Poor's A-1 2024-07-01 2024-07-05 2024-07-05 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch AA Moody's Aa3 Standard & Poor's A+ N N 0.0536 2000000000.00 2000000000.00 0.0205 N N Y N U.S. Treasury Notes U.S. Treasury Notes 5.47520400 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y Moody's Govt Standard & Poor's AA+ Fitch AA+ 2024-07-01 2025-10-31 2025-10-31 N N N 0.0545 2160368071.48 2160368071.48 0.0221 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45Z5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912833X96 2035-11-15 0 N/A 72000000.00 43624419.38 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 42750000.00 42750000.00 0.0004 N Y Y N BNP Paribas SA BNP Paribas SA 5.32000000 N/A R0MUWSFPU8MPRO8K5P83 BYD4Y5GT4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 177.66 70.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 57.84 19.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 175452.88 104915.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 93.66 62.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 9.23 3.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 355.40 249.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 66.87 25.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJD4 2025-10-31 5.475203313 N/A 200.00 201.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 41675600.00 42544554.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 176254800.00 183999459.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 6763800.00 6172503.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 80.36 37.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 N/A 83.01 60.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 N/A 2900000.00 2308304.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0 N/A 700.00 361.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0 N/A 76.92 25.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0 N/A 648.06 250.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFD8 2024-07-31 5.342203313 N/A 100.00 100.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 N/A 200.00 78.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0 N/A 200.00 59.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 286.53 147.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FA6 2047-11-15 0 N/A 200.00 69.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 N/A 13504100.00 4732957.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 299.19 183.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 78.64 29.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 53.65 30.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 152.41 90.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 319147.59 202436.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 156.73 50.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 51069600.00 48173407.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FV0 2051-02-15 0 N/A 500.00 154.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 N/A 100.00 31.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 48.66 38.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0 N/A 100.00 31.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 198.70 162.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 179.44 85.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 1900000.00 1936905.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EP4 2045-08-15 0 N/A 300.00 114.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833LS7 2024-08-15 0 N/A 2.41 2.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 399476000.00 404311248.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 134533000.00 135151447.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0 N/A 241.84 168.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.75 N/A 917000.00 723890.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0 N/A 200.00 62.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.5 N/A 249100.00 229787.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 16.42 8.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 25776249.81 12039957.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 5756097.03 3362769.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0 N/A 3600.00 1441.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 N/A 4632700.00 4625365.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0 N/A 25.92 7.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 N/A 59.45 39.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 9271907.76 5353877.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 N/A 164.87 125.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0 N/A 200.00 70.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0 N/A 27338486.30 13853641.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 488373800.00 443867074.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 21847200.00 20839467.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 N/A 97085600.00 106628747.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 300.00 240.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0 N/A 0.58 0.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 52591600.00 41133202.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834UY2 2049-08-15 0 N/A 10.29 3.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 348.15 247.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EN9 2045-05-15 0 N/A 100.00 38.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0 N/A 400.00 174.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EE9 2043-11-15 0 N/A 317000.00 131397.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 909.57 569.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 17.03 14.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FD0 2048-05-15 0 N/A 100.00 33.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 107291700.00 94934961.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 N/A 100.00 42.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 531.85 280.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 68.89 24.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 152.95 76.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EQ2 2045-11-15 0 N/A 1100.00 416.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EF6 2044-02-15 0 N/A 36969400.00 15130909.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125 N/A 300.00 434.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 192326400.00 185359460.70 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 1743000000.00 1743000000.00 0.0179 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 5.32000000 N/A ZBUT11V806EZRVTWT807 BYD4Y5HE6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 231752000.00 204000040.59 U.S. Treasuries (including strips) Y Fitch F1+ Standard & Poor's A-1 Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 200000000.00 200000000.00 0.0021 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45K8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912834EV6 2039-11-15 0 N/A 50000000.00 24745811.46 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 24250000.00 24250000.00 0.0003 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 5.33000000 N/A MBNUM2BPBDO7JBLYG310 BYD4Y5HX4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 N/A 100.00 89.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZW3 2025-06-30 0.25 N/A 200.00 190.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAM3 2025-09-30 0.25 N/A 105800.00 99774.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.5 N/A 98700.00 100287.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828XB1 2025-05-15 2.125 N/A 100.00 97.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 5521200.00 4899107.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFA4 2024-07-31 3 N/A 100.00 101.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFN6 2024-09-30 4.25 N/A 100.00 100.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 300.00 263.40 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 5000000.00 5000000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45V4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912833LY4 2026-02-15 0 N/A 33000000.00 30559801.59 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 29947500.00 29947500.00 0.0003 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 5.32000000 N/A K5HU16E3LMSVCCJJJ255 BYD4Y5HC0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFX4 2024-11-30 4.5 N/A 379200.00 379235.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 N/A 3119000.00 3123711.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 399000.00 400500.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285C0 2025-09-30 3 N/A 828400.00 814025.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 44100.00 38983.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 879700.00 781523.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797KV8 2024-10-24 0 N/A 1509000.00 1483254.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 501600.00 434360.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283Z1 2025-02-28 2.75 N/A 10432900.00 10355252.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797HP5 2024-11-29 0 N/A 9369000.00 9163284.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828J27 2025-02-15 2 N/A 10669300.00 10528834.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHB0 2026-05-15 3.625 N/A 9000600.00 8855305.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 2990000.00 3012206.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CED9 2025-03-15 1.75 N/A 744400.00 729975.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 10000600.00 10046572.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEU1 2025-06-15 2.875 N/A 485400.00 475600.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 171900.00 163944.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286S4 2026-04-30 2.375 N/A 15600.00 14999.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 100.00 88.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDH1 2024-11-15 0.75 N/A 3014000.00 2964313.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797KN6 2024-07-09 0 N/A 337700.00 337159.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 589200.00 585224.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797LG0 2024-09-10 0 N/A 6000100.00 5935658.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 282700.00 255711.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 300.00 299.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797HE0 2024-10-31 0 N/A 565000.00 554820.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 17475900.00 17627784.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285T3 2025-12-31 2.625 N/A 800.00 784.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 74089400.00 76390879.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 400.00 361.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 24501500.00 21679672.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 N/A 45300.00 47216.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFN6 2024-09-30 4.25 N/A 470000.00 473481.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 344800.00 328895.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCT6 2024-08-15 0.375 N/A 785500.00 781407.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YE4 2024-08-31 1.25 N/A 2770400.00 2761191.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797KL0 2024-09-19 0 N/A 597000.00 589812.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFE6 2025-08-15 3.125 N/A 7572400.00 7500213.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284R8 2025-05-31 2.875 N/A 4466100.00 4383479.18 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's NR Fitch F1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 200000000.00 200000000.00 0.0021 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y4627 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912803DT7 2041-08-15 0 N/A 15000000.00 7060134.61 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 6918750.00 6918750.00 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LT2 254900HROIFWPRGM1V77 US912797LT23 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2024-10-15 2024-10-15 2024-10-15 N N N 0.0522 1266196295.75 1266196295.75 0.0130 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 5.44520160 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y Standard & Poor's AA+ Fitch AA+ Moody's Govt 2024-07-01 2024-10-31 2024-10-31 N N N 0.0537 1177719482.00 1177719482.00 0.0121 N Y Y N Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 5.33000000 N/A 549300H47WTHXPU08X20 BYD4Y5HM8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 N/A 77000000.00 45893961.38 U.S. Treasuries (including strips) 0 3/8 NOTE AH 25 N/A 91282CBC4 2025-12-31 0.375 N/A 900.00 843.25 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 2660600.00 2669158.97 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 N/A 800.00 647.88 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 N/A 113260000.00 107948648.65 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 272100.00 255886.48 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 N/A 39588100.00 36529211.04 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 N/A 1000.00 924.75 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 N/A 1000.00 990.08 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 N/A 112498800.00 97959655.36 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 N/A 91282CBQ3 2026-02-28 0.5 N/A 1000.00 932.81 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 N/A 912828XB1 2025-05-15 2.125 N/A 100.00 97.68 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 N/A 100.00 93.33 U.S. Treasuries (including strips) 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 N/A 60882200.00 63771873.04 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 1939000.00 1628973.04 U.S. Treasuries (including strips) 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 N/A 329200.00 338103.51 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 350000000.00 350000000.00 0.0036 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45F9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 9128337P9 2031-05-15 0 N/A 19000000.00 14129253.12 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 13846250.00 13846250.00 0.0001 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 5.33000000 N/A MBNUM2BPBDO7JBLYG310 BYD4HMT05 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 368794000.00 369717322.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 487020000.00 497282770.20 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2024-07-02 2024-07-02 2024-07-02 N N N 0.0533 850000000.00 850000000.00 0.0087 N N Y N U.S. Treasury Notes U.S. Treasury Notes 2.25000000 912828G38 254900HROIFWPRGM1V77 US912828G385 U.S. Treasury Debt Y Moody's Govt Standard & Poor's AA+ Fitch AA+ 2024-11-15 2024-11-15 2024-11-15 N N N 0.0534 82831062.50 82831062.50 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797JU2 254900HROIFWPRGM1V77 US912797JU24 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2024-08-01 2024-08-01 2024-08-01 N N N 0.0486 1556998390.54 1556998390.54 0.0160 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KJ5 254900HROIFWPRGM1V77 US912797KJ59 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's Govt 2025-03-20 2025-03-20 2025-03-20 N N N 0.0510 114693688.83 114693688.83 0.0012 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 5.32000000 N/A L3I9ZG2KFGXZ61BMYR72 BYD4Y5GY3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 27500.00 27105.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797LB1 2025-05-15 0 N/A 24999800.00 23907033.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 13039800.00 10198753.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375 N/A 600.00 941.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 100.00 60.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797LS4 2024-10-08 0 N/A 15657700.00 15426106.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 100.00 78.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797JT5 2024-07-25 0 N/A 11713000.00 11667108.47 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 60000000.00 60000000.00 0.0006 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y4577 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912834FB9 2040-02-15 0 N/A 65000000.00 31755323.78 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 31118750.00 31118750.00 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KT3 254900HROIFWPRGM1V77 US912797KT32 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2024-10-10 2024-10-10 2024-10-10 N N N 0.0519 420071068.92 420071068.92 0.0043 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 5.32000000 N/A VYVVCKR63DVZZN70PB21 BYD4Y5J61 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828XX3 2024-07-01 2 N/A 1868095.00 1886234.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGA3 2025-12-15 4 N/A 10990857.00 10863745.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 47641333.00 46774922.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 454381.00 401564.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 628667.00 635826.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 4611333.00 3740807.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 51092952.00 51537005.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 6481524.00 6184217.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFK2 2025-09-15 3.5 N/A 72476.00 71878.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828XB1 2025-05-15 2.125 N/A 324052666.00 316421472.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 29323238.00 27832400.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 445378475.00 447120736.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828R36 2026-05-15 1.625 N/A 476190.00 450363.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 9524667.00 8583180.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 104645809.00 97495686.56 U.S. Treasuries (including strips) Y Moody's NR Fitch NR Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 1000000000.00 1000000000.00 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LP0 254900HROIFWPRGM1V77 US912797LP01 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2024-12-12 2024-12-12 2024-12-12 N N N 0.0522 446669151.04 446669151.04 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797JR9 254900HROIFWPRGM1V77 US912797JR94 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2025-01-23 2025-01-23 2025-01-23 N N N 0.0505 832008043.25 832008043.25 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797GB7 254900HROIFWPRGM1V77 US912797GB79 U.S. Treasury Debt Y Moody's Govt Fitch F1+ Standard & Poor's A-1+ 2024-07-11 2024-07-11 2024-07-11 N N N 0.0409 3581807226.05 3581807226.05 0.0367 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y4601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 9128337F1 2037-02-15 0 N/A 80000000.00 45614328.75 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 44700000.00 44700000.00 0.0005 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 5.32000000 N/A 254900BN8XS34XZDJ223 BYD4Y5H89 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 68145876.00 68922036.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286F2 2026-02-28 2.5 N/A 72917042.00 70764689.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 32180000.00 28968869.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 N/A 72096667.00 69026788.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 18497375.00 17317637.09 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 250000000.00 250000000.00 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KX4 254900HROIFWPRGM1V77 US912797KX44 U.S. Treasury Debt Y Moody's Govt Standard & Poor's A-1+ Fitch F1+ 2024-08-13 2024-08-13 2024-08-13 N N N 0.0500 280234431.84 280234431.84 0.0029 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45W2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912810RU4 2046-11-15 2.875 N/A 65000000.00 49829320.60 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 48831250.00 48831250.00 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797HE0 254900HROIFWPRGM1V77 US912797HE00 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-10-31 2024-10-31 2024-10-31 N N N 0.0521 2256215306.63 2256215306.63 0.0231 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 5.35000000 N/A 549300H47WTHXPU08X20 BYD4Y5HA4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 6 7/8 BOND 25 N/A 912810EV6 2025-08-15 6.875 N/A 867000.00 909221.22 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 N/A 158396000.00 162706097.20 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 N/A 91282CKS9 2026-05-31 4.875 N/A 800.00 804.76 U.S. Treasuries (including strips) 2 1/4 NOTE R 24 N/A 9128283D0 2024-10-31 2.25 N/A 5000000.00 4966151.68 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 N/A 150000100.00 123289781.11 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 2051200.00 1934215.89 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 14236800.00 13388477.14 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 N/A 9128286L9 2026-03-31 2.25 N/A 46108500.00 44401208.82 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 N/A 225927300.00 184378144.80 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 10768100.00 10991917.67 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 N/A 100.00 89.24 U.S. Treasuries (including strips) BILL 07/23/24 N/A 912797KQ9 2024-07-23 0 N/A 44800000.00 44656102.40 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 N/A 84999400.00 85780093.62 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 N/A 107999900.00 93116135.61 U.S. Treasuries (including strips) 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 1100.00 681.71 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 200.00 168.02 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 100.00 88.79 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 66483000.00 44676022.46 U.S. Treasuries (including strips) 2 1/4 NOTE F 25 N/A 912828M56 2025-11-15 2.25 N/A 29511100.00 28538922.25 U.S. Treasuries (including strips) 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 N/A 49999800.00 25075027.96 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 N/A 4900.00 4126.95 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 8957500.00 6660963.85 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 N/A 20043800.00 12432590.05 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 N/A 10877000.00 6707068.02 U.S. Treasuries (including strips) 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 N/A 49998800.00 41845251.73 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 N/A 2431200.00 2269002.90 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 N/A 912828YX2 2026-12-31 1.75 N/A 14760000.00 13907401.09 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 285500000.00 286418434.68 U.S. Treasuries (including strips) 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 N/A 100.00 72.67 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 N/A 152031000.00 147873092.49 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 N/A 241999600.00 187275030.98 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 N/A 718700.00 422420.85 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 N/A 403600.00 356017.02 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 N/A 130283000.00 126709713.92 U.S. Treasuries (including strips) 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 7533000.00 5831875.01 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 N/A 130000000.00 133453396.01 U.S. Treasuries (including strips) TRFR BB 04/30/25 N/A 91282CGY1 2025-04-30 5.474203313 N/A 100.00 100.96 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 73698500.00 57887073.21 U.S. Treasuries (including strips) 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 N/A 204771000.00 135082712.22 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 N/A 300000.00 259420.19 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 N/A 588051200.00 573280073.66 U.S. Treasuries (including strips) 3 BOND 44 N/A 912810RJ9 2044-11-15 3 N/A 49234600.00 38862787.79 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 N/A 912828YG9 2026-09-30 1.625 N/A 9999800.00 9399237.04 U.S. Treasuries (including strips) 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 N/A 475787200.00 488655288.90 U.S. Treasuries (including strips) 7 1/2 BOND 24 N/A 912810ES3 2024-11-15 7.5 N/A 900.00 917.23 U.S. Treasuries (including strips) TRFR BK 10/31/25 N/A 91282CJD4 2025-10-31 5.475203313 N/A 44437500.00 44854771.30 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 80000000.00 72166410.43 U.S. Treasuries (including strips) 4 1/2 NOTE BL 24 N/A 91282CFX4 2024-11-30 4.5 N/A 393500.00 393533.69 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 N/A 382857400.00 299909669.81 U.S. Treasuries (including strips) 4 BOND 42 N/A 912810TM0 2042-11-15 4 N/A 50000000.00 46567180.43 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 108692000.00 101864779.57 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.5 N/A 400.00 356.63 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 24407800.00 24740656.60 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 N/A 9128286F2 2026-02-28 2.5 N/A 3772800.00 3663008.40 U.S. Treasuries (including strips) 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 N/A 339503800.00 332082084.56 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 N/A 100.00 95.57 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 N/A 1984900.00 1983565.63 U.S. Treasuries (including strips) 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 N/A 5654400.00 5865710.21 U.S. Treasuries (including strips) 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 N/A 1699600.00 1259276.35 U.S. Treasuries (including strips) BILL 12/12/24 N/A 912797LP0 2024-12-12 0 N/A 251400.00 245531.57 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 4000000000.00 4000000000.00 0.0410 N Y Y N BNP Paribas SA BNP Paribas SA 5.46000120 N/A R0MUWSFPU8MPRO8K5P83 BYD0XXGU9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 1476700.00 1365377.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GC1 2051-11-15 0 N/A 37099800.00 11187852.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 39.15 23.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797KR7 2024-07-30 0 N/A 5289000.00 5264347.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 130.54 76.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z52 2025-01-31 1.375 N/A 100.00 98.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 N/A 100.00 35.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 N/A 72.12 48.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0 N/A 77791200.00 33863520.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833LW8 2025-08-15 0 N/A 15.36 14.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFA4 2024-07-31 3 N/A 178712000.00 180509882.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0 N/A 600.00 186.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 N/A 0.08 0.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 2694100.00 2432756.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797GL5 2024-09-05 0 N/A 10963000.00 10853315.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 672402.69 265385.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 200.00 156.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 300000.00 197471.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 255.14 161.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FA6 2047-11-15 0 N/A 100.00 34.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828M56 2025-11-15 2.25 N/A 3388700.00 3276368.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 N/A 15478000.00 4862955.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 21665200.00 23111429.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 100.00 96.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 2246600.00 2050200.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 14010.34 6475.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EN9 2045-05-15 0 N/A 1200000.00 464410.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 36.84 24.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 186007600.00 184446117.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJD4 2025-10-31 5.475203313 N/A 700.00 706.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 3457800.00 3214589.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 2399946.75 1503919.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 26220400.00 26415138.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0 N/A 169.81 86.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 17106126.81 9877590.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJE2 2025-10-31 5 N/A 18550000.00 18700186.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128287B0 2026-06-30 1.875 N/A 242500.00 231621.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797KH9 2024-07-02 0 N/A 373000.00 372783.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 200.00 125.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912796Y52 2024-07-05 0 N/A 1008100.00 1007071.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0 N/A 200.00 103.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJB8 2025-09-30 5 N/A 510000.00 516036.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 100.00 119.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833LV0 2025-05-15 0 N/A 147.86 141.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 8075800.00 8429368.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKB6 2026-02-28 4.625 N/A 146669600.00 148360923.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797KX4 2024-08-13 0 N/A 2611000.00 2593521.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 3062064.55 1451715.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 24273800.00 21405123.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHB0 2026-05-15 3.625 N/A 74354000.00 73153721.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 34.40 17.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 100.00 109.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 N/A 89700000.00 38493588.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 617489.91 220615.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 N/A 30.40 16.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 98.65 80.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 2301000.00 2345694.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGV7 2026-04-15 3.75 N/A 124000000.00 122697003.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797JU2 2024-08-01 0 N/A 5862000.00 5832994.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0 N/A 200.00 80.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797KC0 2024-08-22 0 N/A 856200.00 849347.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 173.71 102.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 83.41 58.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375 N/A 18928100.00 17727087.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 46.71 27.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 3.71 2.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBT7 2026-03-31 0.75 N/A 15587000.00 14559953.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 N/A 5298300.00 2071693.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFE6 2025-08-15 3.125 N/A 7057600.00 6990320.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797LA3 2024-09-03 0 N/A 2200000.00 2178550.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 5300000.00 3438645.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0 N/A 978992.47 665127.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797LD7 2024-11-14 0 N/A 44000.00 43123.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 N/A 31619800.00 31498505.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 4660900.00 4596662.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797KQ9 2024-07-23 0 N/A 2415600.00 2406802.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0 N/A 200.00 70.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797HP5 2024-11-29 0 N/A 1888900.00 1847425.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 3550000.00 1787858.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875 N/A 8913400.00 10526686.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EE9 2043-11-15 0 N/A 683000.00 283105.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797LF2 2024-12-05 0 N/A 1587900.00 1551629.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833LU2 2025-02-15 0 N/A 0.07 0.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797JR9 2025-01-23 0 N/A 216200.00 210079.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBC4 2025-12-31 0.375 N/A 12893900.00 12076715.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0 N/A 24.04 16.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 12.19 6.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286F2 2026-02-28 2.5 N/A 100.00 97.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 N/A 100.00 79.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828K74 2025-08-15 2 N/A 72609300.00 70721649.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 43413900.00 42750730.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 7372300.00 6885324.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZJ2 2025-04-15 0.125 N/A 30177300.00 35609560.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 N/A 844800.00 358262.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 419800.00 395186.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EQ2 2045-11-15 0 N/A 2374900.00 899759.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.75 N/A 80500.00 86124.53 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-07-01 2024-07-05 2025-05-01 Y BNP PARIBAS SA 1.0000 7 N Moody's Aa3 Standard & Poor's A+ Fitch A+ N N 0.0546 1200000000.00 1200000000.00 0.0123 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 5.32000000 N/A OXTKY6Q8X53C9ILVV871 BYD4Y5J46 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 35672200.00 33580716.62 U.S. Treasuries (including strips) 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 N/A 3129900.00 3147957.08 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 N/A 6096500.00 6145749.73 U.S. Treasuries (including strips) 4 3/4 BOND 37 N/A 912810PT9 2037-02-15 4.75 N/A 9937800.00 10571377.12 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 N/A 127297800.00 132291170.36 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 N/A 10366000.00 10584438.41 U.S. Treasuries (including strips) 3 5/8 TRIB 28 N/A 912810FD5 2028-04-15 3.625 N/A 3103800.00 6364100.22 U.S. Treasuries (including strips) 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 N/A 18600.00 19375.65 U.S. Treasuries (including strips) 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 N/A 61678000.00 61519085.29 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 N/A 1810500.00 1745831.50 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 640900.00 644204.97 U.S. Treasuries (including strips) 3 7/8 TRIB 29 N/A 912810FH6 2029-04-15 3.875 N/A 2818400.00 5847116.62 U.S. Treasuries (including strips) 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 N/A 7422900.00 7658554.32 U.S. Treasuries (including strips) 4 NOTE AK 26 N/A 91282CGL9 2026-02-15 4 N/A 2565900.00 2568982.35 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 N/A 89100.00 87499.33 U.S. Treasuries (including strips) TRFR BF 07/31/25 N/A 91282CHS3 2025-07-31 5.430203313 N/A 538100.00 543038.32 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 N/A 121182800.00 107528714.75 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 N/A 9128285W6 2029-01-15 0.875 N/A 8863200.00 10467400.31 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 31560000.00 26724246.44 U.S. Treasuries (including strips) 2 TRIB 26 N/A 912810FS2 2026-01-15 2 N/A 15755400.00 24787032.00 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 N/A 105954000.00 103342257.64 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 N/A 6496900.00 6502890.71 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 N/A 91282CDX6 2032-01-15 0.125 N/A 24053400.00 23646720.31 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 N/A 9766500.00 9712236.90 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 7274500.00 7308184.10 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 2330100.00 2354859.49 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 28148200.00 25105191.51 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 N/A 17121800.00 15135211.36 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 684900.00 675068.67 U.S. Treasuries (including strips) 2 BOND 51 N/A 912810SZ2 2051-08-15 2 N/A 136925200.00 84981480.32 U.S. Treasuries (including strips) 2 1/8 TRIB 40 N/A 912810QF8 2040-02-15 2.125 N/A 11042600.00 16170159.72 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 18176000.00 16147509.04 U.S. Treasuries (including strips) 4 1/8 NOTE AP 26 N/A 91282CHH7 2026-06-15 4.125 N/A 108200.00 107106.01 U.S. Treasuries (including strips) 1 TRIB 46 N/A 912810RR1 2046-02-15 1 N/A 932600.00 984988.44 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's NR 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 750000000.00 750000000.00 0.0077 N Y Y N Barclays Bank plc Barclays Bank plc 5.32000000 N/A G5GSEF7VJP5I7OUK5573 BYD4Y5GM9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 N/A 259313800.00 229500086.53 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 225000000.00 225000000.00 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 5.45520240 91282CKM2 254900HROIFWPRGM1V77 US91282CKM28 U.S. Treasury Debt Y Moody's Govt Fitch AA+ Standard & Poor's AA+ 2024-07-01 2026-04-30 2026-04-30 N N N 0.0550 3002114882.26 3002114882.26 0.0308 N Y Y N BlackRock Liquidity Funds 2024-07-08 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer