Form N-MFP2 GOLDMAN SACHS TRUST For: May 28

June 7, 2021 8:47 AM EDT

Get inside Wall Street with StreetInsider Premium. Claim your 1-week free trial here.


  
    N-MFP2
    
      
        
          0000822977
          XXXXXXXX
        
      
      
      
    
  
  
    
      2021-05-28
      0000822977
      549300C0TCI4VJPGCS21
      S000009260
      9
      N
      N
    
    
      033-17619
      
        Goldman Sachs Asset Management, L.P.
        801-37591
      
      
        PricewaterhouseCoopers LLP
        Boston
        MA
      
      
        Goldman Sachs Asset Management, L.P.
      
      
        The Bank of New York Mellon
      
      
        Goldman Sachs & Co. LLC
        0000734700
        084-01100
      
      N
      N
      N
      Exempt Government
      Treasury
      N
      25
      86
      
        36077083291.93
        35586413106.47
        34087180872.65
        31506600638.00
      
      
        39680583291.93
        39339913106.47
        37840680872.65
        35135100638.00
        0.00
      
      
        0.9027
        0.9014
        0.8976
        0.8966
      
      
        0.9928
        0.9965
        0.9964
        0.9999
        0.0000
      
      3643824.60
      34887011783.77
      34884398000.90
      252841501.80
      554238096.61
      34586645230.69
      34586401388.8100
      1.0000
      0.0004
      
        1.0001
        1.0001
        1.0001
        1.0001
        0.0000
      
    
    
      C000025302
      10000000.00
      29476112381.30
      29475904569.5600
      
        1.0001
        1.0001
        1.0001
        1.0001
        0.0000
      
      
        5327535589.41
        5683536457.65
      
      
        5364309090.98
        5687553993.91
      
      
        6713219386.13
        8505755392.94
      
      
        3669252341.91
        6914684558.57
      
      
        0.00
        0.00
      
      
        21074316408.43
        26791530403.07
      
      -0.0001
      Y
      For Institutional Shares the Investment Adviser waived $4,146,493 of Management Fees; and Goldman Sachs & Co. LLC waived $283,033 of Transfer Agency Fees.
    
    
      C000025303
      10000000.00
      3033578383.61
      3033556996.3500
      
        1.0001
        1.0001
        1.0001
        1.0001
        0.0000
      
      
        107128627.05
        94005270.19
      
      
        498258182.67
        248972245.04
      
      
        732208338.36
        274713026.53
      
      
        166578150.56
        300168114.65
      
      
        0.00
        0.00
      
      
        1504173298.64
        917858656.41
      
      -0.0001
      Y
      For Administration Shares the Investment Adviser waived $346,496 of Management Fees; and Goldman Sachs & Co. LLC waived $593,873 of Admin Fees and $23,757 of Transfer Agency Fees.
    
    
      C000025304
      10000000.00
      1011455421.36
      1011448290.4200
      
        1.0001
        1.0001
        1.0001
        1.0001
        0.0000
      
      
        56972695.33
        30529569.32
      
      
        21484312.85
        411417343.64
      
      
        74622089.20
        310978422.28
      
      
        83819087.30
        10095837.44
      
      
        0.00
        0.00
      
      
        236898184.68
        763021172.68
      
      -0.0001
      Y
      For Service Shares the Investment Adviser waived $151,732 of Management Fees; and Goldman Sachs & Co. LLC waived $516,397 of Admin Fees and $10,329 of Transfer Agency Fees.
    
    
      C000025305
      10000000.00
      435254658.43
      435251589.8100
      
        1.0001
        1.0001
        1.0001
        1.0001
        0.0000
      
      
        55446122.51
        19521567.15
      
      
        26217182.44
        35788278.05
      
      
        14534332.02
        19130557.63
      
      
        23857850.94
        25624142.64
      
      
        0.00
        0.00
      
      
        120055487.91
        100064545.47
      
      -0.0001
      Y
      For Preferred Shares the Investment Adviser waived $54,538 of Management Fees; and Goldman Sachs & Co. LLC waived $37,291 of Admin Fees and $3,729 of Transfer Agency Fees.
    
    
      C000025306
      10000000.00
      224274570.12
      224272988.9500
      
        1.0001
        1.0001
        1.0001
        1.0001
        0.0000
      
      
        5040462.99
        2535197.83
      
      
        6010225.30
        13910884.13
      
      
        45631334.42
        1000054.18
      
      
        2698605.68
        37717327.48
      
      
        0.00
        0.00
      
      
        59380628.39
        55163463.62
      
      -0.0001
      Y
      For Select Shares the Investment Adviser waived $28,445 of Management Fees; and Goldman Sachs & Co. LLC waived $5,838 of Admin Fees and $1,946 of Transfer Agency Fees.
    
    
      C000025307
      10000000.00
      360782037.45
      360779493.8800
      
        1.0001
        1.0001
        1.0001
        1.0001
        0.0000
      
      
        53975935.77
        26841566.40
      
      
        37093061.95
        44495398.37
      
      
        29163494.71
        19541145.88
      
      
        31783126.44
        46508908.32
      
      
        0.00
        0.00
      
      
        152015618.87
        137387018.97
      
      -0.0001
      Y
      For Capital Shares the Investment Adviser waived $45,371 of Management Fees; and Goldman Sachs & Co. LLC waived $46,533 of Admin Fees and $3,103 of Transfer Agency Fees.
    
    
      C000088819
      10000000.00
      11114455.85
      11114377.4900
      
        1.0001
        1.0001
        1.0001
        1.0001
        0.0000
      
      
        860128.00
        1130924.71
      
      
        653277.25
        593866.03
      
      
        1376096.57
        1271944.79
      
      
        707240.34
        1081951.18
      
      
        0.00
        0.00
      
      
        3596742.16
        4078686.71
      
      -0.0001
      Y
      For Premier Shares the Investment Adviser waived $1,418 of Management Fees; and Goldman Sachs & Co. LLC waived $3,393 of Admin Fees and $97 of Transfer Agency Fees.
    
    
      C000088820
      10000000.00
      1028.79
      1028.7800
      
        1.0001
        1.0001
        1.0001
        1.0001
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0001
      N
    
    
      C000088821
      10000000.00
      34072293.78
      34072053.5700
      
        1.0001
        1.0001
        1.0001
        1.0001
        0.0000
      
      
        1707806.20
        11960429.66
      
      
        10221629.67
        11775838.32
      
      
        2164002.74
        8776643.99
      
      
        1194367.96
        3752780.33
      
      
        0.00
        0.00
      
      
        15287806.57
        36265692.30
      
      -0.0001
      Y
      For Cash Management Shares the Investment Adviser waived $5,246 of Management Fees; and Goldman Sachs & Co. LLC waived $17,865 of Admin Fees, $10,719 of Distribution or Servicing Fees and $357 of Transfer Agency Fees.
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2457232757791632DA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-30
          
          1.750000
          103069668.00
          105131061.36
          U.S. Treasuries (including strips)
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      103069577.30
      103069577.30
      0.0030
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      245723278779163DAI
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-30
          
          0.125000
          438464647.00
          447233939.94
          U.S. Treasuries (including strips)
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      438464261.15
      438464261.15
      0.0127
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.005000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2457232817791631DA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-30
          
          0.125000
          58465685.00
          59634998.70
          U.S. Treasuries (including strips)
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      58465633.55
      58465633.55
      0.0017
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963H0
      254900HROIFWPRGM1V77
      US9127963H06
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-17
      2021-06-17
      2021-06-17
      N
      N
      N
      0.0000
      223699503.39
      223699503.39
      0.0065
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964L0
      254900HROIFWPRGM1V77
      US9127964L09
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-09-09
      2021-09-09
      2021-09-09
      N
      N
      N
      0.0001
      599870005.00
      599870005.00
      0.0173
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964V8
      254900HROIFWPRGM1V77
      US9127964V80
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-10-07
      2021-10-07
      2021-10-07
      N
      N
      N
      0.0002
      113093565.74
      113093565.74
      0.0033
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A41
      254900HROIFWPRGM1V77
      US912796A411
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-03
      2021-06-03
      2021-06-03
      N
      N
      N
      0.0001
      714062185.81
      714062185.81
      0.0206
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796B24
      254900HROIFWPRGM1V77
      US912796B245
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-10
      2021-06-10
      2021-06-10
      N
      N
      N
      0.0008
      581299564.03
      581299564.03
      0.0168
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C49
      254900HROIFWPRGM1V77
      US912796C490
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-22
      2021-07-22
      2021-07-22
      N
      N
      N
      0.0000
      365400000.00
      365400000.00
      0.0106
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C56
      254900HROIFWPRGM1V77
      US912796C565
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-29
      2021-07-29
      2021-07-29
      N
      N
      N
      0.0001
      731095291.72
      731095291.72
      0.0211
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C64
      254900HROIFWPRGM1V77
      US912796C649
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-05
      2021-08-05
      2021-08-05
      N
      N
      N
      0.0001
      279193447.18
      279193447.18
      0.0081
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796D48
      254900HROIFWPRGM1V77
      US912796D480
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-19
      2021-08-19
      2021-08-19
      N
      N
      N
      0.0001
      499985735.00
      499985735.00
      0.0145
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796F46
      254900HROIFWPRGM1V77
      US912796F469
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-09-16
      2021-09-16
      2021-09-16
      N
      N
      N
      0.0001
      424077310.65
      424077310.65
      0.0123
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796F61
      254900HROIFWPRGM1V77
      US912796F618
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-09-30
      2021-09-30
      2021-09-30
      N
      N
      N
      0.0002
      262887627.93
      262887627.93
      0.0076
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796G37
      254900HROIFWPRGM1V77
      US912796G376
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0000
      743200000.00
      743200000.00
      0.0215
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796G78
      254900HROIFWPRGM1V77
      US912796G780
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-10-28
      2021-10-28
      2021-10-28
      N
      N
      N
      0.0002
      999942060.00
      999942060.00
      0.0289
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796H36
      254900HROIFWPRGM1V77
      US912796H366
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-29
      2021-06-29
      2021-06-29
      N
      N
      N
      0.0000
      499996890.00
      499996890.00
      0.0145
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796H51
      254900HROIFWPRGM1V77
      US912796H515
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-11-12
      2021-11-12
      2021-11-12
      N
      N
      N
      0.0002
      707042017.80
      707042017.80
      0.0204
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796H69
      254900HROIFWPRGM1V77
      US912796H697
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-11-18
      2021-11-18
      2021-11-18
      N
      N
      N
      0.0003
      187882254.72
      187882254.72
      0.0054
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796H85
      254900HROIFWPRGM1V77
      US912796H853
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-06
      2021-07-06
      2021-07-06
      N
      N
      N
      0.0000
      269399213.35
      269399213.35
      0.0078
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796J26
      254900HROIFWPRGM1V77
      US912796J263
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-20
      2021-07-20
      2021-07-20
      N
      N
      N
      0.0001
      930688535.83
      930688535.83
      0.0269
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796J34
      254900HROIFWPRGM1V77
      US912796J347
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-27
      2021-07-27
      2021-07-27
      N
      N
      N
      0.0001
      1353089472.88
      1353089472.88
      0.0391
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796J91
      254900HROIFWPRGM1V77
      US912796J917
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-10
      2021-08-10
      2021-08-10
      N
      N
      N
      0.0002
      152884134.99
      152884134.99
      0.0044
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796L31
      254900HROIFWPRGM1V77
      US912796L319
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-09-14
      2021-09-14
      2021-09-14
      N
      N
      N
      0.0002
      25098755.54
      25098755.54
      0.0007
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796L49
      254900HROIFWPRGM1V77
      US912796L491
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-09-21
      2021-09-21
      2021-09-21
      N
      N
      N
      0.0001
      26698920.25
      26698920.25
      0.0008
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 8.000000%
      912810EL8
      254900HROIFWPRGM1V77
      US912810EL80
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-11-15
      2021-11-15
      2021-11-15
      N
      N
      N
      0.0008
      47397715.07
      47397715.07
      0.0014
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
      9128282F6
      254900HROIFWPRGM1V77
      US9128282F67
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0002
      46025065.57
      46025065.57
      0.0013
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.875000%
      9128285L0
      254900HROIFWPRGM1V77
      US9128285L09
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-11-15
      2021-11-15
      2021-11-15
      N
      N
      N
      0.0005
      21878437.61
      21878437.61
      0.0006
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.625000%
      9128285R7
      254900HROIFWPRGM1V77
      US9128285R78
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-15
      2021-12-15
      2021-12-15
      N
      N
      N
      0.0003
      47448984.49
      47448984.49
      0.0014
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.500000%
      9128285V8
      254900HROIFWPRGM1V77
      US9128285V80
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-01-15
      2022-01-15
      2022-01-15
      N
      N
      N
      0.0006
      3613956.25
      3613956.25
      0.0001
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.235001%
      9128287G9
      254900HROIFWPRGM1V77
      US9128287G95
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-07-31
      2021-07-31
      N
      N
      N
      0.0002
      948937824.92
      948937824.92
      0.0274
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.000000%
      912828D72
      254900HROIFWPRGM1V77
      US912828D721
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0002
      27232470.49
      27232470.49
      0.0008
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.125000%
      912828G87
      254900HROIFWPRGM1V77
      US912828G872
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-31
      2021-12-31
      2021-12-31
      N
      N
      N
      0.0005
      30360937.50
      30360937.50
      0.0009
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
      912828H86
      254900HROIFWPRGM1V77
      US912828H862
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-01-31
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0006
      2928093.75
      2928093.75
      0.0001
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.125000%
      912828RC6
      254900HROIFWPRGM1V77
      US912828RC60
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-15
      2021-08-15
      2021-08-15
      N
      N
      N
      0.0002
      29126279.63
      29126279.63
      0.0008
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
      912828S27
      254900HROIFWPRGM1V77
      US912828S273
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-30
      2021-06-30
      2021-06-30
      N
      N
      N
      0.0002
      63636122.70
      63636122.70
      0.0018
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
      912828S76
      254900HROIFWPRGM1V77
      US912828S760
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-31
      2021-07-31
      2021-07-31
      N
      N
      N
      0.0002
      24344379.33
      24344379.33
      0.0007
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.250000%
      912828T67
      254900HROIFWPRGM1V77
      US912828T677
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-10-31
      2021-10-31
      2021-10-31
      N
      N
      N
      0.0004
      88738051.00
      88738051.00
      0.0026
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.750000%
      912828U65
      254900HROIFWPRGM1V77
      US912828U659
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-11-30
      2021-11-30
      2021-11-30
      N
      N
      N
      0.0005
      3932906.25
      3932906.25
      0.0001
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.000000%
      912828U81
      254900HROIFWPRGM1V77
      US912828U816
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-31
      2021-12-31
      2021-12-31
      N
      N
      N
      0.0006
      74430874.82
      74430874.82
      0.0022
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.875000%
      912828V72
      254900HROIFWPRGM1V77
      US912828V723
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-01-31
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0007
      5870007.80
      5870007.80
      0.0002
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.125000%
      912828WR7
      254900HROIFWPRGM1V77
      US912828WR74
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-30
      2021-06-30
      2021-06-30
      N
      N
      N
      0.0002
      23639736.03
      23639736.03
      0.0007
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.625000%
      912828Y20
      254900HROIFWPRGM1V77
      US912828Y206
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-07-15
      2021-07-15
      2021-07-15
      N
      N
      N
      0.0002
      108582286.27
      108582286.27
      0.0031
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
      912828YC8
      254900HROIFWPRGM1V77
      US912828YC87
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0002
      12144188.47
      12144188.47
      0.0004
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
      912828YJ3
      254900HROIFWPRGM1V77
      US912828YJ31
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-09-30
      2021-09-30
      2021-09-30
      N
      N
      N
      0.0003
      5828124.84
      5828124.84
      0.0002
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.315000%
      912828YN4
      254900HROIFWPRGM1V77
      US912828YN43
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-10-31
      2021-10-31
      N
      N
      N
      0.0002
      1852515673.32
      1852515673.32
      0.0536
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
      912828YT1
      254900HROIFWPRGM1V77
      US912828YT13
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-11-30
      2021-11-30
      2021-11-30
      N
      N
      N
      0.0005
      29007000.00
      29007000.00
      0.0008
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.169002%
      912828Z45
      254900HROIFWPRGM1V77
      US912828Z450
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0002
      674933294.68
      674933294.68
      0.0195
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.070002%
      91282CAA9
      254900HROIFWPRGM1V77
      US91282CAA99
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2022-07-31
      2022-07-31
      N
      N
      N
      0.0003
      194587184.63
      194587184.63
      0.0056
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.070002%
      91282CAS0
      254900HROIFWPRGM1V77
      US91282CAS08
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2022-10-31
      2022-10-31
      N
      N
      N
      0.0003
      145579619.06
      145579619.06
      0.0042
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.064001%
      91282CBK6
      254900HROIFWPRGM1V77
      US91282CBK62
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0004
      762081287.03
      762081287.03
      0.0220
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.049000%
      91282CBY6
      254900HROIFWPRGM1V77
      US91282CBY66
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0004
      1385040815.95
      1385040815.95
      0.0400
      N
      Y
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.024998%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      98009217779163BNP
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-12
          
          0.00
          800.00
          800.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-04
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-28
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-02-15
          
          0.00
          100.00
          75.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-11-15
          
          0.00
          8453900.00
          5666277.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          136300.00
          90890.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.00
          1197800.00
          726347.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          100.00
          55.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          0.00
          200.00
          106.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-15
          
          8.125000
          200.00
          208.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          7.500000
          25000000.00
          31184336.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          2.000000
          6608400.00
          10553751.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-05-15
          
          5.000000
          7173000.00
          10210696.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          4.375000
          29.00
          39.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-11-15
          
          3.125000
          6665100.00
          7709081.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          2.875000
          200.00
          223.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          3.625000
          200.00
          252.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-05-15
          
          3.000000
          100.00
          114.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          1.000000
          263676700.00
          363459705.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-04-30
          
          2.375000
          100.00
          108.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-15
          
          2.375000
          100.00
          107.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          2.250000
          100.00
          107.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          0.625000
          30900.00
          38725.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          2.000000
          158834000.00
          168260289.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-31
          
          1.375000
          180900.00
          186116.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          1.375000
          11012600.00
          11418129.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-06-30
          
          0.250000
          9535300.00
          9413173.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-09-30
          
          0.375000
          100.00
          95.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          0.125000
          391700.00
          391827.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-15
          
          0.125000
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-08-15
          
          0.00
          57.00
          43.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-02-15
          
          0.00
          73483264.00
          51963911.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-11-15
          
          0.00
          76.00
          62.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-11-15
          
          0.00
          107.00
          81.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-15
          
          0.00
          2000.00
          1952.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          0.00
          41964.00
          40530.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-05-15
          
          0.00
          60720908.00
          42678783.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          0.00
          142.00
          89.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-02-15
          
          0.00
          7.00
          4.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-08-15
          
          0.00
          4472.00
          2613.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-11
      Y
      
        BNP Paribas
        1.0000
        1
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0003
      700000000.00
      700000000.00
      0.0202
      N
      Y
      Y
      N
    
    
      HSBC BANK PLC
      HSBC BANK PLC 0.029999%
      MP6I5ZYZBEU3UXPYFY54
      0001140465
      TPR0394E27791633HS
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-05-15
          
          4.250000
          72400.00
          96652.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-11-15
          
          2.875000
          482500.00
          540332.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          3.000000
          7140300.00
          8241542.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-07-31
          
          2.125000
          24320200.00
          25847024.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          1.875000
          91300.00
          93760.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-31
          
          1.625000
          333100.00
          340791.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          2.125000
          7607400.00
          8070048.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          2.375000
          6942600.00
          7255948.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-30
          
          2.750000
          162900.00
          171356.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-05-15
          
          2.875000
          394000.00
          437521.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          3.125000
          628000.00
          709269.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-31
          
          2.625000
          19897400.00
          21339624.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-28
          
          2.500000
          8396100.00
          9136025.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-03-31
          
          2.250000
          97600.00
          104857.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-15
          
          2.250000
          130600.00
          133439.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-04-30
          
          2.375000
          4630300.00
          4995349.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          910100.00
          1051785.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          2.250000
          51927800.00
          55582366.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          1.625000
          299400.00
          306329.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          2.250000
          14110800.00
          15205033.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-03-31
          
          2.125000
          4791600.00
          5058729.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-15
          
          2.125000
          10466800.00
          11125137.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-31
          
          1.875000
          6826700.00
          7012308.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-30
          
          2.125000
          494800.00
          509990.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-15
          
          0.375000
          9400.00
          11657.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          2.000000
          2384500.00
          2526148.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-09-30
          
          1.625000
          647300.00
          674117.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          1.500000
          1830000.00
          1899175.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-30
          
          1.500000
          15077000.00
          15297688.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-12-31
          
          1.750000
          582400.00
          613250.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-03-31
          
          0.500000
          24875200.00
          24878293.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-30
          
          0.125000
          50744900.00
          50792248.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-07-15
          
          0.125000
          165100.00
          188129.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-30
          
          0.125000
          254900.00
          255045.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-04
      2021-06-04
      N
      N
      N
      0.0003
      275000000.00
      275000000.00
      0.0080
      N
      N
      Y
      N
    
    
      HSBC BANK PLC
      HSBC BANK PLC 0.029999%
      MP6I5ZYZBEU3UXPYFY54
      0001140465
      TPR03969B779163HSB
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-02-15
          
          5.375000
          42000000.00
          57234955.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-05-15
          
          4.250000
          2900.00
          3871.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-05-15
          
          3.375000
          2880000.00
          3484170.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          3.000000
          24733600.00
          28204832.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          2.500000
          38700.00
          40707.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-02-15
          
          1.000000
          9500.00
          13452.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-05-15
          
          2.500000
          32875300.00
          34360940.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          3.000000
          849900.00
          980979.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          3.000000
          4043400.00
          4673867.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          3.375000
          420800.00
          518009.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-05-15
          
          2.875000
          226600.00
          255414.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-11-15
          
          2.375000
          18927500.00
          19337640.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-30
          
          2.750000
          27810400.00
          29254021.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-10-31
          
          2.875000
          7300.00
          7787.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          3.125000
          36738700.00
          41493016.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-12-31
          
          2.625000
          51600.00
          56641.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-31
          
          2.625000
          1102300.00
          1182198.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          2.625000
          2534000.00
          2788065.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-28
          
          2.500000
          3621600.00
          3940761.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-03-31
          
          2.250000
          1939200.00
          2083398.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-15
          
          2.250000
          587200.00
          599964.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-04-30
          
          2.375000
          15938200.00
          17194753.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          10407900.00
          12028212.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-15
          
          2.000000
          39527500.00
          41963554.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          2.250000
          242500.00
          259567.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-30
          
          2.000000
          19654000.00
          20403174.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          1.750000
          7900.00
          8158.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          1.625000
          9900.00
          10129.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          2.000000
          923800.00
          977822.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          2.000000
          54600.00
          56646.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          2.250000
          34985200.00
          37698155.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-03-31
          
          2.125000
          30900.00
          32623.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-15
          
          2.125000
          12332600.00
          13108292.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-30
          
          2.125000
          48600.00
          50092.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          2.000000
          1986000.00
          2103976.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          2.875000
          20500.00
          22616.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-09-30
          
          1.625000
          37715600.00
          39278125.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          1.500000
          39900.00
          41457.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          1.500000
          44059800.00
          45725274.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-30
          
          1.625000
          6856800.00
          7172309.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-12-31
          
          1.750000
          35100.00
          36959.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          1.375000
          35129200.00
          36429474.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-15
          
          0.500000
          50000000.00
          50377822.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-03-31
          
          0.625000
          1808200.00
          1771630.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-15
          
          0.250000
          8950400.00
          8971610.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          0.250000
          32420800.00
          32056371.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-07-15
          
          0.125000
          97800.00
          111441.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          0.250000
          2251500.00
          2220835.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-30
          
          0.125000
          9608000.00
          9613468.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-10-15
          
          0.125000
          50200000.00
          50129562.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-30
          
          0.125000
          2631300.00
          2633507.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-04
      2021-06-04
      N
      N
      N
      0.0003
      650000000.00
      650000000.00
      0.0188
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.110002%
      NQQ6HPCNCCU6TUTQYE16
      0000927971
      TPR039B2C779163BAN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-24
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          2.125000
          6500.00
          11673.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          0.750000
          400.00
          536.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-02-15
          
          2.500000
          39966400.00
          41855660.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          3.000000
          100.00
          115.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          3.000000
          12900700.00
          14856627.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          1.000000
          1900.00
          2619.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          3.125000
          13652800.00
          15989203.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2050-08-15
          
          1.375000
          100.00
          80.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          1.875000
          73600.00
          70113.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2051-05-15
          
          2.375000
          200.00
          204.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          2.375000
          99900.00
          104413.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-31
          
          2.750000
          11151900.00
          12219257.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-31
          
          1.250000
          23723900.00
          23866981.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-05-15
          
          2.375000
          39300.00
          42365.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-09-30
          
          0.250000
          200.00
          197.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-11-15
          
          0.875000
          100.00
          94.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-31
          
          0.125000
          119700.00
          119761.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          0.00
          9.00
          8.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-07
      2021-06-07
      2021-07-07
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0011
      107000000.00
      107000000.00
      0.0031
      N
      N
      Y
      N
    
    
      HSBC BANK PLC
      HSBC BANK PLC 0.029999%
      MP6I5ZYZBEU3UXPYFY54
      0001140465
      TPR039C5B7791631HS
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          3.000000
          600.00
          684.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          3.375000
          14100.00
          17357.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-05-15
          
          2.875000
          12256100.00
          13609892.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          3.125000
          846600.00
          956158.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-12-31
          
          2.625000
          800.00
          878.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-31
          
          2.625000
          19100.00
          20484.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          2.625000
          5600.00
          6161.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-28
          
          2.500000
          55900.00
          60826.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-03-31
          
          2.250000
          16900.00
          18157.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-15
          
          2.250000
          4800.00
          4904.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          29700.00
          34324.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          2.250000
          4300.00
          4603.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-30
          
          2.000000
          15841400.00
          16445245.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          1.750000
          83600.00
          86333.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-30
          
          1.375000
          2480900.00
          2554888.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-15
          
          1.625000
          1530800.00
          1565359.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-03-31
          
          2.125000
          600.00
          633.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-30
          
          2.125000
          300.00
          309.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-31
          
          1.750000
          1491900.00
          1529619.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          2.000000
          5600.00
          5933.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          2.875000
          11600.00
          12798.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-09-30
          
          1.625000
          5200.00
          5415.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          1.500000
          51600.00
          53614.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-15
          
          1.375000
          25000000.00
          25474186.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-12-31
          
          1.750000
          500.00
          526.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-03-31
          
          0.500000
          8000.00
          8001.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-15
          
          0.250000
          1475500.00
          1478997.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-30
          
          0.125000
          35465600.00
          35495345.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-30
          
          0.625000
          2628600.00
          2548784.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-04
      2021-06-04
      N
      N
      N
      0.0003
      100000000.00
      100000000.00
      0.0029
      N
      N
      Y
      N
    
    
      HSBC BANK PLC
      HSBC BANK PLC 0.029999%
      MP6I5ZYZBEU3UXPYFY54
      0001140465
      TPR039EFA7791632HS
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-11-15
          
          2.875000
          27400.00
          30684.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          3.000000
          2700.00
          3116.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          3.375000
          2400.00
          2954.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-31
          
          1.875000
          500.00
          526.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          3.125000
          700.00
          791.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-15
          
          2.125000
          200.00
          204.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          2700.00
          3120.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-30
          
          2.000000
          98160800.00
          101902510.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-30
          
          1.375000
          2100.00
          2163.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          2.000000
          6300.00
          6536.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-03-31
          
          2.125000
          6800.00
          7179.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-31
          
          1.750000
          100.00
          103.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          2.000000
          18400.00
          19493.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          2.875000
          100.00
          110.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          1.500000
          19400.00
          20157.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          0.250000
          500.00
          493.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-30
          
          0.125000
          200.00
          200.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-04
      2021-06-04
      N
      N
      N
      0.0003
      100000000.00
      100000000.00
      0.0029
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.069998%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR03A34E779163CAN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          2.875000
          41400.00
          46199.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          3.000000
          531500.00
          606093.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          0.750000
          1000.00
          1345.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-05-15
          
          3.000000
          43313000.00
          49439311.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          2.875000
          167500.00
          188419.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          3.125000
          11900.00
          13988.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-11-15
          
          2.375000
          14281600.00
          14591068.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          3.125000
          43300200.00
          48903633.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-12-31
          
          2.625000
          404100.00
          443575.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-28
          
          2.500000
          7010500.00
          7628316.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-29
          
          2.375000
          235100.00
          250096.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          2.250000
          31700.00
          33718.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-15
          
          0.125000
          300.00
          337.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-15
          
          1.500000
          3500.00
          3597.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          1.375000
          36800.00
          37726.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          1.125000
          135000.00
          138513.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-06-30
          
          0.500000
          1435900.00
          1391090.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-01-15
          
          0.125000
          500.00
          558.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-04-15
          
          0.125000
          4000.00
          4435.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-15
          
          0.250000
          208300.00
          208008.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-07
      2021-06-07
      2021-08-04
      Y
      
        CANADIAN IMPERIAL BANK OF COMMER
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0007
      121500000.00
      121500000.00
      0.0035
      N
      N
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.015001%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR03A5C8779163MUF
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-05-15
          
          0.00
          98850000.00
          51380451.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          3.125000
          100.00
          117.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          2.875000
          1700.00
          1897.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-08-15
          
          3.625000
          960900.00
          1211728.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-08-15
          
          3.125000
          500.00
          586.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-05-15
          
          3.000000
          100.00
          114.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2051-05-15
          
          2.375000
          1315000.00
          1346265.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-05-15
          
          2.875000
          15577900.00
          17298613.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          0.250000
          6680300.00
          8160296.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          0.625000
          964600.00
          1208086.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-03-31
          
          2.125000
          500.00
          528.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-08-15
          
          0.625000
          15138400.00
          13970821.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-15
          
          0.125000
          3000000.00
          2991829.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-11-15
          
          0.00
          6999890.00
          4428669.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-04
      2021-06-04
      N
      N
      N
      0.0002
      100000000.00
      100000000.00
      0.0029
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03A6C57791635BN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-02
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          0.00
          200.00
          199.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-05-15
          
          0.00
          100.00
          68.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.00
          1198000.00
          726468.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          1802700.00
          993405.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          0.00
          1638100.00
          864999.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          0.00
          5211900.00
          2735414.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2051-02-15
          
          0.00
          13081700.00
          6493533.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          7.250000
          11600.00
          12848.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-01-15
          
          1.750000
          36790000.00
          56892967.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          2.500000
          41073200.00
          66005093.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          2.125000
          50000000.00
          90208003.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-08-15
          
          3.750000
          28605000.00
          36369464.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-11-15
          
          2.750000
          7900.00
          8620.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.625000
          204417500.00
          273292171.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-08-15
          
          2.250000
          93512700.00
          93083176.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          2.500000
          7470000.00
          7821775.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-31
          
          2.750000
          62192200.00
          66271035.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-30
          
          2.875000
          37433900.00
          39948560.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-31
          
          2.625000
          100000000.00
          107245204.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-31
          
          2.125000
          154600.00
          166150.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-31
          
          2.125000
          25000.00
          25524.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-15
          
          2.000000
          14947400.00
          15240599.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          2.000000
          256300.00
          271018.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-03-31
          
          2.125000
          59567600.00
          62884174.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-15
          
          0.375000
          43209200.00
          53622166.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-31
          
          0.315000
          300.00
          300.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-03-31
          
          0.500000
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-31
          
          0.250000
          100.00
          98.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-15
          
          0.125000
          100000000.00
          99816319.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-02-15
          
          1.125000
          400.00
          384.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          1.625000
          51143200.00
          51242574.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-02-15
          
          0.00
          212622.00
          150356.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-11-15
          
          0.00
          6397400.00
          5407038.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-11-15
          
          0.00
          153471550.00
          126097137.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-11-15
          
          0.00
          10207.00
          8154.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-11-15
          
          0.00
          7543.00
          5867.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-11-15
          
          0.00
          5878395.00
          4442438.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-15
          
          0.00
          2000.00
          1952.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          0.00
          1044036.00
          985560.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          0.00
          20.00
          18.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-15
          
          0.00
          40000000.00
          35298800.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-11-15
          
          0.00
          4116140.00
          3580741.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-11-15
          
          0.00
          8932485.00
          6366557.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2038-08-15
          
          0.00
          134.00
          91.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-02-15
          
          0.00
          61.00
          41.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-08-15
          
          0.00
          51960514.00
          34025979.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          121592569.00
          78346956.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-11-15
          
          0.00
          34209165.00
          21560839.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-02-15
          
          0.00
          20000089.00
          12155574.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-11-15
          
          0.00
          30000000.00
          17852130.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          0.00
          81.00
          48.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          0.00
          28.00
          16.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-05-15
          
          0.00
          44.00
          25.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          0.00
          900081.00
          471144.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-05-15
          
          0.00
          63.00
          32.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-07
      2021-06-07
      2021-08-19
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      1450000000.00
      1450000000.00
      0.0419
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.060001%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03AB0C7791634BN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-30
          
          0.00
          600.00
          600.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-10
          
          0.00
          400.00
          400.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          0.00
          8798400.00
          5821074.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-15
          
          8.000000
          900.00
          936.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          7.250000
          398800.00
          441702.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          6.000000
          100.00
          126.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          2.000000
          100.00
          160.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          2.875000
          2900.00
          3228.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          1.375000
          800.00
          1221.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-05-15
          
          3.000000
          100.00
          114.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          3.375000
          17743000.00
          21761989.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          1.875000
          200.00
          205.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-30
          
          2.625000
          700.00
          744.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          2.625000
          100.00
          110.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-30
          
          1.750000
          100.00
          102.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-30
          
          1.625000
          3521600.00
          3625827.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-15
          
          0.375000
          42636800.00
          52005469.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.875000
          91600.00
          93275.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          1.500000
          200.00
          204.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          1.375000
          2500.00
          2563.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-31
          
          0.250000
          100.00
          98.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-09-30
          
          0.375000
          49963700.00
          47649594.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-02-15
          
          1.125000
          1200.00
          1152.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-02-29
          
          1.125000
          74883800.00
          74607538.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          0.00
          82.00
          68.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-11-15
          
          0.00
          2427940.00
          1994873.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-05-15
          
          0.00
          87.00
          68.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-11-15
          
          0.00
          59.00
          45.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          0.00
          20.00
          19.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-11-15
          
          0.00
          67.00
          48.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-05-15
          
          0.00
          20.00
          14.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2038-08-15
          
          0.00
          17.00
          11.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          14.00
          8.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-05-15
          
          0.00
          97.00
          51.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          0.00
          576878.00
          301965.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          1507051.00
          784398.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-07
      2021-06-07
      2021-09-07
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      205000000.00
      205000000.00
      0.0059
      N
      N
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.015001%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR03AD007791632MU
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-08-15
          
          0.00
          27841000.00
          18905849.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          3.000000
          13170900.00
          15279232.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          0.250000
          5975600.00
          7299472.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-15
          
          0.125000
          200.00
          199.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          0.00
          70579832.00
          40115247.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-04
      2021-06-04
      N
      N
      N
      0.0002
      80000000.00
      80000000.00
      0.0023
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.020002%
      2IGI19DL77OX0HC3ZE78
      0000016847
      TPR03B8697791631CA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          2.500000
          138200.00
          222237.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          4.625000
          100.00
          141.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          3.125000
          11400.00
          13320.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          2.875000
          38400.00
          42851.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          3.000000
          500.00
          570.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-11-15
          
          2.875000
          20600.00
          23069.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-08-15
          
          2.750000
          272700.00
          300796.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          1.000000
          157700.00
          218156.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          2.875000
          6753000.00
          7549981.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-12-31
          
          2.625000
          63535700.00
          69742188.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-30
          
          2.250000
          85500.00
          90501.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          2.250000
          100.00
          106.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-15
          
          0.375000
          50500.00
          62627.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-15
          
          1.500000
          2748300.00
          2824736.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-09-30
          
          0.375000
          4700.00
          4488.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          0.125000
          1500.00
          1501.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-30
          
          0.375000
          5654400.00
          5585490.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-15
          
          0.250000
          17300.00
          17276.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      Y
      
        CANADIAN IMPERIAL BANK OF COMMER
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0002
      85000000.00
      85000000.00
      0.0025
      N
      Y
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.020002%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03BB3B7791633BN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-16
          
          0.00
          1821900.00
          1821794.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-06
          
          0.00
          30600.00
          30600.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-15
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-08-15
          
          0.00
          24900.00
          22087.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          348500.00
          232394.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          0.00
          2551800.00
          1507450.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          100.00
          53.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-05-15
          
          0.00
          100.00
          52.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-15
          
          8.000000
          100.00
          104.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-11-15
          
          2.750000
          168500.00
          183847.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          2.250000
          200.00
          200.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          0.875000
          185900.00
          252676.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          1.000000
          160100.00
          217726.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-01-15
          
          0.500000
          223400.00
          271018.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          2.250000
          400.00
          425.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-15
          
          0.125000
          83000.00
          99956.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.875000
          6710900.00
          6833584.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-15
          
          0.125000
          27968700.00
          31354440.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-15
          
          0.375000
          98400.00
          122113.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-15
          
          0.750000
          100.00
          122.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-30
          
          1.500000
          187600.00
          188984.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-15
          
          0.125000
          19663700.00
          21970779.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          0.070000
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-31
          
          0.250000
          506000.00
          497947.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-05-15
          
          0.00
          2516403.00
          1981526.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          0.00
          4979442.00
          4700544.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-11-15
          
          0.00
          6229994.00
          4440379.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-05-15
          
          0.00
          279254.00
          151937.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          485306.00
          262353.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-05-15
          
          0.00
          7516071.00
          3991124.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          0.00
          885642.00
          463586.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-07
      2021-06-07
      2021-06-07
      Y
      
        BNP Paribas
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0002
      80000000.00
      80000000.00
      0.0023
      N
      N
      Y
      N
    
    
      NORINCHUKIN BANK (THE)
      NORINCHUKIN BANK (THE) 0.040000%
      5493007VSMFZCPV1NB83
      0001496637
      TPR03BBA8779163THE
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-08-15
          
          6.125000
          1077600.00
          1495380.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          2.000000
          7714600.00
          8165738.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          2.000000
          720500.00
          763300.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-08-15
          
          0.625000
          132386200.00
          122175656.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-02
      2021-06-02
      2021-06-02
      N
      N
      N
      0.0004
      130000000.00
      130000000.00
      0.0038
      N
      N
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.005000%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03BFFA7791631BN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-04-15
          
          3.625000
          776100.00
          1730855.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          1.375000
          5347600.00
          8158618.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-05-15
          
          3.000000
          100.00
          114.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          3.000000
          508800.00
          587911.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          1.875000
          100.00
          103.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          2.875000
          100.00
          111.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-15
          
          2.875000
          40722000.00
          41298531.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-30
          
          1.625000
          1000.00
          1008.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          1.750000
          7757800.00
          8011372.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-30
          
          1.625000
          5519400.00
          5682754.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-15
          
          2.000000
          36678500.00
          37036721.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-15
          
          0.125000
          14163200.00
          17056672.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-15
          
          1.750000
          5981500.00
          6172120.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.875000
          2101900.00
          2140325.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          2.875000
          100.00
          110.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          1.500000
          100.00
          102.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          0.375000
          4824400.00
          4840100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-31
          
          0.250000
          200.00
          197.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-31
          
          0.125000
          16693200.00
          16701731.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-15
          
          0.125000
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-11-15
          
          0.00
          4115801.00
          3580446.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      150000000.00
      150000000.00
      0.0043
      N
      Y
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.005000%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03C0B37791632BN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-08-15
          
          0.00
          421400.00
          373794.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-02-15
          
          0.00
          2707500.00
          2036376.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          6104700.00
          4070858.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.00
          700.00
          424.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          0.00
          7887500.00
          4461880.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-11-15
          
          0.00
          25418300.00
          13912452.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          100.00
          53.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          0.00
          100.00
          52.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-11-15
          
          0.00
          100.00
          51.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-04-15
          
          3.625000
          20218500.00
          45091220.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          5.500000
          100.00
          131.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-15
          
          0.375000
          57030000.00
          69481531.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          31418400.00
          36273772.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          2.250000
          100.00
          108.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-15
          
          0.750000
          16720200.00
          20384761.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-31
          
          2.750000
          308200.00
          328192.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          1.125000
          19000.00
          19487.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-28
          
          0.500000
          8942900.00
          8845040.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-08-15
          
          0.00
          90.00
          74.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-08-15
          
          0.00
          69.00
          52.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-05-15
          
          0.00
          159051.00
          125244.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2038-11-15
          
          0.00
          338958.00
          227096.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-05-15
          
          0.00
          41424969.00
          27275318.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-08-15
          
          0.00
          84.00
          49.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          0.00
          2832971.00
          1602694.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          0.00
          291.00
          162.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-05-15
          
          0.00
          41.00
          22.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          4.00
          2.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          0.00
          23.00
          12.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          9.00
          5.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          0.00
          171992.00
          89088.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-03
      2021-06-03
      2021-06-03
      N
      N
      N
      0.0001
      230000000.00
      230000000.00
      0.0066
      N
      N
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
      WELLS FARGO SECURITIES, LLC 0.000000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR03C0DD779163WEL
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          3.375000
          124744100.00
          153000043.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0000
      149999785.50
      149999785.50
      0.0043
      N
      Y
      Y
      N
    
    
      CITIGROUP GLOBAL MARKETS INC.
      CITIGROUP GLOBAL MARKETS INC. 0.005000%
      MBNUM2BPBDO7JBLYG310
      0000315030
      TPR03C0E5779163CGM
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-01
          
          0.00
          6100000.00
          6099994.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-15
          
          1.750000
          100.00
          103.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          103500.00
          119495.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-07-31
          
          1.875000
          2300.00
          2433.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      6100000.00
      6100000.00
      0.0002
      N
      Y
      Y
      N
    
    
      BARCLAYS BANK PLC
      BARCLAYS BANK PLC 0.010000%
      G5GSEF7VJP5I7OUK5573
      0000312070
      TPR03C0EB779163BAR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-19
          
          0.00
          85943300.00
          85906344.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          1.875000
          123693300.00
          118093970.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      200000000.00
      200000000.00
      0.0058
      N
      Y
      Y
      N
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.000000%
      1VUV7VQFKUOQSJ21A208
      0001330437
      TPR03C0F2779163CRE
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-04-15
          
          3.875000
          6565100.00
          14999823.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          2.375000
          9166400.00
          14999954.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-01-15
          
          1.750000
          7756100.00
          12000386.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          2.125000
          8335800.00
          14999965.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          1.375000
          9804400.00
          14999984.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          0.750000
          11150000.00
          14999975.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          1.875000
          15711200.00
          14999988.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0000
      100000000.00
      100000000.00
      0.0029
      N
      Y
      Y
      N
    
    
      MUFG SECURITIES AMERICAS INC.
      MUFG SECURITIES AMERICAS INC. 0.005000%
      K5HU16E3LMSVCCJJJ255
      0000867626
      TPR03C0F87791631MU
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-15
          
          0.500000
          588000.00
          670595.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          0.125000
          419100.00
          419506.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-15
          
          0.00
          949945.00
          949899.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      2000000.00
      2000000.00
      0.0001
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES, INC.
      BOFA SECURITIES, INC. 0.000000%
      549300HN4UKV1E2R3U73
      TPR03C104779163BOF
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-15
          
          0.625000
          371000.00
          421052.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-15
          
          0.500000
          78400.00
          89509.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-15
          
          0.625000
          2948500.00
          3511874.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-15
          
          0.125000
          5908200.00
          7087567.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-15
          
          0.375000
          12050000.00
          14697770.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-15
          
          0.125000
          12598300.00
          14142604.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-01-15
          
          0.125000
          6667600.00
          7430090.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-28
          
          0.125000
          54613400.00
          54619534.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0000
      99999857.00
      99999857.00
      0.0029
      N
      Y
      Y
      N
    
    
      FIXED INCOME CLEARING CORPORATION
      FIXED INCOME CLEARING CORPORATION 0.005000%
      549300H47WTHXPU08X20
      0001232861
      TPR03C107779163BNY
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          3.000000
          150000000.00
          173322756.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-30
          
          2.625000
          175000000.00
          185881858.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-11-15
          
          2.750000
          200000000.00
          212640293.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-01-15
          
          0.125000
          127566900.00
          142155128.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      699999384.00
      699999384.00
      0.0202
      N
      Y
      Y
      N
    
    
      BNP PARIBAS
      Joint Account I 0.005000%
      R0MUWSFPU8MPRO8K5P83
      0000310732
      TPR03C10A779163BNP
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-15
          
          0.00
          66.67
          66.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-07
          
          0.00
          66.67
          66.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-01
          
          0.00
          400.00
          400.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-02-15
          
          0.00
          6471266.67
          4885936.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-05-15
          
          0.00
          195000.00
          133361.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-11-15
          
          0.00
          8142266.67
          5478353.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          11262533.33
          7537923.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.00
          6731800.00
          4095358.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          0.00
          4043400.00
          2398743.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          125133.33
          69293.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          0.00
          906333.33
          486856.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          0.00
          121333.33
          64553.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          0.00
          165400.00
          87383.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          0.00
          13084800.00
          6893098.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          0.00
          684666.67
          357864.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          2.375000
          73600.00
          120439.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-01-15
          
          1.750000
          4511200.00
          6979815.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          2.500000
          922333.33
          1483188.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-05-15
          
          3.000000
          133.33
          152.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-02-15
          
          2.500000
          66.67
          70.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          3.000000
          133.33
          154.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          1.000000
          17013266.67
          23535444.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          3.000000
          71334400.00
          82753256.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-05-15
          
          2.875000
          9671266.67
          10901042.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2051-02-15
          
          1.875000
          83358133.33
          76483850.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          2.125000
          65196733.33
          69161704.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          2.250000
          66.67
          70.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-31
          
          2.125000
          6815866.67
          7090660.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-30
          
          1.125000
          14173533.33
          14250662.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-30
          
          1.750000
          2666666.67
          2712295.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          1.500000
          66.67
          68.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-15
          
          0.125000
          859866.67
          964716.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-31
          
          0.315000
          43400.00
          43464.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          1.375000
          364333.33
          377818.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-31
          
          0.250000
          66.67
          65.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-02-15
          
          0.00
          4.67
          4.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-08-15
          
          0.00
          1.33
          1.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2035-08-15
          
          0.00
          7888000.00
          5845844.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-02-15
          
          0.00
          9309396.67
          6610974.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-11-15
          
          0.00
          4361366.00
          3694155.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          0.00
          48805364.00
          40739984.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-11-15
          
          0.00
          4975663.33
          4100006.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-11-15
          
          0.00
          37066546.67
          29713692.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-05-15
          
          0.00
          1158681.33
          915513.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-11-15
          
          0.00
          3065333.33
          2387202.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-05-15
          
          0.00
          940165.33
          722126.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-11-15
          
          0.00
          34.00
          26.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-15
          
          0.00
          656.67
          640.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          0.00
          192064.67
          185637.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          0.00
          22996.00
          22107.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          0.00
          951191.33
          898628.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          0.00
          12.67
          12.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-15
          
          0.00
          108279.33
          100372.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          0.00
          32666.67
          29286.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-11-15
          
          0.00
          2744019.33
          2390930.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-02-15
          
          0.00
          105406.00
          88610.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-11-15
          
          0.00
          70000.00
          50070.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-05-15
          
          0.00
          376000.00
          265256.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2038-08-15
          
          0.00
          28.00
          18.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-02-15
          
          0.00
          175912.67
          117154.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          7.33
          4.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-11-15
          
          0.00
          4753303.33
          3007305.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          0.00
          119.33
          74.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          0.00
          2936954.67
          1733470.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-08-15
          
          0.00
          147.33
          86.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          0.00
          1839544.00
          1066054.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          51831166.00
          28163500.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-05-15
          
          0.00
          4231971.33
          2258468.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          0.00
          590666.67
          310926.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          3857906.67
          2019949.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          0.00
          6968000.00
          3601097.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-05-15
          
          0.00
          10992291.33
          5612609.33
          U.S. Treasuries (including strips)
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      466666265.33
      466666265.33
      0.0135
      N
      Y
      Y
      N
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
      Joint Account I 0.005000%
      1VUV7VQFKUOQSJ21A208
      0001330437
      TPR03C10A779163CRE
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-15
          
          2.125000
          144209533.33
          153212632.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-31
          
          1.875000
          47999400.00
          49313934.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-15
          
          0.375000
          476073533.34
          477473462.67
          U.S. Treasuries (including strips)
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      666666093.34
      666666093.34
      0.0193
      N
      Y
      Y
      N
    
    
      BANK OF NOVA SCOTIA (THE)
      Joint Account I 0.005000%
      L3I9ZG2KFGXZ61BMYR72
      0000009631
      TPR03C10A779163THE
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-17
          
          0.00
          66.67
          66.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-07
          
          0.00
          3807600.00
          3807173.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-02
          
          0.00
          268666.67
          268624.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-30
          
          0.00
          12721066.67
          12718026.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-01
          
          0.00
          333.33
          333.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-22
          
          0.00
          133.33
          133.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-24
          
          0.00
          1022533.33
          1022273.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-19
          
          0.00
          266.67
          266.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-26
          
          0.00
          133.33
          133.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-24
          
          0.00
          66.67
          66.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-16
          
          0.00
          34666.67
          34664.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-01
          
          0.00
          69200.00
          69200.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-19
          
          0.00
          2074466.67
          2073574.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-26
          
          0.00
          66.67
          66.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-05-15
          
          4.250000
          68642400.00
          91635432.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-08-15
          
          3.625000
          41333333.33
          52122742.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          3.750000
          7057600.00
          9007182.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-05-15
          
          3.000000
          24666600.00
          28155512.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          3.375000
          83333333.33
          102584104.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-05-15
          
          2.875000
          666533.33
          751288.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          1.125000
          38063600.00
          31807843.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2050-11-15
          
          1.625000
          60749666.67
          52139923.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-11-15
          
          1.375000
          143531266.67
          124911778.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-15
          
          1.500000
          133.33
          138.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-31
          
          1.375000
          733.33
          755.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-15
          
          0.375000
          69266.67
          84383.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-07-31
          
          2.125000
          5616666.67
          5969281.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-15
          
          2.250000
          6665066.67
          7133720.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          2.375000
          733.33
          766.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-28
          
          2.625000
          600.00
          630.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-15
          
          2.625000
          66.67
          67.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-30
          
          2.625000
          66.67
          70.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-31
          
          2.750000
          666.67
          709.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-31
          
          2.750000
          389800.00
          427263.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          3.125000
          22733.33
          25675.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-30
          
          2.875000
          3433866.67
          3816461.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-15
          
          2.625000
          4233666.67
          4342772.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          2.500000
          666.67
          712.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-03-31
          
          2.250000
          800000.00
          859487.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-15
          
          2.250000
          2496666.67
          2550938.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-15
          
          0.500000
          1831800.00
          2089110.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-15
          
          2.375000
          15634600.00
          16807366.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-31
          
          2.125000
          66.67
          72.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          66.67
          77.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          0.250000
          156666.67
          191375.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          2.250000
          16733.33
          17910.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          1.625000
          16797400.00
          17563844.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          1.500000
          2066.67
          2123.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-31
          
          1.375000
          133.33
          134.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-30
          
          1.375000
          200.00
          206.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-10-31
          
          1.625000
          304000.00
          314834.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-11-30
          
          2.125000
          1006200.00
          1064741.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          0.375000
          200.00
          245.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-15
          
          1.750000
          460800.00
          475446.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-15
          
          0.375000
          133.33
          162.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          2.500000
          1426000.00
          1508909.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-02-28
          
          1.875000
          66.67
          68.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-03-31
          
          2.125000
          1733.33
          1830.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-31
          
          2.000000
          4333.33
          4376.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-30
          
          2.000000
          200.00
          210.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-05-15
          
          2.375000
          65666.67
          70857.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-15
          
          0.375000
          3760066.67
          4663006.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          2.000000
          10000.00
          10288.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-31
          
          1.750000
          399333.33
          409429.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-31
          
          2.000000
          66.67
          70.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-15
          
          0.750000
          6499933.33
          7929947.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          2.875000
          200.00
          220.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-07-31
          
          1.875000
          189866.67
          200987.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-08-15
          
          1.625000
          66.67
          68.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-31
          
          1.375000
          682333.33
          702618.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-09-30
          
          1.625000
          5860200.00
          6102983.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-30
          
          1.500000
          4105666.67
          4135326.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-11-15
          
          1.750000
          3185733.33
          3267113.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-30
          
          1.500000
          66.67
          67.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-15
          
          1.625000
          2766600.00
          2851264.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-15
          
          1.625000
          2276400.00
          2346063.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-12-31
          
          1.750000
          333333.33
          350561.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-31
          
          0.169000
          66.67
          66.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          1.375000
          49733.33
          51574.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-31
          
          1.500000
          16666666.67
          17249168.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          1.375000
          4166666.67
          4271480.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-28
          
          1.125000
          66.67
          67.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          1.125000
          600.00
          615.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-03-31
          
          0.500000
          16000.00
          16002.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-15
          
          0.250000
          66.67
          66.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-30
          
          0.125000
          333.33
          333.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          0.250000
          3331933.33
          3294480.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-06-30
          
          0.250000
          4153800.00
          4102716.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-15
          
          0.125000
          666.67
          666.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-31
          
          0.375000
          26666533.33
          25569099.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-08-15
          
          0.625000
          43092733.33
          39769122.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-31
          
          0.125000
          33420800.00
          33444606.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-15
          
          0.125000
          266.67
          266.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-15
          
          0.125000
          66800.00
          66729.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          0.070000
          666.67
          667.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-30
          
          0.125000
          666.67
          667.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-15
          
          0.125000
          66.67
          66.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-15
          
          0.125000
          6000.00
          5986.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-01-15
          
          0.125000
          66.67
          74.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          0.125000
          66.67
          66.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-31
          
          0.375000
          31248666.67
          30769875.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-28
          
          0.500000
          200.00
          198.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-03-31
          
          1.250000
          788533.33
          791385.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-03-31
          
          0.750000
          4266.67
          4268.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          0.125000
          400.00
          400.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-04-30
          
          1.250000
          251333.33
          251698.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-15
          
          0.250000
          200.00
          200.00
          U.S. Treasuries (including strips)
        
        
          CASH
          
            2021-05-28
          
          0.00
          44048703.61
          44048703.61
          Other Instrument
          CASH COLLATERAL
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      799999312.00
      799999312.00
      0.0231
      N
      Y
      Y
      N
    
    
      WELLS FARGO SECURITIES, LLC
      Joint Account I 0.010000%
      VYVVCKR63DVZZN70PB21
      0001224385
      TPR03C10A779163WEL
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          5.500000
          10000.00
          13066.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          5.250000
          44666.67
          57256.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          2.500000
          33374000.00
          34991044.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-11-15
          
          2.875000
          4788400.00
          5343469.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          3.375000
          21529400.00
          26406051.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2051-05-15
          
          2.375000
          1166666.67
          1189120.00
          U.S. Treasuries (including strips)
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      66666609.34
      66666609.34
      0.0019
      N
      Y
      Y
      N
    
    
      J.P. MORGAN SECURITIES LLC
      J.P. MORGAN SECURITIES LLC 0.005000%
      ZBUT11V806EZRVTWT807
      0000782124
      TPR03C114779163JP
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-15
          
          7.625000
          22131000.00
          28427774.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          2.000000
          168039200.00
          172779374.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-15
          
          2.125000
          2638800.00
          2666163.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-31
          
          0.00
          126806.00
          126802.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      199999824.00
      199999824.00
      0.0058
      N
      Y
      Y
      N
    
    
      FEDERAL RESERVE BANK OF NEW YORK
      FEDERAL RESERVE BANK OF NEW YORK 0.000000%
      254900Y8NKGV541U8Q32
      0001457970
      TPR03C116779163FED
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-15
          
          2.250000
          1673753400.00
          1799887086.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-30
          
          2.875000
          638230700.00
          697616471.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-29
          
          2.375000
          339789500.00
          361452401.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          2.000000
          292926500.00
          311487893.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          2.250000
          740922800.00
          797573594.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          2.500000
          361606200.00
          382685744.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          2.875000
          898637000.00
          990955890.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-09-30
          
          1.625000
          16798600.00
          17477686.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-02-15
          
          1.500000
          2873821000.00
          2885274669.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-10-15
          
          0.125000
          556486300.00
          555588609.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0000
      8799987416.00
      8799987416.00
      0.2544
      N
      Y
      Y
      N
    
    
      J.P. MORGAN SECURITIES LLC
      J.P. MORGAN SECURITIES LLC 0.005000%
      ZBUT11V806EZRVTWT807
      0000782124
      TPR03C1197791631JP
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-15
          
          0.00
          23074800.00
          23074523.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-15
          
          0.00
          400.00
          400.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-30
          
          2.125000
          26116600.00
          27923317.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-15
          
          0.125000
          1600.00
          1793.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      49999956.00
      49999956.00
      0.0014
      N
      Y
      Y
      N
    
    
      FIXED INCOME CLEARING CORPORATION
      FIXED INCOME CLEARING CORPORATION 0.002500%
      549300H47WTHXPU08X20
      0001232861
      TPR03C11B779163DBN
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          0.125000
          66278600.00
          66300075.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0000
      65000000.00
      65000000.00
      0.0019
      N
      Y
      Y
      N
    
    
      Goldman Sachs Financial Square Funds - Treasury Obligations
      2021-06-07
      Peter W. Fortner
      Peter W. Fortner
      Assistant Treasurer
    
  





Serious News for Serious Traders! Try StreetInsider.com Premium Free!

You May Also Be Interested In





Related Categories

SEC Filings

Related Entities

Goldman Sachs