0001145549-17-006442.txt : 20171006 0001145549-17-006442.hdr.sgml : 20171006 20171006152240 ACCESSION NUMBER: 0001145549-17-006442 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170930 FILED AS OF DATE: 20171006 DATE AS OF CHANGE: 20171006 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WELLS FARGO FUNDS TRUST CENTRAL INDEX KEY: 0001081400 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-09253 FILM NUMBER: 171127016 BUSINESS ADDRESS: STREET 1: 525 MARKET STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 800-222-8222 MAIL ADDRESS: STREET 1: 525 MARKET STREET STREET 2: 12TH FLOOR CITY: SAN FRANCISCO STATE: CA ZIP: 94105 0001081400 S000007440 Wells Fargo Treasury Plus Money Market Fund C000020412 Class A PIVXX C000020413 Institutional Class PISXX C000020414 Service Class PRVXX C000064992 Administrator Class WTPXX C000086835 Class Sweep N-MFP2 1 primary_doc.xml N-MFP2 0001081400 XXXXXXXX 2017-09-30 0001081400 S000007440 5 N N 333-74295 Wells Fargo Funds Management, LLC 801-58237 Wells Capital Management, Inc. 801-21122 KPMG LLP Boston MA Wells Fargo Funds Management, LLC Boston Financial Data Services, Inc. 0000275143 084-00896 N N N Treasury N 38 70 15570193707.69 15260754123.23 15627262070.74 16191635319.06 15412919719.54 16135193707.69 15960754123.23 16367262070.74 16716635319.06 15862919719.54 0.9634 0.9520 0.9529 0.9665 0.9601 0.9984 0.9957 0.9980 0.9979 0.9881 300731366.60 15713583375.88 15712188352.94 40857100.49 14735549.54 16039041270.49 16037059969.7740 1.0000 0.0106 1.0002 1.0002 1.0002 1.0002 1.0002 C000020412 1000.00 1492921315.10 1492731404.0270 1.0003 1.0002 1.0002 1.0002 1.0002 111968132.36 161951441.95 195428567.61 179254727.94 206084146.83 92670563.30 132135956.98 179784854.34 128012624.12 167637833.32 670926563.25 664923035.76 0.0044 N C000020413 10000000.00 13035640174.32 13034043811.5910 1.0002 1.0002 1.0002 1.0002 1.0002 3266631800.77 3336399270.49 1854981211.20 2200355123.69 2647468325.99 2268866343.13 2352619826.10 1850708262.49 2069511875.05 2698805647.93 10277993056.94 10282297314.69 0.0085 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $269,525.39 of expenses for the class. C000020414 100000.00 1472976427.05 1472785596.5600 1.0003 1.0002 1.0002 1.0002 1.0002 139948345.78 118455000.94 61442884.25 39806861.62 100524965.03 131315390.27 91454832.60 112201943.26 78086677.10 105717163.17 428524772.58 457080730.95 0.0060 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $81,093.98 of expenses for the class. C000064992 1000000.00 37403268.25 37399084.2560 1.0003 1.0003 1.0002 1.0002 1.0002 3889304.20 8323862.00 449353.13 10819000.00 1082089.18 7257000.00 20064276.00 5027000.00 14204000.00 19384910.82 35831933.33 49483964.49 0.0071 N C000086835 1.00 100085.77 100073.3400 1.0003 1.0002 1.0002 1.0002 1.0002 22.76 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 22.76 0.00 0.0028 N Merrill Lynch Merrill Lynch 1.050000% 06399U000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 NOTE M 24 2024-06-30 2.000000 62857035.00 62716119.10 U.S. Treasuries (including strips) 0 1/8 TRIN X 22 2022-04-15 0.125000 227322363.85 227983952.70 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 285000000.00 285000000.00 0.0178 N Y Y N Credit Agricole Repo Credit Agricole Repo 1.040000% 22599G006 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 5/8 NOTE F 20 2020-11-15 2.625000 92171908.62 95823429.51 U.S. Treasuries (including strips) 2 NOTE N 20 2020-07-31 2.000000 92672599.14 94017359.16 U.S. Treasuries (including strips) 0 7/8 NOTE AM 19 2019-05-15 0.875000 24966393.10 24829264.51 U.S. Treasuries (including strips) 3 3/4 BOND 43 2043-11-15 3.750000 3906957.76 4629958.25 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0105 215000000.00 215000000.00 0.0134 N Y Y N JPMorgan Securities Incorporated JPMorgan Securities Incorporated 1.050000% 41899C002 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N Y BILL 01/11/18 2018-01-11 0.00 44275000.00 44147045.66 U.S. Treasuries (including strips) BILL 02/01/18 2018-02-01 0.00 93927500.00 93584669.32 U.S. Treasuries (including strips) BILL 02/15/18 2018-02-15 0.00 74705000.00 74396467.91 U.S. Treasuries (including strips) 1 1/8 NOTE AA 21 2021-06-30 1.125000 123205000.00 120848324.40 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-11-09 0.00 200887300.00 200666323.20 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-11-24 0.00 27400000.00 27358078.23 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2050-01-01 N N N 0.0106 550000000.00 550000000.00 0.0343 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 1.000000% 43999X9F9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 3 5/8 NOTE B 21 2021-02-15 3.625000 515019600.00 550474962.80 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-11-15 2.750000 403232300.00 401404759.20 U.S. Treasuries (including strips) 3 3/4 BOND 41 2041-08-15 3.750000 83789000.00 98207880.16 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0101 1050000000.00 1050000000.00 0.0655 N Y Y N ING ING 1.030000% 454991001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 1/8 NOTE AD 21 2021-09-30 1.125000 100000000.00 97875000.00 U.S. Treasuries (including strips) 0 3/4 NOTE BD 18 2018-07-31 0.750000 100000000.00 99625000.00 U.S. Treasuries (including strips) 2 3/8 NOTE E 24 2024-08-15 2.375000 6500000.00 6581632.65 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0104 200000000.00 200000000.00 0.0125 N Y Y N ING REPO ING 1.030000% 454991002 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 5/8 NOTE AC 19 2019-08-31 1.625000 210000000.00 211050000.00 U.S. Treasuries (including strips) 2 1/8 NOTE H 24 2024-02-29 2.125000 179000000.00 179671250.00 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 2025-05-15 2.125000 123000000.00 123307500.00 U.S. Treasuries (including strips) 1 3/4 NOTE G 23 2023-01-31 1.750000 98960000.00 98216147.96 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 600000000.00 600000000.00 0.0374 N Y Y N ING REPO ING 1.030000% 454991003 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 3/8 NOTE AE 20 2020-10-31 1.375000 102300000.00 102040816.33 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0104 100000000.00 100000000.00 0.0062 N Y Y N Met Life Met Life 1.080000% 59099D000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 NOTE AQ 18 2018-08-15 1.000000 127715000.00 127367051.66 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0110 125001056.26 125001056.26 0.0078 N Y Y N Prudential Prudential 1.080000% 5493006XV9S6LSLH1666 744332008 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TINT 02/15/18 2018-02-15 0.00 43800000.00 43614945.00 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0110 42759750.00 42759750.00 0.0027 N Y Y N Nomura TriParty Nomura TriParty 1.060000% 895998003 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N BILL 07/19/18 2018-07-19 0.00 797000.00 789022.03 U.S. Treasuries (including strips) US TREASURY N/B 2018-02-15 1.000000 206920.00 207032.32 U.S. Treasuries (including strips) TREASURY BILL 2018-03-01 0.00 417080.00 415111.38 U.S. Treasuries (including strips) TINT 01/31/18 2018-01-31 0.00 135.38 134.81 U.S. Treasuries (including strips) TINT 11/15/25 2025-11-15 0.00 40260.69 33356.39 U.S. Treasuries (including strips) TINT 11/15/24 2024-11-15 0.00 1013097.56 864405.23 U.S. Treasuries (including strips) TINT 11/15/23 2023-11-15 0.00 44006.40 38614.74 U.S. Treasuries (including strips) TINT 11/15/22 2022-11-15 0.00 40260.68 36325.20 U.S. Treasuries (including strips) TINT 11/15/21 2021-11-15 0.00 501941.04 465650.70 U.S. Treasuries (including strips) TINT 11/15/20 2020-11-15 0.00 40257.45 38233.31 U.S. Treasuries (including strips) TINT 11/15/19 2019-11-15 0.00 40257.45 38982.50 U.S. Treasuries (including strips) TINT 11/15/18 2018-11-15 0.00 40257.45 39655.60 U.S. Treasuries (including strips) TINT 11/15/17 2017-11-15 0.00 9.22 9.20 U.S. Treasuries (including strips) TINT 08/15/25 2025-08-15 0.00 173499.90 144910.59 U.S. Treasuries (including strips) TINT 08/15/24 2024-08-15 0.00 24998.71 21475.39 U.S. Treasuries (including strips) TINT 08/15/22 2022-08-15 0.00 173503.02 157667.40 U.S. Treasuries (including strips) TINT 08/15/21 2021-08-15 0.00 173499.91 161970.84 U.S. Treasuries (including strips) TINT 08/15/20 2020-08-15 0.00 1098233.64 1049241.43 U.S. Treasuries (including strips) TINT 08/15/18 2018-08-15 0.00 173500.00 171405.86 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 0.00 0.00 U.S. Treasuries (including strips) TINT 05/15/25 2025-05-15 0.00 40272.87 33877.13 U.S. Treasuries (including strips) TINT 05/15/24 2024-05-15 0.00 40257.55 34851.77 U.S. Treasuries (including strips) TINT 05/15/22 2022-05-15 0.00 1013692.16 927122.85 U.S. Treasuries (including strips) TINT 05/15/21 2021-05-15 0.00 40257.50 37814.27 U.S. Treasuries (including strips) TINT 05/15/20 2020-05-15 0.00 40257.50 38683.03 U.S. Treasuries (including strips) TINT 05/15/19 2019-05-15 0.00 0.13 0.13 U.S. Treasuries (including strips) TINT 05/15/18 2018-05-15 0.00 1435503.71 1423603.39 U.S. Treasuries (including strips) TINT 02/15/25 2025-02-15 0.00 173500.00 147056.86 U.S. Treasuries (including strips) TINT 02/15/24 2024-02-15 0.00 173500.00 151170.55 U.S. Treasuries (including strips) TINT 02/15/22 2022-02-15 0.00 173499.90 159855.87 U.S. Treasuries (including strips) TINT 02/15/21 2021-02-15 0.00 173500.00 163822.17 U.S. Treasuries (including strips) TINT 02/15/20 2020-02-15 0.00 138701.76 133916.55 U.S. Treasuries (including strips) TINT 02/15/19 2019-02-15 0.00 173500.00 170186.15 U.S. Treasuries (including strips) TINT 02/15/18 2018-02-15 0.00 764555.69 760977.57 U.S. Treasuries (including strips) 1 3/8 NOTE T 18 2018-12-31 1.375000 5000000.00 5015438.18 U.S. Treasuries (including strips) 1 1/2 NOTE AF 19 2019-11-30 1.500000 5000000.00 5026357.58 U.S. Treasuries (including strips) 1 3/8 NOTE S 18 2018-11-30 1.375000 2696360.00 2707774.41 U.S. Treasuries (including strips) 2 NOTE F 21 2021-11-15 2.000000 4390000.00 4461098.91 U.S. Treasuries (including strips) 1 NOTE AT 19 2019-11-15 1.000000 101300.00 100676.28 U.S. Treasuries (including strips) 3 3/8 NOTE F 19 2019-11-15 3.375000 3677160.00 3869859.87 U.S. Treasuries (including strips) 1 5/8 NOTE R 23 2023-10-31 1.625000 4234100.00 4163610.52 U.S. Treasuries (including strips) 1 1/4 NOTE R 19 2019-10-31 1.250000 400.00 400.32 U.S. Treasuries (including strips) 1 3/4 NOTE R 18 2018-10-31 1.750000 5027040.00 5083013.63 U.S. Treasuries (including strips) 0 3/4 NOTE BH 18 2018-10-31 0.750000 15158600.00 15103711.86 U.S. Treasuries (including strips) 1 3/4 NOTE Q 22 2022-09-30 1.750000 3015460.00 3018142.81 U.S. Treasuries (including strips) 0 3/4 NOTE BG 18 2018-09-30 0.750000 1874760.00 1870327.61 U.S. Treasuries (including strips) 1 3/8 NOTE Q 18 2018-09-30 1.375000 4757580.00 4790109.63 U.S. Treasuries (including strips) 1 3/8 NOTE P 23 2023-08-31 1.375000 2665000.00 2571222.70 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 705080.00 662467.95 U.S. Treasuries (including strips) 0 3/4 NOTE AP 19 2019-07-15 0.750000 1310540.00 1296699.27 U.S. Treasuries (including strips) 1 5/8 NOTE AA 19 2019-06-30 1.625000 738940.00 744392.15 U.S. Treasuries (including strips) 1 NOTE M 19 2019-06-30 1.000000 1234340.00 1228520.49 U.S. Treasuries (including strips) 1 3/8 NOTE L 20 2020-05-31 1.375000 318460.00 318514.38 U.S. Treasuries (including strips) 3 1/8 NOTE C 21 2021-05-15 3.125000 572240.00 607330.52 U.S. Treasuries (including strips) 3 1/8 NOTE C 19 2019-05-15 3.125000 425420.00 442068.31 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 5000000.00 5011604.35 U.S. Treasuries (including strips) 2 1/4 NOTE K 21 2021-04-30 2.250000 1570340.00 1614629.05 U.S. Treasuries (including strips) 1 NOTE AK 19 2019-03-15 1.000000 332000.00 330249.28 U.S. Treasuries (including strips) 1 NOTE AK 18 2018-03-15 1.000000 388000.00 387785.34 U.S. Treasuries (including strips) 2 NOTE H 21 2021-02-28 2.000000 20.00 20.24 U.S. Treasuries (including strips) 1 1/4 NOTE H 20 2020-02-28 1.250000 5000000.00 4973756.91 U.S. Treasuries (including strips) 1 1/2 NOTE V 19 2019-02-28 1.500000 559220.00 560591.02 U.S. Treasuries (including strips) 1 3/8 NOTE H 19 2019-02-28 1.375000 5810540.00 5814216.73 U.S. Treasuries (including strips) 2 NOTE B 25 2025-02-15 2.000000 4906440.00 4860942.10 U.S. Treasuries (including strips) 2 1/4 NOTE G 24 2024-01-31 2.250000 5089480.00 5162226.37 U.S. Treasuries (including strips) 1 1/4 NOTE U 20 2020-01-31 1.250000 3061540.00 3049257.23 U.S. Treasuries (including strips) 5 1/4 BOND 28 2028-11-15 5.250000 15316220.00 19975909.40 U.S. Treasuries (including strips) 6 7/8 BOND 25 2025-08-15 6.875000 2746720.00 3708417.21 U.S. Treasuries (including strips) 7 1/4 BOND 22 2022-08-15 7.250000 4600000.00 5787906.25 U.S. Treasuries (including strips) 4 1/4 BOND 39 2039-05-15 4.250000 4648600.00 5884300.20 U.S. Treasuries (including strips) 8 1/8 BOND 21 2021-05-15 8.125000 4378520.00 5500233.17 U.S. Treasuries (including strips) 9 1/8 BOND 18 2018-05-15 9.125000 3596700.00 3893097.89 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 3917620.00 4510993.48 U.S. Treasuries (including strips) 7 5/8 BOND 25 2025-02-15 7.625000 16200000.00 22448830.84 U.S. Treasuries (including strips) 6 1/2 TPRN 26 2026-11-15 0.00 40.00 32.51 U.S. Treasuries (including strips) 7 1/2 TPRN 24 2024-11-15 0.00 14160.00 12179.72 U.S. Treasuries (including strips) 8 TPRN 21 2021-11-15 0.00 1020.00 948.12 U.S. Treasuries (including strips) 8 1/8 TPRN 21 2021-05-15 0.00 3180.00 2991.43 U.S. Treasuries (including strips) 8 1/2 TPRN 20 2020-02-15 0.00 60.00 58.02 U.S. Treasuries (including strips) BILL 05/24/18 2018-05-24 0.00 612520.00 607741.66 U.S. Treasuries (including strips) BILL 01/04/18 2018-01-04 0.00 4892000.00 4878498.08 U.S. Treasuries (including strips) U.S. Treasury Note 2017-10-31 0.750000 60060.00 60217.90 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-31 0.875000 5021000.00 5022570.37 U.S. Treasuries (including strips) US TREASURY N/B 2018-04-30 2.625000 4119380.00 4196870.24 U.S. Treasuries (including strips) U.S. Treasury Note 2018-02-15 3.500000 3983360.00 4035103.41 U.S. Treasuries (including strips) TREASURY BILL 2017-12-21 0.00 9713960.00 9691520.75 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-11-02 0.00 78440.00 78367.55 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-10-12 0.00 60.00 59.98 U.S. Treasuries (including strips) Y 2017-10-05 2017-10-05 2017-10-05 N N N 0.0104 200000000.00 200000000.00 0.0125 N N Y N NOMURA TRIPARTY REPO Nomura Triparty Repo 1.060000% U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TINT 11/15/26 2026-11-15 0.00 0.01 0.01 U.S. Treasuries (including strips) TINT 11/15/25 2025-11-15 0.00 50500.00 41839.76 U.S. Treasuries (including strips) TINT 11/15/24 2024-11-15 0.00 50503.67 43091.25 U.S. Treasuries (including strips) TINT 11/15/23 2023-11-15 0.00 50500.00 44312.74 U.S. Treasuries (including strips) TINT 11/15/21 2021-11-15 0.00 50500.00 46848.85 U.S. Treasuries (including strips) TINT 11/15/20 2020-11-15 0.00 50504.98 47965.59 U.S. Treasuries (including strips) TINT 11/15/19 2019-11-15 0.00 500.00 484.17 U.S. Treasuries (including strips) TINT 11/15/18 2018-11-15 0.00 28081695.73 27661874.38 U.S. Treasuries (including strips) TINT 11/15/17 2017-11-15 0.00 50500.76 50430.06 U.S. Treasuries (including strips) TINT 08/15/20 2020-08-15 0.00 46716947.38 44632904.36 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 50500.00 41224.16 U.S. Treasuries (including strips) TINT 05/15/25 2025-05-15 0.00 647903.18 545009.68 U.S. Treasuries (including strips) TINT 05/15/24 2024-05-15 0.00 50500.00 43718.86 U.S. Treasuries (including strips) TINT 05/15/22 2022-05-15 0.00 50500.00 46187.30 U.S. Treasuries (including strips) TINT 05/15/21 2021-05-15 0.00 50502.65 47437.64 U.S. Treasuries (including strips) TINT 05/15/20 2020-05-15 0.00 50502.23 48527.09 U.S. Treasuries (including strips) TINT 05/15/19 2019-05-15 0.00 50500.00 49332.44 U.S. Treasuries (including strips) TINT 05/15/18 2018-05-15 0.00 50500.00 50081.36 U.S. Treasuries (including strips) TINT 02/15/21 2021-02-15 0.00 38285765.27 36150185.28 U.S. Treasuries (including strips) 2 NOTE Q 20 2020-09-30 2.000000 1985000.00 2027693.09 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 891907.20 895550.16 U.S. Treasuries (including strips) 0 3/8 TRIN D 23 2023-07-15 0.375000 3829025.20 3892374.34 U.S. Treasuries (including strips) 1 1/8 NOTE AN 18 2018-06-15 1.125000 1000.00 1002.16 U.S. Treasuries (including strips) 1 7/8 NOTE L 22 2022-05-31 1.875000 4004500.00 4031685.63 U.S. Treasuries (including strips) 1 1/2 NOTE Z 19 2019-05-31 1.500000 62300.00 62691.81 U.S. Treasuries (including strips) 1 3/4 NOTE C 23 2023-05-15 1.750000 249325000.00 247668221.80 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 23283700.00 23337738.43 U.S. Treasuries (including strips) 1 3/4 NOTE H 22 2022-02-28 1.750000 1251300.00 1248557.38 U.S. Treasuries (including strips) 1 7/8 NOTE U 22 2022-01-31 1.875000 80765400.00 81176258.86 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 2027-01-15 0.375000 356626.02 353910.12 U.S. Treasuries (including strips) 0 5/8 TRIN A 26 2026-01-15 0.625000 252519.18 257122.79 U.S. Treasuries (including strips) 0 1/8 TRIN A 22 2022-01-15 0.125000 54404480.00 54708500.51 U.S. Treasuries (including strips) 3 BOND 45 2045-11-15 3.000000 745700.00 774095.12 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 244775600.00 254431930.90 U.S. Treasuries (including strips) 4 3/8 BOND 39 2039-11-15 4.375000 3720000.00 4790801.49 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 100.00 88.03 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-08-15 2.750000 403000.00 398876.92 U.S. Treasuries (including strips) 3 3/4 BOND 41 2041-08-15 3.750000 356600.00 417965.72 U.S. Treasuries (including strips) 4 1/2 BOND 39 2039-08-15 4.500000 16535000.00 21457307.74 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 38984400.00 39633124.78 U.S. Treasuries (including strips) TRIB 04/15/32 3.3750 2032-04-15 3.375000 234458.90 327914.12 U.S. Treasuries (including strips) TRIB 04/15/29 3.8750 2029-04-15 3.875000 148.91 205.84 U.S. Treasuries (including strips) TRIB 04/15/28 3.6250 2028-04-15 3.625000 39708852.02 52798887.03 U.S. Treasuries (including strips) 1 3/8 TRIB 44 2044-02-15 1.375000 38789432.15 42934136.74 U.S. Treasuries (including strips) 4 3/4 BOND 41 2041-02-15 4.750000 146800.00 197868.55 U.S. Treasuries (including strips) 7 5/8 BOND 25 2025-02-15 7.625000 28644000.00 39692858.68 U.S. Treasuries (including strips) 8 1/2 BOND 20 2020-02-15 8.500000 100.00 117.49 U.S. Treasuries (including strips) TRIB 01/15/29 2.5000 2029-01-15 2.500000 1563569.97 1901634.20 U.S. Treasuries (including strips) TRIB 01/15/28 1.7501 2028-01-15 1.750000 11101736.12 12507594.82 U.S. Treasuries (including strips) TRIB 01/15/25 2.3750 2025-01-15 2.375000 15968808.29 18373150.17 U.S. Treasuries (including strips) 9 TPRN 18 2018-11-15 0.00 17000.00 16760.81 U.S. Treasuries (including strips) 6 3/4 TPRN 26 2026-08-15 0.00 59900.00 49062.89 U.S. Treasuries (including strips) 8 1/8 TPRN 19 2019-08-15 0.00 43600.00 42471.63 U.S. Treasuries (including strips) 8 1/8 TPRN 21 2021-05-15 0.00 100.00 94.07 U.S. Treasuries (including strips) 8 3/4 TPRN 20 2020-05-15 0.00 400.00 384.90 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 1000000000.00 1000000000.00 0.0623 N N Y N U.S. Treasury Bill U.S. Treasury Bill 912796KR9 U.S. Treasury Debt Y 2017-10-12 2017-10-12 2017-10-12 N N N 0.0097 19994883.60 19994883.60 0.0012 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KX6 U.S. Treasury Debt Y 2017-11-09 2017-11-09 2017-11-09 N N N 0.0103 39959551.20 39959551.20 0.0025 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KX6 U.S. Treasury Debt Y 2017-11-09 2017-11-09 2017-11-09 N N N 0.0105 49949439.00 49949439.00 0.0031 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796MC0 U.S. Treasury Debt Y 2017-11-16 2017-11-16 2017-11-16 N N N 0.0103 39952178.80 39952178.80 0.0025 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796MD8 U.S. Treasury Debt Y 2017-11-24 2017-11-24 2017-11-24 N N N 0.0107 49927034.50 49927034.50 0.0031 N Y Y N TREASURY BILL U.S. Treasury Bill 912796MJ5 U.S. Treasury Debt Y 2017-12-28 2017-12-28 2017-12-28 N N N 0.0107 149623000.50 149623000.50 0.0093 N Y Y N TREASURY BILL U.S. Treasury Bill 912796MJ5 U.S. Treasury Debt Y 2017-12-28 2017-12-28 2017-12-28 N N N 0.0107 249371667.50 249371667.50 0.0155 N Y Y N TREASURY BILL U.S. Treasury Bill 912796MJ5 U.S. Treasury Debt Y 2017-12-28 2017-12-28 2017-12-28 N N N 0.0105 99748667.00 99748667.00 0.0062 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NR6 U.S. Treasury Debt Y 2018-02-08 2018-02-08 2018-02-08 N N N 0.0115 49805914.00 49805914.00 0.0031 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796NR6 U.S. Treasury Debt Y 2018-02-08 2018-02-08 2018-02-08 N N N 0.0116 49805914.00 49805914.00 0.0031 N Y Y N TREASURY BILL U.S. Treasury Bill 912796NU9 U.S. Treasury Debt Y 2018-03-08 2018-03-08 2018-03-08 N N N 0.0115 79598576.80 79598576.80 0.0050 N Y Y N TREASURY BILL U.S. Treasury Bill 912796NU9 U.S. Treasury Debt Y 2018-03-08 2018-03-08 2018-03-08 N N N 0.0114 59698932.60 59698932.60 0.0037 N Y Y N Cash Management Bill Cash Management Bill 912796RK7 U.S. Treasury Debt Y 2018-01-02 2018-01-02 2018-01-02 N N N 0.0107 149599002.00 149599002.00 0.0093 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.112794% 9128282M1 U.S. Treasury Debt Y 2017-10-02 2019-07-31 2019-07-31 N N N 0.0113 30001318.80 30001318.80 0.0019 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.112794% 9128282M1 U.S. Treasury Debt Y 2017-10-02 2019-07-31 2019-07-31 N N N 0.0112 60002637.60 60002637.60 0.0037 N Y Y N US TREASURY N/B U.S. Treasury Note 0.875000% 912828F54 U.S. Treasury Debt Y 2017-10-15 2017-10-15 2017-10-15 N N N 0.0087 34998021.80 34998021.80 0.0022 N Y Y N US TREASURY N/B U.S. Treasury Note 0.875000% 912828F54 U.S. Treasury Debt Y 2017-10-15 2017-10-15 2017-10-15 N N N 0.0086 26856481.99 26856481.99 0.0017 N Y Y N US TREASURY N/B U.S. Treasury Note 0.875000% 912828F54 U.S. Treasury Debt Y 2017-10-15 2017-10-15 2017-10-15 N N N 0.0087 14999152.20 14999152.20 0.0009 N Y Y N US TREASURY N/B U.S. Treasury Note 0.875000% 912828F54 U.S. Treasury Debt Y 2017-10-15 2017-10-15 2017-10-15 N N N 0.0106 10999378.28 10999378.28 0.0007 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828G79 U.S. Treasury Debt Y 2017-12-15 2017-12-15 2017-12-15 N N N 0.0082 79976859.20 79976859.20 0.0050 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828G79 U.S. Treasury Debt Y 2017-12-15 2017-12-15 2017-12-15 N N N 0.0107 3998842.96 3998842.96 0.0002 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828H37 U.S. Treasury Debt Y 2018-01-15 2018-01-15 2018-01-15 N N N 0.0101 9991833.10 9991833.10 0.0006 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828H37 U.S. Treasury Debt Y 2018-01-15 2018-01-15 2018-01-15 N N N 0.0085 69942831.70 69942831.70 0.0044 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0084 90338803.20 90338803.20 0.0056 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0085 45169401.60 45169401.60 0.0028 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0086 10037644.80 10037644.80 0.0006 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0086 15859478.78 15859478.78 0.0010 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0077 130489382.40 130489382.40 0.0081 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0101 25094112.00 25094112.00 0.0016 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0112 110414092.80 110414092.80 0.0069 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0113 90338803.20 90338803.20 0.0056 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0113 85319980.80 85319980.80 0.0053 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0112 61229633.28 61229633.28 0.0038 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0106 33241668.28 33241668.28 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.500000% 912828HR4 U.S. Treasury Debt Y 2018-02-15 2018-02-15 2018-02-15 N N N 0.0119 100851686.00 100851686.00 0.0063 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.500000% 912828HR4 U.S. Treasury Debt Y 2018-02-15 2018-02-15 2018-02-15 N N N 0.0119 80681348.80 80681348.80 0.0050 N Y Y N US TREASURY N/B U.S. Treasury Note 3.875000% 912828HZ6 U.S. Treasury Debt Y 2018-05-15 2018-05-15 2018-05-15 N N N 0.0115 60960873.00 60960873.00 0.0038 N Y Y N US TREASURY N/B U.S. Treasury Note 3.875000% 912828HZ6 U.S. Treasury Debt Y 2018-05-15 2018-05-15 2018-05-15 N N N 0.0119 50800727.50 50800727.50 0.0032 N Y Y N US TREASURY N/B U.S. Treasury Note 3.875000% 912828HZ6 U.S. Treasury Debt Y 2018-05-15 2018-05-15 2018-05-15 N N N 0.0119 27432392.85 27432392.85 0.0017 N Y Y N US TREASURY N/B U.S. Treasury Note 0.750000% 912828K25 U.S. Treasury Debt Y 2018-04-15 2018-04-15 2018-04-15 N N N 0.0122 79697771.83 79697771.83 0.0050 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.220794% 912828M23 U.S. Treasury Debt Y 2017-10-02 2017-10-31 2017-10-31 N N N 0.0123 55007156.60 55007156.60 0.0034 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.220794% 912828M23 U.S. Treasury Debt Y 2017-10-02 2017-10-31 2017-10-31 N N N 0.0123 75009759.00 75009759.00 0.0047 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.220794% 912828M23 U.S. Treasury Debt Y 2017-10-02 2017-10-31 2017-10-31 N N N 0.0123 100013012.00 100013012.00 0.0062 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.220794% 912828M23 U.S. Treasury Debt Y 2017-10-02 2017-10-31 2017-10-31 N N N 0.0127 110014313.20 110014313.20 0.0069 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.220794% 912828M23 U.S. Treasury Debt Y 2017-10-02 2017-10-31 2017-10-31 N N N 0.0127 70009108.40 70009108.40 0.0044 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.220794% 912828M23 U.S. Treasury Debt Y 2017-10-02 2017-10-31 2017-10-31 N N N 0.0140 140018216.80 140018216.80 0.0087 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828M72 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0111 28989348.01 28989348.01 0.0018 N Y Y N US TREASURY N/B U.S. Treasury Note 1.000000% 912828N55 U.S. Treasury Debt Y 2017-12-31 2017-12-31 2017-12-31 N N N 0.0113 49981351.00 49981351.00 0.0031 N Y Y N US TREASURY N/B U.S. Treasury Note 1.000000% 912828N55 U.S. Treasury Debt Y 2017-12-31 2017-12-31 2017-12-31 N N N 0.0116 129951512.60 129951512.60 0.0081 N Y Y N US TREASURY N/B U.S. Treasury Note 1.000000% 912828N55 U.S. Treasury Debt Y 2017-12-31 2017-12-31 2017-12-31 N N N 0.0109 56978740.14 56978740.14 0.0036 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.324794% 912828N97 U.S. Treasury Debt Y 2017-10-02 2018-01-31 2018-01-31 N N N 0.0134 100091566.00 100091566.00 0.0062 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.324794% 912828N97 U.S. Treasury Debt Y 2017-10-02 2018-01-31 2018-01-31 N N N 0.0131 100091566.00 100091566.00 0.0062 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.324794% 912828N97 U.S. Treasury Debt Y 2017-10-02 2018-01-31 2018-01-31 N N N 0.0131 200183132.00 200183132.00 0.0125 N Y Y N US TREASURY N/B US TREASURY N/B 0.750000% 912828P20 U.S. Treasury Debt Y 2018-01-31 2018-01-31 2018-01-31 N N N 0.0111 99861939.00 99861939.00 0.0062 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PA2 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0069 40000000.00 40000000.00 0.0025 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PA2 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0083 90000000.00 90000000.00 0.0056 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PA2 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0084 50000000.00 50000000.00 0.0031 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PA2 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0083 40000000.00 40000000.00 0.0025 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PA2 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0075 38000000.00 38000000.00 0.0024 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PF1 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0085 10006351.30 10006351.30 0.0006 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PF1 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0085 20012702.60 20012702.60 0.0012 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PF1 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0088 25015878.25 25015878.25 0.0016 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PF1 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0104 20012702.60 20012702.60 0.0012 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PF1 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0104 47432106.43 47432106.43 0.0030 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0089 10018370.50 10018370.50 0.0006 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0090 19034903.95 19034903.95 0.0012 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0081 65119408.25 65119408.25 0.0041 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0097 100183705.00 100183705.00 0.0062 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0105 25045926.25 25045926.25 0.0016 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0106 60110223.00 60110223.00 0.0037 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0102 100183705.00 100183705.00 0.0062 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0103 60110223.00 60110223.00 0.0037 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0107 40073482.00 40073482.00 0.0025 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0090 45082667.25 45082667.25 0.0028 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0110 40073482.00 40073482.00 0.0025 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0111 50091852.50 50091852.50 0.0031 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0114 70128593.50 70128593.50 0.0044 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0111 85156149.25 85156149.25 0.0053 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0105 25045926.25 25045926.25 0.0016 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0105 45082667.25 45082667.25 0.0028 N Y Y N US TREASURY N/B U.S. Treasury Note 2.750000% 912828PN4 U.S. Treasury Debt Y 2017-12-31 2017-12-31 2017-12-31 N N N 0.0109 23089294.51 23089294.51 0.0014 N Y Y N US TREASURY N/B U.S. Treasury Note 2.750000% 912828PN4 U.S. Treasury Debt Y 2017-12-31 2017-12-31 2017-12-31 N N N 0.0115 40155294.80 40155294.80 0.0025 N Y Y N US TREASURY N/B U.S. Treasury Note 2.750000% 912828PN4 U.S. Treasury Debt Y 2017-12-31 2017-12-31 2017-12-31 N N N 0.0118 50194118.50 50194118.50 0.0031 N Y Y N US TREASURY N/B U.S. Treasury Note 2.750000% 912828PN4 U.S. Treasury Debt Y 2017-12-31 2017-12-31 2017-12-31 N N N 0.0115 100388237.00 100388237.00 0.0063 N Y Y N US TREASURY N/B U.S. Treasury Note 2.625000% 912828PT1 U.S. Treasury Debt Y 2018-01-31 2018-01-31 2018-01-31 N N N 0.0110 30142456.50 30142456.50 0.0019 N Y Y N US TREASURY N/B U.S. Treasury Note 2.625000% 912828PT1 U.S. Treasury Debt Y 2018-01-31 2018-01-31 2018-01-31 N N N 0.0117 50237427.50 50237427.50 0.0031 N Y Y N US TREASURY N/B U.S. Treasury Note 2.625000% 912828PT1 U.S. Treasury Debt Y 2018-01-31 2018-01-31 2018-01-31 N N N 0.0113 100474855.00 100474855.00 0.0063 N Y Y N US TREASURY N/B U.S. Treasury Note 2.750000% 912828PY0 U.S. Treasury Debt Y 2018-02-28 2018-02-28 2018-02-28 N N N 0.0124 50316406.00 50316406.00 0.0031 N Y Y N US TREASURY N/B U.S. Treasury Note 2.750000% 912828PY0 U.S. Treasury Debt Y 2018-02-28 2018-02-28 2018-02-28 N N N 0.0123 50316406.00 50316406.00 0.0031 N Y Y N US TREASURY N/B US TREASURY N/B 0.875000% 912828Q45 U.S. Treasury Debt Y 2018-03-31 2018-03-31 2018-03-31 N N N 0.0117 59887341.60 59887341.60 0.0037 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.242794% 912828Q86 U.S. Treasury Debt Y 2017-10-02 2018-04-30 2018-04-30 N N N 0.0126 40042942.40 40042942.40 0.0025 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.242794% 912828Q86 U.S. Treasury Debt Y 2017-10-02 2018-04-30 2018-04-30 N N N 0.0126 50053678.00 50053678.00 0.0031 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.242794% 912828Q86 U.S. Treasury Debt Y 2017-10-02 2018-04-30 2018-04-30 N N N 0.0125 96954975.36 96954975.36 0.0060 N Y Y N US TREASURY N/B US TREASURY N/B 0.750000% 912828Q94 U.S. Treasury Debt Y 2018-04-30 2018-04-30 2018-04-30 N N N 0.0122 99710661.00 99710661.00 0.0062 N Y Y N US TREASURY N/B US TREASURY N/B 2.625000% 912828QG8 U.S. Treasury Debt Y 2018-04-30 2018-04-30 2018-04-30 N N N 0.0116 60471093.60 60471093.60 0.0038 N Y Y N US TREASURY N/B US TREASURY N/B 2.625000% 912828QG8 U.S. Treasury Debt Y 2018-04-30 2018-04-30 2018-04-30 N N N 0.0116 102165912.64 102165912.64 0.0064 N Y Y N US TREASURY N/B US TREASURY N/B 2.625000% 912828QG8 U.S. Treasury Debt Y 2018-04-30 2018-04-30 2018-04-30 N N N 0.0120 80628124.80 80628124.80 0.0050 N Y Y N US TREASURY N/B U.S. Treasury Note 2.375000% 912828QQ6 U.S. Treasury Debt Y 2018-05-31 2018-05-31 2018-05-31 N N N 0.0124 50357422.00 50357422.00 0.0031 N Y Y N US TREASURY N/B U.S. Treasury Note 2.375000% 912828QQ6 U.S. Treasury Debt Y 2018-05-31 2018-05-31 2018-05-31 N N N 0.0125 90643359.60 90643359.60 0.0057 N Y Y N US TREASURY N/B U.S. Treasury Note 0.875000% 912828R51 U.S. Treasury Debt Y 2018-05-31 2018-05-31 2018-05-31 N N N 0.0126 86779101.78 86779101.78 0.0054 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.226794% 912828S84 U.S. Treasury Debt Y 2017-10-02 2018-07-31 2018-07-31 N N N 0.0124 70104920.90 70104920.90 0.0044 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.226794% 912828S84 U.S. Treasury Debt Y 2017-10-02 2018-07-31 2018-07-31 N N N 0.0123 130194853.10 130194853.10 0.0081 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.226794% 912828S84 U.S. Treasury Debt Y 2017-10-02 2018-07-31 2018-07-31 N N N 0.0125 150224830.50 150224830.50 0.0094 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.222794% 912828T75 U.S. Treasury Debt Y 2017-10-02 2018-10-31 2018-10-31 N N N 0.0125 90148290.30 90148290.30 0.0056 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.222794% 912828T75 U.S. Treasury Debt Y 2017-10-02 2018-10-31 2018-10-31 N N N 0.0124 90148290.30 90148290.30 0.0056 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.222794% 912828T75 U.S. Treasury Debt Y 2017-10-02 2018-10-31 2018-10-31 N N N 0.0125 80131813.60 80131813.60 0.0050 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828TS9 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0084 35000000.00 35000000.00 0.0022 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828TS9 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0071 35000000.00 35000000.00 0.0022 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828TS9 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0093 40000000.00 40000000.00 0.0025 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828TS9 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0098 70000000.00 70000000.00 0.0044 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828TW0 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0087 19995400.00 19995400.00 0.0012 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828TW0 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0097 19995400.00 19995400.00 0.0012 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828TW0 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0100 39990800.00 39990800.00 0.0025 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828TW0 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0106 39990800.00 39990800.00 0.0025 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828TW0 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0107 24994250.00 24994250.00 0.0016 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828UA6 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0111 2977711.06 2977711.06 0.0002 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828UA6 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0105 110914740.90 110914740.90 0.0069 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828UA6 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0104 40648753.69 40648753.69 0.0025 N Y Y N US TREASURY N/B U.S. Treasury Note 0.750000% 912828UE8 U.S. Treasury Debt Y 2017-12-31 2017-12-31 2017-12-31 N N N 0.0113 65935261.26 65935261.26 0.0041 N Y Y N US TREASURY N/B U.S. Treasury Note 0.750000% 912828UE8 U.S. Treasury Debt Y 2017-12-31 2017-12-31 2017-12-31 N N N 0.0108 59941146.60 59941146.60 0.0037 N Y Y N US TREASURY N/B U.S. Treasury Note 0.750000% 912828UE8 U.S. Treasury Debt Y 2017-12-31 2017-12-31 2017-12-31 N N N 0.0112 22977439.53 22977439.53 0.0014 N Y Y N US TREASURY N/B U.S. Treasury Note 0.750000% 912828UE8 U.S. Treasury Debt Y 2017-12-31 2017-12-31 2017-12-31 N N N 0.0109 53947031.94 53947031.94 0.0034 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828UR9 U.S. Treasury Debt Y 2018-02-28 2018-02-28 2018-02-28 N N N 0.0121 15971249.92 15971249.92 0.0010 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.192794% 912828V64 U.S. Treasury Debt Y 2017-10-02 2019-01-31 2019-01-31 N N N 0.0121 80128351.20 80128351.20 0.0050 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.192794% 912828V64 U.S. Treasury Debt Y 2017-10-02 2019-01-31 2019-01-31 N N N 0.0120 80128351.20 80128351.20 0.0050 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.192794% 912828V64 U.S. Treasury Debt Y 2017-10-02 2019-01-31 2019-01-31 N N N 0.0118 100160439.00 100160439.00 0.0062 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.192794% 912828V64 U.S. Treasury Debt Y 2017-10-02 2019-01-31 2019-01-31 N N N 0.0118 10016043.90 10016043.90 0.0006 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828XA3 U.S. Treasury Debt Y 2018-05-15 2018-05-15 2018-05-15 N N N 0.0119 59915625.00 59915625.00 0.0037 N Y Y N BNP Paribas BNP Paribas 1.040000% 0000753835 930YEU000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TREASURY BILL 2018-03-01 0.00 75939.31 75580.88 U.S. Treasuries (including strips) TINT 11/15/25 2025-11-15 0.00 22.60 18.72 U.S. Treasuries (including strips) TINT 11/15/20 2020-11-15 0.00 5.63 5.34 U.S. Treasuries (including strips) TINT 08/15/23 2023-08-15 0.00 1132297.87 1000328.55 U.S. Treasuries (including strips) TINT 08/15/22 2022-08-15 0.00 0.33 0.30 U.S. Treasuries (including strips) TINT 08/15/20 2020-08-15 0.00 13.63 13.02 U.S. Treasuries (including strips) TINT 05/15/22 2022-05-15 0.00 8.83 8.07 U.S. Treasuries (including strips) TINT 05/15/19 2019-05-15 0.00 1.56 1.52 U.S. Treasuries (including strips) TINT 02/15/26 2026-02-15 0.00 86.29 70.89 U.S. Treasuries (including strips) TINT 02/15/22 2022-02-15 0.00 1.96 1.81 U.S. Treasuries (including strips) TINT 02/15/21 2021-02-15 0.00 0.23 0.21 U.S. Treasuries (including strips) 1 5/8 NOTE AG 19 2019-12-31 1.625000 142830.34 143806.00 U.S. Treasuries (including strips) 1 3/8 NOTE P 23 2023-08-31 1.375000 24099442.76 23251419.98 U.S. Treasuries (including strips) 2 1/2 NOTE E 23 2023-08-15 2.500000 3262035.86 3360694.72 U.S. Treasuries (including strips) 1 3/8 NOTE AB 18 2018-07-31 1.375000 61771.03 61928.82 U.S. Treasuries (including strips) 0 3/4 NOTE BD 18 2018-07-31 0.750000 23834482.76 23751904.04 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 10897921.33 10942433.42 U.S. Treasuries (including strips) TRIN 07/15/19 1.8750 2019-07-15 1.875000 25302510.34 26481412.06 U.S. Treasuries (including strips) 3 1/8 NOTE C 21 2021-05-15 3.125000 4238057.93 4497941.29 U.S. Treasuries (including strips) 1 3/8 NOTE Y 21 2021-04-30 1.375000 27586206.90 27419568.22 U.S. Treasuries (including strips) 2 1/4 NOTE K 21 2021-04-30 2.250000 17786019.31 18287646.92 U.S. Treasuries (including strips) 0 1/8 TRIN X 19 2019-04-15 0.125000 1982152.78 1992123.71 U.S. Treasuries (including strips) 1 7/8 NOTE V 22 2022-02-28 1.875000 9838256.55 9870349.65 U.S. Treasuries (including strips) 2 NOTE B 22 2022-02-15 2.000000 23683310.34 23926257.35 U.S. Treasuries (including strips) 1 1/4 NOTE G 19 2019-01-31 1.250000 22482957.24 22483109.98 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 25379310.34 25689524.83 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 61594.48 64024.37 U.S. Treasuries (including strips) 7 5/8 BOND 22 2022-11-15 7.625000 132.41 173.00 U.S. Treasuries (including strips) 6 7/8 BOND 25 2025-08-15 6.875000 66.21 89.39 U.S. Treasuries (including strips) 8 3/4 BOND 20/08 2020-08-15 8.750000 22113544.83 26803959.88 U.S. Treasuries (including strips) 3 BOND 42 2042-05-15 3.000000 686896.55 717106.93 U.S. Treasuries (including strips) 8 3/4 BOND 20 2020-05-15 8.750000 16545942.07 20171773.95 U.S. Treasuries (including strips) 9 1/8 BOND 18 2018-05-15 9.125000 772.41 836.07 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-02-15 2.500000 44.14 41.09 U.S. Treasuries (including strips) 0 3/4 TRIB 45 2045-02-15 0.750000 24709024.22 23632875.03 U.S. Treasuries (including strips) 2 1/8 TRIB 41 2041-02-15 2.125000 3255064.75 4132885.74 U.S. Treasuries (including strips) 4 3/4 BOND 37 2037-02-15 4.750000 9401.38 12537.88 U.S. Treasuries (including strips) 8 7/8 BOND 19 2019-02-15 8.875000 286.90 319.51 U.S. Treasuries (including strips) 9 TPRN 18 2018-11-15 0.00 109285.52 107747.87 U.S. Treasuries (including strips) 6 3/4 TPRN 26 2026-08-15 0.00 44.14 36.15 U.S. Treasuries (including strips) 7 5/8 TPRN 25 2025-02-15 0.00 22.07 18.87 U.S. Treasuries (including strips) BILL 08/16/18 2018-08-16 0.00 22.07 21.82 U.S. Treasuries (including strips) BILL 03/29/18 2018-03-29 0.00 27395089.66 27233047.70 U.S. Treasuries (including strips) BILL 01/04/18 2018-01-04 0.00 66.21 66.02 U.S. Treasuries (including strips) U.S. Treasury Note 2017-11-30 0.625000 225213.79 225496.72 U.S. Treasuries (including strips) TREASURY BILL 2017-12-21 0.00 60910.34 60769.64 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-11-02 0.00 22.07 22.05 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0105 320000000.00 320000000.00 0.0200 N Y Y N BNP PARIBAS REPO BNP Paribas Repo 1.040000% U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 1/2 NOTE P 18 2018-08-31 1.500000 95248600.00 95482116.95 U.S. Treasuries (including strips) 2 1/8 NOTE E 21 2021-08-15 2.125000 6689750.00 6800162.69 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 2027-07-15 0.375000 50973401.40 50717742.10 U.S. Treasuries (including strips) Y 2017-10-30 2017-10-30 2017-10-30 N N N 0.0106 150000000.00 150000000.00 0.0094 N N N Y BANK OF MONTREAL Bank of Montreal 1.050000% 0000927971 930YEY002 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 1/8 NOTE S 23 2023-11-30 2.125000 1244300.00 1259063.96 U.S. Treasuries (including strips) 2 1/2 NOTE E 23 2023-08-15 2.500000 7933700.00 8173651.31 U.S. Treasuries (including strips) 1 1/4 NOTE BC 19 2019-06-30 1.250000 6219200.00 6218988.75 U.S. Treasuries (including strips) 1 1/2 NOTE Z 19 2019-05-31 1.500000 3000000.00 3018867.05 U.S. Treasuries (including strips) 1 NOTE Z 18 2018-05-31 1.000000 287500.00 287956.34 U.S. Treasuries (including strips) 1 1/2 NOTE J 19 2019-03-31 1.500000 6000000.00 6053874.10 U.S. Treasuries (including strips) 2 3/4 NOTE B 24 2024-02-15 2.750000 1710100.00 1784648.00 U.S. Treasuries (including strips) 2 1/4 NOTE G 24 2024-01-31 2.250000 10986300.00 11143332.44 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-15 3.875000 12672900.00 13059673.12 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 50000000.00 50000000.00 0.0031 N Y Y N Prudential Insurance NJ Prudential Insurance NJ 1.080000% 931EYU001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 7/8 NOTE Y 22 2022-04-30 1.875000 200000000.00 200175000.00 U.S. Treasuries (including strips) TINT 02/15/26 2026-02-15 0.00 60000000.00 49342500.00 U.S. Treasuries (including strips) 2 NOTE AG 21 2021-12-31 2.000000 50000000.00 50617500.00 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0110 294250000.00 294250000.00 0.0183 N Y Y N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 1.050000% 0001484219 959JCG002 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 TPRN F 26 2026-11-15 0.00 50143000.00 40611818.56 U.S. Treasuries (including strips) 1 5/8 TPRN C 26 2026-05-15 0.00 64979700.00 53373025.99 U.S. Treasuries (including strips) TINT 11/15/21 2021-11-15 0.00 8.58 7.96 U.S. Treasuries (including strips) TINT 11/15/20 2020-11-15 0.00 2.07 1.97 U.S. Treasuries (including strips) TINT 11/15/17 2017-11-15 0.00 55.28 55.20 U.S. Treasuries (including strips) TINT 08/15/27 2027-08-15 0.00 15.68 12.35 U.S. Treasuries (including strips) TINT 05/15/21 2021-05-15 0.00 1.00 0.94 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.00 64.47 51.47 U.S. Treasuries (including strips) TINT 02/15/26 2026-02-15 0.00 0.38 0.31 U.S. Treasuries (including strips) TINT 02/15/24 2024-02-15 0.00 5.37 4.68 U.S. Treasuries (including strips) TINT 02/15/18 2018-02-15 0.00 16.14 16.06 U.S. Treasuries (including strips) 1 7/8 NOTE W 22 2022-03-31 1.875000 69911600.00 70639643.36 U.S. Treasuries (including strips) 3 7/8 TPRN C 18 2018-05-15 0.00 22900.00 22722.07 U.S. Treasuries (including strips) 2 TPRN B 23 2023-02-15 0.00 100600.00 90498.75 U.S. Treasuries (including strips) 2 TPRN B 22 2022-02-15 0.00 15000.00 13851.90 U.S. Treasuries (including strips) 2 3/4 TPRN B 19 2019-02-15 0.00 39999900.00 39248301.88 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 200000000.00 200000000.00 0.0125 N Y Y N Citigroup Global Markeets Citigroup Global Markeets 1.020000% 959JDU000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 1/8 NOTE E 21 2021-08-15 2.125000 151647800.00 154150709.90 U.S. Treasuries (including strips) 1 1/2 NOTE AM 20 2020-05-15 1.500000 100406100.00 100849316.50 U.S. Treasuries (including strips) Y 2017-10-05 2017-10-05 2017-10-05 N N N 0.0103 250000000.00 250000000.00 0.0156 N N Y N CITIGROUPGLOBAL MARKETS CITIGROUPGLOBAL MARKETS 1.010000% 6SHGI4ZSSLCXXQSBB395 0000315030 959JDX004 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 0 1/8 TRIN X 20 2020-04-15 0.125000 363883439.30 366339781.80 U.S. Treasuries (including strips) 1 1/2 NOTE J 23 2023-03-31 1.500000 114876500.00 112861453.20 U.S. Treasuries (including strips) 1 1/8 NOTE AV 19 2019-01-31 1.125000 30853100.00 30798813.64 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0102 500000000.00 500000000.00 0.0312 N Y N N DEUTSCHE BANK SECURITIES DEUTSCHE BANK SECURITIES 1.050000% 0000058086 959JFM006 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 1/8 NOTE S 23 2023-11-30 2.125000 74842800.00 75730830.27 U.S. Treasuries (including strips) 1 3/8 NOTE S 18 2018-11-30 1.375000 100000.00 100423.33 U.S. Treasuries (including strips) 1 1/4 NOTE AT 18 2018-11-15 1.250000 32497400.00 32597850.52 U.S. Treasuries (including strips) 1 1/4 NOTE BF 19 2019-08-31 1.250000 9359900.00 9335635.69 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 15984133.20 16049419.70 U.S. Treasuries (including strips) 0 3/8 TRIN D 23 2023-07-15 0.375000 29454.04 29941.34 U.S. Treasuries (including strips) 0 1/8 TRIN D 22 2022-07-15 0.125000 851.62 857.97 U.S. Treasuries (including strips) 1 1/2 NOTE AP 20 2020-07-15 1.500000 365000.00 365446.33 U.S. Treasuries (including strips) 0 1/8 TRIN X 18 2018-04-15 0.125000 1594884.12 1596942.09 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 2027-01-15 0.375000 825945.45 819655.43 U.S. Treasuries (including strips) 0 1/4 TRIN A 25 2025-01-15 0.250000 71729.06 71266.15 U.S. Treasuries (including strips) TRIN 01/15/18 1.6250 2018-01-15 1.625000 846015.72 854607.84 U.S. Treasuries (including strips) 3 3/4 BOND 41 2041-08-15 3.750000 117406300.00 137610233.30 U.S. Treasuries (including strips) 1 3/8 TRIB 44 2044-02-15 1.375000 50418.72 55806.03 U.S. Treasuries (including strips) TRIB 01/15/27 2.3750 2027-01-15 2.375000 140813.56 165876.25 U.S. Treasuries (including strips) TRIB 01/15/25 2.3750 2025-01-15 2.375000 909.10 1045.98 U.S. Treasuries (including strips) BILL 02/22/18 2018-02-22 0.00 53713800.00 53476922.14 U.S. Treasuries (including strips) BILL 02/01/18 2018-02-01 0.00 54232800.00 54033494.46 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-10-12 0.00 25112500.00 25103808.28 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 400000000.00 400000000.00 0.0249 N Y Y N JP MORGANSECURITIES JP MORGANSECURITIES 1.050000% 0001168163 959JJE000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 7 5/8 BOND 25 2025-02-15 7.625000 58785000.00 81462732.56 U.S. Treasuries (including strips) 2 3/4 NOTE B 24 2024-02-15 2.750000 9910000.00 10342004.75 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 90000000.00 90000000.00 0.0056 N Y Y N Royal Bank of Scotland plc Royal Bank of Scotland plc 1.050000% 972JMW009 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N BILL 01/04/18 2018-01-04 0.00 36725000.00 36623639.25 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-10-19 0.00 148955000.00 148876053.20 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-11-02 0.00 100000000.00 99910002.95 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-11-30 0.00 75000000.00 74873252.21 U.S. Treasuries (including strips) TREASURY BILL 2017-12-07 0.00 150000000.00 149719503.50 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 500000000.00 500000000.00 0.0312 N Y N N Bank of Nova Scotia NY Bank of Nova Scotia NY 1.050000% 972KFD006 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 1/8 NOTE T 21 2021-12-31 2.125000 5481583.33 5580003.82 U.S. Treasuries (including strips) 1 1/8 NOTE T 19 2019-12-31 1.125000 2777.78 2762.94 U.S. Treasuries (including strips) 2 1/8 NOTE S 23 2023-11-30 2.125000 19578361.11 19810663.71 U.S. Treasuries (including strips) 2 1/4 NOTE F 24 2024-11-15 2.250000 22813138.89 23161070.25 U.S. Treasuries (including strips) 2 3/4 NOTE F 23 2023-11-15 2.750000 11505694.44 12096716.33 U.S. Treasuries (including strips) 2 NOTE F 21 2021-11-15 2.000000 16666.67 16936.59 U.S. Treasuries (including strips) 1 7/8 NOTE R 22 2022-10-31 1.875000 1388888.89 1396659.12 U.S. Treasuries (including strips) 1 3/4 NOTE AD 19 2019-09-30 1.750000 1329750.00 1348801.58 U.S. Treasuries (including strips) 3 5/8 NOTE E 19 2019-08-15 3.625000 55.56 58.05 U.S. Treasuries (including strips) 1 1/8 NOTE AB 21 2021-07-31 1.125000 7392416.67 7235026.49 U.S. Treasuries (including strips) 2 NOTE N 20 2020-07-31 2.000000 37770722.22 38341092.97 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 4678871.08 4697981.72 U.S. Treasuries (including strips) 0 1/8 TRIN D 24 2024-07-15 0.125000 7372108.40 7320932.35 U.S. Treasuries (including strips) 0 3/8 TRIN D 23 2023-07-15 0.375000 4324.60 4396.15 U.S. Treasuries (including strips) 0 1/8 TRIN D 22 2022-07-15 0.125000 1334565.78 1344505.82 U.S. Treasuries (including strips) 0 7/8 NOTE AP 18 2018-07-15 0.875000 2992416.67 2987070.16 U.S. Treasuries (including strips) 1 3/8 NOTE M 23 2023-06-30 1.375000 66666.67 64601.68 U.S. Treasuries (including strips) 1 1/8 NOTE AN 18 2018-06-15 1.125000 167555.56 167918.22 U.S. Treasuries (including strips) 1 5/8 NOTE L 23 2023-05-31 1.625000 1204555.56 1186791.09 U.S. Treasuries (including strips) 1 3/8 NOTE L 20 2020-05-31 1.375000 15998666.67 16001398.68 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 2027-05-15 2.375000 19339888.89 19621897.58 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 55416.67 52974.43 U.S. Treasuries (including strips) 2 1/2 NOTE C 24 2024-05-15 2.500000 16666.67 17230.62 U.S. Treasuries (including strips) 3 1/8 NOTE C 21 2021-05-15 3.125000 2904638.89 3082755.21 U.S. Treasuries (including strips) 3 1/2 NOTE C 20 2020-05-15 3.500000 3611.11 3840.98 U.S. Treasuries (including strips) 1 3/4 NOTE K 22 2022-04-30 1.750000 813722.22 815662.55 U.S. Treasuries (including strips) 1 1/4 NOTE K 19 2019-04-30 1.250000 1596833.33 1601085.77 U.S. Treasuries (including strips) 0 1/8 TRIN X 20 2020-04-15 0.125000 26468544.24 26647216.31 U.S. Treasuries (including strips) 0 1/8 TRIN X 19 2019-04-15 0.125000 6399409.77 6431601.07 U.S. Treasuries (including strips) 0 1/8 TRIN X 18 2018-04-15 0.125000 10737021.36 10750875.93 U.S. Treasuries (including strips) 1 1/8 NOTE J 20 2020-03-31 1.125000 94111.11 93711.19 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 2026-02-15 1.625000 18611.11 17757.55 U.S. Treasuries (including strips) 3 5/8 NOTE B 20 2020-02-15 3.625000 27153888.89 28617014.94 U.S. Treasuries (including strips) 2 1/4 NOTE G 24 2024-01-31 2.250000 690916.67 700792.27 U.S. Treasuries (including strips) 1 1/2 NOTE G 22 2022-01-31 1.500000 27777.78 27463.77 U.S. Treasuries (including strips) 1 7/8 NOTE U 22 2022-01-31 1.875000 29873194.44 30025161.33 U.S. Treasuries (including strips) 0 5/8 TRIN A 26 2026-01-15 0.625000 747718.45 761349.93 U.S. Treasuries (including strips) 0 1/4 TRIN A 25 2025-01-15 0.250000 1283451.84 1275168.83 U.S. Treasuries (including strips) 1 1/8 TRIN A 21 2021-01-15 1.125000 1406354.19 1467929.11 U.S. Treasuries (including strips) 1 3/8 TRIN A 20 2020-01-15 1.375000 2621536.50 2726108.74 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-11-15 2.750000 15521611.11 15451263.63 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 1194.44 1262.09 U.S. Treasuries (including strips) 3 5/8 BOND 43 2043-08-15 3.625000 2777777.78 3193736.79 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-08-15 2.750000 13666666.67 13526843.30 U.S. Treasuries (including strips) 3 7/8 BOND 40 2040-08-15 3.875000 162416.67 193740.91 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 11475305.56 11920831.18 U.S. Treasuries (including strips) 4 3/8 BOND 41 2041-05-15 4.375000 19472.22 25196.03 U.S. Treasuries (including strips) 4 3/8 BOND 40 2040-05-15 4.375000 55277.78 71286.63 U.S. Treasuries (including strips) TRIB 04/15/28 3.6250 2028-04-15 3.625000 8660926.67 11516003.74 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 412555.56 424964.60 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-02-15 2.500000 277777.78 258618.63 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 22790333.33 26242219.77 U.S. Treasuries (including strips) 3 1/8 BOND 43 2043-02-15 3.125000 1145277.78 1210497.14 U.S. Treasuries (including strips) 2 1/8 TRIB 41 2041-02-15 2.125000 10171343.87 12914336.68 U.S. Treasuries (including strips) TRIB 02/15/40 2.1250 2040-02-15 2.125000 1796240.94 2269080.71 U.S. Treasuries (including strips) TRIB 01/15/29 2.5000 2029-01-15 2.500000 4637804.18 5640557.93 U.S. Treasuries (including strips) US TREASURY N/B 2017-12-31 2.750000 27.78 28.08 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-31 2.375000 38805.56 39389.16 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-10-19 0.00 97222.22 97168.91 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 375000000.00 375000000.00 0.0234 N Y Y N HSBC Securities USA Incorporated HSBC Securities USA Incorporated 1.040000% 988BYK001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 6 1/4 BOND 23 2023-08-15 6.250000 67726300.00 84209709.24 U.S. Treasuries (including strips) 6 3/8 BOND 27 2027-08-15 6.375000 42437000.00 58180942.01 U.S. Treasuries (including strips) 6 1/8 BOND 29 2029-08-15 6.125000 44115000.00 61610557.09 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0105 200000000.00 200000000.00 0.0125 N Y Y N Wells Fargo Funds Trust 2017-09-30 David Berardi David Berardi Assistant Treasurer