0001145549-16-016455.txt : 20160805 0001145549-16-016455.hdr.sgml : 20160805 20160805100857 ACCESSION NUMBER: 0001145549-16-016455 CONFORMED SUBMISSION TYPE: N-MFP1 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160729 FILED AS OF DATE: 20160805 DATE AS OF CHANGE: 20160805 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST CENTRAL INDEX KEY: 0000822977 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-MFP1 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05349 FILM NUMBER: 161809383 BUSINESS ADDRESS: STREET 1: 71 SOUTH WACKER DRIVE STREET 2: C/O GOLDMAN SACHS & CO CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3126554400 MAIL ADDRESS: STREET 1: 200 WEST STREET CITY: NEW YORK STATE: NY ZIP: 10282 FORMER COMPANY: FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19910711 FORMER COMPANY: FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19900104 0000822977 S000009260 Financial Square Treasury Obligations Fund C000025302 FST Shares FTOXX C000025303 FST Administration Shares FGAXX C000025304 FST Service Shares FYAXX C000025305 FST Preferred Shares GPOXX C000025306 FST Select Shares GSOXX C000025307 FST Capital Shares GCTXX C000088819 FST Premier Shares GTPXX C000088820 FST Resource Shares GTRXX C000088821 FST Cash Management Shares GTOXX N-MFP1 1 primary_doc.xml N-MFP1 0000822977 XXXXXXXX 2016-07-29 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. 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strips) US TREASURY N/B 2021-05-15 8.125000 722078.31 972350.36 U.S. Treasuries (including strips) US TREASURY N/B 2021-08-15 8.125000 9106147.71 12582059.37 U.S. Treasuries (including strips) US TREASURY N/B 2021-08-15 8.125000 66284.36 91585.91 U.S. Treasuries (including strips) US TREASURY N/B 2021-11-15 8.000000 3765484.93 5155077.74 U.S. Treasuries (including strips) US TREASURY N/B 2020-07-31 1.625000 26727643.96 27603395.39 U.S. Treasuries (including strips) US TREASURY N/B 2020-08-31 2.125000 241581.15 254426.21 U.S. Treasuries (including strips) US TREASURY N/B 2021-02-28 2.000000 8930249.12 9373337.31 U.S. Treasuries (including strips) US TREASURY N/B 2021-05-15 3.125000 4.30 5.16 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-15 7.250000 821805.76 1139141.08 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-15 7.625000 678662.48 952163.29 U.S. Treasuries (including strips) US TREASURY N/B 2023-02-15 7.125000 6375507.00 8930921.42 U.S. Treasuries (including strips) US TREASURY N/B 2024-11-15 7.500000 1269031.78 1897717.06 U.S. Treasuries (including strips) US TREASURY N/B 2021-07-31 2.250000 2925453.12 3119487.48 U.S. Treasuries (including strips) US TREASURY N/B 2021-07-31 2.250000 2808703.22 2994994.10 U.S. Treasuries (including strips) US TREASURY N/B 2021-08-31 2.000000 561654.67 590527.49 U.S. Treasuries (including strips) US TREASURY N/B 2021-11-15 2.000000 4488336.98 4703176.56 U.S. Treasuries (including strips) US TREASURY N/B 2021-12-31 2.125000 840203.75 883813.88 U.S. Treasuries (including strips) US TREASURY N/B 2022-01-31 1.500000 3384887.16 3466581.99 U.S. Treasuries (including strips) US TREASURY N/B 2022-03-31 1.750000 1505368.64 1558881.01 U.S. Treasuries (including strips) US TREASURY N/B 2022-04-30 1.750000 23454004.49 24251671.05 U.S. Treasuries (including strips) US TREASURY N/B 2022-04-30 1.750000 1652380.65 1708577.93 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-31 1.875000 21144368.37 21986154.87 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-31 1.875000 1746949.79 1816498.51 U.S. Treasuries (including strips) US TREASURY N/B 2022-06-30 2.125000 668861.68 704026.78 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-15 1.625000 24565535.68 25293560.67 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-15 1.625000 1734569.83 1775752.11 U.S. Treasuries (including strips) US TREASURY N/B 2023-03-31 1.500000 1461522.95 1484758.59 U.S. Treasuries (including strips) US TREASURY N/B 2023-08-15 2.500000 23456411.71 25573174.08 U.S. Treasuries (including strips) US TREASURY N/B 2023-11-15 2.750000 10903992.88 12029988.85 U.S. Treasuries (including strips) US TREASURY N/B 2025-05-15 2.125000 1435129.57 1517980.72 U.S. Treasuries (including strips) US TREASURY N/B 2025-11-15 2.250000 20117.43 21510.18 U.S. Treasuries (including strips) US TREASURY N/B 2026-02-15 1.625000 448171.71 455970.23 U.S. Treasuries (including strips) US TREASURY N/B 2026-05-15 1.625000 26203301.11 26559081.36 U.S. Treasuries (including strips) US TREASURY N/B 2026-05-15 1.625000 6912143.84 7005995.11 U.S. Treasuries (including strips) US TREASURY N/B 2016-07-31 3.250000 8876602.63 9020771.55 U.S. Treasuries (including strips) US TREASURY N/B 2016-07-31 3.250000 660436.43 671163.15 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-15 4.875000 24155621.48 24742320.64 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-15 4.875000 8597193.83 8806005.05 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-31 3.000000 10710899.91 10869739.94 U.S. Treasuries (including strips) US TREASURY N/B 2016-09-30 3.000000 732738.83 743383.02 U.S. Treasuries (including strips) US TREASURY N/B 2016-10-31 3.125000 821719.79 833940.70 U.S. Treasuries (including strips) US TREASURY N/B 2016-10-31 3.125000 513596.36 521234.97 U.S. Treasuries (including strips) US TREASURY N/B 2016-11-15 4.625000 10338985.30 10568365.31 U.S. Treasuries (including strips) US TREASURY N/B 2016-11-15 4.625000 828253.65 846629.30 U.S. Treasuries (including strips) US TREASURY N/B 2016-11-30 2.750000 1150304.53 1164663.57 U.S. Treasuries (including strips) US TREASURY N/B 2016-12-31 3.250000 299440.26 303806.78 U.S. Treasuries (including strips) US TREASURY N/B 2017-01-31 3.125000 282073.93 290201.72 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-15 4.625000 9059722.86 9456312.27 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-28 3.000000 2570560.96 2640351.26 U.S. Treasuries (including strips) US TREASURY N/B 2017-03-31 3.250000 24072.14 24770.23 U.S. Treasuries (including strips) US TREASURY N/B 2017-04-30 3.125000 842868.88 865636.83 U.S. Treasuries (including strips) US TREASURY N/B 2017-04-30 3.125000 769792.74 790586.77 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-31 2.750000 4902979.64 5013213.72 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-31 2.750000 3858850.45 3945609.03 U.S. Treasuries (including strips) US TREASURY N/B 2017-06-30 2.500000 26885918.30 27407508.33 U.S. Treasuries (including strips) US TREASURY N/B 2017-06-30 2.500000 6104007.62 6222426.23 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-15 4.750000 859719.38 915035.45 U.S. Treasuries (including strips) US TREASURY N/B 2018-02-15 3.500000 4915015.71 5203602.88 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-15 3.875000 3780615.99 4027555.76 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-15 3.875000 745290.73 793971.48 U.S. Treasuries (including strips) US TREASURY N/B 2018-08-15 4.000000 6586396.17 7153233.23 U.S. Treasuries (including strips) US TREASURY N/B 2018-08-15 4.000000 615129.22 668068.16 U.S. Treasuries (including strips) US TREASURY N/B 2019-02-15 2.750000 6182585.97 6571197.19 U.S. Treasuries (including strips) US TREASURY N/B 2019-05-15 3.125000 795498.35 852057.56 U.S. Treasuries (including strips) US TREASURY N/B 2019-11-15 3.375000 14043688.07 15281336.65 U.S. Treasuries (including strips) US TREASURY N/B 2019-11-15 3.375000 11796811.46 12836446.04 U.S. Treasuries (including strips) US TREASURY N/B 2020-02-15 3.625000 6514953.49 7239429.55 U.S. Treasuries (including strips) US TREASURY N/B 2020-05-15 3.500000 8180229.93 9008013.32 U.S. Treasuries (including strips) US TREASURY N/B 2024-11-15 7.500000 368045.87 550377.73 U.S. Treasuries (including strips) US TREASURY N/B 2025-02-15 7.625000 17452.30 26804.33 U.S. Treasuries (including strips) US TREASURY N/B 2025-08-15 6.875000 288607.80 430655.79 U.S. Treasuries (including strips) US TREASURY N/B 2026-02-15 6.000000 261526.64 374181.69 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-15 0.625000 21498400.81 21563606.23 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-31 0.500000 1518952.21 1522494.25 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-31 1.000000 194382.55 195322.23 U.S. Treasuries (including strips) US TREASURY N/B 2016-09-30 0.500000 353000.78 353720.36 U.S. Treasuries (including strips) US TREASURY N/B 2016-09-30 1.000000 233843.67 234902.85 U.S. Treasuries (including strips) US TREASURY N/B 2016-10-15 0.625000 14339259.59 14375151.16 U.S. Treasuries (including strips) US TREASURY N/B 2016-10-31 1.000000 4373048.61 4391658.96 U.S. Treasuries (including strips) US TREASURY N/B 2016-11-15 0.625000 191287.56 191708.83 U.S. Treasuries (including strips) US TREASURY N/B 2016-12-31 0.625000 5910570.76 5919333.02 U.S. Treasuries (including strips) US TREASURY N/B 2016-12-31 0.625000 1415957.82 1418057.26 U.S. Treasuries (including strips) US TREASURY N/B 2017-01-15 0.750000 2779816.65 2784890.72 U.S. Treasuries (including strips) US TREASURY N/B 2017-01-31 0.875000 2813345.71 2831792.71 U.S. Treasuries (including strips) US TREASURY N/B 2017-01-31 0.875000 1206960.04 1214873.76 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-15 0.625000 527867.70 529880.30 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-28 0.500000 832208.36 833993.14 U.S. Treasuries (including strips) US TREASURY N/B 2017-03-15 0.750000 261354.69 262481.78 U.S. Treasuries (including strips) US TREASURY N/B 2017-03-31 1.000000 10275366.07 10341833.55 U.S. Treasuries (including strips) US TREASURY N/B 2017-04-15 0.875000 858859.66 863076.59 U.S. Treasuries (including strips) US TREASURY N/B 2017-04-30 0.875000 2353137.92 2363868.08 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-15 0.875000 3799615.79 3815586.79 U.S. Treasuries (including strips) US TREASURY N/B 2017-06-15 0.875000 582030.02 584074.44 U.S. Treasuries (including strips) US TREASURY N/B 2017-06-30 0.625000 5069507.29 5073373.44 U.S. Treasuries (including strips) US TREASURY N/B 2017-06-30 0.625000 213210.41 213372.89 U.S. Treasuries (including strips) US TREASURY N/B 2017-07-15 0.875000 785783.52 787978.38 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-31 0.625000 6809063.49 6825708.51 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-31 1.875000 732480.91 747902.56 U.S. Treasuries (including strips) US TREASURY N/B 2017-10-15 0.875000 4105160.05 4126056.39 U.S. Treasuries (including strips) US TREASURY N/B 2017-10-31 1.875000 8837313.46 9010397.32 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 859719383.14 859719383.14 0.0442 N Y Y N BNP PARIBAS Joint Account I 0.330000% R0MUWSFPU8MPRO8K5P83 0001272025 105175939779163BNP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TINT 08/15/17 2017-08-15 0.00 435.88 434.16 U.S. Treasuries (including strips) TINT 11/15/24 2024-11-15 0.00 551.94 488.32 U.S. Treasuries (including strips) STRIPS 2032-02-15 0.00 3641874.47 2708061.89 U.S. Treasuries (including strips) STRIPS 2035-02-15 0.00 38063859.90 26085543.62 U.S. Treasuries (including strips) STRIPS 2019-11-15 0.00 171.94 166.79 U.S. Treasuries (including strips) STRIPS 2028-02-15 0.00 40234867.13 32967645.43 U.S. Treasuries (including strips) STRIPS 2029-02-15 0.00 240718.85 192649.36 U.S. Treasuries (including strips) STRIPS 2029-05-15 0.00 13286823.79 10567143.65 U.S. Treasuries (including strips) STRIPS 2030-05-15 0.00 84.25 66.20 U.S. Treasuries (including strips) STRIPS 2031-02-15 0.00 1316.23 1005.87 U.S. Treasuries (including strips) STRIPS 2038-02-15 0.00 255377.06 161007.39 U.S. Treasuries (including strips) STRIPS 2043-02-15 0.00 1214.78 656.83 U.S. Treasuries (including strips) TREASURY BILL 2016-11-10 0.00 414384.74 414098.46 U.S. Treasuries (including strips) TREASURY BILL 2016-12-08 0.00 85.97 85.97 U.S. Treasuries (including strips) TREASURY BILL 2016-08-11 0.00 1869889.66 1869795.95 U.S. Treasuries (including strips) TREASURY BILL 2016-09-01 0.00 298322.63 298271.90 U.S. Treasuries (including strips) TREASURY BILL 2017-03-30 0.00 5745074.78 5729562.86 U.S. Treasuries (including strips) TREASURY BILL 2016-10-20 0.00 251811.81 251673.39 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-01-15 2.375000 86640628.05 132157762.38 U.S. Treasuries (including strips) TSY INFL IX N/B 2045-02-15 0.750000 20808132.12 22138041.49 U.S. Treasuries (including strips) TSY INFL IX N/B 2046-02-15 1.000000 1814523.73 2062293.14 U.S. Treasuries (including strips) TSY INFL IX N/B 2019-01-15 2.125000 3021139.88 3602619.69 U.S. Treasuries (including strips) TSY INFL IX N/B 2019-07-15 1.875000 400629.23 484493.14 U.S. Treasuries (including strips) TSY INFL IX N/B 2020-01-15 1.375000 4298596.92 5073799.01 U.S. Treasuries (including strips) TSY INFL IX N/B 2026-01-15 0.625000 15524640.68 16579032.34 U.S. Treasuries (including strips) TSY INFL IX N/B 2020-07-15 1.250000 102068894.18 120208771.13 U.S. Treasuries (including strips) TSY INFL IX N/B 2022-01-15 0.125000 85971938.31 92790281.61 U.S. Treasuries (including strips) TSY INFL IX N/B 2023-01-15 0.125000 60179840.99 63474990.63 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-07-15 0.125000 25261048.66 25904898.53 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-15 8.750000 126894.58 137326.42 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-15 8.875000 421090.55 474283.97 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-15 9.125000 677458.87 792734.35 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-15 7.250000 343.89 478.00 U.S. Treasuries (including strips) US TREASURY N/B 2023-08-15 6.250000 9554921.22 13035473.65 U.S. Treasuries (including strips) US TREASURY N/B 2026-08-15 6.750000 2119208.28 3238687.58 U.S. Treasuries (including strips) US TREASURY N/B 2027-08-15 6.375000 85.97 130.68 U.S. Treasuries (including strips) US TREASURY N/B 2036-02-15 4.500000 4030169.31 5925321.82 U.S. Treasuries (including strips) US TREASURY N/B 2037-02-15 4.750000 6083976.16 9250306.31 U.S. Treasuries (including strips) US TREASURY N/B 2040-11-15 4.250000 151482.56 215825.67 U.S. Treasuries (including strips) US TREASURY N/B 2042-05-15 3.000000 428999.97 505893.27 U.S. Treasuries (including strips) US TREASURY N/B 2042-11-15 2.750000 23863230.92 26812072.70 U.S. Treasuries (including strips) US TREASURY N/B 2043-08-15 3.625000 21631313.43 28668801.77 U.S. Treasuries (including strips) US TREASURY N/B 2043-11-15 3.750000 18999.80 25574.93 U.S. Treasuries (including strips) US TREASURY N/B 2044-08-15 3.125000 3206495.38 3879688.33 U.S. Treasuries (including strips) US TREASURY N/B 2044-08-15 3.125000 12874297.76 15577211.66 U.S. Treasuries (including strips) US TREASURY N/B 2044-11-15 3.000000 8468149.95 9942303.90 U.S. Treasuries (including strips) US TREASURY N/B 2045-05-15 3.000000 108754.50 127737.97 U.S. Treasuries (including strips) US TREASURY N/B 2046-05-15 2.500000 2026358.59 2152687.47 U.S. Treasuries (including strips) US TREASURY N/B 2018-12-31 1.500000 21492984.58 21924737.37 U.S. Treasuries (including strips) US TREASURY N/B 2021-02-28 2.000000 14615229.51 15372291.52 U.S. Treasuries (including strips) US TREASURY N/B 2017-03-15 0.750000 42985969.16 43178964.98 U.S. Treasuries (including strips) US TREASURY N/B 2024-08-15 2.375000 211292373.08 229644974.69 U.S. Treasuries (including strips) US TREASURY N/B 2017-09-15 1.000000 117340347.50 118287360.21 U.S. Treasuries (including strips) US TREASURY N/B 2021-12-31 2.125000 34314925.43 36179275.92 U.S. Treasuries (including strips) US TREASURY N/B 2022-01-31 1.500000 460551.67 472746.79 U.S. Treasuries (including strips) US TREASURY N/B 2018-02-15 1.000000 90356.51 91246.32 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-15 4.750000 42591873.79 45332388.37 U.S. Treasuries (including strips) US TREASURY N/B 2018-02-15 3.500000 2708116.06 2868714.22 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-15 3.875000 12117744.71 12917787.53 U.S. Treasuries (including strips) US TREASURY N/B 2025-02-15 2.000000 47769447.80 50411859.81 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-28 1.750000 2105452.77 2189326.99 U.S. Treasuries (including strips) US TREASURY N/B 2018-08-15 4.000000 687.78 747.96 U.S. Treasuries (including strips) US TREASURY N/B 2019-08-15 3.625000 25706383.30 28321853.42 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-30 2.000000 127951519.96 134201829.47 U.S. Treasuries (including strips) US TREASURY N/B 2019-01-15 1.125000 3127659.12 3159295.07 U.S. Treasuries (including strips) US TREASURY N/B 2020-08-15 2.625000 171.94 185.70 U.S. Treasuries (including strips) US TREASURY N/B 2018-01-31 0.750000 1330071.86 1336874.82 U.S. Treasuries (including strips) US TREASURY N/B 2023-01-31 1.750000 135355251.35 140566001.93 U.S. Treasuries (including strips) US TREASURY N/B 2017-09-30 1.875000 10911558.41 11137193.48 U.S. Treasuries (including strips) US TREASURY N/B 2017-10-31 1.875000 213159683.58 217434302.06 U.S. Treasuries (including strips) US TREASURY N/B 2019-04-15 0.875000 1557811.52 1567075.86 U.S. Treasuries (including strips) US TREASURY N/B 2023-05-31 1.625000 66198.39 67799.19 U.S. Treasuries (including strips) US TREASURY N/B 2023-05-31 1.625000 115640854.23 118437227.36 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-31 1.000000 3394258.10 3409774.31 U.S. Treasuries (including strips) US TREASURY N/B 2019-01-31 1.250000 14615.23 14897.22 U.S. Treasuries (including strips) US TREASURY N/B 2019-05-31 1.125000 4324302.53 4377411.69 U.S. Treasuries (including strips) US TREASURY N/B 2017-06-30 0.750000 525890.35 527022.60 U.S. Treasuries (including strips) US TREASURY N/B 2017-10-31 0.750000 71565620.61 71808674.46 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-15 1.625000 21596150.90 22167084.53 U.S. Treasuries (including strips) US TREASURY N/B 2018-04-30 0.625000 7407256.23 7413949.15 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-15 0.625000 179681.35 180218.68 U.S. Treasuries (including strips) US TREASURY N/B 2016-10-15 0.625000 200658.50 201143.39 U.S. Treasuries (including strips) US TREASURY N/B 2023-11-15 2.750000 3481863.50 3851740.57 U.S. Treasuries (including strips) US TREASURY N/B 2016-07-31 0.500000 7462536.19 7481137.08 U.S. Treasuries (including strips) US TREASURY N/B 2020-06-30 1.625000 17022443.79 17496392.47 U.S. Treasuries (including strips) US TREASURY N/B 2017-07-31 0.625000 14060882.46 14108726.70 U.S. Treasuries (including strips) TINT 11/15/17 2017-11-15 0.00 994001.53 986239.13 U.S. Treasuries (including strips) TINT 08/15/21 2021-08-15 0.00 345607.19 326491.33 U.S. Treasuries (including strips) TINT 11/15/22 2022-11-15 0.00 1228602.62 1131468.94 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 48382275.55 41275886.72 U.S. Treasuries (including strips) TINT 11/15/26 2026-11-15 0.00 8.60 6.88 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.00 16335009.59 13476382.46 U.S. Treasuries (including strips) STRIP PRINC 2027-08-15 0.00 63275.35 53319.80 U.S. Treasuries (including strips) STRIP PRINC 2040-11-15 0.00 72216.43 42483.89 U.S. Treasuries (including strips) STRIP PRINC 2042-02-15 0.00 1547494.89 879410.40 U.S. Treasuries (including strips) STRIP PRINC 2043-05-15 0.00 9761339.85 5298552.86 U.S. Treasuries (including strips) STRIP PRINC 2043-11-15 0.00 35937989.65 19631127.28 U.S. Treasuries (including strips) STRIP PRINC 2044-02-15 0.00 7993584.85 4296551.64 U.S. Treasuries (including strips) STRIP PRINC 2044-05-15 0.00 44103604.36 23374910.31 U.S. Treasuries (including strips) STRIP PRINC 2045-05-15 0.00 11735083.61 6008714.60 U.S. Treasuries (including strips) STRIP PRINC 2045-08-15 0.00 1719438.77 874764.47 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 2149298457.86 2149298457.86 0.1106 N Y Y N CITIGROUP GLOBAL MARKETS INC. Joint Account I 0.330000% MBNUM2BPBDO7JBLYG310 0000315030 105175939779163CGM U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY N/B 2020-12-31 2.375000 77840024.61 82410137.24 U.S. Treasuries (including strips) US TREASURY N/B 2022-12-31 2.125000 39845156.33 41919678.12 U.S. Treasuries (including strips) US TREASURY N/B 2021-06-30 2.125000 162221052.21 170400982.96 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 288951684.67 288951684.67 0.0149 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK Joint Account I 0.320000% 0001330437 105175939779163CRE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY N/B 2020-11-30 1.625000 676312867.98 694965262.34 U.S. Treasuries (including strips) US TREASURY N/B 2020-05-31 1.500000 205175211.75 209766629.09 U.S. Treasuries (including strips) US TREASURY N/B 2022-07-31 2.000000 140062902.74 147564686.84 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0032 1031663259.77 1031663259.77 0.0531 N Y Y N MERRILL LYNCH, PIERCE, FENNER & SMITH, INCORPORATED Joint Account I 0.330000% 8NAV47T0Y26Q87Y0QP81 0000065106 105175939779163MER U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TSY INFL IX N/B 2017-07-15 2.625000 188848882.75 225980756.11 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 221549685.04 221549685.04 0.0114 N Y Y N BANK OF NOVA SCOTIA (THE) Joint Account I 0.330000% L3I9ZG2KFGXZ61BMYR72 0000009631 105175939779163THE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TSY INFL IX N/B 2024-01-15 0.625000 24145734.71 26084034.82 U.S. Treasuries (including strips) TSY INFL IX N/B 2017-01-15 2.375000 31110235.46 37456526.62 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-01-15 0.250000 13441368.67 13906384.00 U.S. Treasuries (including strips) US TREASURY N/B 2029-08-15 6.125000 285770.72 445654.46 U.S. Treasuries (including strips) US TREASURY N/B 2037-02-15 4.750000 513252.47 780368.14 U.S. Treasuries (including strips) US TREASURY N/B 2039-11-15 4.375000 250436.26 362039.01 U.S. Treasuries (including strips) US TREASURY N/B 2024-02-15 2.750000 4372274.87 4872886.02 U.S. Treasuries (including strips) US TREASURY N/B 2018-10-31 1.250000 1569933.57 1593620.55 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 83822639.86 83822639.86 0.0043 N Y Y N WELLS FARGO SECURITIES, LLC Joint Account I 0.340000% 0000276523 105175939779163WEL U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TSY INFL IX N/B 2019-04-15 0.125000 78740752.61 81842560.82 U.S. Treasuries (including strips) TSY INFL IX N/B 2020-04-15 0.125000 30625783.59 31912396.63 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-07-15 0.375000 4284755.43 4472684.93 U.S. Treasuries (including strips) US TREASURY N/B 2016-11-15 7.500000 9867859.08 10219138.70 U.S. Treasuries (including strips) US TREASURY N/B 2020-11-30 2.000000 5172931.53 5398544.25 U.S. Treasuries (including strips) US TREASURY N/B 2019-09-30 1.750000 12452949.29 12866856.89 U.S. Treasuries (including strips) US TREASURY N/B 2021-11-30 1.875000 16962263.43 17644325.24 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-15 4.625000 315517.01 329280.26 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-15 4.500000 63294690.29 65833389.18 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-28 1.750000 15141377.78 15707373.17 U.S. Treasuries (including strips) US TREASURY N/B 2022-03-31 1.750000 35490075.86 36751666.77 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-31 1.875000 163077590.63 170243809.06 U.S. Treasuries (including strips) US TREASURY N/B 2022-09-30 1.750000 2677681.99 2768773.56 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 1.875000 97510318.13 101416152.24 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-30 2.000000 174913003.49 182965480.84 U.S. Treasuries (including strips) US TREASURY N/B 2023-01-31 1.750000 159683848.37 165382141.51 U.S. Treasuries (including strips) US TREASURY N/B 2018-01-31 2.625000 155697759.45 162170235.06 U.S. Treasuries (including strips) US TREASURY N/B 2018-02-28 2.750000 6981781.11 7285293.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-03-31 2.875000 98876756.12 103342646.69 U.S. Treasuries (including strips) US TREASURY N/B 2018-04-30 2.625000 1572426.75 1634608.54 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-31 2.375000 79216779.23 81921362.70 U.S. Treasuries (including strips) US TREASURY N/B 2018-06-30 2.375000 704024.20 727563.32 U.S. Treasuries (including strips) US TREASURY N/B 2018-07-31 2.250000 49994831.43 52074385.15 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-15 1.750000 10237968.27 10578427.47 U.S. Treasuries (including strips) US TREASURY N/B 2020-06-30 1.875000 46862529.83 48542672.54 U.S. Treasuries (including strips) US TREASURY N/B 2020-10-31 1.750000 15261910.43 15779745.21 U.S. Treasuries (including strips) US TREASURY N/B 2021-05-31 2.000000 18659349.49 19512530.71 U.S. Treasuries (including strips) US TREASURY N/B 2022-04-30 1.750000 107552614.27 111210466.63 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-31 1.875000 3805032.02 3956710.59 U.S. Treasuries (including strips) US TREASURY N/B 2020-07-31 1.625000 52244029.28 53953648.33 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 1547494889.66 1547494889.66 0.0796 N Y Y N BNP PARIBAS BNP PARIBAS 0.330001% R0MUWSFPU8MPRO8K5P83 0001272025 1053598647791632BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TINT 08/15/17 2017-08-15 0.00 59.00 58.00 U.S. Treasuries (including strips) STRIPS 2032-02-15 0.00 542.00 401.00 U.S. Treasuries (including strips) STRIPS 2036-02-15 0.00 24999800.00 16618117.00 U.S. Treasuries (including strips) STRIPS 2033-05-15 0.00 103.00 73.00 U.S. Treasuries (including strips) STRIPS 2019-02-15 0.00 2.00 2.00 U.S. Treasuries (including strips) STRIPS 2019-11-15 0.00 24.00 23.00 U.S. Treasuries (including strips) STRIPS 2029-05-15 0.00 205.00 162.00 U.S. Treasuries (including strips) STRIPS 2031-02-15 0.00 225.00 171.00 U.S. Treasuries (including strips) STRIPS 2043-02-15 0.00 420.00 226.00 U.S. Treasuries (including strips) TREASURY BILL 2016-10-13 0.00 400.00 400.00 U.S. Treasuries (including strips) TREASURY BILL 2016-10-27 0.00 300.00 300.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-01-15 2.375000 41997300.00 63813551.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2044-02-15 1.375000 119600.00 146849.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2019-04-15 0.125000 72411500.00 75263982.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2018-07-15 1.375000 800.00 927.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2019-07-15 1.875000 900.00 1087.00 U.S. Treasuries (including strips) US TREASURY FRN 2017-01-31 0.369205 100.00 100.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-15 8.750000 200.00 216.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-15 8.875000 2841000.00 3198995.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-02-15 8.875000 200.00 249.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-08-15 8.125000 100.00 126.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-08-15 8.125000 200.00 251.00 U.S. Treasuries (including strips) US TREASURY N/B 2043-05-15 2.875000 12611500.00 14451006.00 U.S. Treasuries (including strips) US TREASURY N/B 2043-08-15 3.625000 2402500.00 3176617.00 U.S. Treasuries (including strips) US TREASURY N/B 2044-05-15 3.375000 24523500.00 30792403.00 U.S. Treasuries (including strips) US TREASURY N/B 2044-08-15 3.125000 3900.00 4707.00 U.S. Treasuries (including strips) US TREASURY N/B 2046-02-15 2.500000 100.00 107.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-03-15 0.750000 7225000.00 7256152.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-04-15 0.875000 200.00 201.00 U.S. Treasuries (including strips) US TREASURY N/B 2016-09-30 0.500000 599900.00 601071.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-11-15 4.250000 100.00 105.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-03-31 1.750000 8329600.00 8625698.00 U.S. Treasuries (including strips) US TREASURY N/B 2016-07-31 3.250000 100.00 102.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 1.875000 2872000.00 2987040.00 U.S. Treasuries (including strips) US TREASURY N/B 2025-11-15 2.250000 4484900.00 4795415.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-01-31 1.375000 755800.00 771188.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-11-15 2.625000 3855200.00 4131232.00 U.S. Treasuries (including strips) US TREASURY N/B 2023-03-31 1.500000 100.00 102.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-08-15 2.125000 103241300.00 109317211.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-10-31 1.250000 100.00 102.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-09-30 2.000000 200.00 209.00 U.S. Treasuries (including strips) US TREASURY N/B 2016-10-15 0.625000 100.00 100.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-10-31 1.750000 149359100.00 154426838.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-15 0.875000 100.00 100.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-05-31 1.500000 200.00 204.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-05-31 1.500000 1000.00 1022.00 U.S. Treasuries (including strips) TINT 11/15/17 2017-11-15 0.00 84.00 83.00 U.S. Treasuries (including strips) TINT 11/15/26 2026-11-15 0.00 721.00 606.00 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.00 211.00 173.00 U.S. Treasuries (including strips) STRIP PRINC 2027-08-15 0.00 2200.00 1846.00 U.S. Treasuries (including strips) STRIP PRINC 2043-05-15 0.00 4000.00 2165.00 U.S. Treasuries (including strips) STRIP PRINC 2044-02-15 0.00 6153700.00 3297460.00 U.S. Treasuries (including strips) STRIP PRINC 2045-05-15 0.00 12400000.00 6312468.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-07 2016-08-07 2016-10-05 Y BNP Paribas N/A N/A 1.0000 1 N N N 0.0033 500000000.00 500000000.00 0.0257 N N Y N BNP PARIBAS BNP PARIBAS 0.330001% R0MUWSFPU8MPRO8K5P83 0001272025 105451690779163BNP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TSY INFL IX N/B 2045-02-15 0.750000 91080700.00 96249052.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-01-15 0.625000 1738400.00 1870363.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2019-04-15 0.125000 15046100.00 15638806.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2020-01-15 1.375000 488000.00 574770.00 U.S. Treasuries (including strips) US TREASURY FRN 2017-07-31 0.362205 800.00 801.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-15 8.875000 200.00 225.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-08-15 8.125000 897600.00 1127009.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-02-15 8.500000 39538100.00 51557652.00 U.S. Treasuries (including strips) US TREASURY N/B 2045-05-15 3.000000 16900.00 19789.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-11-30 2.000000 10300400.00 10749642.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-15 0.875000 225000.00 226455.00 U.S. Treasuries (including strips) US TREASURY N/B 2024-11-15 2.250000 30422500.00 32489575.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-11-30 1.500000 25432800.00 25998121.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-15 3.875000 100.00 107.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-03-31 1.750000 8206500.00 8498222.00 U.S. Treasuries (including strips) US TREASURY N/B 2016-07-31 3.250000 2062300.00 2095795.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-08-15 3.625000 44469600.00 48924654.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-01-31 1.375000 11630700.00 11867495.00 U.S. Treasuries (including strips) US TREASURY N/B 2023-01-31 1.750000 12127500.00 12560268.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-04-30 0.750000 3002000.00 3009157.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-07-31 2.250000 3872500.00 4033578.00 U.S. Treasuries (including strips) US TREASURY N/B 2023-04-30 1.625000 78503500.00 80296848.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-08-15 2.125000 90107400.00 95410361.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-03-31 1.000000 100.00 101.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-07-31 1.375000 400.00 408.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-15 0.875000 6772300.00 6800766.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-07 2016-08-07 2016-10-05 Y BNP Paribas N/A N/A 1.0000 1 N N N 0.0033 500000000.00 500000000.00 0.0257 N N Y N WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC 0.400000% 0000276523 105675650779163Wel U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TSY INFL IX N/B 2025-01-15 0.250000 64572500.00 66521819.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2021-04-15 0.125000 1359000.00 1401157.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-08-31 1.625000 10804000.00 11130581.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-12-31 1.750000 155148300.00 160029122.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-12-31 2.750000 27799100.00 28658568.00 U.S. Treasuries (including strips) US TREASURY N/B 2023-05-15 1.750000 4592500.00 4736092.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-07-31 1.625000 30709400.00 31672315.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-07-31 1.625000 26483800.00 27350448.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-10-12 2016-10-12 2016-10-12 N N N 0.0040 324902165.25 324902165.25 0.0167 N N N Y CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.300000% 0001330437 106358147779163CRE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TSY INFL IX N/B 2026-01-15 2.000000 26245500.00 37499957.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2017-07-15 2.625000 31352900.00 37499994.00 U.S. Treasuries (including strips) US TREASURY N/B 2042-08-15 2.750000 33122700.00 37499953.00 U.S. Treasuries (including strips) US TREASURY N/B 2016-10-31 0.375000 29968100.00 30000259.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-30 2.000000 35753400.00 37499919.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-06-30 1.375000 36974600.00 37499956.00 U.S. Treasuries (including strips) US TREASURY N/B 2023-08-15 2.500000 34302700.00 37499966.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0030 250000000.00 250000000.00 0.0129 N N Y N SOCIETE GENERALE SOCIETE GENERALE 0.320000% O2RNE8IBXP4R0TD8PU41 0000865845 1064148987791631So U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TREASURY BILL 2016-08-18 0.00 100.00 100.00 U.S. Treasuries (including strips) TREASURY BILL 2016-10-13 0.00 100.00 100.00 U.S. Treasuries (including strips) TREASURY BILL 2017-03-02 0.00 100.00 100.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2022-01-15 0.125000 7335200.00 7888910.00 U.S. Treasuries (including strips) US TREASURY N/B 2042-08-15 2.750000 14248100.00 16093181.00 U.S. Treasuries (including strips) US TREASURY N/B 2045-05-15 3.000000 77765400.00 91060027.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-01-31 1.250000 85428400.00 86914113.00 U.S. Treasuries (including strips) US TREASURY N/B 2025-02-15 2.000000 7087000.00 7458259.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-30 2.000000 43579000.00 45585248.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0032 250000000.00 250000000.00 0.0129 N N Y N SOCIETE GENERALE SOCIETE GENERALE 0.330000% O2RNE8IBXP4R0TD8PU41 0000865845 106507893779163Soc U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY N/B 2022-12-31 2.125000 94528500.00 99450088.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 97500000.00 97500000.00 0.0050 N Y Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 0.330000% MBNUM2BPBDO7JBLYG310 0000315030 106508063779163CGM U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY N/B 2020-05-15 3.500000 218600.00 240721.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-09-30 2.000000 44896900.00 46985386.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 46300000.00 46300000.00 0.0024 N Y Y N BANK OF NOVA SCOTIA (THE) BANK OF NOVA SCOTIA (THE) 0.330000% L3I9ZG2KFGXZ61BMYR72 0000009631 1065081177791631TH U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TSY INFL IX N/B 2025-01-15 2.375000 134100.00 204550.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2022-01-15 0.125000 31124800.00 33593275.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2018-04-15 0.125000 150045700.00 157250626.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-02-15 8.500000 23241100.00 30349930.00 U.S. Treasuries (including strips) US TREASURY N/B 2039-08-15 4.500000 113700.00 168268.00 U.S. Treasuries (including strips) US TREASURY N/B 2040-11-15 4.250000 100.00 142.00 U.S. Treasuries (including strips) US TREASURY N/B 2044-08-15 3.125000 66385700.00 80323147.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-03-31 1.625000 4003400.00 4118557.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 300000000.00 300000000.00 0.0154 N Y Y N MERRILL LYNCH, PIERCE, FENNER & SMITH, INCORPORATED MERRILL LYNCH, PIERCE, FENNER & SMITH, INCORPORATED 0.330000% 8NAV47T0Y26Q87Y0QP81 0000065106 106508228779163Mer U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY N/B 2022-09-30 1.750000 245131000.00 253470039.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 248500000.00 248500000.00 0.0128 N Y Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 0.320000% ZBUT11V806EZRVTWT807 0000782124 106526139779163JPM U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY N/B 2021-09-30 2.125000 96135000.00 101566360.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-06-30 2.125000 27215000.00 28645815.00 U.S. Treasuries (including strips) STRIP PRINC 2040-02-15 0.00 582600.00 351156.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0032 128000000.00 128000000.00 0.0066 N Y Y N FEDERAL RESERVE BANK-NEW YORK FEDERAL RESERVE BANK-NEW YORK 0.250000% 0001457970 106530374779163FED U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY N/B 2022-05-15 1.750000 725876900.00 750015629.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0025 750000000.00 750000000.00 0.0386 N Y Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 0.280001% ZBUT11V806EZRVTWT807 0000782124 804950637791631JP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N STRIPS 2030-02-15 0.00 3642900.00 2834468.00 U.S. Treasuries (including strips) STRIPS 2030-05-15 0.00 4643700.00 3597614.00 U.S. Treasuries (including strips) STRIPS 2030-08-15 0.00 10974100.00 8440290.00 U.S. Treasuries (including strips) STRIPS 2030-11-15 0.00 4643700.00 3549830.00 U.S. Treasuries (including strips) STRIPS 2031-02-15 0.00 20153834.00 15336665.00 U.S. Treasuries (including strips) STRIPS 2031-05-15 0.00 4643700.00 3502232.00 U.S. Treasuries (including strips) STRIPS 2031-11-15 0.00 4643700.00 3459696.00 U.S. Treasuries (including strips) STRIPS 2032-05-15 0.00 4643700.00 3412469.00 U.S. Treasuries (including strips) STRIPS 2034-05-15 0.00 3843700.00 2669795.00 U.S. Treasuries (including strips) STRIPS 2034-11-15 0.00 4643700.00 3178520.00 U.S. Treasuries (including strips) STRIPS 2035-05-15 0.00 4643700.00 3134637.00 U.S. Treasuries (including strips) STRIPS 2035-11-15 0.00 4643700.00 3094283.00 U.S. Treasuries (including strips) STRIPS 2036-05-15 0.00 4643700.00 3060895.00 U.S. Treasuries (including strips) STRIPS 2036-11-15 0.00 4643700.00 3022770.00 U.S. Treasuries (including strips) STRIPS 2037-02-15 0.00 2047900.00 1325380.00 U.S. Treasuries (including strips) STRIPS 2037-08-15 0.00 5398200.00 3434281.00 U.S. Treasuries (including strips) STRIPS 2044-05-15 0.00 36241300.00 18809960.00 U.S. Treasuries (including strips) STRIPS 2044-11-15 0.00 5880200.00 3004312.00 U.S. Treasuries (including strips) STRIPS 2045-05-15 0.00 5057000.00 2546857.00 U.S. Treasuries (including strips) US TREASURY N/B 2037-02-15 4.750000 55346600.00 83911062.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-05-31 1.375000 129965000.00 132050502.00 U.S. Treasuries (including strips) TINT 08/15/22 2022-08-15 0.00 28213900.00 26079237.00 U.S. Treasuries (including strips) TINT 02/15/25 2025-02-15 0.00 17774400.00 15558999.00 U.S. Treasuries (including strips) TINT 05/15/25 2025-05-15 0.00 3142700.00 2731289.00 U.S. Treasuries (including strips) TPRX 05/15/17 8.7500 2017-05-15 0.00 13778000.00 13715310.00 U.S. Treasuries (including strips) TPRX 08/15/17 8.8750 2017-08-15 0.00 98000.00 97423.00 U.S. Treasuries (including strips) TPRX 11/15/18 9.0000 2018-11-15 0.00 2294000.00 2258787.00 U.S. Treasuries (including strips) TPRX 02/15/19 8.8750 2019-02-15 0.00 49000.00 48152.00 U.S. Treasuries (including strips) TPRX 08/15/19 8.1250 2019-08-15 0.00 110000.00 107256.00 U.S. Treasuries (including strips) TPRX 08/15/20 8.7500 2020-08-15 0.00 9000.00 8652.00 U.S. Treasuries (including strips) TPRX 02/15/21 7.8750 2021-02-15 0.00 268000.00 255361.00 U.S. Treasuries (including strips) TPRX 05/15/21 8.1250 2021-05-15 0.00 50000.00 47490.00 U.S. Treasuries (including strips) TPRX 08/15/22 7.2500 2022-08-15 0.00 1022000.00 950480.00 U.S. Treasuries (including strips) TPRX 08/15/25 6.8750 2025-08-15 0.00 245000.00 214172.00 U.S. Treasuries (including strips) TPRX 08/15/26 6.7500 2026-08-15 0.00 41960000.00 36140565.00 U.S. Treasuries (including strips) TPRX 11/15/26 6.5000 2026-11-15 0.00 105000.00 89741.00 U.S. Treasuries (including strips) STRIP PRINC 2016-08-15 0.00 21000.00 20997.00 U.S. Treasuries (including strips) STRIP PRINC 2026-05-15 0.00 860000.00 742300.00 U.S. Treasuries (including strips) STRIP PRINC 2041-02-15 0.00 902500.00 527168.00 U.S. Treasuries (including strips) STRIP PRINC 2041-08-15 0.00 7405000.00 4249878.00 U.S. Treasuries (including strips) STRIP PRINC 2041-11-15 0.00 334800.00 190926.00 U.S. Treasuries (including strips) STRIP PRINC 2042-11-15 0.00 2340000.00 1288872.00 U.S. Treasuries (including strips) STRIP PRINC 2043-02-15 0.00 630800.00 346202.00 U.S. Treasuries (including strips) STRIP PRINC 2043-05-15 0.00 540000.00 294052.00 U.S. Treasuries (including strips) STRIP PRINC 2043-08-15 0.00 660000.00 357707.00 U.S. Treasuries (including strips) STRIP PRINC 2043-11-15 0.00 1570000.00 847612.00 U.S. Treasuries (including strips) STRIP PRINC 2044-02-15 0.00 43160000.00 23133761.00 U.S. Treasuries (including strips) STRIP PRINC 2044-05-15 0.00 2042000.00 1079891.00 U.S. Treasuries (including strips) STRIP PRINC 2044-11-15 0.00 725000.00 375035.00 U.S. Treasuries (including strips) STRIP PRINC 2045-02-15 0.00 10584000.00 5426734.00 U.S. Treasuries (including strips) STRIP PRINC 2045-08-15 0.00 46100.00 23129.00 U.S. Treasuries (including strips) STRIP PRINC 2046-02-15 0.00 1092000.00 546251.00 U.S. Treasuries (including strips) STRIP PRINC 2016-11-15 0.00 2000.00 1998.00 U.S. Treasuries (including strips) STRIP PRINC 2018-05-15 0.00 28045000.00 27723323.00 U.S. Treasuries (including strips) STRIP PRINC 2021-08-15 0.00 521000.00 492574.00 U.S. Treasuries (including strips) STRIP PRINC 2021-11-15 0.00 22767000.00 21422609.00 U.S. Treasuries (including strips) STRIP PRINC 2025-02-15 0.00 68000.00 60190.00 U.S. Treasuries (including strips) STRIP PRINC 2027-11-15 0.00 1440000.00 1202112.00 U.S. Treasuries (including strips) STRIP PRINC 2029-02-15 0.00 1692000.00 1374209.00 U.S. Treasuries (including strips) STRIP PRINC 2030-05-15 0.00 6125000.00 4882115.00 U.S. Treasuries (including strips) STRIP PRINC 2036-02-15 0.00 699500.00 491392.00 U.S. Treasuries (including strips) STRIP PRINC 2037-05-15 0.00 1035000.00 701854.00 U.S. Treasuries (including strips) STRIP PRINC 2038-02-15 0.00 155300.00 101826.00 U.S. Treasuries (including strips) STRIP PRINC 2038-05-15 0.00 12000.00 7827.00 U.S. Treasuries (including strips) STRIP PRINC 2039-02-15 0.00 570000.00 355737.00 U.S. Treasuries (including strips) STRIP PRINC 2039-05-15 0.00 4535000.00 2808843.00 U.S. Treasuries (including strips) STRIP PRINC 2039-08-15 0.00 3765000.00 2316492.00 U.S. Treasuries (including strips) STRIP PRINC 2039-11-15 0.00 1527900.00 931148.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-05 2016-08-05 2016-08-04 N N N 0.0028 500000000.00 500000000.00 0.0257 N N Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796KA6 US912796KA67 U.S. Treasury Debt First Tier Security N/A N/A 2016-12-29 2016-12-29 2016-12-29 N N N 0.0034 271770622.90 271770622.90 0.0140 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 7.500000% 912810DX3 US912810DX38 U.S. Treasury Debt First Tier Security N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0032 66852444.00 66852444.00 0.0034 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.625000% 912828A59 US912828A594 U.S. Treasury Debt First Tier Security N/A N/A 2016-12-15 2016-12-15 2016-12-15 N N N 0.0037 133125685.00 133125685.00 0.0069 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.750000% 912828A91 US912828A917 U.S. Treasury Debt First Tier Security N/A N/A 2017-01-15 2017-01-15 2017-01-15 N N N 0.0042 89583996.10 89583996.10 0.0046 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.750000% 912828C32 US912828C327 U.S. Treasury Debt First Tier Security N/A N/A 2017-03-15 2017-03-15 2017-03-15 N N N 0.0048 75324305.60 75324305.60 0.0039 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.500000% 912828F47 US912828F478 U.S. Treasury Debt First Tier Security N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0027 25509588.00 25509588.00 0.0013 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.375000% 912828F88 US912828F882 U.S. Treasury Debt First Tier Security N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0028 27506435.00 27506435.00 0.0014 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.875000% 912828FQ8 US912828FQ84 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-15 2016-08-15 2016-08-15 N N N 0.0019 236550025.00 236550025.00 0.0122 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.625000% 912828FY1 US912828FY19 U.S. Treasury Debt First Tier Security N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0032 156412710.00 156412710.00 0.0080 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.625000% 912828GH7 US912828GH76 U.S. Treasury Debt First Tier Security N/A N/A 2017-02-15 2017-02-15 2017-02-15 N N N 0.0044 169734668.00 169734668.00 0.0087 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.500000% 912828GS3 US912828GS32 U.S. Treasury Debt First Tier Security N/A N/A 2017-05-15 2017-05-15 2017-05-15 N N N 0.0058 117349976.70 117349976.70 0.0060 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.404258% 912828H60 US912828H607 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-01 2017-01-31 2017-01-31 N N N 0.0035 134037788.00 134037788.00 0.0069 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.000000% 912828LL2 US912828LL24 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0019 505754524.80 505754524.80 0.0260 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.000000% 912828LP3 US912828LP38 U.S. Treasury Debt First Tier Security N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0027 179297716.50 179297716.50 0.0092 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.125000% 912828LU2 US912828LU23 U.S. Treasury Debt First Tier Security N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0028 98184937.50 98184937.50 0.0051 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.488261% 912828M23 US912828M235 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-01 2017-10-31 2017-10-31 N N N 0.0040 190205010.00 190205010.00 0.0098 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.750000% 912828MA5 US912828MA59 U.S. Treasury Debt First Tier Security N/A N/A 2016-11-30 2016-11-30 2016-11-30 N N N 0.0035 138589000.00 138589000.00 0.0071 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.125000% 912828MK3 US912828MK32 U.S. Treasury Debt First Tier Security N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0044 51172710.50 51172710.50 0.0026 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.000000% 912828MS6 US912828MS67 U.S. Treasury Debt First Tier Security N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0047 16894505.25 16894505.25 0.0009 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.250000% 912828MV9 US912828MV96 U.S. Treasury Debt First Tier Security N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0050 216876813.00 216876813.00 0.0112 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.592258% 912828N97 US912828N977 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-01 2018-01-31 2018-01-31 N N N 0.0044 841886640.00 841886640.00 0.0433 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.125000% 912828NA4 US912828NA41 U.S. Treasury Debt First Tier Security N/A N/A 2017-04-30 2017-04-30 2017-04-30 N N N 0.0053 19366700.00 19366700.00 0.0010 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.750000% 912828NG1 US912828NG11 U.S. Treasury Debt First Tier Security N/A N/A 2017-05-31 2017-05-31 2017-05-31 N N N 0.0059 236141664.00 236141664.00 0.0122 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.500000% 912828NK2 US912828NK23 U.S. Treasury Debt First Tier Security N/A N/A 2017-06-30 2017-06-30 2017-06-30 N N N 0.0060 71516822.70 71516822.70 0.0037 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.510260% 912828Q86 US912828Q863 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-01 2018-04-30 2018-04-30 N N N 0.0045 865951500.00 865951500.00 0.0446 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.000000% 912828RF9 US912828RF91 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0019 181419658.00 181419658.00 0.0093 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.000000% 912828RJ1 US912828RJ14 U.S. Treasury Debt First Tier Security N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0027 36343378.50 36343378.50 0.0019 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.000000% 912828RM4 US912828RM43 U.S. Treasury Debt First Tier Security N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0028 65115505.00 65115505.00 0.0034 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.875000% 912828RU6 US912828RU68 U.S. Treasury Debt First Tier Security N/A N/A 2016-11-30 2016-11-30 2016-11-30 N N N 0.0035 30352479.60 30352479.60 0.0016 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.875000% 912828SC5 US912828SC51 U.S. Treasury Debt First Tier Security N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0043 16286188.75 16286188.75 0.0008 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.875000% 912828SJ0 US912828SJ05 U.S. Treasury Debt First Tier Security N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0047 178620017.40 178620017.40 0.0092 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.625000% 912828SY7 US912828SY71 U.S. Treasury Debt First Tier Security N/A N/A 2017-05-31 2017-05-31 2017-05-31 N N N 0.0058 64125063.10 64125063.10 0.0033 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.625000% 912828VR8 US912828VR83 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-15 2016-08-15 2016-08-15 N N N 0.0019 131021877.00 131021877.00 0.0067 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.875000% 912828VW7 US912828VW78 U.S. Treasury Debt First Tier Security N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0024 363531518.75 363531518.75 0.0187 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.625000% 912828WA4 US912828WA40 U.S. Treasury Debt First Tier Security N/A N/A 2016-10-15 2016-10-15 2016-10-15 N N N 0.0028 35024710.00 35024710.00 0.0018 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.875000% 912828WH9 US912828WH92 U.S. Treasury Debt First Tier Security N/A N/A 2017-05-15 2017-05-15 2017-05-15 N N N 0.0056 205011250.00 205011250.00 0.0106 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.875000% 912828WP1 US912828WP19 U.S. Treasury Debt First Tier Security N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0058 20051560.00 20051560.00 0.0010 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.397260% 912828XN5 US912828XN51 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-01 2017-07-31 2017-07-31 N N N 0.0038 281048894.00 281048894.00 0.0145 N Y Y N BANK OF NOVA SCOTIA (THE) BANK OF NOVA SCOTIA (THE) 0.452099% L3I9ZG2KFGXZ61BMYR72 0000009631 93636585779163THE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TREASURY BILL 2016-08-18 0.00 79800.00 79793.00 U.S. Treasuries (including strips) TREASURY BILL 2016-09-15 0.00 400.00 400.00 U.S. Treasuries (including strips) TREASURY BILL 2016-10-13 0.00 500000.00 499760.00 U.S. Treasuries (including strips) TREASURY BILL 2016-08-04 0.00 100.00 100.00 U.S. Treasuries (including strips) TREASURY BILL 2016-08-11 0.00 5000000.00 4999750.00 U.S. Treasuries (including strips) TREASURY BILL 2016-11-25 0.00 29182600.00 29158670.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2027-01-15 2.375000 7150700.00 10502414.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2042-02-15 0.750000 765000.00 845008.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2043-02-15 0.625000 599900.00 634062.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-01-15 0.625000 1199900.00 1296222.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2019-04-15 0.125000 15726100.00 16369733.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2017-01-15 2.375000 39359300.00 47388348.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2017-07-15 2.625000 4531800.00 5420311.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-01-15 0.250000 27950300.00 28917264.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2020-04-15 0.125000 831500.00 868178.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2021-04-15 0.125000 13625100.00 14093099.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2022-01-15 0.125000 217700.00 234966.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2023-01-15 0.125000 75000.00 79107.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2018-04-15 0.125000 4300.00 4506.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2023-07-15 0.375000 5875700.00 6274406.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-07-15 0.125000 7300000.00 7486061.00 U.S. Treasuries (including strips) US TREASURY N/B 2016-11-15 7.500000 95000.00 98411.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-08-15 8.125000 4029900.00 5067419.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-08-15 8.125000 10552500.00 14601551.00 U.S. Treasuries (including strips) US TREASURY N/B 2024-11-15 7.500000 478200.00 716764.00 U.S. Treasuries (including strips) US TREASURY N/B 2025-02-15 7.625000 966700.00 1488296.00 U.S. Treasuries (including strips) US TREASURY N/B 2026-02-15 6.000000 1440900.00 2067706.00 U.S. Treasuries (including strips) US TREASURY N/B 2026-08-15 6.750000 1800.00 2751.00 U.S. Treasuries (including strips) US TREASURY N/B 2029-08-15 6.125000 100.00 156.00 U.S. Treasuries (including strips) US TREASURY N/B 2031-02-15 5.375000 716000.00 1083166.00 U.S. Treasuries (including strips) US TREASURY N/B 2037-05-15 5.000000 343000.00 534716.00 U.S. Treasuries (including strips) US TREASURY N/B 2038-02-15 4.375000 896000.00 1307029.00 U.S. Treasuries (including strips) US TREASURY N/B 2039-02-15 3.500000 3880000.00 5012799.00 U.S. Treasuries (including strips) US TREASURY N/B 2039-11-15 4.375000 1745000.00 2522632.00 U.S. Treasuries (including strips) US TREASURY N/B 2040-02-15 4.625000 1568000.00 2362578.00 U.S. Treasuries (including strips) US TREASURY N/B 2040-05-15 4.375000 3000.00 4339.00 U.S. Treasuries (including strips) US TREASURY N/B 2042-11-15 2.750000 2249500.00 2527477.00 U.S. Treasuries (including strips) US TREASURY N/B 2043-02-15 3.125000 388500.00 470793.00 U.S. Treasuries (including strips) US TREASURY N/B 2044-02-15 3.625000 3754400.00 4973503.00 U.S. Treasuries (including strips) US TREASURY N/B 2044-05-15 3.375000 503400.00 633656.00 U.S. Treasuries (including strips) US TREASURY N/B 2044-08-15 3.125000 3821500.00 4623811.00 U.S. Treasuries (including strips) US TREASURY N/B 2044-11-15 3.000000 36000.00 42267.00 U.S. Treasuries (including strips) US TREASURY N/B 2045-05-15 3.000000 688500.00 808678.00 U.S. Treasuries (including strips) US TREASURY N/B 2045-08-15 2.875000 200000.00 230950.00 U.S. Treasuries (including strips) US TREASURY N/B 2016-12-15 0.625000 800.00 801.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-01-15 0.750000 9014300.00 9030952.00 U.S. Treasuries (including strips) US TREASURY N/B 2024-02-15 2.750000 3776500.00 4208897.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-15 0.625000 9123100.00 9158918.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-02-28 2.000000 922700.00 970495.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-03-15 0.750000 481000.00 483160.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-03-31 2.250000 74500.00 79205.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-04-30 1.625000 15148600.00 15570946.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-08-31 2.000000 5203400.00 5483507.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-09-15 1.000000 148200.00 149396.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-10-31 1.500000 498500.00 511077.00 U.S. Treasuries (including strips) US TREASURY N/B 2024-11-15 2.250000 4945200.00 5295496.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-11-30 1.500000 7588300.00 7769084.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-12-31 1.625000 4805400.00 4935442.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-15 4.625000 343500.00 358430.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-15 4.500000 800.00 832.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-02-15 1.000000 7699900.00 7775705.00 U.S. Treasuries (including strips) US TREASURY N/B 2025-02-15 2.000000 6113000.00 6451146.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-28 0.500000 1337200.00 1340361.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-02-29 1.375000 14595500.00 14928700.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-05-15 3.125000 100000.00 107246.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-09-15 1.000000 3269400.00 3302426.00 U.S. Treasuries (including strips) US TREASURY N/B 2016-09-30 3.000000 1000.00 1014.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 1.875000 1211200.00 1263120.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-11-15 1.250000 118000.00 119739.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-12-15 1.250000 1045000.00 1059796.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-12-31 1.750000 2975500.00 3075376.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-12-31 1.000000 584700.00 588084.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-31 2.750000 389500.00 398286.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-07-31 2.375000 463400.00 477024.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-31 1.875000 413000.00 421791.00 U.S. Treasuries (including strips) US TREASURY N/B 2023-01-31 1.750000 1300000.00 1350046.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-02-28 1.125000 15169200.00 15319802.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-01-31 2.625000 1072200.00 1117781.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-03-31 1.250000 319000.00 323547.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-03-31 0.875000 1805000.00 1816382.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-04-30 0.750000 44000.00 44143.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-31 2.375000 3190500.00 3302418.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-07-31 2.250000 936000.00 975810.00 U.S. Treasuries (including strips) US TREASURY N/B 2023-04-30 1.625000 6000000.00 6153217.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-05-15 0.875000 3000.00 3015.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-08-15 2.125000 1499500.00 1591731.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-09-30 1.375000 7475800.00 7618133.00 U.S. Treasuries (including strips) US TREASURY N/B 2016-09-30 1.000000 1000000.00 1004372.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-10-31 1.750000 100.00 103.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-12-31 1.375000 2310000.00 2348957.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-01-31 0.875000 4775100.00 4806950.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-01-31 1.250000 11937100.00 12167561.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-28 0.875000 100.00 101.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-15 1.750000 300.00 311.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-05-31 1.125000 420700.00 425867.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-31 0.625000 5172900.00 5180533.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-15 1.625000 271200.00 279893.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-31 0.625000 7061000.00 7080210.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-09-30 1.000000 310500.00 313361.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-15 1.625000 12261500.00 12585655.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-11-30 1.000000 125000.00 125846.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-01-31 0.875000 1928300.00 1942970.00 U.S. Treasuries (including strips) US TREASURY N/B 2023-02-15 2.000000 780000.00 823390.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-07-31 2.000000 9133700.00 9602223.00 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-15 0.625000 975700.00 978616.00 U.S. Treasuries (including strips) US TREASURY N/B 2023-08-15 2.500000 1422000.00 1554541.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-08-31 2.125000 5767100.00 6085914.00 U.S. Treasuries (including strips) US TREASURY N/B 2023-11-15 2.750000 263000.00 290938.00 U.S. Treasuries (including strips) US TREASURY N/B 2024-05-15 2.500000 200000.00 217956.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-05-31 1.500000 195500.00 200035.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-07-15 0.875000 3500000.00 3511007.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-07-31 1.625000 11775700.00 12162870.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-07-31 2.250000 19100.00 20414.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-04-30 1.750000 76000.00 78771.00 U.S. Treasuries (including strips) US TREASURY N/B 2025-05-15 2.125000 17317400.00 18371906.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-06-15 1.125000 1084000.00 1094443.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-07-15 0.875000 32310900.00 32442822.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-07-31 0.625000 3140000.00 3150684.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-07 2016-08-07 2016-09-09 Y Bank of Nova Scotia (The) N/A N/A 1.0000 1 N N N 0.0045 500000000.00 500000000.00 0.0257 N N Y N BNP PARIBAS BNP PARIBAS 0.349999% R0MUWSFPU8MPRO8K5P83 0001272025 980092177791631BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TINT 08/15/17 2017-08-15 0.00 73.00 73.00 U.S. Treasuries (including strips) TINT 11/15/24 2024-11-15 0.00 46.00 41.00 U.S. Treasuries (including strips) STRIPS 2032-02-15 0.00 4528877.00 3353135.00 U.S. Treasuries (including strips) STRIPS 2019-05-15 0.00 4275274.00 4175788.00 U.S. Treasuries (including strips) STRIPS 2019-11-15 0.00 192.00 186.00 U.S. Treasuries (including strips) STRIPS 2029-05-15 0.00 151.00 120.00 U.S. Treasuries (including strips) STRIPS 2031-02-15 0.00 251.00 191.00 U.S. Treasuries (including strips) TREASURY BILL 2016-10-06 0.00 6472000.00 6469217.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-01-15 2.375000 114294900.00 173667437.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-15 8.750000 100.00 108.00 U.S. Treasuries (including strips) US TREASURY N/B 2043-02-15 3.125000 56089600.00 67795304.00 U.S. Treasuries (including strips) US TREASURY N/B 2043-05-15 2.875000 340100.00 389707.00 U.S. Treasuries (including strips) US TREASURY N/B 2043-08-15 3.625000 47366900.00 62629131.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-03-15 0.750000 56900600.00 57145941.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-04-30 1.625000 3432000.00 3522585.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-15 4.750000 7542200.00 8026316.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-02-15 2.750000 11575100.00 12301769.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-11-15 3.375000 100.00 109.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-05-31 1.375000 112276724.00 114078376.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-15 2.000000 51651100.00 54395268.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-31 0.625000 123725800.00 124023798.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-15 1.625000 700.00 717.00 U.S. Treasuries (including strips) US TREASURY N/B 2025-05-15 2.125000 20822400.00 22024495.00 U.S. Treasuries (including strips) STRIP PRINC 2021-11-15 0.00 200.00 188.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-12 Y BNP Paribas N/A N/A 1.0000 1 N N N 0.0035 700000000.00 700000000.00 0.0360 N Y Y N Goldman Sachs Financial Square Funds - Treasury Obligations 2016-08-05 Peter W. Fortner Peter W. Fortner Assistant Treasurer