N-MFP2
    
      
        
          0000915092
          XXXXXXXX
        
      
      
      
      
      
      
    
  
  
    
      2022-06-30
      0000915092
      5493004HQXF0DFT60U28
      S000004286
      1
      N
      N
    
    
      
        BlackRock Fund Advisors
        801-22609
      
      
        PricewaterhouseCoopers
        Philadelphia
        PA
      
      
        BlackRock Advisors, LLC
      
      
        State Street Bank and Trust Company
        0000839287
        085-05003
      
      N
      Y
      
        0001065899
        Alight Money Market Fund
        333-59221
        S000008685
      
      
        0000893818
        BlackRock Cash Funds: Treasury
        033-54126
        S000004273
      
      N
      Exempt Government
      Treasury
      N
      25
      56
      
        21556417255.75
        20653194457.00
        18827592375.23
        17463390626.94
      
      
        21556417255.75
        20653194457.00
        18827592375.23
        17463390626.94
        0.00
      
      
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        1.0000
        1.0000
        1.0000
        1.0000
        0.0000
      
      79093195.18
      19135379701.29
      19143539968.82
      7620462.75
      3184388.71
      19227069238.04
      0.0000
      1.0000
      0.0000
      
        1.0000
        0.9999
        1.0000
        1.0004
        0.0000
      
    
    
      C000012008
      1.00
      19227069238.04
      0.0000
      
        0.0000
        0.0000
        0.0000
        0.0000
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0000
      Y
      BlackRock Advisors, LLC: Advisor Fee- $505,827
    
    
      UNITED STATES TREASURY
      TREASURY BILL 1.567000%
      912796M71
      254900HROIFWPRGM1V77
      US912796M713
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-09-08
      2022-09-08
      2022-09-08
      N
      N
      N
      0.0157
      518045129.51
      518045129.51
      0.0269
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 1.772000%
      912796M89
      254900HROIFWPRGM1V77
      US912796M895
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-10-06
      2022-10-06
      2022-10-06
      N
      N
      N
      0.0177
      139238927.01
      139238927.01
      0.0072
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 2.023000%
      912796N96
      254900HROIFWPRGM1V77
      US912796N968
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-11-03
      2022-11-03
      2022-11-03
      N
      N
      N
      0.0202
      547284977.94
      547284977.94
      0.0285
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 2.255000%
      912796P94
      254900HROIFWPRGM1V77
      US912796P948
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-12-01
      2022-12-01
      2022-12-01
      N
      N
      N
      0.0226
      31601226.52
      31601226.52
      0.0016
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 2.484000%
      912796R27
      254900HROIFWPRGM1V77
      US912796R274
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-12-29
      2022-12-29
      2022-12-29
      N
      N
      N
      0.0248
      145680639.24
      145680639.24
      0.0076
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 0.761000%
      912796R68
      254900HROIFWPRGM1V77
      US912796R688
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-07
      2022-07-07
      2022-07-07
      N
      N
      N
      0.0076
      154980.63
      154980.63
      0.0000
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 2.500000%
      912796S34
      254900HROIFWPRGM1V77
      US912796S348
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2023-01-26
      2023-01-26
      2023-01-26
      N
      N
      N
      0.0250
      101578442.63
      101578442.63
      0.0053
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 1.093000%
      912796S59
      254900HROIFWPRGM1V77
      US912796S595
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-28
      2022-07-28
      2022-07-28
      N
      N
      N
      0.0109
      23356109.96
      23356109.96
      0.0012
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 2.454000%
      912796T33
      254900HROIFWPRGM1V77
      US912796T338
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2023-02-23
      2023-02-23
      2023-02-23
      N
      N
      N
      0.0245
      66226880.13
      66226880.13
      0.0034
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 1.352000%
      912796T41
      254900HROIFWPRGM1V77
      US912796T411
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-08-18
      2022-08-18
      2022-08-18
      N
      N
      N
      0.0135
      50095949.73
      50095949.73
      0.0026
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 1.548000%
      912796T66
      254900HROIFWPRGM1V77
      US912796T668
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-09-01
      2022-09-01
      2022-09-01
      N
      N
      N
      0.0155
      119844930.87
      119844930.87
      0.0062
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 1.607000%
      912796U49
      254900HROIFWPRGM1V77
      US912796U492
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-09-15
      2022-09-15
      2022-09-15
      N
      N
      N
      0.0161
      40484509.55
      40484509.55
      0.0021
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 1.655000%
      912796U56
      254900HROIFWPRGM1V77
      US912796U567
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-09-22
      2022-09-22
      2022-09-22
      N
      N
      N
      0.0166
      94788353.72
      94788353.72
      0.0049
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 1.670000%
      912796U64
      254900HROIFWPRGM1V77
      US912796U641
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-09-29
      2022-09-29
      2022-09-29
      N
      N
      N
      0.0167
      148513587.50
      148513587.50
      0.0077
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 1.901000%
      912796V55
      254900HROIFWPRGM1V77
      US912796V557
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-10-13
      2022-10-13
      2022-10-13
      N
      N
      N
      0.0190
      230078505.24
      230078505.24
      0.0120
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 2.677000%
      912796W47
      254900HROIFWPRGM1V77
      US912796W472
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2023-05-18
      2023-05-18
      2023-05-18
      N
      N
      N
      0.0268
      370066597.59
      370066597.59
      0.0192
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 0.831000%
      912796W88
      254900HROIFWPRGM1V77
      US912796W886
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-05
      2022-07-05
      2022-07-05
      N
      N
      N
      0.0083
      164984.98
      164984.98
      0.0000
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 0.974000%
      912796W96
      254900HROIFWPRGM1V77
      US912796W969
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-12
      2022-07-12
      2022-07-12
      N
      N
      N
      0.0097
      33305227.71
      33305227.71
      0.0017
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 1.243000%
      912796X46
      254900HROIFWPRGM1V77
      US912796X462
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-08-02
      2022-08-02
      2022-08-02
      N
      N
      N
      0.0124
      28538896.70
      28538896.70
      0.0015
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 2.774000%
      912796X53
      254900HROIFWPRGM1V77
      US912796X538
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2023-06-15
      2023-06-15
      2023-06-15
      N
      N
      N
      0.0277
      45329711.02
      45329711.02
      0.0024
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY BILL 1.394000%
      912796XM6
      254900HROIFWPRGM1V77
      US912796XM68
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-08-16
      2022-08-16
      2022-08-16
      N
      N
      N
      0.0139
      11787591.19
      11787591.19
      0.0006
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 2.500000%
      9128284D9
      254900HROIFWPRGM1V77
      US9128284D91
      
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2023-03-31
      2023-03-31
      2023-03-31
      N
      N
      N
      0.0279
      5961929.69
      5961929.69
      0.0003
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 2.000000%
      912828M80
      254900HROIFWPRGM1V77
      US912828M805
      
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-11-30
      2022-11-30
      2022-11-30
      N
      N
      N
      0.0238
      23178726.57
      23178726.57
      0.0012
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 2.125000%
      912828N30
      254900HROIFWPRGM1V77
      US912828N308
      
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-12-31
      2022-12-31
      2022-12-31
      N
      N
      N
      0.0255
      47888771.33
      47888771.33
      0.0025
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 1.500000%
      912828P79
      254900HROIFWPRGM1V77
      US912828P790
      
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2023-02-28
      2023-02-28
      2023-02-28
      N
      N
      N
      0.0276
      13660925.78
      13660925.78
      0.0007
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 1.500000%
      912828Q29
      254900HROIFWPRGM1V77
      US912828Q293
      
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2023-03-31
      2023-03-31
      2023-03-31
      N
      N
      N
      0.0279
      15050766.17
      15050766.17
      0.0008
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 1.625000%
      912828YW4
      254900HROIFWPRGM1V77
      US912828YW42
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-12-15
      2022-12-15
      2022-12-15
      N
      N
      N
      0.0241
      55800937.36
      55800937.36
      0.0029
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY FLOATING RATE NOTE 1.813000%
      91282CAA9
      254900HROIFWPRGM1V77
      US91282CAA99
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-07-01
      2022-07-31
      2022-07-31
      N
      N
      N
      0.0150
      380179589.85
      380179589.85
      0.0198
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY FLOATING RATE NOTE 1.813000%
      91282CAS0
      254900HROIFWPRGM1V77
      US91282CAS08
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-07-01
      2022-10-31
      2022-10-31
      N
      N
      N
      0.0151
      750754162.50
      750754162.50
      0.0390
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 0.125000%
      91282CBD2
      254900HROIFWPRGM1V77
      US91282CBD20
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-12-31
      2022-12-31
      2022-12-31
      N
      N
      N
      0.0256
      35436301.35
      35436301.35
      0.0018
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 0.125000%
      91282CBG5
      254900HROIFWPRGM1V77
      US91282CBG50
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2023-01-31
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0258
      92639946.91
      92639946.91
      0.0048
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY FLOATING RATE NOTE 1.807000%
      91282CBK6
      254900HROIFWPRGM1V77
      US91282CBK62
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-07-01
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0153
      707569648.68
      707569648.68
      0.0368
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 0.125000%
      91282CBX8
      254900HROIFWPRGM1V77
      US91282CBX83
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2023-04-30
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0288
      50008900.00
      50008900.00
      0.0026
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY FLOATING RATE NOTE 1.792000%
      91282CBY6
      254900HROIFWPRGM1V77
      US91282CBY66
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-07-01
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0155
      171874250.42
      171874250.42
      0.0089
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY FLOATING RATE NOTE 1.787000%
      91282CCQ2
      254900HROIFWPRGM1V77
      US91282CCQ24
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-07-01
      2023-07-31
      2023-07-31
      N
      N
      N
      0.0158
      323211581.28
      323211581.28
      0.0168
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY FLOATING RATE NOTE 1.793000%
      91282CDE8
      254900HROIFWPRGM1V77
      US91282CDE84
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-07-01
      2023-10-31
      2023-10-31
      N
      N
      N
      0.0161
      130318706.70
      130318706.70
      0.0068
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY FLOATING RATE NOTE 1.743000%
      91282CDU2
      254900HROIFWPRGM1V77
      US91282CDU27
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-07-05
      2024-01-31
      2024-01-31
      N
      N
      N
      0.0167
      144061325.44
      144061325.44
      0.0075
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY FLOATING RATE NOTE 1.683000%
      91282CEL1
      254900HROIFWPRGM1V77
      US91282CEL19
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        Govt
      
      
        Moody's Investors Service, Inc.
        Govt
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-07-01
      2024-04-30
      2024-04-30
      N
      N
      N
      0.0173
      43616239.78
      43616239.78
      0.0023
      N
      Y
      Y
      N
    
    
      HSBC SECURITIES (USA) INC
      TRI-PARTY HSBC SECURITIES (USA) INC 0.050000%
      CYYGQCGNHMHPSMRL3R97
      0000853784
      BRSM2LJW3
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        Y
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2051-08-15
          
          0.00
          2527000.00
          1025479.34
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-15
          
          0.00
          9242972.16
          8765267.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-05-15
          
          0.00
          12307744.00
          10580893.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2039-08-15
          
          4.500000
          29958000.00
          35818137.34
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-07-15
          
          0.125000
          39750300.00
          41023441.61
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-15
          
          0.125000
          74381400.00
          83406341.49
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2042-11-15
          
          0.00
          99550600.00
          48880439.66
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        NR
      
      
        Moody's Investors Service, Inc.
        NR
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0150
      225000000.00
      225000000.00
      0.0117
      N
      Y
      Y
      N
    
    
      NATIXIS SA
      TRI-PARTY NATIXIS S.A. 1.480000%
      KX1WK48MPD4Y2NCUIZ63
      0001456764
      BRTAJB2S9
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        Y
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2042-11-15
          
          2.750000
          100.00
          89.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          3.000000
          100.00
          94.60
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          2.750000
          100.00
          99.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-10-31
          
          0.500000
          200.00
          173.86
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-11-15
          
          4.250000
          153300.00
          172652.37
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          2.125000
          2625800.00
          4086763.16
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          3.000000
          4608000.00
          4602792.96
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          1.125000
          4969000.00
          4734351.99
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-15
          
          2.375000
          8226200.00
          8175411.81
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-30
          
          0.125000
          21518800.00
          21433387.42
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-15
          
          0.250000
          24453500.00
          23207924.30
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-15
          
          0.375000
          57495000.00
          54370634.35
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2049-05-15
          
          2.875000
          90782000.00
          84274360.41
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-12-31
          
          0.375000
          99974800.00
          90741327.42
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0148
      290000000.00
      290000000.00
      0.0151
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550000%
      549300H47WTHXPU08X20
      BRY46HQ60
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-06-30
          
          3.250000
          460783088.24
          469998750.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        NR
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      460783088.24
      460783088.24
      0.0240
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550000%
      549300H47WTHXPU08X20
      BRY46HQA1
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-31
          
          0.750000
          38499419.12
          39269407.50
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        NR
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      38499419.12
      38499419.12
      0.0020
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550000%
      549300H47WTHXPU08X20
      BRY46HQH6
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-31
          
          0.370000
          115077150.74
          117378693.75
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        NR
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      115077150.74
      115077150.74
      0.0060
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550000%
      549300H47WTHXPU08X20
      BRY46HQJ2
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-31
          
          0.250000
          78526735.29
          80097270.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        NR
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      78526735.29
      78526735.29
      0.0041
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550000%
      549300H47WTHXPU08X20
      BRY46HQM5
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-03-31
          
          1.250000
          12664904.41
          12918202.50
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        NR
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      12664904.41
      12664904.41
      0.0007
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550000%
      549300H47WTHXPU08X20
      BRY46HQN3
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-15
          
          0.375000
          9833333.33
          10030000.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        NR
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      9833333.33
      9833333.33
      0.0005
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550000%
      549300H47WTHXPU08X20
      BRY46HQR4
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          3.000000
          499615686.27
          509608000.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        NR
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      499615686.27
      499615686.27
      0.0260
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550000%
      549300H47WTHXPU08X20
      BRY46HR28
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-09-30
          
          1.250000
          52494768.38
          53544663.75
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        NR
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      52494768.38
      52494768.38
      0.0027
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550000%
      549300H47WTHXPU08X20
      BRY46HR36
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-12-31
          
          0.620000
          12906658.09
          13164791.25
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        NR
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      12906658.09
      12906658.09
      0.0007
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550000%
      549300H47WTHXPU08X20
      BRY46HR77
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-02-15
          
          2.750000
          19599088.24
          19991070.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        NR
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      19599088.24
      19599088.24
      0.0010
      N
      Y
      Y
      N
    
    
      BARCLAYS BANK PLC
      TRI-PARTY BARCLAYS BANK PLC 1.550000%
      G5GSEF7VJP5I7OUK5573
      0001042452
      BRY46HRY8
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-30
          
          0.375000
          27913900.00
          25500000.19
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      25000000.00
      25000000.00
      0.0013
      N
      Y
      Y
      N
    
    
      BNP PARIBAS SA
      TRI-PARTY BNP PARIBAS 1.480000%
      R0MUWSFPU8MPRO8K5P83
      0000753835
      BRY46HS92
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          1.742775
          100.00
          100.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          3.000000
          17756300.00
          16983862.69
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          3.000000
          305511900.00
          289016043.21
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0148
      300000000.00
      300000000.00
      0.0156
      N
      Y
      Y
      N
    
    
      CITIGROUP GLOBAL MARKETS INC
      TRI-PARTY CITIGROUP GLOBAL MARKETS 1.520000%
      MBNUM2BPBDO7JBLYG310
      0001456764
      BRY46HSB7
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-01
          
          0.00
          100.00
          99.04
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-08
          
          0.00
          400.00
          395.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-22
          
          0.00
          19800.00
          19564.30
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-22
          
          0.00
          1012000.00
          999953.15
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0152
      1000000.00
      1000000.00
      0.0001
      N
      Y
      Y
      N
    
    
      CITIGROUP GLOBAL MARKETS INC
      TRI-PARTY CITIGROUP GLOBAL MARKETS 1.520000%
      MBNUM2BPBDO7JBLYG310
      0001456764
      BRY46HSN1
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-31
          
          1.625000
          98.00
          97.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-31
          
          0.125000
          98.00
          95.72
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          3.125000
          1178.00
          1124.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-15
          
          0.250000
          3240.00
          3158.26
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-30
          
          2.625000
          162196.00
          161698.10
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          0.125000
          837884.00
          811629.53
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-31
          
          2.750000
          3557127.00
          3588743.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-30
          
          0.125000
          8480160.00
          8246277.17
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-31
          
          1.250000
          11023069.00
          10876016.46
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-31
          
          0.125000
          31825244.00
          30787880.73
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-15
          
          0.375000
          42521269.00
          53925446.59
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-30
          
          1.375000
          65523109.00
          64501603.71
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          2.500000
          102126273.00
          102496296.90
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0152
      270000000.00
      270000000.00
      0.0140
      N
      Y
      Y
      N
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
      TRI-PARTY CREDIT AGRICOLE CORPORATE 1.480000%
      254900BN8XS34XZDJ223
      BRY46HSP6
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-31
          
          0.750000
          158764485.00
          144696642.56
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-15
          
          0.375000
          193137099.00
          184245972.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-02-29
          
          1.125000
          213150192.00
          191257454.48
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0148
      510000000.00
      510000000.00
      0.0265
      N
      Y
      Y
      N
    
    
      BANK OF NOVA SCOTIA
      TRI-PARTY THE BANK OF NOVA SCOTIA 1.500000%
      L3I9ZG2KFGXZ61BMYR72
      0001041839
      BRY46HSR2
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-05-15
          
          2.375000
          100.00
          96.59
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-15
          
          0.125000
          100.00
          111.96
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-15
          
          0.250000
          100.00
          94.66
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-15
          
          2.750000
          2028500.00
          2039789.67
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0150
      2000000.00
      2000000.00
      0.0001
      N
      Y
      Y
      N
    
    
      NATIXIS SA
      TRI-PARTY NATIXIS S.A. 1.480000%
      KX1WK48MPD4Y2NCUIZ63
      0001456764
      BRY46HT75
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-31
          
          2.750000
          100.00
          97.62
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          3.000000
          649700.00
          648965.84
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-08-15
          
          1.250000
          2409200.00
          2069403.06
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          0.250000
          3614000.00
          3324500.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-28
          
          0.500000
          4571800.00
          4157035.38
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0148
      10000000.00
      10000000.00
      0.0005
      N
      Y
      Y
      N
    
    
      SOCIETE GENERALE SA
      TRI-PARTY SOCIETE GENERALE 1.500000%
      O2RNE8IBXP4R0TD8PU41
      0001335977
      BRY46HTD2
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          1.125000
          7372700.00
          5100022.83
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0150
      5000000.00
      5000000.00
      0.0003
      N
      Y
      Y
      N
    
    
      TD SECURITIES (USA) LLC
      TRI-PARTY TD SECURITIES (USA) LLC 1.500000%
      SUVUFHICNZMP2WKHG940
      0001335977
      BRY46HTE0
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          3.000000
          5105800.00
          5100030.45
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        NR
      
      
        Moody's Investors Service, Inc.
        NR
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0150
      5000000.00
      5000000.00
      0.0003
      N
      Y
      Y
      N
    
    
      FEDERAL RESERVE BANK OF NEW YORK
      TRI-PARTY FEDERAL RESERVE BANK OF 1.550000%
      254900Y8NKGV541U8Q32
      0001457970
      BRY47B7V8
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-15
          
          0.125000
          1703200.00
          1629417.72
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          2.500000
          21620500.00
          21698835.49
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-03-31
          
          2.125000
          168470400.00
          166652009.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          1.625000
          340916200.00
          303042540.91
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-15
          
          0.250000
          4373205700.00
          4150449907.86
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-15
          
          2.250000
          6025711300.00
          5806977280.69
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        NR
      
      
        Moody's Investors Service, Inc.
        NR
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      10450000000.00
      10450000000.00
      0.5435
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES INC
      TRI-PARTY BOFA SECURITIES INC. 1.460000%
      549300HN4UKV1E2R3U73
      0001335977
      BRY47TW41
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          1.625000
          5691900.00
          5100006.43
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        NR
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0146
      5000000.00
      5000000.00
      0.0003
      N
      Y
      Y
      N
    
    
      Master Investment Portfolio
      2022-07-07
      /s/ Ann Frechette
      Ann Frechette
      Assistant Treasurer