Name of Reporting Entity
Address of Principal Place of Business


Country Code of Principal Place of Business
Name of Designated Filing Entity
Address of Designated Filing Entity


County Code of Designated Filing Entity
  Security Description CUSIP Number Reporting Date Reports Due by
Person to Contact Regarding Information Reported

Formula for Determining Whether to Submit a Large Position Report

  Column A Column B
Part I. Positions in the Security Being Reported as of the Opening of Business on the Report Date Quantity
1. In book-entry accounts of the reporting entity $
2. As collateral against borrowings of funds on general collateral finance repurchase agreements $
3. As collateral against borrowings of funds on tri-party repurchase agreements $
4. As collateral or margin to secure other contractual obligations of the reporting entity $
5. Otherwise available to the reporting entity $
Part II. Settlement Obligations Attributable to Outright Purchase and Sale Contracts Negotiated Prior to or on the Report Date (excluding settlement fails) Obligations to Receive Obligations to Deliver
6. Obligations to receive or deliver, on the report date, the security being reported attributable to contracts for cash settlement (T+0) $ $
7. Obligations to receive or deliver, on the report date, the security being reported attributable to contracts for regular settlement (T+1) $ $
8. Obligations to receive or deliver, on the report date, the security being reported attributable to contracts, including when-issued contracts, for forward settlement (T+n, n>1) $ $
9. Obligations to receive, on the report date, the security being reported attributable to Treasury auction awards $ $
10. Obligations to receive or deliver, on the report date, principal STRIPS derived from the security being reported attributable to contracts for cash settlement, regular settlement, when-issued settlement, and forward settlement $ $
Part III. Settlement Obligations Attributable to Delivery-versus-Payment Financing Contracts (including repurchase agreements and securities lending agreements) Negotiated Prior to or on the Report Date (excluding settlement fails) Obligations to Receive Obligations to Deliver
11. Obligations to receive or deliver, on the report date, the security being reported, and principal STRIPS derived from the security being reported, attributable to overnight agreements $ $
12. Obligations to receive or deliver, on the report date, the security being reported, and principal STRIPS derived from the security being reported, attributable to term agreements due to open on, or due to close on, the report date $ $
13. Obligations to receive or deliver, on the report date, the security being reported, and principal STRIPS derived from the security being reported, attributable to open agreements due to open on, or due to close on, the report date $ $
Part IV. Settlement Fails from Days Prior to the Report Date (Legacy Obligations) Obligations to Receive Obligations to Deliver
14. Obligations to receive or deliver, on the report date, the security being reported, and principal STRIPS derived from the security being reported, arising out of settlement fails on days prior to the report date $ $
Part V. Settlement Fails as of the Close of Business on the Report Date Obligations to Receive Obligations to Deliver
15. Obligations to receive or deliver, on the business day following the report date, the security being reported, and principal STRIPS derived from the security being reported, arising out of settlement fails on the report date $ $
Part VI. Positions in the Security Being Reported as of the Close of Business on the Report Date Quantity
16. In book-entry accounts of the reporting entity $
17. As collateral against borrowings of funds on general collateral finance repurchase agreements $
18. As collateral against borrowings of funds on tri-party repurchase agreements $
19. As collateral or margin to secure other contractual obligations of the reporting entity $
20. Otherwise available to the reporting entity $
Part VII. Quantity of Continuing Delivery-versus-Payment Financing Contracts for the Security Being Reported Quantity Borrowed Quantity Lent
21. Gross amount of security being reported borrowed or lent out on term delivery-versus- payment repurchase agreements opened before the report date and not due to close until after the report date, and on open delivery-versus-payment repurchase agreements opened before the report date and not closed on the report date $ $
Part VIII. Futures and Options Contracts Quantity if Net Long Quantity if Net Short
22. a) Net position, as of the close of market on the business day prior to the report date, in futures, options on futures, and exchange-traded options contracts on which the security being reported is deliverable (report number of contracts)
b) Net position, as of the close of market on the report date, in futures, options on futures, and exchange-traded options contracts on which the security being reported is deliverable (report number of contracts)
23. a) Net position, as of the close of market on the business day prior to the report date, in over-the-counter options contracts on which the security being reported is deliverable (report notional amount of contracts regardless of option delta) $ $
b) Net position, as of the close of market on the report date, in over-the-counter options contracts on which the security being reported is deliverable (report notional amount of contracts regardless of option delta) $ $

Optional - Identify the business(es) engaged in by the reporting entity and any of its aggregating entities with respect to the specified Treasury security (check all that apply).



Do you consider the reporting entity’s overall investment strategy with respect to the specified Treasury security to be:

Name of Authorized Individual Submitting this Report:

Position of Authorized Individual Submitting this Report:

Date Report Submitted:

A reporting entity must submit a large position report if it meets any one of the following criteria:

Note: A reporting entity must check the box for criterion G if it meets the reporting requirement.

Comments: