N-MFP2 0001423799 XXXXXXXX 2018-07-31 0001423799 S000021488 3 N N 333-148652 The Dreyfus Corporation 801-08147 Ernst and Young LLP New York NY None Dreyfus Transfer Inc 0001285911 084-06102 N N N Exempt Government N 13 95 3105822142.17 3365051712.44 3535942374.47 3655655131.02 3786414652.95 4505822142.17 4650363539.70 4918512891.18 5143291720.46 5398738933.85 0.4987 0.5043 0.5168 0.5251 0.5339 0.7235 0.6969 0.7189 0.7388 0.7613 254768.88 7084961644.50 7084961644.50 6444417.49 11321574.00 7080339256.88 7078654463.81 1.0000 0.0195 1.0003 1.0003 1.0003 1.0003 1.0003 C000061453 275000000.00 5495344791.71 5494102720.79 1.0003 1.0003 1.0003 1.0003 1.0003 350395429.39 1257278614.11 1087877146.25 535710847.18 417732670.93 469893693.41 856338013.27 529760550.82 659308494.58 480657891.30 3371651754.42 3273301596.82 0.0186 Y Dreyfus Management fee is capped at 10 basis points. 167,473.34 C000061454 275000000.00 1490956140.21 1490540755.27 1.0003 1.0003 1.0003 1.0003 1.0003 246669503.53 9254072.39 1079575898.12 1180030114.68 371436298.29 157105534.26 15801487.50 224632865.42 34681.54 48671965.46 1713517868.98 1619694552.21 0.0181 Y Dreyfus Management fee is capped at 10 basis points. 56,155.85 C000061456 275000000.00 94038324.96 94010987.75 1.0003 1.0003 1.0003 1.0003 1.0003 1881776.50 480737.86 4456155.78 14805823.20 6661146.33 2516122.47 2131563.52 2379204.28 215266.81 984693.89 15345908.94 21166581.70 0.0156 Y Dreyfus Management fee is capped at 10 basis points. 3,257.47 ABN AMRO BANK NV REPO ABN AMRO BANK NV REPO BFXS5XCH7N0Y05NIXW11 023000 0000897878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-07-20 2.750 1090668.85 188640.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-04-20 3.999 1820697.64 1437009.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-06-20 3.999 14285714.28 11768548.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-10-20 3.125 2142705.92 266355.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-12-15 4.000 21428571.42 5386944.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-11-20 4.000 21428571.42 4743380.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2019-01-31 1.250 68235.71 67894.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2042-06-15 4.000 10714285.78 2119393.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-01-20 3.000 395641.85 242509.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-11-15 3.125 255428.57 258415.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-10-15 4.000 25000000.00 5550335.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2026-08-15 1.500 7.14 6.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2042-05-20 4.000 13974503.71 3381611.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2042-06-15 4.000 2654.57 489.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2019-02-28 1.125 5406278.57 5396089.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2020-11-15 2.625 7.14 7.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-01-20 3.000 2706940.71 2578770.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2021-11-15 2.000 59457.14 58235.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2024-10-31 2.250 2755400.00 2666279.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2019-02-15 2.750 141278.57 143413.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2018-11-30 1.000 4719571.42 4709738.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2019-02-28 1.500 35871.42 35934.07 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-08-01 2018-08-01 2018-08-01 N N N 0.0194 50000000.00 50000000.00 0.0071 N Y Y N - N/A - ABN AMRO BANK NV REPO ABN AMRO BANK NV REPO BFXS5XCH7N0Y05NIXW11 023000 0000897878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-11-15 3.125 69470.00 70282.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-10-31 2.250 54740.00 52969.48 U.S. 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9346004.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-31 2.000 31288800.00 29906877.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 1.625 21926500.00 20945840.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 2.250 7800000.00 7489379.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 1.625 50058200.00 46004169.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 2.375 100.00 140.32 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-08-01 2018-08-01 2018-08-01 N N N 0.0191 600000000.00 600000000.00 0.0847 N Y Y N - N/A - BNP PARIBAS SA REPO BNP PARIBAS SA REPO 055610 0000872786 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including 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0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-08-15 0.000 563561.65 320542.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-11-15 0.000 17.96 11.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-05-15 0.000 81.51 51.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 0.000 59.72 43.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-11-15 0.000 383894.15 223399.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-11-15 0.000 31.78 22.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.000 106.27 73.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 0.000 217.21 147.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 0.000 2102.01 997.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 0.000 231.22 98.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 2.125 100.00 144.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 0.000 110108.21 85835.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 0.000 5.95 4.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 6.125 300.00 380.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-02-15 0.000 108830.03 107455.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 0.000 157.00 71.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 0.000 130.18 106.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 0.000 18.89 9.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.000 2188.51 1046.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 200.00 84.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 0.000 2.24 1.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 0.000 40.61 35.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 0.000 335.60 150.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-15 0.000 107938.49 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0.000 385.89 185.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 4.250 100.00 119.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 0.000 163.50 88.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 906.97 392.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 0.000 100.00 75.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.000 17.98 8.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-08-15 0.000 1206000.00 636623.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-31 2.750 11250400.00 11197635.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-15 0.000 14511.50 12629.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 4.250 200.00 238.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-15 0.000 41.42 29.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-08-15 3.125 200.00 203.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-11-15 0.000 18.39 10.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 3.875 500.00 572.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 0.000 366.11 301.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-02-15 0.000 49567648.11 32516872.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 0.000 108.51 79.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 0.000 16.96 14.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.000 86.93 73.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 13988.34 7303.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 0.000 69.68 55.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 584243.79 272637.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 0.000 519.03 243.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 0.000 428.67 216.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-05-15 0.000 98732.61 60234.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 0.000 826018.97 597831.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 0.000 426745.60 187426.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-15 0.375 64774000.00 63992661.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 0.000 75.93 64.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-11-15 0.000 11.02 10.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 0.000 948.13 464.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-11-15 0.000 789.30 418.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 4.750 342100.00 433045.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-08-15 0.000 14082187.52 9091319.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.000 790.00 343.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 0.000 0.64 0.53 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-08-01 2018-08-01 2018-08-01 N N N 0.0191 580000000.00 580000000.00 0.0819 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 22532Y 0001330437 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-16 0.000 407896.23 407534.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-08 0.000 909225.43 904123.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-06 0.000 6523941.91 6476486.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 0.000 1931.09 1909.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-02 0.000 524615.02 524536.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 0.000 577768.50 570418.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-09 0.000 778393.52 777991.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-23 0.000 284322.03 283967.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-30 0.000 8046242.77 8033215.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-04 0.000 128.73 128.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-04-25 0.000 8086618.82 7950666.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-25 0.000 1528882.68 1521678.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-23 0.000 1239491.51 1216176.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-23 0.000 1770173.41 1758766.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-20 0.000 1377822.52 1349089.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-20 0.000 48277.45 47884.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-27 0.000 1603616.18 1589651.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-10 0.000 4256124.48 4215214.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-24 0.000 2349502.89 2324642.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-08-15 0.000 2068528.09 954294.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 8.500 104601.15 117929.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 8.750 96683.65 108817.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 7.875 80.46 93.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-15 8.125 3409193.06 3954560.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 911558.84 1087241.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 7.250 112.64 135.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 7.125 144.83 175.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 9287520.55 11028096.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-15 7.500 144.83 185.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 6.875 96.55 123.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-02-15 6.000 2092023.12 2582369.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 112.64 146.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-15 6.625 64.36 84.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 6.125 112.64 142.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 2739037.59 5381464.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-04-15 3.875 6624793.52 13294392.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 643828.16 850633.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 6.250 144.83 193.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-02-15 5.375 5649862.47 7183928.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-04-15 3.375 6810404.25 12769000.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 2.000 14440463.16 19836475.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 32.18 39.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 160731.74 225366.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2037-02-15 4.750 804624.27 1018529.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-05-15 4.500 128.73 157.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-02-15 3.500 7287240.69 7896087.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-05-15 4.250 1786265.89 2127865.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 32.18 39.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 4.625 1464416.18 1852884.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 2874182.28 4157559.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-08-15 3.875 11152108.57 12763458.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-11-15 4.250 96.55 115.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 4.750 724306.68 935646.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 2.125 1054492.30 1516275.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 3.750 16092630.38 18111887.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 3.125 13469555.23 13627077.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 3.125 3944268.20 4020511.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 1011638.01 1081762.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-05-15 3.000 2576551.76 2551258.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 14706665.06 14023518.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-11-15 2.750 1384549.17 1309659.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 8021138.49 8166161.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 2540134.47 2585432.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-05-15 2.875 1287398.84 1244251.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-08-15 3.625 9011791.90 9974061.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-11-15 3.750 20404338.31 22859928.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 2.500 8038276.99 7249987.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 2.500 885.08 795.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 8182433.47 8797217.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-05-15 2.500 25275050.91 22550930.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-11-15 2.875 18136263.39 17446280.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-02-15 3.000 10267021.87 10203334.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-02-15 0.875 18060242.49 18487651.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-05-15 3.000 10202684.11 10057471.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-11-15 2.750 15820651.28 14825280.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2048-02-15 3.000 16789998.24 16677957.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2048-02-15 1.000 10070790.10 10422753.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2048-05-15 3.125 2287546.82 2311174.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 1.500 980836.99 885517.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-15 0.750 602534.84 593948.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-31 0.750 1072000.92 1074170.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-31 1.375 10860094.33 10161537.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 1.125 20807728.64 19890676.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-15 0.875 3065167.90 3020144.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 1.375 128.73 127.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 1.132 1124558.98 1131118.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-31 2.125 9632430.79 9220047.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 1.500 1165578.72 1146368.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-31 1.625 3496205.13 3358825.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-31 1.250 8046258.86 7981212.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-31 1.875 10605784.78 10085258.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-15 1.375 1305583.35 1277025.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-10-31 1.181 12713.06 12782.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-10-31 2.000 71772.48 69754.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-10-31 2.250 24058410.72 23280265.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 2.250 953125.73 901616.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 1.750 1147426.40 1126981.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-30 2.125 2737235.23 2621728.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-15 1.875 2504425.24 2461615.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.875 3652382.70 3622066.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-12-31 2.250 1776658.68 1710347.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-15 2.000 127709.96 125586.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 0.500 78692.25 77485.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 2.000 21048.97 20863.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.435 4596802.40 4618814.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-31 2.375 15642893.68 15338013.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-31 2.500 965693.96 941551.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-02-15 2.750 9942500.80 9879867.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 2.250 18040625.75 18006847.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-29 2.250 8555409.01 8585991.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-02-28 2.750 21010043.37 21030284.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-03-31 2.625 18506358.38 18327087.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-05-15 2.875 4751676.48 4740170.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 2.500 8284411.56 8295319.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-06-30 2.625 315702.38 313145.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.000 435189.08 429515.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-31 1.500 16494797.68 16466667.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.375 80462.42 79953.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 2037147.74 2174710.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.500 136045.87 135556.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 2.125 16511018.91 16265334.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-15 2.750 20268759.12 20385010.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 2.000 321881.89 318574.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-31 1.625 16092533.82 16106786.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-31 1.625 482774.56 481565.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 2.125 4023169.66 3971831.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.750 2413872.83 2406832.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.875 466682.08 454648.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.125 112.64 110.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.625 12713160.13 12562240.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.250 14805086.70 14513618.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-31 1.500 785377.66 751508.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-29 1.375 691815.95 682391.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.750 1303523.51 1263366.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 4.000 738371.51 752550.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-15 3.750 16378593.84 16583890.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-15 1.000 48.27 48.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-15 2.750 2650947.32 2691004.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-15 3.125 10299206.84 10424123.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-31 1.875 7144934.84 6940271.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 1.375 11576950.19 11335185.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-30 1.750 17899510.75 17250176.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 8033674.54 7848605.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-15 0.875 8046.24 8047.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.375 15592009.24 15190631.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-15 1.875 2355183.53 2809940.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-10-31 1.875 418420.71 404477.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-15 1.250 1062136.23 1062375.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 19842726.65 23244901.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 3.625 1234003.97 1273125.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-15 1.250 2462262.93 2458030.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 1.750 14539560.69 14228765.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-15 1.125 708069.36 704988.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 1.375 13992561.01 13531785.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 3.500 4827134.15 4932628.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.250 19989216.55 23322189.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 2.625 16092614.28 16268720.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-31 1.750 482838.93 460809.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-15 0.750 16.09 16.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-28 1.500 649685.82 616458.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 1.125 42806.01 41284.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-15 1.000 788676.62 785349.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 3.625 20920231.21 21711704.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-04-15 0.875 16.09 15.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 1.375 5912153.89 5717038.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-15 3.125 3218497.10 3270471.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-15 0.875 346390.75 342992.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 1.375 21627592.50 20861146.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-15 0.875 225.29 222.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 2.125 6481409.47 6422003.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-31 1.500 1712417.47 1722293.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-30 1.375 144.83 145.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.750 96.55 96.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-30 1.375 96.55 96.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-31 1.375 6662980.99 6647797.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 1.125 24315826.12 23225667.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-06-30 1.375 5716147.42 5336928.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-15 0.750 6581971.42 6479727.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-31 1.125 356770.40 339920.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-15 0.125 4160953.52 4512104.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.250 20242785.84 20141571.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-15 2.000 144.83 142.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-31 1.500 4827745.66 4826239.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-04-30 1.250 14125903.35 14054214.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-31 1.125 32.18 31.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 756411.19 721366.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-30 0.750 965565.22 965980.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-10-15 1.000 3572547.88 3518239.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.250 4184110.61 3998440.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.242 2354572.02 2368400.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 0.750 80.46 80.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.000 1319616.00 1303820.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-15 0.125 1968094.89 2103385.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 0.875 5088443.93 5008962.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 1.625 64402.12 61963.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.000 3540411.19 3491069.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-15 1.625 13437225.43 12829945.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-15 1.000 22272000.00 21882738.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-11-30 1.000 802516.16 800844.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.125 270418.12 261404.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.750 18611023.90 18050956.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.000 5537713.94 5403412.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-12-31 1.250 7265885.96 7245156.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-12-31 1.125 128.73 126.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-15 0.125 17308031.44 18296586.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 11747530.54 11439055.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.125 80.46 78.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 9011791.90 8860914.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.125 1689.71 1680.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.212 827153.75 832246.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 1.125 768416.18 750675.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-05-15 1.750 12707270.28 12132287.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 1.375 2700383.44 2644546.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.875 153538.40 151525.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-15 0.375 6298824.13 6695665.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.000 1239942.10 1223525.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 2.500 1483357.04 1475738.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.125 3863918.42 3853381.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 1.375 4940473.52 4879188.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.125 8094.52 8079.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-15 1.625 8584681.24 8499810.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.875 5627880.13 5480148.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-31 1.250 1364707.14 1360908.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.750 4666820.80 4588814.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.250 32410.26 32445.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-15 2.750 575483.37 575467.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 2.250 7885446.65 7823845.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-31 1.500 144.83 144.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 2.000 12874068.90 12651454.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 2.125 788531.79 775836.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.625 6440309.27 6401853.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-15 0.125 9684489.98 9889322.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-31 2.250 112.64 110.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.750 336461.68 325263.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-15 1.500 6704290.40 6606711.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.875 1981789.59 1925204.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-04-30 1.142 50208.55 50502.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 1.500 285158.84 280350.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 5278335.26 5153555.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 8762680.23 8604591.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-15 0.375 17049199.90 17587476.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.625 15966964.16 15638204.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 2.000 2075930.63 2012033.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.750 121224.69 116908.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-05-31 1.250 1118492.11 1110207.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-15 1.500 658826.35 646121.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.250 144.83 143.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 1.750 16230076.30 15614375.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 2.500 107497.80 107392.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 2.750 3966314.91 3947712.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-08-15 0.000 4023121.38 2597286.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2033-02-15 0.000 9655491.32 6133940.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2034-02-15 0.000 4827745.66 2968580.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-11-15 0.000 7241618.49 4942911.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-11-15 0.000 12471676.30 8243778.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-05-15 0.000 10460115.60 6810999.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-11-15 0.000 6436994.21 4121221.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2033-05-15 0.000 9655491.32 6081800.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 0.000 7241618.49 5030462.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-02-15 0.000 7241618.49 5070146.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-08-15 0.000 4827745.66 3326654.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-02-15 0.000 10460115.60 7091539.97 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-08-01 2018-08-01 2018-08-01 N N N 0.0192 1392000000.00 1392000000.00 0.1966 N Y Y N - N/A - FED RESERVE BANK OF NY FED RESERVE BANK OF NY 313589 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2024-06-30 2.000 157417400.00 149972309.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-06-30 2.125 254138800.00 250047186.03 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2018-08-01 2018-08-01 2018-08-01 N N N 0.0175 400000000.00 400000000.00 0.0565 N Y Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 313313F52 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-09-12 2018-09-12 2018-09-12 N N N 0.0191 14966580.00 14966580.00 0.0021 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGZZ1 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-27 2018-08-27 2018-08-27 N N N 0.0211 25003962.50 25003962.50 0.0035 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EGQ24 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-29 2018-11-29 2018-11-29 N N N 0.0214 25019300.00 25019300.00 0.0035 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EG3H6 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-10 2019-01-10 2019-01-10 N N N 0.0197 22269842.55 22269842.55 0.0031 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EG4B8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-17 2018-09-17 2018-09-17 N N N 0.0203 25004330.00 25004330.00 0.0035 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHAU7 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-01 2019-03-06 2019-03-06 N N N 0.0204 50021885.00 50021885.00 0.0071 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHDM2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-24 2019-04-24 2019-04-24 N N N 0.0203 29478674.71 29478674.71 0.0042 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHJB0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-15 2019-05-15 2019-05-15 N N N 0.0199 50006440.00 50006440.00 0.0071 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHQK2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-03 2019-07-03 2019-07-03 N N N 0.0201 85004267.00 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Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-03 2020-02-03 2020-02-03 N N N 0.0203 99997280.00 99997280.00 0.0141 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385A55 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-03 2018-08-03 2018-08-03 N N N 0.0188 83423156.21 83423156.21 0.0118 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AE2K5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-17 2020-04-17 2020-04-17 N N N 0.0203 100024610.00 100024610.00 0.0141 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130ABDY9 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-10 2019-05-10 2019-05-10 N N N 0.0217 50035035.00 50035035.00 0.0071 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130ABME3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-09-19 2019-06-19 2019-06-19 N N N 0.0217 50047605.00 50047605.00 0.0071 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AAN79 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-18 2019-01-18 2019-01-18 N N N 0.0205 50018545.00 50018545.00 0.0071 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AARL4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-01 2019-02-01 2019-02-01 N N N 0.0205 25007882.50 25007882.50 0.0035 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385H58 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-09-28 2018-09-28 2018-09-28 N N N 0.0192 124615375.00 124615375.00 0.0176 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385H82 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-10-01 2018-10-01 2018-10-01 N N N 0.0193 74747100.00 74747100.00 0.0106 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A9F71 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-09-14 2018-09-14 2018-09-14 N N N 0.0222 25006020.00 25006020.00 0.0035 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A9NW7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-10-05 2018-10-05 2018-10-05 N N N 0.0222 100036410.00 100036410.00 0.0141 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AE6W5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-27 2020-04-27 2020-04-27 N N N 0.0204 100023060.00 100023060.00 0.0141 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385G67 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-09-21 2018-09-21 2018-09-21 N N N 0.0195 105483786.38 105483786.38 0.0149 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385F50 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-09-12 2018-09-12 2018-09-12 N N N 0.0192 284365020.00 284365020.00 0.0402 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385G42 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-09-19 2018-09-19 2018-09-19 N N N 0.0193 199480000.00 199480000.00 0.0282 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130AEL32 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-10-06 2020-07-06 2020-07-06 N N N 0.0213 99961830.00 99961830.00 0.0141 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313385A30 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-01 2018-08-01 2018-08-01 N N N 0.0177 64000000.00 64000000.00 0.0090 N Y Y N - N/A - GOLDMAN, SACHS & CO REPO GOLDMAN, SACHS & CO REPO FOR8UP27PHTHYVLBNG30 381906 0000042352 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) FOR8UP27PHTHYVLBNG30 2026-02-15 6.000 44366700.00 54765758.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) FOR8UP27PHTHYVLBNG30 2043-05-15 2.875 471020800.00 455234361.25 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING NR S&P RATING A-1 2018-08-07 2018-08-07 2018-08-07 N N N 0.0190 500000000.00 500000000.00 0.0706 N N Y N - N/A - HSBC SECURITIES HSBC SECURITIES CYYGQCGNHMHPSMRL3R97 40427S 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2018-11-08 0.000 7000.00 6961.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-02-15 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(including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2027-11-15 0.000 31747584.00 23999268.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2028-08-15 0.000 56.00 41.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2039-02-15 0.000 204.80 108.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2038-11-15 0.000 409.60 218.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2046-05-15 0.000 12232294.40 5181477.58 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2018-08-01 2018-08-01 2018-08-01 N N N 0.0191 150000000.00 150000000.00 0.0212 N Y Y N - N/A - MERRILL LYNCH PIERCE FEN MERRILL LYNCH PIERCE FEN 8NAV47T0Y26Q87Y0QP81 590188 0000914246 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 8NAV47T0Y26Q87Y0QP81 2020-05-31 2.500 47936800.00 47999916.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 8NAV47T0Y26Q87Y0QP81 2025-02-15 7.625 36546200.00 47999905.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 8NAV47T0Y26Q87Y0QP81 2020-11-30 2.000 48634000.00 47999974.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 8NAV47T0Y26Q87Y0QP81 2025-05-31 2.875 47942500.00 47999919.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 8NAV47T0Y26Q87Y0QP81 2021-06-15 2.625 18011300.00 18000370.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 8NAV47T0Y26Q87Y0QP81 2026-02-15 0.000 59763900.00 47999973.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 8NAV47T0Y26Q87Y0QP81 2025-03-31 2.625 48469500.00 47999975.95 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2018-08-01 2018-08-01 2018-08-01 N N N 0.0191 300000000.00 300000000.00 0.0424 N Y Y N - N/A - MERRILL LYNCH PIERCE FEN MERRILL LYNCH PIERCE FEN 59021OBF4 8NAV47T0Y26Q87Y0QP81 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-25 4.436 120000000.00 7512399.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-25 4.086 46246024.00 7578810.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage 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SEC INTL REPO NOMURA SEC INTL REPO 655362 0000902266 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2018-12-27 0.000 47722000.00 47306436.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 6.375 1200000.00 1558892.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 2.125 1940000.00 2806247.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.875 450000.00 460649.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-31 1.435 3000.00 3014.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 100000.00 99404.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including 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Treasury-U.S. Treasuries (including strips) 2019-02-15 0.000 295002.71 291276.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-02-15 0.000 3.20 2.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 0.000 0.96 0.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 0.000 480817.15 356458.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 0.000 64245.00 44628.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-05-15 0.000 64245.00 36854.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-11-15 0.000 92268.52 50455.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 0.000 18630.00 10040.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 18570.00 9696.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-08-15 0.000 0.04 0.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 0.000 18570.00 8937.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 0.000 18570.00 8809.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 0.000 18571.66 8408.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 9150891.41 3815281.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-15 0.000 64245.07 60327.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 0.000 18570.00 10321.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 0.000 64245.00 32453.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-25 0.000 17382200.00 17089970.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-11-15 0.000 18570.00 9845.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-05-15 0.000 64245.00 37968.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-15 0.000 0.40 0.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-31 1.625 1000000.00 947668.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-07-31 1.125 99200.00 94514.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 0.000 64245.00 46875.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-31 1.875 17030600.00 16194746.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-05-15 0.000 64245.00 39194.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-15 0.125 400000.00 433756.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-03-15 2.375 25190700.00 25178010.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-15 0.000 10.40 9.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-11-15 0.000 18570.00 13093.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-11-15 0.000 64245.00 42465.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-11-15 0.000 18570.00 11147.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.000 64245.04 54227.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 0.000 18570.00 9535.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-06-30 1.250 48465600.00 47999990.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 0.000 64256.36 50858.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-04-30 1.875 1297000.00 1259967.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.000 1.28 0.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-11-15 0.000 84466.33 83956.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 0.000 4925904.96 4188841.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 64245.48 29511.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 0.000 64245.59 48448.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-03-31 1.875 200000.00 194750.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-15 0.000 102.72 95.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.857 17873000.00 17962060.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 0.000 64245.00 52545.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-05-15 0.000 64245.00 43170.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-15 1.500 97800.00 95678.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 0.000 64245.66 49238.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 19572.00 9133.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 200000.00 170031.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 0.000 64245.00 56793.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 0.000 18570.00 17716.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 0.000 7729192.20 3394661.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-31 2.875 22470500.00 22497412.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-15 0.000 18570.00 16665.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 0.000 0.48 0.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-31 1.250 1614800.00 1594363.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 0.000 64245.00 51656.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 2.250 124000.00 118960.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 0.000 64245.00 50082.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-11-15 0.000 64245.00 41132.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 0.000 18570.00 9235.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-11-15 0.000 18570.00 10806.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.375 20000.00 19635.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 0.000 110.29 61.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-15 0.000 18570.00 18221.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 0.000 9325649.91 3975804.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 0.000 550000.00 232325.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-31 1.375 24995000.00 24171914.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 0.000 18570.00 9089.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-15 0.000 64245.00 55075.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-31 1.750 900000.00 867956.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-05-15 0.000 64245.00 59455.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-15 0.375 100000.00 98793.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2018-12-06 0.000 600.00 595.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-31 1.375 48780800.00 47999981.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-15 0.000 18570.00 16929.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.125 294000.00 287212.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-01-31 1.125 2469900.00 2456192.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-11-15 0.000 18570.00 10489.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 0.000 64245.00 53397.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-15 0.000 18570.00 13323.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 0.000 123841.08 55226.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-05-15 3.125 380000.00 386136.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-01-03 0.000 148000.00 146644.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-31 1.875 48100.00 46623.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 5.500 119000.00 147846.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-15 0.000 64245.72 62204.63 U.S. Treasuries (including strips) Y FITCH'S RATING N/A MOODY'S RATING N/A S&P RATING N/A 2018-08-07 2018-08-07 2018-08-07 N Y Nomura Securities Co 0.0000 FITCH'S RATING F1 MOODY'S RATING P2 S&P RATING A-1 N 0.0192 300000000.00 300000000.00 0.0424 N N Y N - N/A - U.S. TREASURY NOTES U.S. TREASURY NOTES 912828JH4 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2018-08-15 2018-08-15 2018-08-15 N N N 0.0189 200161960.00 200161960.00 0.0283 N Y Y N - N/A - Dreyfus Institutional Reserves Funds 2018-08-06 /S/John Delise John Delise Treasury Manager